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In this paper, we develop a novel high-dimensional time-varying coefficient estimation method, based on high-dimensional It\^o diffusion processes. To account for high-dimensional time-varying coefficients, we first estimate local (or…

Methodology · Statistics 2026-01-06 Donggyu Kim , Minseog Oh , Minseok Shin

We devised a first order time stepping ensemble hybridizable discontinuous Galerkin (HDG) method for a group of parameterized convection diffusion PDEs with different initial conditions, body forces, boundary conditions and coefficients in…

Numerical Analysis · Mathematics 2019-10-24 Gang Chen , Liangya Pi , Yangwen Zhang

In this paper we discuss the relation between non-homogeneous nonlinear fractional diffusive equations and the Schrodinger equation with time-dependent harmonic potential. It is well known that the Cole-Hopf transformation allows to…

Exactly Solvable and Integrable Systems · Physics 2020-01-17 P. Artale Harris , R. Droghei , R. Garra , E. Salusti

In this paper, a non-uniform time-stepping convex-splitting numerical algorithm for solving the widely used time-fractional Cahn-Hilliard equation is introduced. The proposed numerical scheme employs the $L1^+$ formula for discretizing the…

Numerical Analysis · Mathematics 2020-06-04 Jun Zhang , Jia Zhao , JinRong Wang

In this work, we propose a novel strategy for the numerical solution of linear convection diffusion equation (CDE) over unfitted domains. In the proposed numerical scheme, strategies from high order Hybridized Discontinuous Galerkin method…

Numerical Analysis · Mathematics 2023-06-02 Haroon Ahmad , Ceren Gürkan

A deterministic method is proposed for solving the Boltzmann equation. The method employs a Galerkin discretization of the velocity space and adopts, as trial and test functions, the collocation basis functions based on weights and roots of…

Computational Physics · Physics 2013-11-19 Gian Pietro Ghiroldi , Livio Gibelli

Time-dependent density functional theory (TDDFT) is a standard approach for calculating optical excitations of molecules and solids, while ensemble DFT (EDFT) is a promising alternative under development. We introduce ensemble TDDFT…

Chemical Physics · Physics 2026-05-22 Kimberly J. Daas , Steven Crisostomo , Kieron Burke

Discretizing a solution in the Fourier domain rather than the time domain presents a significant advantage in solving transport problems that vary smoothly and periodically in time, such as cardiorespiratory flows. The finite element…

Numerical Analysis · Mathematics 2023-12-21 Mahdi Esmaily , Dongjie Jia

The Trefftz Discontinuous Galerkin (TDG) method is a technique for approximating the Helmholtz equation (or other linear wave equations) using piecewise defined local solutions of the equation to approximate the global solution. When…

Numerical Analysis · Mathematics 2019-08-16 Lise-Marie Imbert-Gerard , Peter Monk

In this paper a finite difference/local discontinuous Galerkin method for the fractional diffusion-wave equation is presented and analyzed. We first propose a new finite difference method to approximate the time fractional derivatives, and…

Numerical Analysis · Mathematics 2015-07-29 Leilei Wei

In this paper, we propose new spectral viscosity methods based on the generalized Hermite functions for the solution of nonlinear scalar conservation laws in the whole line. It is shown rigorously that these schemes converge to the unique…

Numerical Analysis · Mathematics 2017-10-09 Xue Luo

In this article, a two-grid mixed finite element (TGMFE) method with some second-order time discrete schemes is developed for numerically solving nonlinear fourth-order reaction diffusion equation. The two-grid MFE method is used to…

Numerical Analysis · Mathematics 2019-06-07 Baoli Yin , Yang Liu , Hong Li , Siriguleng He , Jinfeng Wang

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

A time inhomogeneous generalized Mehler semigroup on a real separable Hilbert space ${\mathds{H}}$ is defined through $$ p_{s,t}f(x)=\int_{\mathds{H}} f(U(t,s)x+y)\,\mu_{t,s}(dy), \quad t\geq s, \ x\in{\mathds{H}} $$ for every bounded…

Probability · Mathematics 2012-09-12 Shun-Xiang Ouyang , Michael Röckner

We investigate the error of the (semidiscrete) Galerkin method applied to a semilinear subdiffusion equation in the presence of a nonsmooth initial data. The diffusion coefficient is allowed to depend on time. It is well-known that in such…

Numerical Analysis · Mathematics 2022-03-01 Łukasz Płociniczak

The two-fluid plasma model has a wide range of timescales which must all be numerically resolved regardless of the timescale on which plasma dynamics occurs. The answer to solving numerically stiff systems is generally to utilize…

Numerical Analysis · Mathematics 2024-05-06 Andrew Ho , Uri Shumlak

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

Simulation of unsteady creeping flows in complex geometries has traditionally required the use of a time-stepping procedure, which is typically costly and unscalable. To reduce the cost and allow for computations at much larger scales, we…

Computational Engineering, Finance, and Science · Computer Science 2021-09-15 Chenwei Meng , Anirban Bhattacharjee , Mahdi Esmaily

This paper focuses on a nonlinear convection-diffusion equation with space and time-fractional Laplacian operators of orders $1<\beta<2$ and $0<\alpha\leq1$, respectively. We develop local discontinuous Galerkin methods, including Legendre…

Numerical Analysis · Mathematics 2026-02-11 Majid Rajabzadeh , Moein Khalighi

We present and analyze a hybridizable discontinuous Galerkin (HDG) method for the time-harmonic Maxwell equations. The divergence-free condition is enforced on the electric field, then a Lagrange multiplier is introduced, and the problem…

Numerical Analysis · Mathematics 2016-01-21 Peipei Lu , Huangxin Chen , Weifeng Qiu
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