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In the present work, we consider weakly-singular integral equations arising from linear second-order strongly-elliptic PDE systems with constant coefficients, including, e.g., linear elasticity. We introduce a general framework for optimal…
A newly developed weak Galerkin method is proposed to solve parabolic equations. This method allows the usage of totally discontinuous functions in approximation space and preserves the energy conservation law. Both continuous and…
We address the weak numerical solution of stochastic differential equations driven by independent Brownian motions (SDEs for short). This paper develops a new methodology to design adaptive strategies for determining automatically the…
We prove an error estimate for a Lie-Trotter splitting operator associated to the Schrodinger-Poisson equation in the semiclassical regime, when the WKB approximation is valid. In finite time, and so long as the solution to a compressible…
A systematic numerical study on weak Galerkin (WG) finite element method for second order linear parabolic problems is presented by allowing polynomial approximations with various degrees for each local element. Convergence of both…
The electroporoelasticity model, which couples Maxwell's equations with Biot's equations, plays a critical role in applications such as water conservancy exploration, earthquake early warning, and various other fields. This work focuses on…
In this work, we present an abstract error analysis framework for the approximation of linear partial differential equation (PDE) problems in weak formulation. We consider approximation methods in fully discrete formulation, where the…
This paper deals with the asymptotic behavior and FEM error analysis of a class of strongly damped wave equations using a semidiscrete finite element method in spatial directions combined with a finite difference scheme in the time…
Exponential integrability properties of numerical approximations are a key tool for establishing positive rates of strong and numerically weak convergence for a large class of nonlinear stochastic differential equations. It turns out that…
In this paper we present an immersed weak Galerkin method for solving second-order elliptic interface problems on polygonal meshes, where the meshes do not need to be aligned with the interface. The discrete space consists of constants on…
In this paper, we study functional type weak approximation of weak solutions of stochastic functional differential equations by means of the Euler--Maruyama scheme. Under mild assumptions on the coefficients, we provide a quantitative error…
This paper considers the strong error analysis of the Euler and fast Euler methods for nonlinear overdamped generalized Langevin equations driven by the fractional noise. The main difficulty lies in handling the interaction between the…
A new type of low-regularity integrator is proposed for Navier-Stokes equations, coupled with a stabilized finite element method in space. Unlike the other low-regularity integrators for nonlinear dispersive equations, which are all fully…
In this article a simplified weak Galerkin finite element method is developed for the Dirichlet boundary value problem of convection-diffusion-reaction equations. The simplified weak Galerkin method utilizes only the degrees of freedom on…
We consider in this work the convergence of a split-step Euler type scheme (SSM) for the numerical simulation of interacting particle Stochastic Differential Equation (SDE) systems and McKean-Vlasov Stochastic Differential Equations…
Stochastic Galerkin methods for non-affine coefficient representations are known to cause major difficulties from theoretical and numerical points of view. In this work, an adaptive Galerkin FE method for linear parametric PDEs with…
Higher order schemes for stochastic partial differential equations that do not possess commutative noise require the simulation of iterated stochastic integrals. In this work, we propose a derivative-free Milstein type scheme to approximate…
We present strongly convergent explicit and semi-implicit adaptive numerical schemes for systems of stiff stochastic differential equations (SDEs) where both the drift and diffusion are non-globally Lipschitz continuous. This stiffness may…
The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the…
In this paper we consider multi-dimensional partial differential equations of parabolic type involving divergence form operators that possess a discontinuous coefficient matrix along some smooth interface. The solution of the equation is…