High-order discretization techniques offer the potential to significantly reduce the computational costs necessary to obtain accurate predictions when compared to lower-order methods. However, efficient and universally-applicable high-order discretizations remain somewhat illusive, especially for more arbitrary unstructured meshes and for incompressible/low-speed flows. A novel, high-order, central essentially non-oscillatory (CENO), cell-centered, finite-volume scheme is proposed for the solution of the conservation equations of viscous, incompressible flows on three-dimensional unstructured meshes. Similar to finite element methods, coordinate transformations are used to maintain the scheme's order of accuracy even when dealing with arbitrarily-shaped cells having non-planar faces. The proposed scheme is applied to the pseudo-compressibility formulation of the steady and unsteady Navier-Stokes equations and the resulting discretized equations are solved with a parallel implicit Newton-Krylov algorithm. For unsteady flows, a dual-time stepping approach is adopted and the resulting temporal derivatives are discretized using the family of high-order backward difference formulas (BDF). The proposed finite-volume scheme for fully unstructured mesh is demonstrated to provide both fast and accurate solutions for steady and unsteady viscous flows.

The lattice Boltzmann equation (LBE) methods (both LBGK and MRT) and the discrete unified gas-kinetic scheme (DUGKS) are both derived from the Boltzmann equation, but with different consideration in their algorithm construction. With the same numerical discretization in the particle velocity space, the distinctive modeling of these methods in the update of gas distribution function may introduce differences in the computational results. In order to quantitatively evaluate the performance of these methods in terms of accuracy, stability, and efficiency, in this paper we test LBGK, MRT, and DUGKS in two-dimensional cavity flow and the flow over a square cylinder, respectively. The results for both cases are validated against benchmark solutions. The numerical comparison shows that, with sufficient mesh resolution, the LBE and DUGKS methods yield qualitatively similar results in both test cases. With identical mesh resolutions in both physical and particle velocity space, the LBE methods are more efficient than the DUGKS due to the additional particle collision modeling in DUGKS. But the DUGKS is more robust and accurate than the LBE methods in most test conditions. Particularly, for the unsteady flow over a square cylinder at Reynolds number 300, with the same mesh resolution it is surprisingly observed that the DUGKS can capture the physical multi-frequency vortex shedding phenomena while the LBGK and MRT fail to get that. Furthermore, the DUGKS is a finite volume method and its computational efficiency can be much improved when a non-uniform mesh in the physical space is adopted. The comparison in this paper clearly demonstrates the progressive improvement of the lattice Boltzmann methods from LBGK, to MRT, up to the current DUGKS, along with the inclusion of more reliable physical process in their algorithm development. Besides presenting the Navier-Stokes solution, the DUGKS can capture the rarefied flow phenomena as well with the increasing of Knudsen number.

In the present contribution we evaluate the heat flux prediction capabilities of second-order accurate Residual Distribution (RD ) methods in the context of atmospheric (re-)entry problems around blunt bodies. Our departing point is the computation of subsonic air flows (with air modeled either as an inert ideal gas or as chemically reacting and possibly out of thermal equilibrium gas mixture) around probe-like geometries, as those typically employed into high enthalpy wind tunnels. We confirm the agreement between the solutions obtained with the RD method and the solutions computed with other Finite Volume (FV ) based codes.
However, a straightforward application of the same numerical technique to hypersonic cases involving strong shocks exhibits severe deficiencies even on a geometry as simple as a 2D cylinder. In an attempt to mitigate this problem, we derive new variants of RD schemes. A comparison of these alternative strategies against established ones allows us to derive a diagnose for the shortcomings observed in the traditional RD schemes.

An algebraic multilevel method is proposed for efficiently simulating linear wave propagation using higher-order numerical schemes. This method is used in conjunction with the Finite Volume Time Domain (FVTD) technique for the numerical solution of the time-domain Maxwell's equations in electromagnetic scattering problems. In the multilevel method the solution is cycled through spatial operators of varying orders of accuracy, while maintaining highest-order accuracy at coarser approximation levels through the use of the relative truncation error as a forcing function. Higher-order spatial accuracy can be enforced using the multilevel method at a fraction of the computational cost incurred in a conventional higher-order implementation. The multilevel method is targeted towards electromagnetic scattering problems at large electrical sizes which usually require long simulation times due to the use of very fine meshes dictated by point-per-wavelength requirements to accurately model wave propagation over long distances.

We describe in this work a discontinuous-Galerkin Finite-Element method to approximate the solutions of a new family of 1d Green-Naghdi models. These new models are shown to be more computationally efficient, while being asymptotically equivalent to the initial formulation with regard to the shallowness parameter. Using the free surface instead of the water height as a conservative variable, the models are recasted under a pre-balanced formulation and discretized using a nodal expansion basis. Independently from the polynomial degree in the approximation space, the preservation of the motionless steady-states is automatically ensured, and the water height positivity is enforced. A simple numerical procedure devoted to stabilizing the computations in the vicinity of broken waves is also described. The validity of the resulting model is assessed through extensive numerical validations.

The pricing of option contracts is one of the classical problems in Mathematical Finance. While useful exact solution formulas exist for simple contracts, typically numerical simulations are mandated due to the fact that standard features, such as early-exercise, preclude the existence of such solutions. In this paper we consider derivatives which generalize the classical Black-Scholes setting by not only admitting the early-exercise feature, but also considering assets which evolve by the Constant Elasticity of Variance (CEV) process (which includes the Geometric Brownian Motion of Black-Scholes as a special case). In this paper we investigate a Discontinuous Galerkin method for valuing European and American options on assets evolving under the CEV process which has a number of advantages over existing approaches including adaptability, accuracy, and ease of parallelization.

This paper presents new finite difference schemes for solving the Helmholtz equation in the polar and spherical coordinates. The most important result presented in this study is that the developed difference schemes are pollution free, and their convergence orders are independent of the wave number k. Let h denote the step size, it will be demonstrated that when solving the Helmholtz equation at large wave numbers and considering kh is fixed, the errors of the proposed new schemes decrease as h decreases even when k is increasing and kh>1.

The gradient of the fluid stresses exerted on curved boundaries, conventionally computed in terms of directional derivatives of a tensor, is here analyzed by using the notion of intrinsic derivative which represents the geometrically appropriate tool for measuring tensor variations projected on curved surfaces. Relevant differences in the two approaches are found by using the classical Stokes analytical solution for the slow motion of a fluid over a fixed sphere and a numerically generated three dimensional dynamical scenario. Implications for theoretical fluid dynamics and for applied sciences are finally discussed.

The coordinate transformation offers a remarkable way to design cloaks that can steer electromagnetic fields so as to prevent waves from penetrating into the cloaked region (denoted by $Ω_0$, where the objects inside are invisible to observers outside). The ideal circular and elliptic cylindrical cloaked regions are blown up from a point and a line segment, respectively, so the transformed material parameters and the corresponding coefficients of the resulted equations are highly singular at the cloaking boundary $∂Ω_0$. The electric field or magnetic field is not continuous across $∂Ω_0$. The imposition of appropriate cloaking boundary conditions (CBCs) to achieve perfect concealment is a crucial but challenging issue.
Based upon the principle that a well-behaved electromagnetic field in the original space must be well-behaved in the transformed space as well, we obtain CBCs that intrinsically relate to the essential "pole" conditions of a singular transformation. We also find that for the elliptic cylindrical cloak, the CBCs should be imposed differently for the cosine-elliptic and sine-elliptic components of the decomposed fields. With these at our disposal, we can rigorously show that the governing equation in $Ω_0$ can be decoupled from the exterior region $Ω^c_0$, and the total fields in the cloaked region vanish under mild conditions. We emphasize that our proposal of CBCs is different from any existing ones.
Using the exact circular (resp., elliptic) Dirichlet-to-Neumann (DtN) non-reflecting boundary conditions to reduce the unbounded domain $Ω^c_0$ to a bounded domain, we introduce an accurate and efficient Fourier-Legendre spectral-element method (FLSEM) (resp., Mathieu-Legendre spectral-element method (MLSEM)) to simulate the circular cylindrical cloak (resp., elliptic cylindrical cloak). We provide ample numerical results to demonstrate that the perfect concealment of waves can be achieved for the ideal circular/elliptic cylindrical cloaks under our proposed CBCs and accurate numerical solvers.

The split-operator technique for wave packet propagation in quantum systems is expanded here to the case of propagating wave functions describing Schrödinger particles, namely, charge carriers in semiconductor nanostructures within the effective mass approximation, in the presence of Zeeman effect, as well as of Rashba and Dresselhaus spin-orbit interactions. We also demonstrate that simple modifications to the expanded technique allow us to calculate the time evolution of wave packets describing Dirac particles, which are relevant for the study of transport properties in graphene.

The method of fundamental solutions (MFS) is known as an effective boundary meshless method. However, the formulation of the MFS results in a dense and extremely ill-conditioned matrix. In this paper we investigate the MFS for solving large-scale problems for the nonhomogeneous modified Helmholtz equation. The key idea is to exploit the exponential decay of the fundamental solution of the modified Helmholtz equation, and consider a sparse or diagonal matrix instead of the original dense matrix. Hence, the homogeneous solution can be obtained efficiently and accurately. A standard two-step solution process which consists of evaluating the particular solution and the homogeneous solution is applied. Polyharmonic spline radial basis functions are employed to evaluate the particular solution. Five numerical examples in irregular domains and a large number of boundary collocation points are presented to show the simplicity and effectiveness of our approach for solving large-scale problems.