Related papers: On a nonlinear partial differential algebraic syst…
This paper presents a rigorous numerical framework for computing multiple solutions of semilinear elliptic problems by spatiotemporal high-index saddle dynamics (HiSD), which extends the traditional HiSD to the continuous-in-space setting,…
The nonlinear weakly dispersive Serre equations contain higher-order dispersive terms. This includes a mixed derivative flux term which is difficult to handle numerically. The mix spatial and temporal derivative dispersive term is replaced…
We review basic design principles underpinning the construction of mimetic finite difference and a few finite volume and finite element schemes for mixed formulations of elliptic problems. For a class of low-order mixed-hybrid schemes, we…
We propose a novel time-splitting scheme for a class of semilinear stochastic evolution equations driven by cylindrical fractional noise. The nonlinearity is decomposed as the sum of a one-sided, non-globally, Lipschitz continuous function,…
We propose an extension of the discretization approaches for multilayer shallow water models, aimed at making them more flexible and efficient for realistic applications to coastal flows. A novel discretization approach is proposed, in…
This paper presents an approach for obtaining approximate solutions to quasi-variational inequalities in a real Hilbert space by modifying Tseng's scheme, which was originally designed for variational inequalities. The study explores the…
This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs…
This work aims at making a comprehensive contribution in the general area of parametric inference for discretely observed diffusion processes. Established approaches for likelihood-based estimation invoke a time-discretisation scheme for…
We employ the summation-by-parts (SBP) framework to extend the recent domain-of-dependence (DoD) stabilization for cut cells to linear kinetic models in diffusion scaling. Numerical methods for these models are challenged by increased…
We propose a semi-discrete numerical scheme and establish well-posedness of a class of parabolic systems. Such systems naturally arise while studying the optimal control of grain boundary motions. The latter is typically described using a…
We present a novel energy-based numerical analysis of semilinear diffusion-reaction boundary value problems. Based on a suitable variational setting, the proposed computational scheme can be seen as an energy minimisation approach. More…
We adopt the integral definition of the fractional Laplace operator and analyze solution techniques for fractional, semilinear, and elliptic optimal control problems posed on Lipschitz polytopes. We consider two strategies of…
In this article, we give a unified theory for constructing boundary layer expansions for dis-cretized transport equations with homogeneous Dirichlet boundary conditions. We exhibit a natural assumption on the discretization under which the…
The effective, fast transport of matter through porous media is often characterized by complex dispersion effects. To describe in mathematical terms such situations, instead of a simple macroscopic equation (as in the classical Darcy's…
This paper studies formulations of second-order elliptic partial differential equations in nondivergence form on convex domains as equivalent variational problems. The first formulation is that of Smears \& S\"uli [SIAM J.\ Numer.\ Anal.\…
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 study a linear-quadratic optimal control problem involving a parabolic equation with fractional diffusion and Caputo fractional time derivative of orders $s \in (0,1)$ and $\gamma \in (0,1]$, respectively. The spatial fractional…
The matter of the stability for multi-asset American option pricing problems is a present remaining challenge. In this paper a general transformation of variables allows to remove cross derivative terms reducing the stencil of the proposed…
In this paper, we study the mathematical structure and numerical approximation of elliptic problems posed in a (3D) domain $\Omega$ when the right-hand side is a (1D) line source $\Lambda$. The analysis and approximation of such problems is…
In this work, we propose a framework that constructs reduced order models for nonlinear structural mechanics in a nonintrusive fashion, and can handle large scale simulations. We identify three steps that are carried out separately in time,…