Related papers: A combined space discrete algorithm with a Taylor …
Our work is about energy conserving fourth-order time discretizations of a three-field formulation of Maxwell's equations in conjunction with a spatial discretization using higher-order and compatible de Rham finite element spaces. Toward…
This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…
This paper is concerned with the adaptive numerical treatment of stochastic partial differential equations. Our method of choice is Rothe's method. We use the implicit Euler scheme for the time discretization. Consequently, in each step, an…
The solution of the continuous time filtering problem can be represented as a ratio of two expectations of certain functionals of the signal process that are parametrized by the observation path. We introduce a class of discretization…
Over the past decade, Finite Element Method (FEM) has served as a foundational numerical framework for approximating the terms of Time Series Expansion (TSE) as solutions to transient Partial Differential Equation (PDE). However, the…
In multi-phase fluid flow, fluid-structure interaction, and other applications, partial differential equations (PDEs) often arise with discontinuous coefficients and singular sources (e.g., Dirac delta functions). These complexities arise…
A new iterative technique is presented for solving of initial value problem for certain classes of multidimensional linear and nonlinear partial differential equations. Proposed iterative scheme does not require any discretization,…
In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…
In this paper, we present a rigorous proof of the convergence of first order and second order exponential time differencing (ETD) schemes for solving the nonlocal Cahn-Hilliard (NCH) equation. The spatial discretization employs the Fourier…
An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves the square root of an elliptic operator of second order. Finite element approximation in space is employed.…
We apply the ultraspherical spectral method to solving time-dependent PDEs by proposing two approaches to discretization based on the method of lines and show that these approaches produce approximately same results. We analyze the…
In this paper, we use an implicit two-derivative deferred correction time discretization approach and combine it with a spatial discretization of the discontinuous Galerkin spectral element method to solve (non-)linear PDEs. The resulting…
Optimization problems with $L^1$-control cost functional subject to an elliptic partial differential equation (PDE) are considered. However, different from the finite dimensional $l^1$-regularization optimization, the resulting discretized…
This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…
We present a class of new explicit and stable numerical algorithms to solve the spatially discretized linear heat or diffusion equation. After discretizing the space and the time variables like conventional finite difference methods, we do…
In this paper, a non-uniform time-stepping convex-splitting numerical algorithm for solving the widely used time-fractional Cahn-Hilliard equation is introduced. The proposed numerical scheme employs the $L1^+$ formula for discretizing the…
In this paper, we study temporal splitting algorithms for multiscale problems. The exact fine-grid spatial problems typically require some reduction in degrees of freedom. Multiscale algorithms are designed to represent the fine-scale…
The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…
Efficient and stable solution of partial differential equations (PDEs) is central to scientific and engineering applications, yet existing numerical solvers rely heavily on matrix based discretizations, while learning based methods require…
In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…