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This paper develops a high-accuracy algorithm for time fractional wave problems, which employs a spectral method in the temporal discretization and a finite element method in the spatial discretization. Moreover, stability and convergence…

Numerical Analysis · Mathematics 2017-08-10 Binjie Li , Hao Luo , Xiaoping Xie

We present a semi-Lagrangian characteristic mapping method for the incompressible Euler equations on a rotating sphere. The numerical method uses a spatio-temporal discretization of the inverse flow map generated by the Eulerian velocity as…

Numerical Analysis · Mathematics 2023-10-20 Seth Taylor , Jean-Christophe Nave

Maximal parabolic $L^p$-regularity of linear parabolic equations on an evolving surface is shown by pulling back the problem to the initial surface and studying the maximal $L^p$-regularity on a fixed surface. By freezing the coefficients…

Numerical Analysis · Mathematics 2022-02-04 Balázs Kovács , Buyang Li

A new method for numerical solving of boundary problem for ordinary differential equations with slowly varying coefficients which is aimed at better representation of solutions in the regions of their rapid oscillations or exponential…

Computational Physics · Physics 2007-05-23 V. E. Moiseenko , V. V. Pilipenko

A collection of algorithms is described for numerically computing with smooth functions defined on the unit sphere. Functions are approximated to essentially machine precision by using a structure-preserving iterative variant of Gaussian…

Numerical Analysis · Mathematics 2016-04-05 Alex Townsend , Heather Wilber , Grady B. Wright

We consider the initial-boundary value problem for a quasilinear time-fractional diffusion equation, and develop a fully discrete solver combining the parareal algorithm in time with a L1 finite-difference approximation of the Caputo…

Numerical Analysis · Mathematics 2025-10-14 Josefa Caballero , Łukasz Płociniczak , Kishin Sadarangani

A numerical method for the Dirichlet initial boundary value problem for the elastic equation in the exterior and unbounded region of a smooth closed simply connected 2-dimensional domain, is proposed and investigated. This method is based…

Numerical Analysis · Mathematics 2024-02-23 Roman Chapko , Leonidas Mindrinos

A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…

Numerical Analysis · Mathematics 2017-12-04 Nicholas Hale , Sheehan Olver

We present a high order parameter-robust numerical method for a system of (M>=2) coupled singularly perturbed parabolic reaction-diffusion problems. A small perturbation parameter {\epsilon} is multiplied with the second order spatial…

Numerical Analysis · Mathematics 2015-08-03 Mukesh Kumar , S. Chandra Sekhara Rao

We consider a minimal residual discretization of a simultaneous space-time variational formulation of parabolic evolution equations. Under the usual `LBB' stability condition on pairs of trial- and test spaces we show quasi-optimality of…

Numerical Analysis · Mathematics 2021-09-17 Rob Stevenson , Jan Westerdiep

The time integration of semilinear parabolic problems by exponential methods of different kinds is considered. A new algorithm for the implementation of these methods is proposed. The algorithm evaluates the operators required by the…

Numerical Analysis · Mathematics 2008-10-23 Maria Lopez-Fernandez

In this paper, for solving a class of linear parabolic equations in rectangular domains, we have proposed an efficient Parareal exponential integrator finite element method. The proposed method first uses the finite element approximation…

Numerical Analysis · Mathematics 2024-12-03 Jianguo Huang , Yuejin Xu

The aim of this paper is to solve numerically, using the meshless method via radial basis functions, time-space-fractional partial differential equations of type Black-Scholes. The time-fractional partial differential equation appears in…

Numerical Analysis · Mathematics 2024-03-27 A. Torres-Hernandez , F. Brambila-Paz , C. A. Torres-Martínez

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

An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves the square root of an elliptic operator of second order. Finite element approximation in space is employed.…

Numerical Analysis · Mathematics 2015-10-29 Petr N. Vabishchevich

We present a simple discretization scheme for the hypersingular integral representation of the fractional Laplace operator and solver for the corresponding fractional Laplacian problem. Through singularity subtraction, we obtain a…

Numerical Analysis · Mathematics 2020-01-29 Victor Minden , Lexing Ying

A method is presented for the numerical solution of optimal boundary control problems governed by parabolic partial differential equations. The continuous space-time optimal control problem is transcribed into a sparse nonlinear programming…

Optimization and Control · Mathematics 2026-03-17 Alexander M. Davies , Sara Pollock , Miriam E. Dennis , Anil V. Rao

In this article, we present a parallel discretization and solution method for parabolic problems with a higher number of space dimensions. It consists of a parallel-in-time approach using the multigrid reduction-in-time algorithm MGRIT with…

Numerical Analysis · Mathematics 2026-05-01 Michael Griebel , Marc Alexander Schweitzer , Lukas Troska

In this paper, we develop a numerical scheme for the space-time fractional parabolic equation, i.e., an equation involving a fractional time derivative and a fractional spatial operator. Both the initial value problem and the…

Numerical Analysis · Mathematics 2017-08-18 Andrea Bonito , Wenyu Lei , Joseph E. Pasciak

In recent years, sparse spectral methods for solving partial differential equations have been derived using hierarchies of classical orthogonal polynomials on intervals, disks, disk-slices and triangles. In this work we extend the…

Numerical Analysis · Mathematics 2020-12-22 Ben Snowball , Sheehan Olver
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