Related papers: Convergent finite difference methods for one-dimen…
This paper provides mathematical analysis of an elementary fully discrete finite difference method applied to inhomogeneous (non-constant density and viscosity) incompressible Navier-Stokes system on a bounded domain. The proposed method…
The state-of-the art proof of a global inf-sup condition on mixed finite element schemes does not allow for an analysis of truly indefinite, second-order linear elliptic PDEs. This paper, therefore, first analyses a nonconforming finite…
We introduce suitable coordinate systems for pipes and their variants that allow us to transform partial differential equations (PDEs) on the pipe surfaces or in the solid pipes into computational domains with fixed limits/ranges. Such a…
We establish rigorous \emph{a posteriori} error bounds for a space-time finite element method of arbitrary order discretising linear wave problems in second order formulation. The method combines standard finite elements in space and…
Finite differences, finite elements, and their generalizations are widely used for solving partial differential equations, and their high-order variants have respective advantages and disadvantages. Traditionally, these methods are treated…
For the fractional Laplacian of variable order, an efficient and accurate numerical evaluation in multi-dimension is a challenge for the nature of a singular integral. We propose a simple and easy-to-implement finite difference scheme for…
We present a new approach to parallelization of the first-order backward difference discretization (BDF1) of the time derivative in partial differential equations, such as the nonlinear heat and viscous Burgers equations. The time…
We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…
INTRODUCTION This papers deals with partial differential equations of second order, linear, with constant and not constant coefficients, in two variables, which admit real characteristics. I face the study of PDEs with the mentality of the…
First-order convergence in time and space is proved for a fully discrete semi-implicit finite element method for the two-dimensional Navier--Stokes equations with $L^2$ initial data in convex polygonal domains, without extra regularity…
We propose a generalized finite element method for the strongly damped wave equation with highly varying coefficients. The proposed method is based on the localized orthogonal decomposition introduced and is designed to handle independent…
Friedrichs' systems (FS) are symmetric positive linear systems of first-order partial differential equations (PDEs), which provide a unified framework for describing various elliptic, parabolic and hyperbolic semi-linear PDEs such as the…
In the first part of the paper, we propose and rigorously analyze a mixed finite element method for the approximation of the periodic strong solution to the fully nonlinear second-order Hamilton--Jacobi--Bellman equation with coefficients…
In this short note we investigate the numerical performance of the method of artificial diffusion for second-order fully nonlinear Hamilton-Jacobi-Bellman equations. The method was proposed in (M. Jensen and I. Smears, arxiv:1111.5423);…
The main goal of this paper is to show how some monotonicity methods related with the subdifferential of suitable convex functions and its extensions as m-accretive operators in Banach spaces lead to new and unexpected results showing, for…
We present a class of hybrid FD-FV (finite difference and finite volume) methods for solving general hyperbolic conservation laws written in first-order form. The presentation focuses on one- and two-dimensional Cartesian grids; however,…
This paper introduces the Fej\'er-monotone hybrid steepest descent method (FM-HSDM), a new member to the HSDM family of algorithms, for solving affinely constrained minimization tasks in real Hilbert spaces, where convex smooth and…
This report addresses the boundary value problem for a second-order linear singularly perturbed FIDE. Traditional methods for solving these equations often face stability issues when dealing with small perturbation parameters. We propose an…
We prove first-order convergence of semi-discrete monotone finite difference schemes for Hamilton--Jacobi equations on the Wasserstein space over a finite graph. A central challenge is the boundary degeneracy of the Wasserstein simplex,…
Synchronizations of processing elements (PEs) in massively parallel simulations, which arise due to communication or load imbalances between PEs, significantly affect the scalability of scientific applications. We have recently proposed a…