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The analysis of the double-diffusion model and $\mathbf{H}(\mathrm{div})$-conforming method introduced in [B\"urger, M\'endez, Ruiz-Baier, SINUM (2019), 57:1318--1343] is extended to the time-dependent case. In addition, the efficiency and…

Numerical Analysis · Mathematics 2021-02-12 Raimund Bürger , Arbaz Khan , Paul E. Méndez , Ricardo Ruiz-Baier

The numerical analysis of elastic wave propagation in unbounded media may be difficult due to spurious waves reflected at the model artificial boundaries. This point is critical for the analysis of wave propagation in heterogeneous or…

Computational Physics · Physics 2010-09-07 Jean-François Semblat , Luca Lenti , Ali Gandomzadeh

An posteriori error analysis for the virtual element method (VEM) applied to general elliptic problems is presented. The resulting error estimator is of residual-type and applies on very general polygonal/polyhedral meshes. The estimator is…

Numerical Analysis · Mathematics 2017-04-26 Andrea Cangiani , Emmanuil H. Georgoulis , Tristan Pryer , Oliver J. Sutton

This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…

Optimization and Control · Mathematics 2016-02-23 Jesper Karlsson , Stig Larsson , Mattias Sandberg , Anders Szepessy , Raùl Tempone

We study the convergence rates of the classical Lagrangian-based methods and their variants for solving convex optimization problems with equality constraints. We present a generalized prediction-correction framework to establish $O(1/K^2)$…

Optimization and Control · Mathematics 2023-04-04 T. Zhang , Y. Xia , S. R. Li

This work presents a novel interpolation-free mesh adaptation technique for the Euler equations within the arbitrary Lagrangian Eulerian framework. For the spatial discretization, we consider a residual distribution scheme, which provides a…

Numerical Analysis · Mathematics 2022-04-26 Stefano Colombo , Barbara Re

We prove the quasi-optimal convergence of a standard adaptive finite element method (AFEM) for nonlinear elliptic second-order equations of monotone type. The adaptive algorithm is based on residual-type a posteriori error estimators and…

Numerical Analysis · Mathematics 2010-10-07 Eduardo M. Garau , Pedro Morin , Carlos Zuppa

The augmented Lagrangian method (ALM) is a benchmark for convex programming problems with linear constraints; ALM and its variants for linearly equality-constrained convex minimization models have been well studied in the literature.…

Optimization and Control · Mathematics 2022-06-22 Bingsheng He , Shengjie Xu , Jing Yuan

We introduce in this paper the numerical analysis of high order both in time and space Lagrange-Galerkin methods for the conservative formulation of the advection-diffusion equation. As time discretization scheme we consider the Backward…

Numerical Analysis · Mathematics 2024-01-05 Rodolfo Bermejo , Manuel Colera

Centered finite-difference discretizations of convection--diffusion equations may oscillate when convection dominates at the mesh scale. For homogeneous Dirichlet problems with constant coefficients on uniform Cartesian grids, we derive…

Numerical Analysis · Mathematics 2026-05-29 Gossrin Jean-Marc Bomisso , Ali Ouattara Kouma

In this paper, we propose a linear and monolithic finite element method for the approximation of an incompressible viscous fluid interacting with an elastic and deforming plate. We use the arbitrary Lagrangian-Eulerian (ALE) approach that…

Numerical Analysis · Mathematics 2023-01-13 Sebastian Schwarzacher , Bangwei She , Karel Tuma

We present a new antithetic multilevel Monte Carlo (MLMC) method for the estimation of expectations with respect to laws of diffusion processes that can be elliptic or hypo-elliptic. In particular, we consider the case where one has to…

Numerical Analysis · Mathematics 2025-04-29 Yuga Iguchi , Ajay Jasra , Mohamed Maama , Alexandros Beskos

In this study, an implicit-explicit local differential transform method (IELDTM) based on Taylor series representations is produced for solving 2D and 3D advection-diffusion equations. The parabolic advection-diffusion equations are reduced…

Numerical Analysis · Mathematics 2021-04-15 Huseyin Tunc , Murat Sari

This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…

Statistics Theory · Mathematics 2010-08-18 Jimmy Olsson , Jonas Ströjby

We introduce estimation and test procedures through divergence minimization for models satisfying linear constraints with unknown parameter. Several statistical examples and motivations are given. These procedures extend the empirical…

Statistics Theory · Mathematics 2008-11-24 Michel Broniatowski , Amor Keziou

In this article a simplified weak Galerkin finite element method is developed for the Dirichlet boundary value problem of convection-diffusion-reaction equations. The simplified weak Galerkin method utilizes only the degrees of freedom on…

Numerical Analysis · Mathematics 2018-08-29 Yujie Liu , Junping Wang

We consider linear reaction-diffusion equations posed on unbounded domains, and discretized by adaptive Lagrange finite elements. To obtain finite-dimensional spaces, it is necessary to introduce a truncation boundary, whereby only a…

Numerical Analysis · Mathematics 2025-11-13 Théophile Chaumont-Frelet , Gregor Gantner

Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…

Numerical Analysis · Mathematics 2023-05-15 Benjamin M. Kent , Catherine E. Powell , David J. Silvester , Małgorzata J. Zimoń

The analyses of interior penalty discontinuous Galerkin methods of any order k for solving elliptic and parabolic problems with Dirac line sources are presented. For the steady state case, we prove convergence of the method by deriving a…

Numerical Analysis · Mathematics 2022-07-19 Rami Masri , Boqian Shen , Beatrice Riviere

We propose an embedded discontinuous Galerkin (EDG) method to approximate the solution of a distributed control problem governed by convection diffusion PDEs, and obtain optimal a priori error estimates for the state, dual state, their…

Numerical Analysis · Mathematics 2019-06-04 Xiao Zhang , Yangwen Zhang , John R. Singler