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In this paper we develop a new approach to stochastic evolution equations with an unbounded drift $A$ which is dependent on time and the underlying probability space in an adapted way. It is well-known that the semigroup approach to…

Probability · Mathematics 2014-02-28 Matthijs Pronk , Mark Veraar

A method for numerical approximation of a new class of fractional parabolic stochastic evolution equations is introduced and analysed. This class of equations has recently been proposed as a space-time extension of the SPDE-method in…

Numerical Analysis · Mathematics 2026-04-30 S. Knutsen Furset

In this paper, we propose a new approach to model reduction of parameterized partial differential equations (PDEs) based on the concept of adaptive reduced bases. The presented approach is particularly suited for large-scale nonlinear…

Numerical Analysis · Mathematics 2014-10-01 Liqian Peng , Kamran Mohseni

We consider image denoising using a nonlinear diffusion process, where we solve unsteady partial differential equations with nonlinear coefficients. The noised image is given as an initial condition, and nonlinear coefficients are used to…

Numerical Analysis · Mathematics 2025-05-14 Maria Vasilyeva , Aleksei Krasnikov , Kelum Gajamannage , Mehrube Mehrubeoglu

Projection-based reduced order models are effective at approximating parameter-dependent differential equations that are parametrically separable. When parametric separability is not satisfied, which occurs in both linear and nonlinear…

Numerical Analysis · Mathematics 2021-10-22 Peter Sentz , Kristian Beckwith , Eric C. Cyr , Luke N. Olson , Ravi Patel

High-precision numerical scheme for nonlinear hyperbolic evolution equations is proposed based on the spectral method. The detail discretization processes are discussed in case of one-dimensional Klein-Gordon equations. In conclusion, a…

Numerical Analysis · Mathematics 2020-08-21 Yoritaka Iwata , Yasuhiro Takei

In this article, we present a new approach to averaging in non-Hamiltonian systems with periodic forcing. The results here do not depend on the existence of a small parameter. In fact, we show that our averaging method fits into an…

Dynamical Systems · Mathematics 2010-06-15 Mickaël D. Chekroun , Michael Ghil , Jean Roux , Ferenc Varadi

The topic of this paper are similarity solutions occurring in multi-dimensional Burgers' equation. We present a simple derivation of the symmetries appearing in a family of generalizations of Burgers' equation in $d$-space dimensions. These…

Numerical Analysis · Mathematics 2017-12-06 Jens Rottmann-Matthes

We propose a new approach that allows one to reduce nonlinear equations on Lie groups to equations with a fewer number of independent variables for finding particular solutions of the nonlinear equations. The main idea is to apply the…

Mathematical Physics · Physics 2022-08-17 A. I. Breev , A. V. Shapovalov , D. M. Gitman

We propose a novel time-splitting scheme for a class of semilinear stochastic evolution equations driven by cylindrical fractional noise. The nonlinearity is decomposed as the sum of a one-sided, non-globally, Lipschitz continuous function,…

Numerical Analysis · Mathematics 2025-12-11 Xiao-Li Ding , Charles-Edouard Bréhier , Dehua Wang

This paper proposes and tests the first-ever reduced basis warm-start iterative method for the parametrized linear systems, exemplified by those discretizing the parametric partial differential equations. Traditional iterative methods are…

Numerical Analysis · Mathematics 2024-01-08 Shijin Hou , Yanlai Chen , Yinhua Xia

In this paper we consider splitting methods for the time integration of parabolic and certain classes of hyperbolic partial differential equations, where one partial flow can not be computed exactly. Instead, we use a numerical…

Numerical Analysis · Mathematics 2017-01-06 Lukas Einkemmer , Alexander Ostermann

When considering an unconstrained minimization problem, a standard approach is to solve the optimality system with a Newton method possibly preconditioned by, e.g., nonlinear elimination. In this contribution, we argue that nonlinear…

Numerical Analysis · Mathematics 2024-09-04 Gabriele Ciaremalla , Tommaso Vanzan

We investigate new developments of the combined Reduced-Basis and Empirical Interpolation Methods (RB-EIM) for parametrized nonlinear parabolic problems. In many situations, the cost of the EIM in the offline stage turns out to be…

Numerical Analysis · Mathematics 2018-04-23 Amina Benaceur , Alexandre Ern , Virginie Ehrlacher , Sébastien Meunier

Nonlinear balanced truncation is a model order reduction technique that reduces the dimension of nonlinear systems in a manner that accounts for either open- or closed-loop observability and controllability aspects of the system. Two…

Optimization and Control · Mathematics 2023-02-07 Boris Kramer , Serkan Gugercin , Jeff Borggaard

In this work we introduce and analyze a new multiscale method for strongly nonlinear monotone equations in the spirit of the Localized Orthogonal Decomposition. A problem-adapted multiscale space is constructed by solving linear local…

Numerical Analysis · Mathematics 2020-12-16 Barbara Verfürth

In this paper we extend the hierarchical model reduction framework based on reduced basis techniques for the application to nonlinear partial differential equations. The major new ingredient to accomplish this goal is the introduction of…

Numerical Analysis · Mathematics 2017-02-27 Kathrin Smetana , Mario Ohlberger

We provide a new approach to obtain solutions of certain evolution equations set in a Banach space and equipped with nonlocal boundary conditions. From this approach we derive a family of numerical schemes for the approximation of the…

Numerical Analysis · Mathematics 2024-02-13 Paola Boito , Yuli Eidelman , Luca Gemignani

We describe an efficient domain decomposition-based framework for nonlinear multiscale PDE problems. The framework is inspired by manifold learning techniques and exploits the tangent spaces spanned by the nearest neighbors to compress…

Numerical Analysis · Mathematics 2021-11-10 Shi Chen , Qin Li , Jianfeng Lu , Stephen J. Wright

The article addresses the convergence of implicit and semi-implicit, fully discrete approximations of a class of nonlinear parabolic evolution problems. Such schemes are popular in the numerical solution of evolutions defined with the…

Numerical Analysis · Mathematics 2019-02-22 Sören Bartels , Michael Růžička