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In this paper we propose and analyze a Discontinuous Galerkin method for a linear parabolic problem with dynamic boundary conditions. We present the formulation and prove stability and optimal a priori error estimates for the fully discrete…

Numerical Analysis · Mathematics 2015-01-21 Paola F. Antonietti , Maurizio Grasselli , Simone Stangalino , Marco Verani

We investigate a fully discrete finite element approximation for the stochastic Kuramoto-Sivashinsky equation, combining the standard finite element methods in spatial discretization with the implicit Euler-Maruyama scheme in time. Rigorous…

Numerical Analysis · Mathematics 2025-10-08 Hung D. Nguyen , Liet Vo

We consider a space-time finite element method on fully unstructured simplicial meshes for optimal sparse control of semilinear parabolic equations. The objective is a combination of a standard quadratic tracking-type functional including a…

Numerical Analysis · Mathematics 2020-04-01 Ulrich Langer , Olaf Steinbach , Fredi Tröltzsch , Huidong Yang

The aim of this work is to show an abstract framework to analyze the numerical approximation for a family of linear degenerate parabolic mixed equations by using a finite element method in space and a Backward-Euler scheme in time. We…

Numerical Analysis · Mathematics 2020-09-08 Ramiro Acevedo , Christian Gómez , Bibiana López-Rodríguez

In this paper, we consider the finite element approximation to a parabolic Dirichlet boundary control problem and establish new a priori error estimates. In the temporal semi-discretization we apply the DG(0) method for the state and the…

Numerical Analysis · Mathematics 2023-06-29 Dongdong Liang , Wei Gong , Xiaoping Xie

In this paper we analyze the finite element approximation of the Stokes equations with non-smooth Dirichlet boundary data. To define the discrete solution, we first approximate the boundary datum by a smooth one and then apply a standard…

Numerical Analysis · Mathematics 2019-12-12 Ricardo G. Durán , Lucia Gastaldi , Ariel L. Lombardi

In this article, we consider the stochastic Cahn--Hilliard equation driven by space-time white noise. We discretize this equation by using a spatial spectral Galerkin method and a temporal accelerated implicit Euler method. The optimal…

Numerical Analysis · Mathematics 2020-06-23 Jianbo Cui , Jialin Hong , Liying Sun

We present an arbitrary order discontinuous Galerkin finite element method for solving the fourth-order curl problem using a reconstructed discontinuous approximation method. It is based on an arbitrarily high-order approximation space with…

Numerical Analysis · Mathematics 2024-06-11 Ruo Li , Qicheng Liu , Shuhai Zhao

Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…

Numerical Analysis · Mathematics 2017-11-07 Max Gunzburger , Buyang Li , Jilu Wang

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…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

In this paper we establish best approximation property of fully discrete Galerkin solutions of second order parabolic problems on convex polygonal and polyhedral domains in the $L^\infty(I;W^{1,\infty}(\Om))$ norm. The discretization method…

Numerical Analysis · Mathematics 2018-08-20 Dmitriy Leykekhman , Boris Vexler

In this paper, we present a numerical scheme to solve the initial-boundary value problem for backward stochastic partial differential equations of parabolic type. Based on the Galerkin method, we approximate the original equation by a…

Optimization and Control · Mathematics 2015-07-16 Yanqing Wang

In this paper we construct space-time full discretizations of stochastic Allen-Cahn equations driven by space-time white noise on 2D torus. The approximations are implemented by tamed exponential Euler discretization in time and spectral…

Probability · Mathematics 2024-06-07 Ting Ma , Lifei Wang , Huanyu Yang

We present a continuous/discontinuous Galerkin method for approximating solutions to a fourth order elliptic PDE on a surface embedded in $\mathbb{R}^3$. A priori error estimates, taking both the approximation of the surface and the…

Numerical Analysis · Mathematics 2017-06-23 Karl Larsson , Mats G. Larson

The analyses of interior penalty discontinuous Galerkin methods of any order k for solving elliptic and parabolic problems with Dirac line sources are presented. For the steady state case, we prove convergence of the method by deriving a…

Numerical Analysis · Mathematics 2022-07-19 Rami Masri , Boqian Shen , Beatrice Riviere

This article is devoted to long-time weak approximations of stochastic partial differential equations (SPDEs) evolving in a bounded domain $\mathcal{D} \subset \mathbb{R}^d$, $d \leq 3$, with non-globally Lipschitz and possibly…

Numerical Analysis · Mathematics 2025-07-15 Yingsong Jiang , Xiaojie Wang

The numerical approximation of the solution to a stochastic partial differential equation with additive spatial white noise on a bounded domain is considered. The differential operator is assumed to be a fractional power of an integer order…

Numerical Analysis · Mathematics 2018-12-12 David Bolin , Kristin Kirchner , Mihály Kovács

In this paper we study the finite element approximation of systems of second-order nonlinear hyperbolic equations. The proposed numerical method combines a $hp$-version discontinuous Galerkin finite element approximation in the time…

Numerical Analysis · Mathematics 2022-12-02 Aili Shao

A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…

Numerical Analysis · Mathematics 2022-05-04 Adam Andersson , Annika Lang , Andreas Petersson , Leander Schroer

This article introduces and analyzes a new explicit, easily implementable, and full discrete accelerated exponential Euler-type approximation scheme for additive space-time white noise driven stochastic partial differential equations…

Probability · Mathematics 2020-06-04 Martin Hutzenthaler , Arnulf Jentzen , Diyora Salimova