Related papers: Accelerated finite difference schemes for second o…
We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…
The classical continuous finite element method with Lagrangian $Q^k$ basis reduces to a finite difference scheme when all the integrals are replaced by the $(k+1)\times (k+1)$ Gauss-Lobatto quadrature. We prove that this finite difference…
We study the rate of convergence of an explicit and an implicit-explicit finite difference scheme for linear stochastic integro-differential equations of parabolic type arising in non-linear filtering of jump-diffusion processes. We show…
In this article we prove convergence of adaptive finite element methods for second order elliptic eigenvalue problems. We consider Lagrange finite elements of any degree and prove convergence for simple as well as multiple eigenvalues under…
In this paper, we study an adaptive finite element method for multiple eigenvalue problems of a class of second order elliptic equations. By using some eigenspace approximation technology and its crucial property which is also presented in…
High-order spatial discretisations and full discretisations of parabolic partial differential equations on evolving surfaces are studied. We prove convergence of the high-order evolving surface finite element method, by showing high-order…
This article presents a comprehensive overview and supplement to recent developments in second-order elliptic partial differential equations formulated in double divergence form, along with an exploration of their parabolic counterparts.
We propose a second order finite volume scheme for nonlinear degenerate parabolic equations. For some of these models (porous media equation, drift-diffusion system for semiconductors, ...) it has been proved that the transient solution…
Explicit numerical methods based on Lax-Friedrichs and Leap-Frog finite difference approximations are constructed to find the numerical solution of the first-order hyperbolic partial differential equation with point-wise delay or advance,…
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…
The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…
We propose a discrete functional analysis result suitable for proving compactness in the framework of fully discrete approximations of strongly degenerate parabolic problems. It is based on the original exploitation of a result related to…
Accelerated gradient descent iterations are widely used in optimization. It is known that, in the continuous-time limit, these iterations converge to a second-order differential equation which we refer to as the accelerated gradient flow.…
The convergence of an adaptive mixed finite element method for general second order linear elliptic problems defined on simply connected bounded polygonal domains is analyzed in this paper. The main difficulties in the analysis are posed by…
We derive a second-order ordinary differential equation (ODE) which is the limit of Nesterov's accelerated gradient method. This ODE exhibits approximate equivalence to Nesterov's scheme and thus can serve as a tool for analysis. We show…
The implicit compact finite-difference scheme was developed for evolutionary partial differential parabolic and Schr\"odinger-type equations and systems with a weak nonlinearity. To make a temporal step of the compact implicit scheme we…
We present and analyze a finite volume scheme of arbitrary order for elliptic equations in the one-dimensional setting. In this scheme, the control volumes are constructed by using the Gauss points in subintervals of the underlying mesh. We…
We use inverted finite elements method for approximating solutions of second order elliptic equations with non-constant coefficients varying to infinity in the exterior of a 2D bounded obstacle, when a Neumann boundary condition is…
An expandable local and parallel two-grid finite element scheme based on superposition principle for elliptic problems is proposed and analyzed in this paper by taking example of Poisson equation. Compared with the usual local and parallel…
This paper deals with speeding up the convergence of a class of two-step iterative methods for solving linear systems of equations. To implement the acceleration technique, the residual norm associated with computed approximations for each…