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We present a new meshless method for scalar diffusion equations which is motivated by their compatible discretizations on primal-dual grids. Unlike the latter though, our approach is truly meshless because it only requires the graph of…

Numerical Analysis · Mathematics 2016-10-21 Nathaniel Trask , Mauro Perego , Pavel Bochev

For the spectral fractional diffusion operator of order $2s\in (0,2)$ in bounded, curvilinear polygonal domains $\Omega$ we prove exponential convergence of two classes of $hp$ discretizations under the assumption of analytic data, without…

Numerical Analysis · Mathematics 2024-07-25 Lehel Banjai , Jens M. Melenk , Christoph Schwab

Finite difference method was extended to unstructured meshes to solve Euler equations. The spatial discretization is made of two steps. First, numerical fluxes are computed at the middle point of each edge with high order accuracy. In this…

Computational Physics · Physics 2021-02-26 Meiyuan Zhen , Kun Qu , Jinsheng Cai

Building on the successes of local kernel methods for approximating the solutions to partial differential equations (PDE) and the evaluation of definite integrals (quadrature/cubature), a local estimate of the error in such approximations…

Numerical Analysis · Mathematics 2023-08-30 Jonah A. Reeger

A mesh-free numerical method for solving linear elliptic PDE's using the local kernel theory that was developed for manifold learning is proposed. In particular, this novel approach exploits the local kernel theory which allows one to…

Numerical Analysis · Mathematics 2019-07-02 Faheem Gilani , John Harlim

We consider a class of nonlocal conservation laws with an interaction kernel supported on the negative real half-line and featuring a decreasing jump at the origin. We provide, for the first time, an existence and uniqueness theory for said…

Analysis of PDEs · Mathematics 2024-06-07 M. Di Francesco , S. Fagioli , E. Radici

This paper investigates the formulation and implementation of Bayesian inverse problems to learn input parameters of partial differential equations (PDEs) defined on manifolds. Specifically, we study the inverse problem of determining the…

Numerical Analysis · Mathematics 2019-10-24 John Harlim , Daniel Sanz-Alonso , Ruiyi Yang

This paper deals with the backward Euler method applied to semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive noise. The SPDE is discretized in space by the finite element method and in time by the…

Numerical Analysis · Mathematics 2020-01-01 Jean Daniel Mukam , Antoine Tambue

We want to propose a new discretization ansatz for the second order Hessian complex exploiting benefits of isogeometric analysis, namely the possibility of high-order convergence and smoothness of test functions. Although our approach is…

Numerical Analysis · Mathematics 2021-09-14 Jeremias Arf , Bernd Simeon

The paper establishes the strong convergence rates of a spatio-temporal full discretization of the stochastic wave equation with nonlinear damping in dimension one and two. We discretize the SPDE by applying a spectral Galerkin method in…

Numerical Analysis · Mathematics 2024-12-30 Meng Cai , David Cohen , Xiaojie Wang

In this paper, we prove convergence rates for time discretisation schemes for semi-linear stochastic evolution equations with additive or multiplicative Gaussian noise, where the leading operator $A$ is the generator of a strongly…

Numerical Analysis · Mathematics 2024-12-19 Katharina Klioba , Mark Veraar

We study spatially partitioned embedded Runge--Kutta (SPERK) schemes for partial differential equations (PDEs), in which each of the component schemes is applied over a different part of the spatial domain. Such methods may be convenient…

Numerical Analysis · Mathematics 2014-01-09 David I. Ketcheson , Colin B. Macdonald , Steven J. Ruuth

In this work we compare semi-discrete formulations to obtain numerical solutions for the 1D Burgers equation. The formulations consist in the discretization of the time-domain via multi-stage methods of second and fourth order: R_{11} and…

Numerical Analysis · Mathematics 2015-06-02 Cibele A. Ladeia , Neyva M. L. Romeiro , Paulo L. Natti , Eliandro R. Cirilo

This paper considers optimization of smooth nonconvex functionals in smooth infinite dimensional spaces. A H\"older gradient descent algorithm is first proposed for finding approximate first-order points of regularized polynomial…

Optimization and Control · Mathematics 2021-04-07 Serge Gratton , Sadok Jerad , Philippe L. Toint

We propose an Exponential DG approach for numerically solving partial differential equations (PDEs). The idea is to decompose the governing PDE operators into linear (fast dynamics extracted by linearization) and nonlinear (the remaining…

Numerical Analysis · Mathematics 2021-08-11 Shinhoo Kang , Tan Bui-Thanh

Based on the superconvergent approximation at some point (depending on the fractional order $\alpha$, but not belonging to the mesh points) for Gr\"{u}nwald discretization to fractional derivative, we develop a series of high order…

Numerical Analysis · Mathematics 2015-07-30 Lijing Zhao , Weihua Deng

This paper studies adaptive first-order least-squares finite element methods for second-order elliptic partial differential equations in non-divergence form. Unlike the classical finite element method which uses weak formulations of PDEs…

Numerical Analysis · Mathematics 2019-06-28 Weifeng Qiu , Shun Zhang

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

This paper presents a systematic methodology for the discretization and reduction of a class of one-dimensional Partial Differential Equations (PDEs) with inputs and outputs collocated at the spatial boundaries. The class of system that we…

Numerical Analysis · Mathematics 2024-07-02 Jesus-Pablo Toledo-Zucco , Denis Matignon , Charles Poussot-Vassal , Yann Le Gorrec

We apply the ultraspherical spectral method to solving time-dependent PDEs by proposing two approaches to discretization based on the method of lines and show that these approaches produce approximately same results. We analyze the…

Numerical Analysis · Mathematics 2023-06-23 Lu Cheng , Kuan Xu