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We are interested in a class of numerical schemes for the optimization of nonlinear hyperbolic partial differential equations. We present continuous and discretized relaxation schemes for scalar, one-- conservation laws. We present…

Optimization and Control · Mathematics 2012-07-17 M. Herty , L. Pareschi , S. Steffensen

Let $(U_t)_{t \geq 0}$ be a Brownian motion valued in the complex projective space $\mathbb{C}P^{N-1}$. Using unitary spherical harmonics of homogeneous degree zero, we derive the densities of $|U_t^{1}|^2$ and of $(|U_t^{1}|^2,…

Probability · Mathematics 2014-03-14 Nizar Demni

We present a simple discretization by radial basis functions for the Poisson equation with Dirichlet boundary condition. A Lagrangian multiplier using piecewise polynomials is used to accommodate the boundary condition. This simplifies…

Numerical Analysis · Mathematics 2013-02-11 Norbert Heuer , Thanh Tran

The present article investigates the convergence of a class of space-time discretization schemes for the Cauchy problem for linear parabolic stochastic partial differential equations (SPDEs) defined on the whole space. Sufficient conditions…

Probability · Mathematics 2012-10-04 Eric Joseph Hall

We analyze space-time finite element methods for the numerical solution of distributed parabolic optimal control problems with energy regularization in the Bochner space $L^2(0,T;H^{-1}(\Omega))$. By duality, the related norm can be…

Numerical Analysis · Mathematics 2020-04-22 Ulrich Langer , Olaf Steinbach , Fredi Tröltzsch , Huidong Yang

We consider time discretization methods for abstract parabolic problems with inhomogeneous linear constraints. Prototype examples that fit into the general framework are the heat equation with inhomogeneous (time dependent) Dirichlet…

Numerical Analysis · Mathematics 2018-06-14 Igor Voulis , Arnold Reusken

Borel summable divergent series usually appear when studying solutions of analytic ODE near a multiple singular point. Their sum, uniquely defined in certain sectors of the complex plane, is obtained via the Borel--Laplace transformation.…

Classical Analysis and ODEs · Mathematics 2015-11-04 Martin Klimes

In this paper, we construct and analyze a multiscale (finite element) method for parabolic problems with heterogeneous dynamic boundary conditions. As origin, we consider a reformulation of the system in order to decouple the discretization…

Numerical Analysis · Mathematics 2020-09-16 Robert Altmann , Barbara Verfürth

We numerically benchmark methods for computing harmonic maps into the unit sphere, with particular focus on harmonic maps with singularities. For the discretization we compare two different approaches, both based on Lagrange finite…

Numerical Analysis · Mathematics 2024-11-07 Sören Bartels , Klaus Böhnlein , Christian Palus , Oliver Sander

This work presents and analyzes space-time finite element methods on fully unstructured simplicial space-time meshes for the numerical solution of parabolic optimal control problems. Using Babu\v{s}ka's theorem, we show well-posedness of…

Numerical Analysis · Mathematics 2020-04-07 Ulrich Langer , Olaf Steinbach , Fredi Tröltzsch , Huidong Yang

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

This paper develops and discusses a residual-based a posteriori error estimator for parabolic surface partial differential equations on closed stationary surfaces. The full discretization uses the surface finite element method in space and…

Numerical Analysis · Mathematics 2026-03-31 Balázs Kovács , Michael Lantelme

We consider a linear-quadratic pde constrained optimal control problem on an evolving surface with pointwise state constraints. We reformulate the optimization problem on a fixed surface and approximate the reformulated problem by a…

Optimization and Control · Mathematics 2016-04-27 Michael Hinze , Heiko Kröner

The classical numerical methods play important roles in solving wave equation, e.g. finite difference time domain method. However, their computational domain are limited to flat space and the time. This paper deals with the description of…

Numerical Analysis · Mathematics 2010-01-22 Zheng Xie , Yujie Ma

We construct an efficient numerical scheme for solving obstacle problems in divergence form. The numerical method is based on a reformulation of the obstacle in terms of an L1-like penalty on the variational problem. The reformulation is an…

Numerical Analysis · Mathematics 2014-04-08 Giang Tran , Hayden Schaeffer , William M. Feldman , Stanley J. Osher

In this work, we discuss and compare three methods for the numerical approximation of constant- and variable-coefficient diffusion equations in both single and composite domains with possible discontinuity in the solution/flux at…

Numerical Analysis · Mathematics 2021-11-17 Gustav Ludvigsson , Kyle R. Steffen , Simon Sticko , Siyang Wang , Qing Xia , Yekaterina Epshteyn , Gunilla Kreiss

We propose a method to simultaneously compute scalar basis functions with an associated functional map for a given pair of triangle meshes. Unlike previous techniques that put emphasis on smoothness with respect to the Laplace--Beltrami…

Graphics · Computer Science 2019-10-01 Omri Azencot , Rongjie Lai

In this paper, we develop a numerical resolution of the space-time fractional advection-dispersion equation. After time discretization, we utilize collocation technique and implement a product integration method in order to simplify the…

Numerical Analysis · Mathematics 2017-05-09 S. Javadi , M. Jani , E. Babolian

This paper is concerned with the approximation of linear and nonlinearinitial-boundary-value problems of pseudo-parabolic equations with Dirichlet boundary conditions. They are discretized in space by spectral Galerkin and collocation…

Numerical Analysis · Mathematics 2020-02-26 Eduardo Abreu , Angel Durán

We present a method for the numerical approximation of distributed optimal control problems constrained by parabolic partial differential equations. We complement the first-order optimality condition by a recently developed space-time…

Numerical Analysis · Mathematics 2022-08-23 Thomas Führer , Michael Karkulik