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An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the…

Numerical Analysis · Mathematics 2024-06-28 Santos B. Yuste , Joaquín Quintana-Murillo

Results on unconditional convergence in the Maximum norm for ADI-type methods, such as the Douglas method, applied to the time integration of semilinear parabolic problems are quite difficult to get, mainly when the number of space…

Numerical Analysis · Mathematics 2021-02-25 S. Gonzalez Pinto , D. Hernandez Abreu

We show that the fourth order accurate finite difference implementation of continuous finite element method with tensor product of quadratic polynomial basis is monotone thus satisfies the discrete maximum principle for solving a scalar…

Numerical Analysis · Mathematics 2019-05-17 Hao Li , Xiangxiong Zhang

We propose an energy-stable parametric finite element method (ES-PFEM) to discretize the motion of a closed curve under surface diffusion with an anisotropic surface energy $\gamma(\theta)$ -- anisotropic surface diffusion -- in two…

Numerical Analysis · Mathematics 2021-10-26 Yifei Li , Weizhu Bao

We consider an inverse source problem in the two-time-scale mobile-immobile fractional diffusion model from partial interior observation. Theoretically, we combine the fractional Duhamel's principle with the weak vanishing property to…

Numerical Analysis · Mathematics 2026-04-02 Zhiwei Yang , Yikan Liu

We establish a variety of results extending the well-known Pontryagin maximum principle of optimal control to discrete-time optimal control problems posed on smooth manifolds. These results are organized around a new theorem on critical and…

Optimization and Control · Mathematics 2017-07-14 Robert Kipka , Rohit Gupta

This paper concerns with finite element approximations of a quasi-static poroelasticity model in displacement-pressure formulation which describes the dynamics of poro-elastic materials under an applied mechanical force on the boundary. To…

Numerical Analysis · Mathematics 2014-12-01 Xiaobing Feng , Zhihao Ge , Yukun Li

We consider the Cauchy problem for a system of balance laws derived from a chemotaxis model with singular sensitivity in multiple space dimensions. Utilizing energy methods, we first prove the global well-posedness of classical solutions to…

Analysis of PDEs · Mathematics 2020-08-26 Tong Li , Dehua Wang , Fang Wang , Zhi-An Wang , Kun Zhao

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…

Numerical Analysis · Mathematics 2015-06-18 Bangti Jin , Raytcho Lazarov , Yikan Liu , Zhi Zhou

We address in this paper a nonlinear parabolic system, which is built to retain the main mathematical difficulties of the P1 radiative diffusion physical model. We propose a finite volume fractional-step scheme for this problem enjoying the…

Numerical Analysis · Mathematics 2017-03-06 Raphaele Herbin , Thierry Gallouët , Jean-Claude Latché , Aurélien Larcher

An initial-boundary value problem for the time-fractional diffusion equation is discretized in space using continuous piecewise-linear finite elements on a polygonal domain with a re-entrant corner. Known error bounds for the case of a…

Numerical Analysis · Mathematics 2017-12-21 Kim Ngan Le , William McLean , Bishnu Lamichhane

We consider a space-time finite element method for the numerical solution of a distributed tracking-type optimal control problem subject to the heat equation with state constraints. The cost or regularization term is formulated in an…

Numerical Analysis · Mathematics 2024-10-10 Richard Löscher , Michael Reichelt , Olaf Steinbach

We present a Heterogeneous Multiscale Method for the Landau-Lifshitz equation with a highly oscillatory diffusion coefficient, a simple model for a ferromagnetic composite. A finite element macro scheme is combined with a finite difference…

Numerical Analysis · Mathematics 2021-11-23 Lena Leitenmaier , Murtazo Nazarov

For the time-parallel Parareal method, there exists both numerical and analytical proof that it converges very well for diffusive problems like the heat equation. Many applications, however, do not lead to simple homogeneous diffusive…

Numerical Analysis · Mathematics 2016-03-18 Daniel Ruprecht , Robert Speck , Rolf Krause

Considering a real-valued diffusion, a real-valued reward function and a positive discount rate, we provide an algorithm to solve the optimal stopping problem consisting in finding the optimal expected discounted reward and the optimal…

Probability · Mathematics 2019-09-24 Fabián Crocce , Ernesto Mordecki

We develop a stabilized cut finite element method for the stationary convection diffusion problem on a surface embedded in ${\mathbb{R}}^d$. The cut finite element method is based on using an embedding of the surface into a three…

Numerical Analysis · Mathematics 2018-07-24 Erik Burman , Peter Hansbo , Mats G. Larson , Andre Massing , Sara Zahedi

We study optimal design problems for stationary diffusion involving one or more state equations and mixtures of an arbitrary number of anisotropic materials. Since such problems typically do not admit classical solutions, we adopt a…

Optimization and Control · Mathematics 2026-01-21 Matko Grbac , Ivan Ivec , Marko Vrdoljak

Here we derive a nonsmooth maximum principle for optimal control problems with both state and mixed constraints. Crucial to our development is a convexity assumption on the "velocity set". The approach consists of applying known…

Optimization and Control · Mathematics 2013-03-12 Md. Haider Ali Biswas , Maria do Rosario de Pinho

In this study we construct a time-space finite element (FE) scheme and furnish cost-efficient approximations for one-dimensional multi-term time fractional advection diffusion equations on a bounded domain $\Omega$. Firstly, a fully…

Numerical Analysis · Mathematics 2017-08-08 Xiaoqiang Yue , Yehong Xu , Shi Shu , Menghuan Liu , Weiping Bu

A finite element method of any order is applied on a Bakhvalov-type mesh to solve a singularly perturbed convection--diffusion equation in 2D, whose solution exhibits exponential boundary layers. A uniform convergence of (almost) optimal…

Numerical Analysis · Mathematics 2020-11-12 Jin Zhang , Xiaowei Liu