An important step in estimating the index of refraction of electromagnetic scattering problems is to compute the associated transmission eigenvalue problem. We develop in this paper efficient and accurate spectral methods for computing the transmission eigenvalues associated to the electromagnetic scattering problems. We present ample numerical results to show that our methods are very effective for computing transmission eigenvalues (particularly for computing the smallest eigenvalue), and together with the linear sampling method, provide an efficient way to estimate the index of refraction of a non-absorbing inhomogeneous medium.

In this paper, we propose two hexagonal Fourier-Galerkin methods for the direct numerical simulation of the two-dimensional homogeneous isotropic decaying turbulence. We first establish the lattice Fourier analysis as a mathematical foundation. Then a universal approximation scheme is devised for our hexagonal Fourier-Galerkin methods for Navier-Stokes equations. Numerical experiments mainly concentrate on the decaying properties and the self-similar spectra of the two-dimensional homogeneous turbulence at various initial Reynolds numbers with an initial flow field governed by a Gaussian-distributed energy spectrum. Numerical results demonstrate that both the hexagonal Fourier-Galerkin methods are as efficient as the classic square Fourier-Galerkin method, while provide more effective statistical physical quantities in general.

In this paper, we devote ourselves to the research of numerical methods for American option pricing problems under the Black-Scholes model. The optimal exercise boundary which satisfies a nonlinear Volterra integral equation is resolved by a high-order collocation method based on graded meshes. For the other spatial domain boundary, an artificial boundary condition is applied to the pricing problem for the effective truncation of the semi-infinite domain. Then, the front-fixing and stretching transformations are employed to change the truncated problem in an irregular domain into a one-dimensional parabolic problem in [−1,1]. The Chebyshev spectral method coupled with fourth-order Runge-Kutta method is proposed for the resulting parabolic problem related to the options. The stability of the semi-discrete numerical method is established for the parabolic problem transformed from the original model. Numerical experiments are conducted to verify the performance of the proposed methods and compare them with some existing methods.

This paper is devoted to stability analysis of the acoustic wave equation exterior to a bounded scatterer, where the unbounded computational domain is truncated by the exact time-domain circular/spherical nonreflecting boundary condition (NRBC). Different from the usual energy method, we adopt an argument that leads to $L^2$-a priori estimates with minimum regularity requirement for the initial data and source term. This needs some delicate analysis of the involved NRBC. These results play an essential role in the error analysis of the interior solvers (e.g., finite-element/spectral- element/spectral methods) for the reduced scattering problems. We also apply the technique to analyze a time-domain waveguide problem.

In this paper, we carry out an a posteriori error analysis of Legendre spectral approximations to the Stokes/Darcy coupled equations. The spectral approximations are based on a weak formulation of the coupled equations by using the Beavers-Joseph-Saffman interface condition. The main contribution of the paper consists of deriving a number of posteriori error indicators and their upper and lower bounds for the single domain case. An extension of the upper bounds to the multi-domain case in the spectral element framework is also given.