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In this work, we use the spectral Galerkin method to prove the existence of a pathwise unique mild solution of a fractional stochastic partial differential equation of Burgers type in a H\"older space. We get the temporal regularity and…

Analysis of PDEs · Mathematics 2017-12-29 Zineb Arab , Latifa Debbi

Existence and uniqueness for semilinear stochastic evolution equations with additive noise by means of finite dimensional Galerkin approximations is established and the convergence rate of the Galerkin approximations to the solution of the…

Numerical Analysis · Mathematics 2021-11-02 Dirk Blömker , Arnulf Jentzen

In this paper, semi-discrete numerical scheme for the approximation of the periodic Vlasov-viscous Burgers' system is developed and analyzed. The scheme is based on the coupling of discontinuous Galerkin approximations for the Vlasov…

Numerical Analysis · Mathematics 2023-05-03 Harsha Hutridurga , Krishan Kumar , Amiya K. Pani

We establish weak convergence rates for spectral Galerkin approximations of the stochastic viscous Burgers equation driven by additive trace-class noise. Our results complement the known results regarding strong convergence; we obtain…

Probability · Mathematics 2024-12-25 Charles-Edouard Bréhier , Sonja Cox , Annie Millet

We introduce a family of discontinuous Galerkin methods to approximate the eigenvalues and eigenfunctions of a Stokes-Brinkman type of problem based in the interior penalty strategy. Under the standard assumptions on the meshes and a…

Numerical Analysis · Mathematics 2025-07-17 Felipe Lepe , Gonzalo Rivera , Jesus Vellojin

In this work we address the analysis of the stationary generalized Burgers-Huxley equation (a nonlinear elliptic problem with anomalous advection) and propose conforming, nonconforming and discontinuous Galerkin finite element methods for…

Numerical Analysis · Mathematics 2021-01-13 Arbaz Khan , Manil T Mohan , Ricardo Ruiz-Baier

We consider an initial-boundary value problem for $\partial_tu-\partial_t^{-\alpha}\nabla^2u=f(t)$, that is, for a fractional diffusion ($-1<\alpha<0$) or wave ($0<\alpha<1$) equation. A numerical solution is found by applying a…

Numerical Analysis · Mathematics 2016-02-02 Kassem Mustapha , William McLean

The tempered fractional diffusion equation could be recognized as the generalization of the classic fractional diffusion equation that the truncation effects are included in the bounded domains. This paper focuses on designing the high…

Numerical Analysis · Mathematics 2020-01-03 Leilei Wei , Yinnian He

We investigate numerical behaviour of a convection diffusion equation with random coefficients by approximating statistical moments of the solution. Stochastic Galerkin approach, turning the original stochastic problem to a system of…

Numerical Analysis · Mathematics 2021-10-19 Pelin Çiloğlu , Hamdullah Yücel

We study dynamical Galerkin schemes for evolutionary partial differential equations (PDEs), where the projection operator changes over time. When selecting a subset of basis functions, the projection operator is non-differentiable in time…

Numerical Analysis · Mathematics 2022-12-09 Rodrigo M. Pereira , Natacha Nguyen van yen , Kai Schneider , Marie Farge

We investigate numerical approximations for the stochastic Burgers equation driven by an additive cylindrical fractional Brownian motion with Hurst parameter $H \in (\frac{1}{2}, 1)$. To discretize the continuous problem in space, a…

Numerical Analysis · Mathematics 2026-04-21 Yibo Wang , Wanrong Cao

We propose a discontinuous Galerkin method for convection-subdiffusion equations with a fractional operator of order $\alpha (1<\alpha<2)$ defined through the fractional Laplacian. The fractional operator of order $\alpha$ is expressed as a…

Numerical Analysis · Mathematics 2013-04-23 Q. Xu , J. S. Hesthaven

This work is about the existence of martingale solutions and weak solutions for a stochastic nonlocal Burgers equation on bounded intervals. The existence of a martingale solution is shown by using a Galerkin approximation, Prokhorov's…

Probability · Mathematics 2014-10-29 Guangying Lv , Jinqiao Duan

To model wave propagation in inhomogeneous media with frequency-dependent power-law attenuation, it is needed to use the fractional powers of symmetric coercive elliptic operators in space and the Caputo tempered fractional derivative in…

Numerical Analysis · Mathematics 2019-11-19 Yajing Li , Yejuan Wang , Weihua Deng

This paper analyzes a time-stepping discontinuous Galerkin method for fractional diffusion-wave problems. This method uses piecewise constant functions in the temporal discretization and continuous piecewise linear functions in the spatial…

Numerical Analysis · Mathematics 2019-08-27 Binjie Li , Tao Wang , Xiaoping Xie

In this paper, we propose an adaptive approach, based on mesh refinement or parametric enrichment with polynomial degree adaption, for numerical solution of convection dominated equations with random input data. A parametric system emerged…

Numerical Analysis · Mathematics 2025-09-09 Pelin Çiloğlu , Hamdullah Yücel

This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…

Numerical Analysis · Mathematics 2020-07-14 Xing Liu , Weihua Deng

This paper studies Galerkin approximations applied to the Zakai equation of stochastic filtering. The basic idea of this approach is to project the infinite-dimensional Zakai equation onto some finite-dimensional subspace generated by…

Numerical Analysis · Mathematics 2013-03-06 Rüdiger Frey , Thorsten Schmidt , Ling Xu

A machine-learnable variational scheme using Gaussian radial basis functions (GRBFs) is presented and used to approximate linear problems on bounded and unbounded domains. In contrast to standard mesh-free methods, which use GRBFs to…

Numerical Analysis · Mathematics 2024-10-10 Jonas A. Actor , Anthony Gruber , Eric C. Cyr , Nathaniel Trask

In this article we present an a posteriori error estimator for the spatial-stochastic error of a Galerkin-type discretisation of an initial value problem for a random hyperbolic conservation law. For the stochastic discretisation we use the…

Numerical Analysis · Mathematics 2019-02-22 Jan Giesselmann , Fabian Meyer , Christian Rohde
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