Related papers: Consistency Analysis of Finite Difference Approxim…
In this article we discuss the numerical analysis for the finite difference scheme of the one-dimensional nonlinear wave equations with dynamic boundary conditions. From the viewpoint of the discrete variational derivative method we propose…
In this article we develop a high order accurate method to solve the incompressible boundary layer equations in a provably stable manner.~We first derive continuous energy estimates,~and then proceed to the discrete setting.~We formulate…
The developments over the last five decades concerning numerical discretisations of the incompressible Navier--Stokes equations have lead to reliable tools for their approximation: those include stable methods to properly address the…
In this paper we show the strong convergence of a fully explicit space-time discrete approximation scheme for the solution process of the two-dimensional incompressible stochastic Navier-Stokes equations on the torus driven by additive…
We determine a considerable class of nonlinear partial differential equation systems which have global regular solutions. Uniqueness is not a direct general consequence of this method. The scheme can be applied to the incompressible Navier…
This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large…
This paper investigates the pathwise uniform convergence in probability of fully discrete finite-element approximations for the two-dimensional stochastic Navier-Stokes equations with multiplicative noise, subject to no-slip boundary…
While convergence of polynomial chaos approximation for linear equations is relatively well understood, a lot less is known for non-linear equations. The paper investigates this convergence for a particular equation with quadratic…
Finite difference schemes in the spatial variable for degenerate stochastic parabolic PDEs are investigated. Sharp results on the rate of $L_p$ and almost sure convergence of the finite difference approximations are presented and results on…
We present a numerical scheme for approximating the incompressible Navier-Stokes equations based on an auxiliary variable associated with the total system energy. By introducing a dynamic equation for the auxiliary variable and…
In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…
In this paper we study the convergence rate of a finite volume approximation of the compressible Navier--Stokes--Fourier system. To this end we first show the local existence of a highly regular unique strong solution and analyse its global…
A two-grid scheme based on mixed finite-element approximations to the incompressible Navier-Stokes equations is introduced and analyzed. In the first level the standard mixed finite-element approximation over a coarse mesh is computed. In…
This paper aims to compare and evaluate various obstacle approximation techniques employed in the context of the steady incompressible Navier-Stokes equations. Specifically, we investigate the effectiveness of a standard volume penalization…
This paper is concerned with stochastic incompressible Navier-Stokes equations with multiplicative noise in two dimensions with respect to periodic boundary conditions. Based on the Helmholtz decomposition of the multiplicative noise,…
In this article, we design and analyze an arbitrary-order stabilized finite element method to approximate the unique continuation problem for laminar steady flow described by the linearized incompressible Navier--Stokes equation. We derive…
By rewriting the Navier-Stokes equation in terms of differential forms we give a formulation which is abstracted and reproduced in a finite dimensional setting. We give two examples of these finite models and, in the latter case, prove some…
There has been an arising trend of adopting deep learning methods to study partial differential equations (PDEs). In this paper, we introduce a deep recurrent framework for solving time-dependent PDEs without generating large scale data…
This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…
We introduce a generalized finite difference method for solving a large range of fully nonlinear elliptic partial differential equations in three dimensions. Methods are based on Cartesian grids, augmented by additional points carefully…