Related papers: Maximum principle for the finite element solution …
This paper is devoted to the error analysis of a time-spectral algorithm for fractional diffusion problems of order $\alpha$ ($0 < \alpha < 1$). The solution regularity in the Sobolev space is revisited, and new regularity results in the…
The discrete moment problem is a foundational problem in distribution-free robust optimization, where the goal is to find a worst-case distribution that satisfies a given set of moments. This paper studies the discrete moment problems with…
The large-time asymptotics of weak solutions to Maxwell--Stefan diffusion systems for chemically reacting fluids with different molar masses and reversible reactions are investigated. The diffusion matrix of the system is generally neither…
In this paper we prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a finite dimensional stochastic differential equation, driven by a multidimensional Wiener process. We drop the usual…
We extend the Finite-Difference Time-Domain method to treat dispersive magnetic media by incorporating magneto-optical effects through a frequency-dependent permittivity tensor. For benchmarking our method, we consider the light scattering…
Developing particle-in-cell (PIC) methods using finite element basis sets, and without auxiliary divergence cleaning methods, was a long standing problem until recently. It was shown that if consistent spatial basis functions are used, one…
In this paper we present numerical methods - finite differences and finite elements - for solution of partial differential equation of fractional order in time for one-dimensional space. This equation describes anomalous diffusion which is…
We propose certain approach of solving two-dimensional non-stationary and stationary advection-diffusion-reaction boundary value problems through their reduction to the set of corresponding one-dimensional problems. This method leverages…
The lattice Boltzmann method (LBM) has established itself as a valid numerical method in computational fluid dynamics. Recently, multiple-relaxation-time LBM has been proposed to simulate anisotropic advection-diffusion processes. The…
The time decay of fully discrete finite-volume approximations of porous-medium and fast-diffusion equations with Neumann or periodic boundary conditions is proved in the entropy sense. The algebraic or exponential decay rates are computed…
In this article, we present a numerical approach to ensure the preservation of physical bounds on the solutions to linear and nonlinear hyperbolic convection-reaction problems at the discrete level. We provide a rigorous framework for error…
Finite element methods provide accurate and efficient methods for the numerical solution of partial differential equations by means of restricting variational problems to finite-dimensional approximating spaces. However, they do not…
This article shows how to develop an efficient solver for a stabilized numerical space-time formulation of the advection-dominated diffusion transient equation. At the discrete space-time level, we approximate the solution by using…
The energy dissipation law and the maximum bound principle are two critical physical properties of the Allen--Cahn equations. While many existing time-stepping methods are known to preserve the energy dissipation law, most apply to a…
We study the optimal stopping problem of maximizing the variance of an unkilled linear diffusion. Especially, we demonstrate how the problem can be solved as a convex two-player zero-sum game, and reveal quite surprising application of game…
In this paper, we describe a stable finite element formulation for advection-diffusion-reaction problems that allows for robust automatic adaptive strategies to be easily implemented. We consider locally vanishing, heterogeneous, and…
This work comprises a detailed theoretical and computational study of the boundary value problem for transversely isotropic linear elastic bodies. General conditions for well-posedness are derived in terms of the material parameters. The…
Traditionally, systems governed by linear Partial Differential Equations (PDEs) are spatially discretized to exploit their algebraic structure and reduce the computational effort for controlling them. Due to beneficial insights of the PDEs,…
The asymmetric exclusion process on a ring in one-dimension is considered with a single defect particle. The steady state has previously been solved by a matrix product method. Here we use the Bethe ansatz to solve exactly for the long time…
In this paper we prove two extensions of Hamilton's maximal principle for systems pf parabolic equations which sould be useful for the study of the Ricci flow and some other geometric evolution equations. One extension is a time-dependent…