Related papers: Finite Element Methods with Artificial Diffusion f…
A recently developed Eulerian finite element method is applied to solve advection-diffusion equations posed on hypersurfaces. When transport processes on a surface dominate over diffusion, finite element methods tend to be unstable unless…
We propose a new numerical method to solve the Cahn-Hilliard equation coupled with non-linear wetting boundary conditions. We show that the method is mass-conservative and that the discrete solution satisfies a discrete energy law similar…
We consider the numerical approximation of a continuum model of antiferromagnetic and ferrimagnetic materials. The state of the material is described in terms of two unit-length vector fields, which can be interpreted as the magnetizations…
In this article, we provide a numerical method based on fitted finite volume method to approximate the Hamilton-Jacobi-Bellman (HJB) equation coming from stochastic optimal control problems. The computational challenge is due to the nature…
Finite difference method and pseudo-spectral method have been widely used in the numerical relativity to solve the Einstein equations. As the third major category method to solve partial differential equations, finite element method is much…
Direct numerical simulation of diffusion through heterogeneous media can be difficult due to the computational cost of resolving fine-scale heterogeneities. One method to overcome this difficulty is to homogenize the model by replacing the…
We propose a new numerical method for solving the Hamilton-Jacobi-Bellman quasi-variational inequality associated with the combined impulse and stochastic optimal control problem over a finite time horizon. Our method corresponds to an…
In this paper, we propose and analyze both conforming and nonconforming virtual element methods (VEMs) for the fully nonlinear second-order elliptic Hamilton-Jacobi-Bellman (HJB) equations with Cordes coefficients. By incorporating…
We derive and analyze a broad class of finite element methods for numerically simulating the stationary, low Reynolds number flow of concentrated mixtures of several distinct chemical species in a common thermodynamic phase. The underlying…
In this paper, a semi-discrete spatial finite volume (FV) method is proposed and analyzed for approximating solutions of anomalous subdiffusion equations involving a temporal fractional derivative of order $\alpha \in (0,1)$ in a…
Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…
In this paper we apply the Fast Iterative Method (FIM) for solving general Hamilton-Jacobi-Bellman (HJB) equations and we compare the results with an accelerated version of the Fast Sweeping Method (FSM). We find that FIM can be indeed used…
The paper studies an Allen-Cahn-type equation defined on a time-dependent surface as a model of phase separation with order-disorder transition in a thin material layer. By a formal inner-outer expansion, it is shown that the limiting…
We introduce a generic numerical schemes for fully nonlinear parabolic PDEs on the full domain, where the nonlinearity is convex on the Hessian of the solution. The main idea behind this paper is reduction of a fully nonlinear problem to a…
The second moment method is a linear acceleration technique which couples the transport equation to a diffusion equation with transport-dependent additive closures. The resulting low-order diffusion equation can be discretized independent…
In contrast with the diffusion equation which smoothens the initial data to $C^\infty$ for $t>0$ (away from the corners/edges of the domain), the subdiffusion equation only exhibits limited spatial regularity. As a result, one generally…
We consider a two-dimensional singularly perturbed transmission problem with two different diffusion coefficients, in a domain with smooth (analytic) boundary. The solution will contain boundary layers only in the part of the domain where…
We propose and analyse a fully-discrete discontinuous Galerkin time-stepping method for parabolic Hamilton--Jacobi--Bellman equations with Cordes coefficients. The method is consistent and unconditionally stable on rather general…
We prove optimal error bounds for a second order in time finite element approximation of curve shortening flow in possibly higher codimension. In addition, we introduce a second order in time method for curve diffusion. Both schemes are…
Convection-diffusion-reaction equations model the conservation of scalar quantities. From the analytic point of view, solution of these equations satisfy under certain conditions maximum principles, which represent physical bounds of the…