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We consider an initial- and Dirichlet boundary- value problem for a linear Cahn-Hilliard-Cook equation, in one space dimension, forced by the space derivative of a space-time white noise. First, we propose an approximate regularized…
In this paper, we propose an efficient exponential integrator finite element method for solving a class of semilinear parabolic equations in rectangular domains. The proposed method first performs the spatial discretization of the model…
We consider a model initial- and Dirichlet boundary- value problem for a fourth-order linear stochastic parabolic equation, in one space dimension, forced by an additive space-time white noise. First, we approximate its solution by the…
We develop a convergence theory of space-time discretizations for the linear, 2nd-order wave equation in polygonal domains $\Omega\subset\mathbb{R}^2$, possibly occupied by piecewise homogeneous media with different propagation speeds.…
Explicit stabilized integrators are an efficient alternative to implicit or semi-implicit methods to avoid the severe timestep restriction faced by standard explicit integrators applied to stiff diffusion problems. In this paper, we provide…
A symmetric boundary integral formulation for the transient scattering of acoustic waves off homogeneous and isotropic elastic obstacles is analyzed. Both the acoustic scattered field and the elastodynamic excited field are represented…
We consider the semilinear stochastic heat equation perturbed by additive noise. After time-discretization by Euler's method the equation is split into a linear stochastic equation and a non-linear random evolution equation. The linear…
This paper presents a fully discrete numerical scheme for one-dimensional nonlocal wave equations and provides a rigorous theoretical analysis. To facilitate the spatial discretization, we introduce an auxiliary variable analogous to the…
In this paper, we present a robust and fully discretized method for solving the time fractional diffusion equation with high-contrast multiscale coefficients. We establish the homogenized equation using a multicontinuum approach and employ…
We consider the stochastic Allen-Cahn equation perturbed by smooth additive Gaussian noise in a spatial domain with smooth boundary in dimension $d\le 3$, and study the semidiscretization in time of the equation by an implicit Euler method.…
We consider the efficient numerical solution of the three-dimensional wave equation with Neumann boundary conditions via time-domain boundary integral equations. A space-time Galerkin method with $C^\infty$-smooth, compactly supported basis…
In this paper we propose and analyze explicit space-time discrete numerical approximations for additive space-time white noise driven stochastic partial differential equations (SPDEs) with non-globally monotone nonlinearities such as the…
We derive an equilibrated a posteriori error estimator for the space (semi) discretization of the scalar wave equation by finite elements. In the idealized setting where time discretization is ignored and the simulation time is large, we…
We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener…
In this paper we propose and analyze finite element discontinuous Galerkin methods for the one- and two-dimensional stochastic Maxwell equations with multiplicative noise. The discrete energy law of the semi-discrete DG methods were…
This paper develops and analyzes some fully discrete mixed finite element methods for the stochastic Cahn-Hilliard equation with gradient-type multiplicative noise that is white in time and correlated in space. The stochastic Cahn-Hilliard…
This work proposes a discretization of the acoustic wave equation with possibly oscillatory coefficients based on a superposition of discrete solutions to spatially localized subproblems computed with an implicit time discretization. Based…
We consider a class of time dependent second order partial differential equations governed by a decaying entropy. The solution usually corresponds to a density distribution, hence positivity (non-negativity) is expected. This class of…
We study space--time isogeometric discretizations of the linear acoustic wave equation that use splines of arbitrary degree p, both in space and time. We propose a space--time variational formulation that is obtained by adding a…
This paper deals with the application of probabilistic time integration methods to semi-explicit partial differential-algebraic equations of parabolic type and its semi-discrete counterparts, namely semi-explicit differential-algebraic…