Related papers: Numerical Methods for Linear Diffusion Equations i…
We develop a unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}^{\sigma,\mu}[\varphi(u)]=f \quad\quad\text{in}\quad\quad…
This work develops and analyzes a variational-monolithic unfitted finite element formulation of a linear fluid-structure interaction problem in Eulerian coordinates with a fixed interface. The overall discretization is based on a backward…
The strong convergence of the semi-implicit Euler-Maruyama (EM) method for stochastic differential equations with non-linear coefficients driven by a class of L\'evy processes is investigated. The dependence of the convergence order of the…
In this paper we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual…
We present a novel artificial diffusion method to circumvent the instabilities associated with the standard finite element approximation of convection-diffusion equations. Motivated by the micromorphic approach, we introduce an auxiliary…
This article presents a multi-physics methodology for the numerical simulation of physical systems that involve the non-linear interaction of multi-phase reactive fluids and elastoplastic solids, inducing high strain-rates and high…
An unsteady problem is considered for a space-fractional diffusion equation in a bounded domain. A first-order evolutionary equation containing a fractional power of an elliptic operator of second order is studied for general boundary…
A singularly perturbed parabolic problem of convection-diffusion type with a discontinuous initial condition is examined. A particular complimentary error function is identified which matches the discontinuity in the initial condition. The…
We use the local orthogonal decomposition technique to derive a generalized finite element method for linear and semilinear parabolic equations with spatial multiscale diffusion coefficient. We consider nonsmooth initial data and a backward…
This paper investigates projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition. This condition admits some equations with highly nonlinear drift and diffusion coefficients. We…
This paper presents and analyzes the compensated projected Euler-Maruyama method for stochastic differential equations with jumps under a global monotonicity condition. Compared with existing conditions, this condition allows the…
In this paper, we present a model based on a local thermodynamic equilibrium, weakly ionized plasma-mixture model used for medical and technical applications in etching processes. We consider a simplified model based on the Maxwell-Stefan…
The semi-implicit Euler-Maruyama (EM) method is investigated to approximate a class of time-changed stochastic differential equations, whose drift coefficient can grow super-linearly and diffusion coefficient obeys the global Lipschitz…
In recent years, stochastic effects have become increasingly relevant for describing fluid behaviour, particularly in the context of turbulence. The most important model for inviscid fluids in computational fluid dynamics are the Euler…
Mathematical models for flow and reactive transport in porous media often involve non-linear, degenerate parabolic equations. Their solutions have low regularity, and therefore lower order schemes are used for the numerical approximation.…
Since it is difficult to implement implicit schemes on the infinite-dimensional space, we aim to develop the explicit numerical method for approximating super-linear stochastic functional differential equations (SFDEs). Precisely, borrowing…
We present a Cartesian cut-cell finite-volume method for sharp-interface two-phase diffusion problems in static geometries. The formulation follows a two-fluid approach: independent diffusion equations are discretized in each phase on a…
We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…
We propose a novel formulation for parametric finite element methods to simulate surface diffusion of closed curves, which is also called as the curve diffusion. Several high-order temporal discretizations are proposed based on this new…
We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…