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This work presents a numerical study of the Dirichlet problem for the fractional Laplacian $(-\Delta)^s$ with $s\in(0,1)$ using Finite Element methods with non-standard bases. Classical approaches based on piece-wise linear basis yield…

Numerical Analysis · Mathematics 2025-11-19 Félix del Teso , Stefano Fronzoni , David Gómez-Castro

In this note, we present a new numerical method for solving backward stochastic differential equations. Our method can be viewed as an analogue of the classical finite element method solving deterministic partial differential equations.

Probability · Mathematics 2011-06-07 Penghui Wang , Xu Zhang

This paper is concerned with error estimates of the fully discrete generalized finite element method (GFEM) with optimal local approximation spaces for solving elliptic problems with heterogeneous coefficients. The local approximation…

Numerical Analysis · Mathematics 2021-10-01 Chupeng Ma , Robert Scheichl

We consider the spectral definition of the fractional Laplace operator and study a basic linear problem involving this operator and singular forcing. In two dimensions, we introduce an appropriate weak formulation in fractional Sobolev…

Numerical Analysis · Mathematics 2026-02-13 Enrique Otarola , Abner J. Salgado

Often the easiest way to discretize an ordinary or partial differential equation is by a rectangular numerical method, in which n basis functions are sampled at m>>n collocation points. We show how eigenvalue problems can be solved in this…

Numerical Analysis · Mathematics 2021-12-28 Behnam Hashemi , Yuji Nakatsukasa , Lloyd N. Trefethen

In this paper, we present and analyze fully discrete finite difference schemes designed for solving the initial value problem associated with the fractional Korteweg-de Vries (KdV) equation involving the fractional Laplacian. We design the…

Numerical Analysis · Mathematics 2024-03-14 Mukul Dwivedi , Tanmay Sarkar

Considering fractional fast diffusion equations on bounded open polyhedral domains in $\mathbb{R}^N$, we give a fully Galerkin approximation of the solutions by $C^0$-piecewise linear finite elements in space and backward Euler…

Numerical Analysis · Mathematics 2019-12-18 Dongxue Li , Youquan Zheng

Applying proper orthogonal decomposition to a usual finite element (FE) formulation for space fractional partial differential equation, we get a reduced FE model, which greatly reduces the complexity of computation. Then, the stability…

Numerical Analysis · Mathematics 2019-01-04 Jing Sun , Daxin Nie , Weihua Deng

Proofs of convergence of adaptive finite element methods for the approximation of eigenvalues and eigenfunctions of linear elliptic problems have been given in a several recent papers. A key step in establishing such results for multiple…

Numerical Analysis · Mathematics 2016-05-27 Andrea Bonito , Alan Demlow

Many Engineering Problems could be mathematically described by Final Value Problem, which is the inverse problem of Initial Value Problem. Accordingly, the paper studies the final value problem in the field of ODE problems and analyses the…

Numerical Analysis · Mathematics 2018-11-06 Shixiong Wang , Jianhua He , Chen Wang , Xitong Li

In this article, we develop a new method to approximate numerically the fractional Laplacian of functions defined on $\mathbb R$, as well as some more general singular integrals. After mapping $\mathbb R$ into a finite interval, we…

Numerical Analysis · Mathematics 2022-12-13 Jorge Cayama , Carlota M. Cuesta , Francisco de la Hoz , Carlos J. Garcia-Cervera

In this work, we propose a numerical method based on high degree continuous nodal elements for the Cahn-Hilliard evolution. The use of the p-version of the finite element method proves to be very efficient and favorably compares with other…

Analysis of PDEs · Mathematics 2019-10-21 Ludovic Goudenège , Daniel Martin , Grégory Vial

When using finite element and finite difference methods to approximate eigenvalues of $2m^{th}$-order elliptic problems, the number of reliable numerical eigenvalues can be estimated in terms of the total degrees of freedom $N$ in resulting…

Numerical Analysis · Mathematics 2013-12-25 Zhimin Zhang

The objective of this paper is to present an approximation formula for the Katugampola fractional integral, that allows us to solve fractional problems with dependence on this type of fractional operator. The formula only depends on…

General Mathematics · Mathematics 2015-12-14 Ricardo Almeida , Nuno R. O. Bastos

In this work, we describe how to approximate solutions of some partial differential equations using the finite difference method defined on the Minkowski self-similar curve.

Numerical Analysis · Mathematics 2017-10-03 Nizare Riane , Claire David

An initial-boundary value problem for the time-fractional diffusion equation is discretized in space using continuous piecewise-linear finite elements on a polygonal domain with a re-entrant corner. Known error bounds for the case of a…

Numerical Analysis · Mathematics 2017-12-21 Kim Ngan Le , William McLean , Bishnu Lamichhane

A new finite element method with discontinuous approximation is introduced for solving second order elliptic problem. Since this method combines the features of both conforming finite element method and discontinuous Galerkin (DG) method,…

Numerical Analysis · Mathematics 2019-04-09 Xiu Ye , Shangyou Zhang

We consider finite element approximations of ill-posed elliptic problems with conditional stability. The notion of {\emph{optimal error estimates}} is defined including both convergence with respect to mesh parameter and perturbations in…

Numerical Analysis · Mathematics 2024-03-25 Erik Burman , Mihai Nechita , Lauri Oksanen

High-order spatial discretisations and full discretisations of parabolic partial differential equations on evolving surfaces are studied. We prove convergence of the high-order evolving surface finite element method, by showing high-order…

Numerical Analysis · Mathematics 2016-06-24 Balázs Kovács

We prove convergence of the spectral element method for piecewise polynomial collocation applied to periodic boundary value problems for functional differential equations. In particular, we prove that the numerical collocation solution…

Numerical Analysis · Mathematics 2025-10-27 Alessia andò , Jan Sieber