Related papers: A trigonometric method for the linear stochastic w…
This paper discusses the practical development of space-time boundary element methods for the wave equation in three spatial dimensions. The employed trial spaces stem from simplex meshes of the lateral boundary of the space-time cylinder.…
We introduce a high-order finite element method for approximating the Vlasov-Poisson equations. This approach employs continuous Lagrange polynomials in space and explicit Runge-Kutta schemes for time discretization. To stabilize the…
In this work, we provide a specifc trigonometric stochastic numerical method for linear oscillators with high constant frequencies, driven by a nonlinear time-varying force and a random force. We present some theoretical considerations and…
It is well known that the Lagrangian and Hamiltonian descriptions of field theories are equivalent at the discrete time level when variational integrators are used. Besides the symplectic Hamiltonian structure, many physical systems exhibit…
We consider an inverse problem for the linear one-dimensional wave equation with variable coefficients consisting in determining an unknown source term from a boundary observation. A method to obtain approximations of this inverse problem…
We consider systematic numerical approximation of a viscoelastic phase separation model that describes the demixing of a polymer solvent mixture. An unconditionally stable discretisation method is proposed based on a finite element…
This work considers numerical methods for the time-dependent Schr\"{o}dinger equation of incommensurate systems. By using a plane wave method for spatial discretization, the incommensurate problem is lifted to a higher dimension that…
We present an accurate and efficient discretization approach for the adaptive discretization of typical model equations employed in numerical weather prediction. A semi-Lagrangian approach is combined with the TR-BDF2 semi-implicit time…
We study a class of fully-discrete schemes for the numerical approximation of solutions of stochastic Cahn--Hilliard equations with cubic nonlinearity and driven by additive noise. The spatial (resp. temporal) discretization is performed…
In this paper, we present an energy-preserving exponentially integrable numerical method for stochastic wave equation with cubic nonlinearity and additive noise. We first apply the spectral Galerkin method to discretizing the original…
In this paper, a weak Local Linearization scheme for Stochastic Differential Equations (SDEs) with multiplicative noise is introduced. First, for a time discretization, the solution of the SDE is locally approximated by the solution of the…
We introduce a very weak space-time variational formulation for the wave equation, prove its well-posedness (even in the case of minimal regularity) and optimal inf-sup stability. Then, we introduce a tensor product-style space-time…
In this paper we propose a finite element method for solving elliptic equations with the observational Dirichlet boundary data which may subject to random noises. The method is based on the weak formulation of Lagrangian multiplier. We show…
In this paper, we consider the numerical approximation of a general second order semilinear stochastic partial differential equation (SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the nonlinear…
We introduce a discretization/approximation scheme for reflected stochastic partial differential equations driven by space-time white noise through systems of reflecting stochastic differential equations. To establish the convergence of the…
In this paper we are concerned with Trefftz discretizations of the time-dependent linear wave equation in anisotropic media in arbitrary space dimensional domains $\Omega \subset \mathbb{R}^d~ (d\in \mathbb{N})$. We propose two variants of…
This paper deals with the backward Euler method applied to semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive noise. The SPDE is discretized in space by the finite element method and in time by the…
In this paper, one-stage explicit trigonometric integrators for solving quasilinear wave equations are formulated and studied. For solving wave equations, we first introduce trigonometric integrators as the semidiscretization in time and…
We study a class of stochastic semilinear damped wave equations driven by additive Wiener noise. Owing to the damping term, under appropriate conditions on the nonlinearity, the solution admits a unique invariant distribution. We apply…
In this paper, we recast the variational formulation corresponding to the single layer boundary integral operator $\operatorname{V}$ for the wave equation as a minimization problem in $L^2(\Sigma)$, where $\Sigma := \partial \Omega \times…