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We discuss computational and qualitative aspects of the fractional Plateau and the prescribed fractional mean curvature problems on bounded domains subject to exterior data being a subgraph. We recast these problems in terms of energy…

Numerical Analysis · Mathematics 2021-05-14 Juan Pablo Borthagaray , Wenbo Li , Ricardo H. Nochetto

Given a sequence of finite element spaces which form a de Rham sequence, we will construct a dual representation of these spaces with associated differential operators which connect these spaces such that they also form a de Rham sequence.…

Numerical Analysis · Mathematics 2020-09-30 Varun Jain , Yi Zhang , Artur Palha , Marc Gerritsma

This work deals with the numerical approximation of plasmas which are confined by the effect of a fast oscillating magnetic field (see \cite{Bostan2012}) in the Vlasov model. The presence of this magnetic field induces oscillations (in…

Numerical Analysis · Mathematics 2024-11-08 Megala Anandan , Benjamin Boutin , Nicolas Crouseilles

We develop a numerical strategy to solve multi-dimensional Poisson equations on dynamically adapted grids for evolutionary problems disclosing propagating fronts. The method is an extension of the multiresolution finite volume scheme used…

Analysis of PDEs · Mathematics 2015-05-12 Max Duarte , Zdenek Bonaventura , Marc Massot , Anne Bourdon

We consider the initial/boundary value problem for the fractional diffusion and diffusion-wave equations involving a Caputo fractional derivative in time. We develop two "simple" fully discrete schemes based on the Galerkin finite element…

Numerical Analysis · Mathematics 2015-10-13 Bangti Jin , Raytcho Lazarov , Zhi Zhou

For numerical approximation the reformulation of a PDE as a residual minimisation problem has the advantages that the resulting linear system is symmetric positive definite, and that the norm of the residual provides an a posteriori error…

Numerical Analysis · Mathematics 2023-05-29 Harald Monsuur , Rob Stevenson , Johannes Storn

This work proposes a novel variational approximation of partial differential equations on moving geometries determined by explicit boundary representations. The benefits of the proposed formulation are the ability to handle large…

Computational Engineering, Finance, and Science · Computer Science 2024-06-04 Santiago Badia , Pere A. Martorell , Francesc Verdugo

We investigate a fully discrete finite element approximation for the stochastic Kuramoto-Sivashinsky equation, combining the standard finite element methods in spatial discretization with the implicit Euler-Maruyama scheme in time. Rigorous…

Numerical Analysis · Mathematics 2025-10-08 Hung D. Nguyen , Liet Vo

In the paper, we utilize the fractional differential transformation (FDT) to solving singular initial value problem of fractional Emden-Fowler type differential equations. The solutions of our model equations are calculated in the form of…

Numerical Analysis · Mathematics 2024-12-20 Josef Rebenda , Zdeněk Šmarda

A singularly perturbed problem involving two singular perturbation parameters is discretized using the classical upwinded finite difference scheme on an appropriate piecewise-uniform Shishkin mesh. Scaled discrete derivatives (with scaling…

Numerical Analysis · Mathematics 2017-08-03 Eugene O'Riordan , Maria Pickett

We present a collection of integral equation methods for the solution to the two-dimensional, modified Helmholtz equation, $u(\x) - \alpha^2 \Delta u(\x) = 0$, in bounded or unbounded multiply-connected domains. We consider both Dirichlet…

Numerical Analysis · Mathematics 2015-05-19 Mary-Catherine Kropinski , Bryan Quaife

Recently developed concept of dissipative measure-valued solution for compressible flows is a suitable tool to describe oscillations and singularities possibly developed in solutions of multidimensional Euler equations. In this paper we…

Numerical Analysis · Mathematics 2021-05-06 Mária Lukáčová-Medviďová , Yuhuan Yuan

The numerical analysis for the small amplitude motion of an elastic beam with internal damping is investigated in domain with moving ends. An efficient numerical method is constructed to solve this moving boundary problem. The stability and…

Numerical Analysis · Mathematics 2019-07-05 Natanael Quintino , Mauro Rincon

In this paper we develop a finite-difference scheme to approximate radially symmetric solutions of the initial-value problem with smooth initial conditions in an open sphere around the origin, where the internal and external damping…

Numerical Analysis · Mathematics 2011-12-22 J. E. Macías-Díaz , A. Puri

We consider a fully discretized numerical scheme for parabolic stochastic partial differential equations with multiplicative noise. Our abstract framework can be applied to formulate a non-iterative domain decomposition approach. Such…

Numerical Analysis · Mathematics 2024-12-16 Monika Eisenmann , Eskil Hansen , Marvin Jans

In this article, we propose a new numerical approach to high-dimensional partial differential equations (PDEs) arising in the valuation of exotic derivative securities. The proposed method is extended from Reisinger and Wittum (2007) and…

Computational Finance · Quantitative Finance 2013-10-04 Christoph Reisinger , Rasmus Wissmann

We present a new efficient analytical approximation scheme to two-point boundary value problems of ordinary differential equations (ODEs) adapted to the study of the derivative expansion of the exact renormalization group equations. It is…

High Energy Physics - Theory · Physics 2008-11-26 C. Bervillier , B. Boisseau , H. Giacomini

Starting from a comparison of some established numerical algorithms for the computation of the eigenvalues (discrete or solitonic spectrum) of the non-Hermitian version of the Zakharov-Shabat spectral problem, this article delivers new…

Numerical Analysis · Mathematics 2018-09-11 A. Vasylchenkova , J. E. Prilepsky , D. Shepelsky , A. Chattopadhyay

The purpose of this work is the study of solution techniques for problems involving fractional powers of symmetric coercive elliptic operators in a bounded domain with Dirichlet boundary conditions. These operators can be realized as the…

Numerical Analysis · Mathematics 2013-02-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

In this study, we examine numerical approximations for 2nd-order linear-nonlinear differential equations with diverse boundary conditions, followed by the residual corrections of the first approximations. We first obtain numerical results…

Numerical Analysis · Mathematics 2023-06-19 Shovan Sourav Datta Pranta , Md. Shafiqul Islam
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