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This paper develops a high-accuracy algorithm for time fractional wave problems, which employs a spectral method in the temporal discretization and a finite element method in the spatial discretization. Moreover, stability and convergence…

Numerical Analysis · Mathematics 2017-08-10 Binjie Li , Hao Luo , Xiaoping Xie

High-order spatial discretisations and full discretisations of parabolic partial differential equations on evolving surfaces are studied. We prove convergence of the high-order evolving surface finite element method, by showing high-order…

Numerical Analysis · Mathematics 2016-06-24 Balázs Kovács

This work continues a line of works on developing partially explicit methods for multiscale problems. In our previous works, we have considered linear multiscale problems, where the spatial heterogeneities are at subgrid level and are not…

Numerical Analysis · Mathematics 2021-08-31 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Wenyuan Li

This paper extends previous work on finitedifference schemes over staggered grids for infinite-dimensional port-Hamiltonian systems. In the one-dimensional setting, it generalizes the discretization approach originally developed for the…

Numerical Analysis · Mathematics 2025-12-09 Ignacio Diaz Alastuey , Yann Le Gorrec , Yongxin Wu

We develop an efficient numerical scheme for the 3D mean-field spherical dynamo equation. The scheme is based on a semi-implicit discretization in time and a spectral method in space based on the divergence-free spherical harmonic…

Numerical Analysis · Mathematics 2019-10-04 Ting cheng , Lina Ma , Jie Shen

We present a numerical analysis of a higher order unfitted space-time Finite Element method applied to a convection-diffusion model problem posed on a moving bulk domain. The method uses isoparametric space-time mappings for the geometry…

Numerical Analysis · Mathematics 2025-12-11 Fabian Heimann , Christoph Lehrenfeld , Janosch Preuß

We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…

Numerical Analysis · Mathematics 2019-05-15 Xiangcheng Zheng , Fanhai Zeng , Hong Wang

A relationship between the discrete Dirac-K\"ahler equation and discrete analogues of some Dirac type equations in the geometric spacetime algebra is discussed. We show that a solution of the discrete Dirac-K\"ahler equation can be…

Mathematical Physics · Physics 2017-01-17 Volodymyr Sushch

We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…

Numerical Analysis · Mathematics 2015-03-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

In this contribution we present a new computational method for coupled bulk-surface problems on time-dependent domains. The method is based on a space-time formulation using discontinuous piecewise linear elements in time and continuous…

Numerical Analysis · Mathematics 2016-05-25 Peter Hansbo , Mats G. Larson , Sara Zahedi

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…

Numerical Analysis · Mathematics 2016-07-19 Georgios E. Zouraris

The most fundamental characteristics of a physical system can often be deduced from its behaviour under discrete symmetry transformations such as time reversal, parity and chirality. Here we review basic symmetry properties of the…

Mathematical Physics · Physics 2015-09-28 R. Winkler , U. Zuelicke

We construct a space-time parallel method for solving parabolic partial differential equations by coupling the Parareal algorithm in time with overlapping domain decomposition in space. The goal is to obtain a discretization consisting of…

Numerical Analysis · Mathematics 2022-01-17 Jehanzeb Chaudhry , Donald Estep , Simon Tavener

We address in this work the question of the discretization of two-dimensional periodic Dirac Hamiltonians. Standard finite differences methods on rectangular grids are plagued with the so-called Fermion doubling problem, which creates…

Computational Physics · Physics 2020-06-01 H. Chen , O. Pinaud , M. Tahir

We consider flux-corrected finite element discretizations of 3D convection-dominated transport problems and assess the computational efficiency of algorithms based on such approximations. The methods under investigation include…

Numerical Analysis · Mathematics 2024-01-15 Abhinav Jha , Ondřej Pártl , Naveed Ahmed , Dmitri Kuzmin

This paper provides a finite difference discretization for the backward Feynman-Kac equation, governing the distribution of functionals of the path for a particle undergoing both reaction and diffusion [Hou and Deng, J. Phys. A: Math.…

Numerical Analysis · Mathematics 2019-11-01 Daxin Nie , Jing Sun , Weihua Deng

We present a higher order space-time unfitted finite element method for convection-diffusion problems on coupled (surface and bulk) domains. In that way, we combine a method suggested by Heimann, Lehrenfeld, Preu{\ss} (SIAM J. Sci. Comput.…

Numerical Analysis · Mathematics 2025-04-28 Fabian Heimann

First-order convergence in time and space is proved for a fully discrete semi-implicit finite element method for the two-dimensional Navier--Stokes equations with $L^2$ initial data in convex polygonal domains, without extra regularity…

Numerical Analysis · Mathematics 2021-01-19 Buyang Li , Shu Ma , Yuki Ueda

A numerical method is proposed for a class of stochastic control problems including singular behavior. This method solves an infinite-dimensional linear program equivalent to the stochastic control problem using a finite element type…

Probability · Mathematics 2018-06-11 Martin G. Vieten , Richard H. Stockbridge

One approach with rising popularity in analyzing time-dependent problems in science and engineering is the so-called space-time finite-element method that utilized finiteelements in both space and time. A common ansatz in this context is to…

Computational Engineering, Finance, and Science · Computer Science 2022-05-04 Eugen Salzmann , Florian Zwicke , Stefanie Elgeti