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Numerical methods for large-scale, time-dependent partial differential equations

A survey of numerical methods for time dependent partial differential equations is presented. The emphasis is on practical applications to large scale problems. A discussion of new developments in high order methods and moving grids is given. The importance of boundary conditions is stressed for both internal and external flows. A description of implicit methods is presented including generalizations to multidimensions. Shocks, aerodynamics, meteorology, plasma physics and combustion applications are also briefly described.

Turkel, E.↗

Boundary-fitted coordinate systems for numerical solution of partial differential equations - A review

A comprehensive review of methods of numerically generating curvilinear coordinate systems with coordinate lines coincident with all boundary segments is given. Some general mathematical framework and error analysis common to such coordinate systems is also included. The general categories of generating systems are those based on conformal mapping, orthogonal systems, nearly orthogonal systems, systems produced as the solution of elliptic and hyperbolic partial differential equations, and systems generated algebraically by interpolation among the boundaries. Also covered are the control of coordinate line spacing by functions embedded in the partial differential operators of the generating system and by subsequent stretching transformation. Dynamically adaptive coordinate systems, coupled with the physical solution, and time-dependent systems that follow moving boundaries are treated. References reporting experience using such coordinate systems are reviewed as well as those covering the system development.

Thompson, J. F.↗

Numerical Fluxes and Shocks

Accurately describing shocks within numerical partial differential equation solvers has been a significant computational hurdle for the field of applied mathematics. In our work we present and discuss the background and history of how shocks have been dealt with. We have analyzed numerical schemes and fluxes for the purpose of education and improved computational speed and accuracy. We demonstrate the need for specific methods to deal with shocks by showcasing some methods in a simple one dimensional case for burger’s equation. We aim to extend our knowledge to the euler equations.

Partial Differential Equations↗

Latent Twins

Over the past decade, scientific machine learning has transformed the development of mathematical and computational frameworks for analyzing, modeling, and predicting complex systems. From inverse problems to numerical partial differential equations (PDEs), dynamical systems, and model reduction, these advances have pushed the boundaries of what can be simulated. Yet they have often progressed in parallel, with representation learning and algorithmic solution methods evolving largely as separate pipelines. With Latent Twins, we propose a unifying mathematical framework that creates a hidden surrogate in latent space for the underlying equations. Whereas digital twins mirror physical systems in the digital world, Latent Twins mirror mathematical systems in a learned latent space governed by operators. Through this lens, classical modeling, inversion, model reduction, and operator approximation all emerge as special cases of a single principle. We establish the fundamental approximation properties of Latent Twins for both ordinary differential equations (ODEs) and PDEs and demonstrate the framework across three representative settings: (i) canonical ODEs, capturing diverse dynamical regimes; (ii) a PDE benchmark using the shallow-water equations, contrasting Latent Twin simulations with deep operator network and forecasts with a four-dimensional variational method baseline; and (iii) a challenging real-data geopotential reanalysis dataset, reconstructing and forecasting from sparse, noisy observations. Latent Twins provide a compact, interpretable surrogate for solution operators that evaluate across arbitrary time gaps in a single-shot, while remaining compatible with scientific pipelines such as assimilation, control, and uncertainty quantification. Looking forward, this framework offers scalable, theory-grounded surrogates that bridge data-driven representation learning and classical scientific modeling across disciplines.

Latent Twins↗

Utility of a finite element solution algorithm for initial-value problems

The Galerkin criterion within a finite element Weighted Residuals formulation is employed to establish an implicit solution algorithm for an initial-value partial differential equation. Numerical solutions of a transient parabolic and a hyperbolic equation, obtained using linear, quadratic and two cubic finite element basis functions, are employed to quantize accuracy and confirm and refine theoretical convergence rate estimates. The linear basis algorithm for the hyperbolic equation displays excellent accuracy on a coarse computational grid and a high-order convergence rate with discretization refinement. Good accuracy and a strong convergence rate in surface flux are determined for a nonhomogeneous Neumann boundary constraint applied to a parabolic equation. The results amply demonstrate the impact of the nondiagonal finite element initial-value matrix structure on solution accuracy and/or convergence rate.

Baker, A. J.↗

Higher-Order Panel Method for Aerodynamic Flow Analysis

PANAIR uses high-order panel method to predict inviscid subsonic or supersonic flows about arbitrary configuration. Panel method solves linear partial differential equation numerically by approximating configuration surface with panels on which unknown "singularity strengths" are defined. PANAIR includes advanced software technology as well as advanced aerodynamic technology.

Erickson, L.↗

Boundary-layer effects in composite laminates: Free-edge stress singularities, part 6

A rigorous mathematical model was obtained for the boundary-layer free-edge stress singularity in angleplied and crossplied fiber composite laminates. The solution was obtained using a method consisting of complex-variable stress function potentials and eigenfunction expansions. The required order of the boundary-layer stress singularity is determined by solving the transcendental characteristic equation obtained from the homogeneous solution of the partial differential equations. Numerical results obtained show that the boundary-layer stress singularity depends only upon material elastic constants and fiber orientation of the adjacent plies. For angleplied and crossplied laminates the order of the singularity is weak in general.

Wanag, S. S.↗

A New Formulation of Time Domain Boundary Integral Equation for Acoustic Wave Scattering in the Presence of a Uniform Mean Flow

It has been well-known that under the assumption of a constant uniform mean flow, the acoustic wave propagation equation can be formulated as a boundary integral equation, in both the time domain and the frequency domain. Compared with solving partial differential equations, numerical methods based on the boundary integral equation have the advantage of a reduced spatial dimension and, hence, requiring only a surface mesh. However, the constant uniform mean flow assumption, while convenient for formulating the integral equation, does not satisfy the solid wall boundary condition wherever the body surface is not aligned with the uniform mean flow. In this paper, we argue that the proper boundary condition for the acoustic wave should not have its normal velocity be zero everywhere on the solid surfaces, as has been applied in the literature. A careful study of the acoustic energy conservation equation is presented that shows such a boundary condition in fact leads to erroneous source or sink points on solid surfaces not aligned with the mean flow. A new solid wall boundary condition is proposed that conserves the acoustic energy and a new time domain boundary integral equation is derived. In addition to conserving the acoustic energy, another significant advantage of the new equation is that it is considerably simpler than previous formulations. In particular, tangential derivatives of the solution on the solid surfaces are no longer needed in the new formulation, which greatly simplifies numerical implementation. Furthermore, stabilization of the new integral equation by Burton-Miller type reformulation is presented. The stability of the new formulation is studied theoretically as well as numerically by an eigenvalue analysis. Numerical solutions are also presented that demonstrate the stability of the new formulation.

Hu, Fang↗

The numerical dynamic for highly nonlinear partial differential equations

Problems associated with the numerical computation of highly nonlinear equations in computational fluid dynamics are set forth and analyzed in terms of the potential ranges of spurious behaviors. A reaction-convection equation with a nonlinear source term is employed to evaluate the effects related to spatial and temporal discretizations. The discretization of the source term is described according to several methods, and the various techniques are shown to have a significant effect on the stability of the spurious solutions. Traditional linearized stability analyses cannot provide the level of confidence required for accurate fluid dynamics computations, and the incorporation of nonlinear analysis is proposed. Nonlinear analysis based on nonlinear dynamical systems complements the conventional linear approach and is valuable in the analysis of hypersonic aerodynamics and combustion phenomena.

Lafon, A.↗

Numerical grid generation; Proceedings of the Symposium on Numerical Generation of Curvilinear Coordinate Systems and Their Use in the Numerical Solution of Partial Differential Equations, Nashville, TN, April 13-16, 1982

General curvilinear coordinate systems are considered along with the error induced by coordinate systems, basic differential models for coordinate generation, elliptic grid generation, conformal grid generation, algebraic grid generation, orthogonal grid generation, patched coordinate systems, and solid mechanics applications of boundary fitted coordinate systems. Attention is given to coordinate system control and adaptive meshes, the application of body conforming curvilinear grids for finite difference solution of external flow, the use of solution adaptive grids in solving partial differential equations, adaptive gridding for finite difference solutions to heat and mass transfer problems, and the application of curvilinear coordinate generation techniques to the computation of internal flows. Other topics explored are related to the solution of nonlinear water wave problems using boundary-fitted coordinate systems, the numerical modeling of estuarine hydrodynamics on a boundary-fitted coordinate system, and conformal grid generation for multielement airfoils.

Thompson, J. F.↗

Nonlinear grid error effects on numerical solution of partial differential equations

Finite difference solutions of nonlinear partial differential equations require discretizations and consequently grid errors are generated. These errors strongly affect stability and convergence properties of difference models. Previously such errors were analyzed by linearizing the difference equations for solutions. Properties of mappings of decadence were used to analyze nonlinear instabilities. Such an analysis is directly affected by initial/boundary conditions. An algorithm was developed, applied to nonlinear Burgers equations, and verified computationally. A preliminary test shows that Navier-Stokes equations may be treated similarly.

Dey, S. K.↗

On substructuring algorithms and solution techniques for the numerical approximation of partial differential equations

Substructuring methods are in common use in mechanics problems where typically the associated linear systems of algebraic equations are positive definite. Here these methods are extended to problems which lead to nonpositive definite, nonsymmetric matrices. The extension is based on an algorithm which carries out the block Gauss elimination procedure without the need for interchanges even when a pivot matrix is singular. Examples are provided wherein the method is used in connection with finite element solutions of the stationary Stokes equations and the Helmholtz equation, and dual methods for second-order elliptic equations.

Gunzburger, M. D.↗

Parallel Algorithm Solves Coupled Differential Equations

Numerical methods adapted to concurrent processing. Algorithm solves set of coupled partial differential equations by numerical integration. Adapted to run on hypercube computer, algorithm separates problem into smaller problems solved concurrently. Increase in computing speed with concurrent processing over that achievable with conventional sequential processing appreciable, especially for large problems.

Hayashi, A.↗

Numerical solution of nonlinear partial differential equations of mixed type

A review is presented of some recently developed numerical methods for the solution of nonlinear equations of mixed type. The methods considered use finite difference approximations to the differential equation. Central difference formulas are employed in the subsonic zone and upwind difference formulas are used in the supersonic zone. The relaxation method for the small disturbance equation is discussed and a description is given of difference schemes for the potential flow equation in quasi-linear form. Attention is also given to difference schemes for the potential flow equation in conservation form, the analysis of relaxation schemes by the time dependent analogy, the accelerated iterative method, and three-dimensional calculations.

Jameson, A.↗

Solution of partial differential equations on vector and parallel computers

The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed.

Ortega, J. M.↗

Solution of partial differential equations on vector and parallel computers

The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed.

Ortega, J. M.↗

A Decision-Making Machine Learning Approach in Hermite Spectral Approximations of Partial Differential Equations

The accuracy and effectiveness of Hermite spectral methods for the numerical discretization of partial differential equations on unbounded domains are strongly affected by the amplitude of the Gaussian weight function employed to describe the approximation space. This is particularly true if the problem is under-resolved, i.e., there are no enough degrees of freedom. The issue becomes even more crucial when the equation under study is time-dependent, forcing in this way the choice of Hermite functions where the corresponding weight depends on time. In order to adapt dynamically the approximation space, it is here proposed an automatic decision-making process that relies on machine learning techniques, such as deep neural networks and support vector machines. The algorithm is numerically tested with success on a simple 1D problem, but the main goal is its exportability in the context of more serious applications. Here we also show at the end an application in the framework of plasma physics.

97 MATHEMATICS AND COMPUTING↗