Related papers: Second order parameter-uniform convergence for a f…
We analyse the local discontinuous Galerkin (LDG) method for two-dimensional singularly perturbed reaction-diffusion problems. A class of layer-adapted meshes, including Shishkin- and Bakhvalov-type meshes, is discussed within a general…
In this paper we present an error analysis of an Eulerian finite element method for solving parabolic partial differential equations posed on evolving hypersurfaces in $\mathbb{R}^d$, $d=2,3$. The method employs discontinuous piecewise…
A time-stepping L1 scheme for subdiffusion equation with a Riemann--Liouville time-fractional derivative is developed and analyzed. This is the first paper to show that the L1 scheme for the model problem under consideration is second-order…
A singularly perturbed reaction-diffusion problem posed on the unit square in $\mathbb{R}^2$ is solved numerically by a local discontinuous Galerkin (LDG) finite element method. Typical solutions of this class of 2D problems exhibit…
In this paper, we review several results from singularly perturbed differential equations with multiple small parameters. In addition, we develop a general conceptual framework to compare and contrast the different results by proposing a…
A numerical method is proposed for a class of stochastic control problems including singular behavior. This method solves an infinite-dimensional linear program equivalent to the stochastic control problem using a finite element type…
We consider a singularly perturbed convection-diffusion with exponential and characteristic boundary layers. The problem is numerically solved by the FEM and SDFEM method with bilinear elements on a graded mesh. For the FEM we prove almost…
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…
We give sufficient conditions under which the convergence of finite difference approximations in the space variable of the solution to the Cauchy problem for linear stochastic PDEs of parabolic type can be accelerated to any given order of…
In this work we propose a new kind of parameterized outer estimate of the united solution set to an interval parametric linear system. The new method has several advantages compared to the methods obtaining parameterized solutions…
For the system of second order quasilinear parabolic equations the problem of reducing them to the equations of diffusion type is considered. In non-degenerate case an effective algorithm for solving this problem is suggested.
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…
We consider a class of finite element approximations for fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. In our approach, we first solve a variational problem…
A singularly perturbed parabolic problem of convection-diffusion type with incompatible inflow boundary and initial conditions is examined. In the case of constant coefficients, a set of singular functions are identified which match certain…
A parameter estimation problem is considered for a stochastic parabolic equation with multiplicative noise under the assumption that the equation can be reduced to an infinite system of uncoupled diffusion processes. From the point of view…
The local discontinuous Galerkin (LDG) method is studied for a third-order singularly perturbed problem of the convection-diffusion type. Based on a regularity assumption for the exact solution, we prove almost $O(N^{-(k+1/2)})$ (up to a…
Stability and convergence of a time-weighted discrete scheme with nonuniform time steps are established for linear reaction-subdiffusion equations. The Caupto derivative is approximated at an offset point by using linear and quadratic…
We construct a sequence that converges to a solution of the Cauchy problem for a singularly perturbed linear inhomogeneous differential equation of an arbitrary order. This sequence is also an asymptotic sequence in the following sense: the…
Discrete differential equations appear most prominently in planar map and lattice path enumeration. In this work we consider discrete differential equations with an additional parameter $x$, where the order of the equation is $1$ for $x=0$…
In this paper, we develop a high order numerical method for the numerical solutions of scattering problems with slightly perturbed periodic surfaces in two dimensional spaces. Based on the regularity property introduced in Part I, the…