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In this work, we extend the meshfree generalized multiscale exponential integration framework introduced in Nikiforov et al. (2025) to the simulation of three-dimensional advection--diffusion problems in heterogeneous and high-contrast…

We study several numerical discretization techniques for the one-space plus one-time dimensional Dirac equation, including finite difference and space-time finite element methods. Two finite difference schemes and several space-time finite…

Numerical Analysis · Mathematics 2014-12-04 Robert Vaselaar , Hyun Lim , Jung-Han Kimn

As a first step towards the numerical analysis of the stochastic primitive equations of the atmosphere and oceans, we study their time discretization by an implicit Euler scheme. From deterministic viewpoint the 3D Primitive Equations are…

Analysis of PDEs · Mathematics 2014-04-14 Nathan Glatt-Holtz , Roger Temam , Chuntian Wang

In this work I show how a diffusion-advection equation in three space-dimensions may have its advection term weakly limited to a velocity field localized to a moving curve. This is rigorously accomplished through the technique of…

Analysis of PDEs · Mathematics 2021-06-24 Colin Klaus

We introduce and analyze an explicit time discretization scheme for the one-dimensional stochastic Allen-Cahn, driven by space-time white noise. The scheme is based on a splitting strategy, and uses the exact solution for the nonlinear term…

Numerical Analysis · Mathematics 2019-10-21 Charles-Edouard Bréhier , Ludovic Goudenège

We propose a nonlinear Discrete Duality Finite Volume scheme to approximate the solutions of drift diffusion equations. The scheme is built to preserve at the discrete level even on severely distorted meshes the energy / energy dissipation…

Analysis of PDEs · Mathematics 2017-05-31 Clément Cancès , Claire Chainais-Hillairet , Stella Krell

Convection-diffusion-reaction equations are a class of second-order partial differential equations widely used to model phenomena involving the change of concentration/population of one or more substances/species distributed in space.…

Numerical Analysis · Mathematics 2024-10-16 Rasha Al Jahdali , David C. Del Rey Fernandez , Lisandro Dalcin , Matteo Parsani

We analyze monotone difference schemes for strongly degenerate convection-diffusion equations in one spatial dimension. These nonlinear equations are well-posed within a class of (discontinuous) entropy solutions. We prove that the L1…

Analysis of PDEs · Mathematics 2013-04-16 Kenneth H. Karlsen , Nils Henrik Risebro , Erlend B. Storrøsten

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

Statistical Mechanics · Physics 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

A key ingredient of our fictitious domain, higher order space-time cut finite element (CutFEM) approach for solving the incompressible Navier--Stokes equations on evolving domains (cf.\ \cite{Bause2021}) is the extension of the physical…

Numerical Analysis · Mathematics 2021-07-05 Mathias Anselmann , Markus Bause

We consider a model problem of the scattering of linear acoustic waves in free homogeneous space by an elastic solid. The stress tensor in the solid combines the effect of a linear dependence of strains with the influence of an existing…

Numerical Analysis · Mathematics 2018-04-23 Thomas S. Brown , Tonatiuh Sánchez-Vizuet , Francisco-Javier Sayas

We present a structure-preserving Eulerian algorithm for solving $L^2$-gradient flows and a structure-preserving Lagrangian algorithm for solving generalized diffusions. Both algorithms employ neural networks as tools for spatial…

Numerical Analysis · Mathematics 2024-04-16 Ziqing Hu , Chun Liu , Yiwei Wang , Zhiliang Xu

This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…

Numerical Analysis · Mathematics 2025-04-08 Xiaobing Feng , Yukun Li , Liet Vo

Ensemble systems appear frequently in many engineering applications and, as a result, they have become an important research topic in control theory. These systems are best characterized by the evolution of their underlying state…

Optimization and Control · Mathematics 2026-01-21 Guangyu Wu , Panagiotis Tsiotras , Anders Lindquist

We develop a new computational framework to solve the partial differential equations (PDEs) governing the flow of the joint probability density functions (PDFs) in continuous-time stochastic nonlinear systems. The need for computing the…

Optimization and Control · Mathematics 2019-08-08 Kenneth F. Caluya , Abhishek Halder

This article is concerned with the discretisation of the Stokes equations on time-dependent domains in an Eulerian coordinate framework. Our work can be seen as an extension of a recent paper by Lehrenfeld & Olshanskii [ESAIM: M2AN,…

Numerical Analysis · Mathematics 2020-12-02 Erik Burman , Stefan Frei , Andre Massing

Diffusion can be conceptualized, at microscopic scales, as the random hopping of particles between neighboring lattice sites. In the case of diffusion in inhomogeneous media, distinct spatial domains in the system may yield distinct…

Biological Physics · Physics 2017-10-02 Yiwei Li , Osman Kahraman , Christoph A. Haselwandter

We introduce an automatic variationally stable analysis (AVS) for finite element (FE) computations of scalar-valued convection-diffusion equations with non-constant and highly oscillatory coefficients. In the spirit of least squares FE…

Numerical Analysis · Mathematics 2019-04-16 Victor M. Calo , Albert Romkes , Eirik Valseth

We propose and analyse numerical schemes for a system of quasilinear, degenerate evolution equations modelling biofilm growth as well as other processes such as flow through porous media and the spreading of wildfires. The first equation in…

Numerical Analysis · Mathematics 2024-04-05 R. K. H. Smeets , K. Mitra , I. S. Pop , S. Sonner

This article shows how to develop an efficient solver for a stabilized numerical space-time formulation of the advection-dominated diffusion transient equation. At the discrete space-time level, we approximate the solution by using…

Numerical Analysis · Mathematics 2023-06-30 Marcin Łoś , Paulina Sepulveda-Salas , Maciej Paszyński