Related papers: Adaptive Time Discretization for Retarded Potentia…
When optimizing real-time systems, designers often face a challenging problem where the schedulability constraints are non-convex, non-continuous, or lack an analytical form to understand their properties. Although the optimization…
The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller…
We propose a time-adaptive, high-order compact finite difference scheme for option pricing in a family of stochastic volatility models. We employ a semi-discrete high-order compact finite difference method for the spatial discretisation,…
This paper is concerned with a numerical solution to the scattering of a time-harmonic electromagnetic wave by a bounded and impenetrable obstacle in three dimensions. The electromagnetic wave propagation is modeled by a boundary value…
We present a computationally efficient approach to solve the time-dependent Kohn-Sham equations in real-time using higher-order finite-element spatial discretization, applicable to both pseudopotential and all-electron calculations. To this…
We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…
Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…
We consider linear inverse problems under white noise. These types of problems can be tackled with, e.g., iterative regularisation methods and the main challenge is to determine a suitable stopping index for the iteration. Convergence…
In this paper, we employ a space-time finite element method to discretize the parabolic initial-boundary value problem and extend its error analysis with refined estimates on unstructured space-time meshes. We establish higher-order…
In this paper we develop an a posteriori error analysis for the stationary Stokes-Darcy coupled problem approximated by conforming finite element method on isotropic meshes in $\mathbb{R}^d$, $d\in\{2,3\}$. The approach utilizes a new…
Recently, inverse problems have attracted more and more attention in computational mathematics and become increasingly important in engineering applications. After the discretization, many of inverse problems are reduced to linear systems.…
The time dependent complex Schr\"odinger equation with cubic nonlinearity is solved by constructing differential quadrature algorithm based on sinc functions. Reduction to a coupled system of real equations enables to approach the space…
In this work, we derive a reliable and efficient residual-typed error estimator for the finite element approximation of a 2d cathodic protection problem governed by a steady-state diffusion equation with a nonlinear boundary condition. We…
In this paper, we consider effective discretization strategies and iterative solvers for nonlinear PDE-constrained optimization models for pattern evolution within biological processes. Upon a Sequential Quadratic Programming linearization…
In backward error analysis, an approximate solution to an equation is compared to the exact solution to a nearby modified equation. In numerical ordinary differential equations, the two agree up to any power of the step size. If the…
Biharmonic wave equations are of importance to various applications including thin plate analyses. In this work, the numerical approximation of their solutions by a $C^1$-conforming in space and time finite element approach is proposed and…
We present an a posteriori error analysis for one-dimensional random hyperbolic systems of conservation laws. For the discretization of the random space we consider the Non-Intrusive Spectral Projection method, the spatio-temporal…
We consider a model initial- and Dirichlet boundary- value problem for a fourth-order linear stochastic parabolic equation, in one space dimension, forced by an additive space-time white noise. First, we approximate its solution by the…
This paper provides a self-contained ordinary differential equation solver approach for separable convex optimization problems. A novel primal-dual dynamical system with built-in time rescaling factors is introduced, and the exponential…
This manuscript presents an adaptive high order discretization technique for elliptic boundary value problems. The technique is applied to an updated version of the Hierarchical Poincar\'e-Steklov (HPS) method. Roughly speaking, the HPS…