English
Related papers

Related papers: A trigonometric method for the linear stochastic w…

200 papers

In this paper we consider the numerical approximation of a general second order semi-linear parabolic partial differential equation. Equations of this type arise in many contexts, such as transport in porous media. Using finite element…

Numerical Analysis · Mathematics 2020-11-18 Jean Daniel Mukam , Antoine Tambue

We consider the efficient numerical approximation of acoustic wave propagation in time domain by a finite element method with mass lumping. In the presence of internal damping, the problem can be reduced to a second order formulation in…

Numerical Analysis · Mathematics 2019-12-17 Herbert Egger , Bogdan Radu

Error estimates are proved for finite element approximations to the solution of second-order hyperbolic partial differential equations with coefficients varying in both space and time. Optimal rates of convergence in the energy norm are…

Numerical Analysis · Mathematics 2026-03-17 Oussama Al Jarroudi , Marcus J. Grote

In this work, we introduce a new space-time variational formulation of the second-order wave equation, where integration by parts is also applied with respect to the time variable, and a modified Hilbert transformation is used. For this…

Numerical Analysis · Mathematics 2021-03-09 Richard Löscher , Olaf Steinbach , Marco Zank

We discretize the stochastic Allen-Cahn equation with additive noise by means of a spectral Galerkin method in space and a tamed version of the exponential Euler method in time. The resulting error bounds are analyzed for the…

Numerical Analysis · Mathematics 2021-01-20 Meng Cai , Siqing Gan , Xiaojie Wang

An adaptive finite element method is presented for the elastic scattering of a time-harmonic plane wave by a periodic surface. First, the unbounded physical domain is truncated into a bounded computational domain by introducing the…

Numerical Analysis · Mathematics 2016-05-30 Xue Jiang , Peijun Li , Junliang Lv , Weiying Zheng

Consider the scattering of a time-harmonic elastic plane wave by a bi-periodic rigid surface. The displacement of elastic wave motion is modeled by the three-dimensional Navier equation in an open domain above the surface. Based on the…

Numerical Analysis · Mathematics 2020-07-28 Gang Bao , Xue Jiang , Peijun Li , Xiaokai Yuan

In the present work, strong approximation errors are analyzed for both the spatial semi-discretization and the spatio-temporal fully discretization of stochastic wave equations (SWEs) with cubic polynomial nonlinearities and additive…

Numerical Analysis · Mathematics 2024-11-08 Ruisheng Qi , Xiaojie Wang

We propose and analyze a general framework for space-time finite element methods that is based on least-squares finite element methods for solving a first-order reformulation of the thick parabolic obstacle problem. Discretizations based on…

Numerical Analysis · Mathematics 2025-03-12 José Joaquín Carvajal , Davood Damircheli , Thomas Führer , Francisco Fuica , Michael Karkulik

We consider the study of a numerical scheme for an initial- and Dirichlet boundary- value problem for a nonlinear Schr\"odinger equation. We approximate the solution using a, local (non-uniform) two level scheme in time (see C. Besse [6]…

Numerical Analysis · Mathematics 2017-11-02 Mohammad Asadzadeh , Christoffer Standar

A nonconforming linear element method is developed for a three-dimensional generalized tensor-valued Stokes equation associated with the Hessian complex in this paper. A discrete Helmholtz decomposition for the piecewise constant space of…

Numerical Analysis · Mathematics 2025-10-28 Ziwen Gu , Xuehai Huang

Numerical analysis for the stochastic Stokes equations is still challenging even though it has been well done for the corresponding deterministic equations. In particular, the pre-existing error estimates of finite element methods for the…

Numerical Analysis · Mathematics 2023-12-13 Buyang Li , Shu Ma , Weiwei Sun

The elucidation of many physical problems in science and engineering is subject to the accurate numerical modelling of complex wave propagation phenomena. Over the last decades, high-order numerical approximation for partial differential…

Numerical Analysis · Mathematics 2025-10-20 Mathias Anselmann , Markus Bause

By applying Rohlin's result on the classification of homomorphisms of Lebesgue space, the random inertial manifold of a stochastic damped nonlinear wave equations with singular perturbation is proved to be approximated almost surely by that…

Analysis of PDEs · Mathematics 2012-09-04 Yan Lv , Wei Wang , Anthony Roberts

In this paper, we propose and analyse a numerical method to solve 2D Dirichlet time-harmonic elastic wave equations. The procedure is based on the decoupling of the elastic vector field into scalar Pressure ($P$-) and Shear ($S$-) waves via…

Numerical Analysis · Mathematics 2023-03-21 Silvia Falletta , Matteo Ferrari , Letizia Scuderi

In this work (Part I), we study three time-discretization procedures of the Dynamical Low-Rank Approximation (DLRA) of high-dimensional stochastic differential equations (SDEs). Specifically, we consider the Dynamically Orthogonal (DO)…

Numerical Analysis · Mathematics 2026-01-30 Yoshihito Kazashi , Fabio Nobile , Fabio Zoccolan

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…

Probability · Mathematics 2018-06-11 Martin G. Vieten , Richard H. Stockbridge

A high-frequency recovered fully discrete low-regularity integrator is constructed to approximate rough and possibly discontinuous solutions of the semilinear wave equation. The proposed method, with high-frequency recovery techniques, can…

Numerical Analysis · Mathematics 2024-10-18 Jiachuan Cao , Buyang Li , Yanping Lin , Fangyan Yao

In this paper, we consider the classical wave equation with time-dependent, spatially multiscale coefficients. We propose a fully discrete computational multiscale method in the spirit of the localized orthogonal decomposition in space with…

Numerical Analysis · Mathematics 2021-07-30 Bernhard Maier , Barbara Verfürth

A variational time discretization of anisotropic Willmore flow combined with a spatial discretization via piecewise affine finite elements is presented. Here, both the energy and the metric underlying the gradient flow are anisotropic,…

Numerical Analysis · Mathematics 2015-03-25 Ricardo Perl , Paola Pozzi , Martin Rumpf
‹ Prev 1 8 9 10 Next ›