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We consider the inference problem for parameters in stochastic differential equation models from discrete time observations (e.g. experimental or simulation data). Specifically, we study the case where one does not have access to…

Numerical Analysis · Mathematics 2018-04-10 Sebastian Krumscheid

We present a numerical approximation method for linear diffusion-reaction problems with possibly discontinuous Dirichlet boundary conditions. The solution of such problems can be represented as a linear combination of explicitly known…

Numerical Analysis · Mathematics 2017-07-05 Ramona Baumann , Thomas P. Wihler

We introduce the concept of data-driven finite element methods. These are finite-element discretizations of partial differential equations (PDEs) that resolve quantities of interest with striking accuracy, regardless of the underlying mesh…

Numerical Analysis · Mathematics 2022-11-15 Ignacio Brevis , Ignacio Muga , Kristoffer G. van der Zee

We propose and analyze a two-level method for mimetic finite difference approximations of second order elliptic boundary value problems. We prove that the two-level algorithm is uniformly convergent, i.e., the number of iterations needed to…

Numerical Analysis · Mathematics 2014-10-14 Paola F. Antonietti , Marco Verani , Ludmil Zikatanov

Robust mixed finite element methods are developed for a quad-curl singular perturbation problem. Lower order H(grad curl)-nonconforming but H(curl)-conforming finite elements are constructed, which are extended to nonconforming finite…

Numerical Analysis · Mathematics 2022-06-24 Xuehai Huang , Chao Zhang

In this paper, optimal control problems governed by diffusion equations with Dirichlet and Neumann boundary conditions are investigated in the framework of the gradient discretisation method. Gradient schemes are defined for the optimality…

Numerical Analysis · Mathematics 2018-10-09 Jerome Droniou , Neela Nataraj , Devika Shylaja

It has been shown that many first-order methods satisfy the perturbed Fenchel duality inequality, which yields a unified derivation of convergence. More first-order methods are discussed in this paper, e.g., dual averaging and bundle…

Optimization and Control · Mathematics 2024-12-04 Tiantian Zhao

There has recently been considerable interest in using a nonstandard piecewise approximation to formulate fractional order differential equations as difference equations that describe the same dynamical behaviour and are more amenable to a…

Numerical Analysis · Mathematics 2016-05-09 Christopher N Angstmann , Bruce I Henry , Anna V McGann

This work presents and analyzes space-time finite element methods on fully unstructured simplicial space-time meshes for the numerical solution of parabolic optimal control problems. Using Babu\v{s}ka's theorem, we show well-posedness of…

Numerical Analysis · Mathematics 2020-04-07 Ulrich Langer , Olaf Steinbach , Fredi Tröltzsch , Huidong Yang

We consider a system of differential equations and obtain its solutions with exponential asymptotics and analyticity with respect to the spectral parameter. Solutions of such type have importance in studying spectral properties of…

Classical Analysis and ODEs · Mathematics 2024-05-09 Maria Kuznetsova

A finite element method of any order is applied on a Bakhvalov-type mesh to solve a singularly perturbed convection--diffusion equation in 2D, whose solution exhibits exponential boundary layers. A uniform convergence of (almost) optimal…

Numerical Analysis · Mathematics 2020-11-12 Jin Zhang , Xiaowei Liu

Given an orthogonal lattice with mesh length h on a bounded convex domain, we propose to approximate the Aleksandrov solution of the Monge-Ampere equation by regularizing the data and discretizing the equation in a subdomain using the…

Numerical Analysis · Mathematics 2015-07-31 Gerard Awanou

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…

Numerical Analysis · Mathematics 2015-06-18 Bangti Jin , Raytcho Lazarov , Yikan Liu , Zhi Zhou

In this paper we present a new Eulerian finite element method for the discretization of scalar partial differential equations on evolving surfaces. In this method we use the restriction of standard space-time finite element spaces on a…

Numerical Analysis · Mathematics 2022-12-26 Hauke Sass , Arnold Reusken

Uniqueness of the finite element solution for nonmonotone quasilinear problems of elliptic type is established in one and two dimensions. In each case, we prove a comparison theorem based on locally bounding the variation of the discrete…

Numerical Analysis · Mathematics 2017-06-09 Sara Pollock , Yunrong Zhu

An adaptive moving mesh finite element method is studied for the numerical solution of the porous medium equation with and without variable exponents and absorption. The method is based on the so-called moving mesh partial differential…

Numerical Analysis · Mathematics 2017-01-03 Cuong Ngo , Weizhang Huang

Variational time discretization schemes are getting of increasing importance for the accurate numerical approximation of transient phenomena. The applicability and value of mixed finite element methods (MFEM) in space for simulating…

Numerical Analysis · Mathematics 2016-12-06 Markus Bause , Florin A. Radu , Uwe Köcher

Various traditional numerical methods for solving initial value problems of differential equations often produce local solutions near the initial value point, despite the problems having larger interval solutions. Even current popular…

Numerical Analysis · Mathematics 2024-03-29 Dongpeng Han , Chaolu Temuer

We consider singularly perturbed boundary value problems with a simple interior turning point whose solutions exhibit an interior layer. These problems are discretised using higher order finite elements on layer-adapted piecewise…

Numerical Analysis · Mathematics 2017-09-29 Simon Becher

The multimesh finite element method is a technique for solving partial differential equations on multiple non-matching meshes by enforcing interface conditions using Nitsche's method. Since the non-matching meshes can result in arbitrarily…

Numerical Analysis · Mathematics 2020-07-15 Jørgen S. Dokken , August Johansson , André Massing , Simon W. Funke