Related papers: Algebraic-based nonstandard time-stepping schemes
This paper introduces filtered finite difference methods for numerically solving a dispersive evolution equation with solutions that are highly oscillatory in both space and time. We consider a semiclassically scaled nonlinear Schr\"odinger…
In approximating solutions of nonstationary problems, various approaches are used to compute the solution at a new time level from a number of simpler (sub-)problems. Among these approaches are splitting methods. Standard splitting schemes…
Estimating and quantifying uncertainty in unknown system parameters from limited data remains a challenging inverse problem in a variety of real-world applications. While many approaches focus on estimating constant parameters, a subset of…
Many stochastic differential equations in various applications like coupled neuronal oscillators are driven by time-periodic forces. In this paper, we extend several data-driven computational tools from autonomous Fokker-Planck equation to…
This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…
Existing structural analysis methods may fail to find all hidden constraints for a system of differential-algebraic equations with parameters if the system is structurally unamenable for certain values of the parameters. In this paper, for…
We consider the discretization of a class of nonlinear parabolic equations by discontinuous Galerkin time-stepping methods and establish a priori as well as conditional a posteriori error estimates. Our approach is motivated by the error…
We propose a technique for reformulation of state and parameter estimation problems as that of matching explicitly computable definite integrals with known kernels to data. The technique applies for a class of systems of nonlinear ordinary…
Discrete gradient methods are a powerful tool for the time discretization of dynamical systems, since they are structure-preserving regardless of the form of the total energy. In this work, we discuss the application of discrete gradient…
We consider an initial/boundary value problem for one-dimensional fractional-order parabolic equations with a space fractional derivative of Riemann-Liouville type and order $\alpha\in (1,2)$. We study a spatial semidiscrete scheme with the…
We present an adaptive finite element method for the incompressible Navier--Stokes equations based on a standard splitting scheme (the incremental pressure correction scheme). The presented method combines the efficiency and simplicity of a…
This paper introduces an algorithmic approach to the analysis of bifurcation of limit cycles from the centers of nonlinear continuous differential systems via the averaging method. We develop three algorithms to implement the averaging…
This paper is concerned with the time-step condition of commonly-used linearized semi-implicit schemes for nonlinear parabolic PDEs with Galerkin finite element approximations. In particular, we study the time-dependent nonlinear Joule…
This paper proposes specular differentiation in one-dimensional Euclidean space and provides its fundamental analysis, including a quasi-Fermat theorem and a quasi-Mean Value Theorem. As an application, this paper develops several numerical…
We assess the applicability and efficiency of time-adaptive high-order splitting methods applied for the numerical solution of (systems of) nonlinear parabolic problems under periodic boundary conditions. We discuss in particular several…
The Dirac-Frenkel variational principle is a widely used building block for using nonlinear parametrizations in the context of model reduction and numerically solving partial differential equations; however, it typically leads to…
The paper addresses an error analysis of an Eulerian finite element method used for solving a linearized Navier--Stokes problem in a time-dependent domain. In this study, the domain's evolution is assumed to be known and independent of the…
We present a new time-stepping algorithm for nonlinear PDEs that exhibit scale separation in time. Our scheme combines asymptotic techniques (which are inexpensive but can have insufficient accuracy) with parallel-in-time methods (which,…
In many recent applications when new materials and technologies are developed it is important to describe and simulate new nonlinear and nonlocal diffusion transport processes. A general class of such models deals with nonlocal fractional…
We propose a variational splitting technique for the generalized-$\alpha$ method to solve hyperbolic partial differential equations. We use tensor-product meshes to develop the splitting method, which has a computational cost that grows…