Related papers: Numerical Methods for Linear Diffusion Equations i…
We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…
In this paper we consider the numerical solutions for a class of jump diffusions with Markovian switching. After briefly reviewing necessary notions, a new jump-adapted efficient algorithm based on the Euler scheme is constructed for…
Immersed finite element (IFE) methods are a group of long-existing numerical methods for solving interface problems on unfitted meshes. A core argument of the methods is to avoid mesh regeneration procedure when solving moving interface…
We propose an energy-stable parametric finite element method (ES-PFEM) for simulating solid-state dewetting of thin films in two dimensions via a sharp-interface model, which is governed by surface diffusion and contact line (point)…
We study the slightly compressible Darcy-Forchheimer equations modeling gas flow in porous media, particularly in applications related to combustion processes. The equations are discretized in time using the backward Euler method and in…
We consider a numerical approximation of a linear quadratic control problem constrained by the stochastic heat equation with non-homogeneous Neumann boundary conditions. This involves a combination of distributed and boundary control, as…
An implicit Euler finite-volume scheme for general cross-diffusion systems with volume-filling constraints is proposed and analyzed. The diffusion matrix may be nonsymmetric and not positive semidefinite, but the diffusion system is assumed…
We analyze numerically a forward-backward diffusion equation with a cubic-like diffusion function, -emerging in the framework of phase transitions modeling- and its "entropy" formulation determined by considering it as the singular limit of…
In this paper, we are concerned with long-time behavior of Euler-Maruyama schemes associated with a range of regime-switching diffusion processes. The key contributions of this paper lie in that existence and uniqueness of numerical…
This paper is devoted to the study of some nonlinear parabolic equations with discontinuous diffusion intensities. Such problems appear naturally in physical and biological models. Our analysis is based on variational techniques and in…
We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…
The finite volume methods are frequently employed in the discretization of diffusion problems with interface. In this paper, we firstly present a vertex-centered MACH-like finite volume method for solving stationary diffusion problems with…
We study finite element approximations of elliptic and parabolic interface problems with discontinuous coefficients and nonlinear jump conditions. We introduce a scalar interface reduction in which the solution is decomposed into a…
This paper develops and analyzes a general iterative framework for solving parameter-dependent and random convection-diffusion problems. It is inspired by the multi-modes method of [7,8] and the ensemble method of [20] and extends those…
This work describes three diffuse-interface methods for the simulation of immiscible, compressible multiphase fluid flows and elastic-plastic deformation in solids. The first method is the localized-artificial-diffusivity approach of Cook…
Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…
We propose and analyze the numerical approximation for a viscoelastic Euler-Bernoulli beam model containing a nonlinear strong damping coefficient. The finite difference method is used for spatial discretization, while the backward Euler…
Numerical methods for the Euler equations with a singular source are discussed in this paper. The stationary discontinuity induced by the singular source and its coupling with the convection of fluid presents challenges to numerical…
We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…
We define a new finite element method for a steady state elliptic problem with discontinuous diffusion coefficients where the meshes are not aligned with the interface. We prove optimal error estimates in the $L^2$ norm and $H^1$ weighted…