Applied and Computational Mathematics (ACM)

Artificial Boundary Conditions

When computing numerically the solution of a partial differential equation in an unbounded domain usually artificial boundaries are introduced to limit the computational domain. Special boundary conditions are derived at this artificial boundaries to approximate the exact whole-space solution. If the solution of the problem on the bounded domain is equal to the whole-space solution (restricted to the computational domain) these boundary conditions are called transparent boundary conditions (TBCs).

We are concerned with TBCs for general Schrödinger-type pseudo-differential equations arising from `parabolic' equation (PE) models which have been widely used for one-way wave propagation problems in various application areas, e.g. (underwater) acoustics, seismology, optics and plasma physics. As a special case the Schrödinger equation of quantum mechanics is included.

Existing discretizations of these TBCs induce numerical reflections at this artificial boundary and also may destroy the stability of the used finite difference method. These problems do not occur when using a so-called discrete TBC which is derived from the fully discretized whole-space problem. This discrete TBC is reflection-free and conserves the stability properties of the whole-space scheme. We point out that the superiority of discrete TBCs over other discretizations of TBCs is not restricted to the presented special types of partial differential equations or to our particular interior discretization scheme.

Another problem is the high numerical effort. Since the discrete TBC includes a convolution with respect to time with a weakly decaying kernel, its numerical evaluation becomes very costly for long-time simulations. As a remedy we construct new approximative TBCs involving exponential sums as an approximation to the convolution kernel. This special approximation enables us to use a fast evaluation of the convolution type boundary condition.

Finally, to illustrate the broad range of applicability of our approach we derived efficient discrete artificial boundary conditions for the Black-Scholes equation of American options.

Software

Our approach was implemented by C.A. Moyer in the QMTools software package for quantum mechanical applications.

Publications



2025

5413.

Hahmann, Johannes; Schüpp, Boris N.; Ishaqat, Aman; Selvakumar, Arjuna; Göstl, Robert; Gräter, Frauke; Herrmann, Andreas
Sequence-specific, mechanophore-free mechanochemistry of DNA
Chem, 11 (4) :102376
April 2025
ISSN: 2451-9294, 2451-9308

5412.


Solid-Supported Iodine(V) Reagents in Organic Synthesis
Chemistry - A European Journal, 2025 :e202500670
03 2025
Herausgeber: Wiley
ISSN: 1521-3765

5411.

[German] Grandrath, Rebecca; Wiebel, Michelle; Bensberg, Kathrin; Schebb, Nils Helge; Bohrmann-Linde, Claudia
Aus der Schale in die Schule
Nachrichten aus der Chemie, 73 (3) :10-12
März 2025

5410.

Storch, Sonja; Campagna, Davide; Aydonat, Simay; Göstl, Robert
Mechanochemical generation of nitrogen-centred radicals for the formation of tertiary amines in polymers
RSC Mechanochemistry, 2 (2) :240-245
März 2025

5409.


Aus der Schale in die Schule
Nachrichten aus der Chemie, 2025 :10-12
02 2025
Herausgeber: Wiley
ISSN: 1868-0054

5408.

Asya, Berçin V.; Wang, Sitao; Euchler, Eric; Khiêm, Vu Ngoc; Göstl, Robert
Optical Force Probes for Spatially Resolved Imaging of Polymer Damage and Failure
Aggregate, 6 :e70014
Februar 2025
ISSN: 2692-4560

5407.


2025

5406.

Clevenhaus, A.; Totzeck, C.; Ehrhardt, M.
A Space Mapping approach for the calibration of financial models with the application to the Heston model
2025

5405.

Frommer, Andreas; Rinelli, Michele; Schweitzer, Marcel
Analysis of stochastic probing methods for estimating the trace of functions of sparse symmetric matrices
Math. Comp., 94 :801-823
2025

5404.

Hoffe, Leon; Ulutas, Berna; Klamroth, Kathrin; Bracke, Stefan
Assessing the effectiveness and efficiency of selected solution approaches for two-dimensional stock cutting problems (Part III): Hybrid Approach For Printed Circuit Boards
AUTOMATION 2025: Conference on Automation — Innovations and Future Perspectives
2025

5403.

Kiesling, Elisabeth; Bohrmann-Linde, Claudia
Carbon Capture and Storage - Nachweis von adsorbiertem Kohlenstoffdioxid
Naturwissenschaften im Unterricht Chemie, 1/25 :Versuchskarteikarte
2025

5402.

Clément, François; Doerr, Carola; Klamroth, Kathrin; Paquete, Luís
Constructing Optimal Star Discrepancy Sets
accepted in Proceedings of the AMS
2025

5401.

Kunze, Markus; Mui, Jonathan; Ploss, David
Elliptic operators with non-local Wentzell-Robin boundary conditions
2025

5400.

Song, Yongcun; Wang, Ziqi; Zuazua, Enrique
FedADMM-InSa: An Inexact and Self-Adaptive ADMM for Federated Learning
Neural Network, 181
Januar 2025

5399.

Kienitz, J; Moodliyar, L
Gaussian views explained
Wilmott, 2025 (135) :72–77
2025
Herausgeber: Wilmott Magazine

5398.

Xu, Zhuo; Tucsnak, Marius
Global Exponential Stabilization for a Simplified Fluid-Particle Interaction System
Januar 2025

5397.

Bartel, Andreas; Schaller, Manuel
Goal-oriented time adaptivity for port-Hamiltonian systems
Journal of Computational and Applied Mathematics, 461 :116450
2025
ISSN: 0377-0427

5396.

Schäfers, Kevin; Finkenrath, Jacob; Günther, Michael; Knechtli, Francesco
Hessian-free force-gradient integrators
Computer Physics Communications, 309 :109478
2025
ISSN: 0010-4655

5395.

Schäfers, Kevin; Finkenrath, Jacob; Günther, Michael; Knechtli, Francesco
Hessian-free force-gradient integrators
Computer Physics Communications, 309 :109478
2025
ISSN: 0010-4655

5394.

Schäfers, Kevin; Finkenrath, Jacob; Günther, Michael; Knechtli, Francesco
Hessian-free force-gradient integrators and their application to lattice QCD simulations
PoS, LATTICE2024 :025
2025

5393.

Schäfers, Kevin; Finkenrath, Jacob; Günther, Michael; Knechtli, Francesco
Hessian-free force-gradient integrators and their application to lattice QCD simulations
PoS, LATTICE2024 :025
2025

5392.

Shaju, K.; Laepple, T.; Hirsch, N.; Zaspel, P.
Ice borehole thermometry: Sensor placement using greedy optimal sampling
EGUsphere, 2025 :1—25
2025

5391.

Vinod, Vivin; Zaspel, Peter
Investigating Data Hierarchies in Multifidelity Machine Learning for Excitation Energies
J. Chem. Theory Comput., 21 (6) :3077-3091
2025

5390.

Schweitzer, Marcel
Near instance optimality of the Lanczos method for Stieltjes and related matrix functions
2025

5389.

Bolten, Matthias; Doganay, Onur Tanil; Gottschalk, Hanno; Klamroth, Kathrin
Non-convex shape optimization by dissipative Hamiltonian flows
Engineering Optimization, 57 :384--403
2025