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We consider a numerical approximation of a linear quadratic control problem constrained by the stochastic heat equation with non-homogeneous Neumann boundary conditions. This involves a combination of distributed and boundary control, as…

Numerical Analysis · Mathematics 2021-09-28 Peter Benner , Tony Stillfjord , Christoph Trautwein

Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…

Probability · Mathematics 2013-08-19 Amarjit Budhiraja , Zhen-Qing Chen

We present a novel parametric finite element approach for simulating the surface diffusion of curves and surfaces. Our core strategy incorporates a predictor-corrector time-stepping method, which enhances the classical first-order temporal…

Numerical Analysis · Mathematics 2024-12-17 Wei Jiang , Chunmei Su , Ganghui Zhang , Lian Zhang

This paper contains construction and analysis a finite element approximation for convection dominated diffusion problems with full coefficient matrix on general simplicial partitions in $R^d$, $d=2,3$. This construction is quite close to…

Numerical Analysis · Mathematics 2012-11-07 Raytcho D. Lazarov , Ludmil T. Zikatanov

An unsteady problem is considered for a space-fractional diffusion equation in a bounded domain. A first-order evolutionary equation containing a fractional power of an elliptic operator of second order is studied for general boundary…

Numerical Analysis · Computer Science 2014-12-19 Petr N. Vabishchevich

This study addresses the inverse source problem for the fractional diffusion-wave equation, characterized by a source comprising spatial and temporal components. The investigation is primarily concerned with practical scenarios where data…

Numerical Analysis · Mathematics 2025-04-22 Lingyun Qiu , Jiwoon Sim

In this work we study the degenerate diffusion equation $\partial_{t}=x^{\alpha}a\left(x\right)\partial_{x}^{2}+b\left(x\right)\partial_{x}$ for $\left(x,t\right)\in\left(0,\infty\right)^{2}$, equipped with a Cauchy initial data and the…

Analysis of PDEs · Mathematics 2020-09-01 Linan Chen , Ian Weih-Wadman

This article devises a new primal-dual weak Galerkin finite element method for the convection-diffusion equation. Optimal order error estimates are established for the primal-dual weak Galerkin approximations in various discrete norms and…

Numerical Analysis · Mathematics 2020-01-22 Waixiang Cao , Chunmei Wang

We consider the homogenization for time-fractional diffusion equations in a periodic structure and we derive the homogenized time-fractional diffusion equation. Then we discuss the determination of the constant diffusion coefficient by…

Analysis of PDEs · Mathematics 2023-03-06 Atsushi Kawamoto , Manabu Machida , Masahiro Yamamoto

In this article a simplified weak Galerkin finite element method is developed for the Dirichlet boundary value problem of convection-diffusion-reaction equations. The simplified weak Galerkin method utilizes only the degrees of freedom on…

Numerical Analysis · Mathematics 2018-08-29 Yujie Liu , Junping Wang

We develop a stabilized cut finite element method for the stationary convection diffusion problem on a surface embedded in ${\mathbb{R}}^d$. The cut finite element method is based on using an embedding of the surface into a three…

Numerical Analysis · Mathematics 2018-07-24 Erik Burman , Peter Hansbo , Mats G. Larson , Andre Massing , Sara Zahedi

We consider the inverse problem of reconstructing the interior boundary curve of a doubly connected domain from the knowledge of the temperature and the thermal flux on the exterior boundary curve. The use of the Laguerre transform in time…

Numerical Analysis · Mathematics 2024-02-23 Roman Chapko , Leonidas Mindrinos

We study finite element approximations of the nonhomogeneous Dirichlet problem for the fractional Laplacian. Our approach is based on weak imposition of the Dirichlet condition and incorporating a nonlocal analogous of the normal derivative…

Numerical Analysis · Mathematics 2019-02-05 Gabriel Acosta , Juan Pablo Borthagaray , Norbert Heuer

The first half of this work gives a survey of the fractional Laplacian (and related operators), its restricted Dirichlet realization on a bounded domain, and its nonhomogeneous local boundary conditions, as treated by pseudodifferential…

Analysis of PDEs · Mathematics 2018-03-05 Gerd Grubb

A finite element approach to solve numerically the Takagi-Taupin equations expressed in a weak form is presented and applied to simulate X-ray reflectivity curves, spatial intensity distributions and focusing properties of bent perfect…

A fractional diffusion equation based on Riemann-Liouville fractional derivatives is solved exactly. The initial values are given as fractional integrals. The solution is obtained in terms of $H$-functions. It differs from the known…

Statistical Mechanics · Physics 2007-05-23 R. Hilfer

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

We present recent finite element numerical results on a model convection-diffusion problem in the singular perturbed case when the convection term dominates the problem. We compare the standard Galerkin discretization using the linear…

Numerical Analysis · Mathematics 2023-02-16 Constantin Bacuta , Daniel Hayes , Tyler O'Grady

The purpose of this work is to study a finite element method for finding solutions to the eigenvalue problem for the fractional Laplacian. We prove that the discrete eigenvalue problem converges to the continuous one and we show the order…

Numerical Analysis · Mathematics 2019-02-04 Juan Pablo Borthagaray , Leandro M. Del Pezzo , Sandra Martínez

This paper investigates the numerical modeling of a time-dependent heat transmission problem by the convolution quadrature boundary element method. It introduces the latest theoretical development into the error analysis of the numerical…

Numerical Analysis · Mathematics 2017-11-08 Tianyu Qiu , Alexander Rieder , Francisco-Javier Sayas , Shougui Zhang