In this paper we propose a new method based on adjoint systems for parametric sensitivity analysis of DAE’s. This method is employed in a series of experiments, and the results are compared with the estimation of sensitivity by a finite differences method, widely used because of the simplicity of its implementation. In addition, we propose a method extension based on the use of estimation funct...

In this article we introduce the multi-domain hybrid Spectral-WENO method aimed at the discontinuous solutions of hyperbolic conservation laws. The main idea is to conjugate the non-oscillatory properties of the high order weighted essentially non-oscillatory (WENO) finite difference schemes with the high computational efficiency and accuracy of spectral methods. Built in a multi-domain framewo...

The optimal rate of convergence of the wave equation in both the energy and the L-norms using continuous Galerkin method is well known. We exploit this technique and design a fully discrete scheme consisting of coupling the nonstandard finite difference method in the time and the continuous Galerkin method in the space variables. We show that, for sufficiently smooth solution, the maximal error...

This paper discusses numerical analysis methods for different geometrical features that have limited interval values for typically used sensor wavelengths. Compared with existing Finite Difference Time Domain (FDTD) methods, the alternating direction implicit (ADI)-FDTD method reduces the number of sub-steps by a factor of two to three, which represents a 33% time savings in each single run. Th...

Abstract. We consider a partial differential equation of Schrödinger type, known as the ‘parabolic’ approximation to the Helmholtz equation in the theory of sound propagation in an underwater, rangeand depth-dependent environment with a variable bottom. We solve an associated initialand boundary-value problem by a finite difference scheme of Crank-Nicolson type on a variable mesh. We prove that...

The goal of this work is to determine classes of travelling solitary wave solutions for a differential approximation of a finite difference scheme by means of a hyperbolic ansatz. It is shown that spurious solitary waves can occur in finite-difference solutions of nonlinear wave equation. The occurance of such a spurious solitary wave, which exhibits a very long life time, results in a nonvanis...

This paper introduces a new method for the development of closed-form spatial Green’s functions for electrostatic problems involving layered dielectrics. The new method utilizes a finite-difference approximation of the spectral domain form of the Green’s function to overcome the tedious numerical integration of the Fourier–Bessel inverse transform that is required to generate the Green’s functi...

We present an accurate numerical scheme for the affine plane curve evolution and its morphological extension to grey-level images. This scheme is based on the iteration of a nonlocal, fully affine invariant and numerically stable operator, which can be exactly computed on polygons. The properties of this operator ensure that a few iterations are sufficient to achieve a very good accuracy, unlik...

A hybrid method to model the shear wave (SH) scattering from 2D fractures embedded in a heterogeneous medium is developed by coupling Boundary Element Method (BEM) and Finite Different Method (FDM) in the frequency domain. FDM is used to propagate an SH wave from a source through heterogeneities to localized homogeneous domains where fractures are embedded within artificial boundaries. Accordin...

The work presented here describes a method of coordinate transformation that enables spectral methods to be applied efficiently to differential problems with steep solutions. The approach makes use of the adaptive finite difference method presented by Huang and Sloan [SIAM J. Sci. Comput., 15 (1994), pp. 776–797]. This method is applied on a coarse grid to obtain a rough approximation of the so...