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This paper studies the convergence of a spatial semi-discretization for a backward semilinear stochastic parabolic equation. The filtration is general, and the spatial semi-discretization uses the standard continuous piecewise linear…

Numerical Analysis · Mathematics 2022-06-30 Binjie Li , Xiaoping Xie

Stability and convergence of full discretizations of various surface evolution equations are studied in this paper. The proposed discretization combines a higher-order evolving-surface finite element method (ESFEM) for space discretization…

Numerical Analysis · Mathematics 2018-02-08 Balázs Kovács , Christian Lubich

In this paper, we consider Nesterov's Accelerated Gradient method for solving Nonlinear Inverse and Ill-Posed Problems. Known to be a fast gradient-based iterative method for solving well-posed convex optimization problems, this method also…

Numerical Analysis · Mathematics 2020-01-13 Simon Hubmer , Ronny Ramlau

We investigate the use of renormalisation group methods to solve partial differential equations (PDEs) numerically. Our approach focuses on coarse-graining the underlying continuum process as opposed to the conventional numerical analysis…

Statistical Mechanics · Physics 2009-10-31 Nigel Goldenfeld , Alan McKane , Qing Hou

A finite element discretization using a method of lines approached is proposed for approximately solving the Poisson-Nernst-Planck (PNP) equations. This discretization scheme enforces positivity of the computed solutions, corresponding to…

Numerical Analysis · Mathematics 2015-03-17 Chun Liu , Maximilian Metti , Jinchao Xu

A discretization scheme is introduced for a set of convection-diffusion equations with a non-linear reaction term, where the convection velocity is constant for each reactant. This constancy allows a transformation to new spatial variables,…

Computational Physics · Physics 2017-09-19 József Vass , Sergey N. Krylov

Based on the work of Xu and Zhou [Math.Comput., 69(2000), pp.881-909], we establish new three-level and multilevel finite element discretizations by local defect-correction technique. Theoretical analysis and numerical experiments show that…

Numerical Analysis · Mathematics 2023-07-19 Yidu Yang , Jiayu Han

We consider a model convection-diffusion problem and present our recent numerical and analysis results regarding mixed finite element formulation and discretization in the singular perturbed case when the convection term dominates the…

Numerical Analysis · Mathematics 2024-02-07 Constantin Bacuta , Daniel Hayes , Tyler O'Grady

In this paper, the stabilized finite element method based on local projection is applied to discretize the Stokes eigenvalue problems and the corresponding convergence analysis is given. Furthermore, we also use a method to improve the…

Numerical Analysis · Mathematics 2011-12-30 Hehu Xie

A space-time interface-fitted approximation of an inverse source problem for the advection-diffusion equation with moving subdomains is investigated. The problem is reformulated as an optimization problem using Tikhonov regularization. A…

Numerical Analysis · Mathematics 2025-02-11 Thi Thanh Mai Ta , Quang Huy Nguyen , Dinh Nho Hào

We present an improved analysis of the Euler-Maruyama discretization of the Langevin diffusion. Our analysis does not require global contractivity, and yields polynomial dependence on the time horizon. Compared to existing approaches, we…

Probability · Mathematics 2019-11-05 Wenlong Mou , Nicolas Flammarion , Martin J. Wainwright , Peter L. Bartlett

This paper studies the $J$-method of [E. Jarlebring, S. Kvaal, W. Michiels. SIAM J. Sci. Comput. 36-4:A1978-A2001, 2014] for nonlinear eigenvector problems in a general Hilbert space framework. This is the basis for variational…

Numerical Analysis · Mathematics 2020-12-10 Robert Altmann , Patrick Henning , Daniel Peterseim

This paper provides a new regularization method which is particularly suitable for linear exponentially ill-posed problems. Under logarithmic source conditions (which have a natural interpretation in terms of Sobolev spaces in the…

Numerical Analysis · Mathematics 2020-07-08 Walter Cedric Simo Tao Lee

A discretization scheme for variable coefficient Helmholtz problems on two-dimensional domains is presented. The scheme is based on high-order spectral approximations and is designed for problems with smooth solutions. The resulting system…

Numerical Analysis · Mathematics 2012-06-20 P. G. Martinsson

Many applications in science and engineering require the solution of large linear discrete ill-posed problems that are obtained by the discretization of a Fredholm integral equation of the first kind in several space-dimensions. The matrix…

Numerical Analysis · Mathematics 2017-05-19 Laura Dykes , Guangxin Huang , Silvia Noschese , Lothar Reichel

We study variational problems for curves approximated by B-spline curves. We show that, one can obtain discrete Euler-Lagrange equations, for the data describing the approximated curves. Our main application is to the curve completion…

Numerical Analysis · Computer Science 2012-02-20 Jun Zhao , Elizabeth Mansfield

We adapt the Gradient Discretisation Method (GDM), originally designed for elliptic and parabolic partial differential equations, to the case of a linear scalar hyperbolic equations. This enables the simultaneous design and convergence…

Numerical Analysis · Mathematics 2019-10-28 Jérôme Droniou , Robert Eymard , T. Gallouët , R. Herbin

We investigate a level-set type method for solving ill-posed problems, with the assumption that the solutions are piecewise, but not necessarily constant functions with unknown level sets and unknown level values. In order to get stable…

Numerical Analysis · Mathematics 2012-10-30 Adriano De Cezaro

When solving rank-deficient or discrete ill-posed problems by regularization methods, the choice of the regularization parameter is crucial. It is also of interest, the regularization norm used in the selection of the solution. In this…

Numerical Analysis · Mathematics 2024-10-30 Ibrahima Dione

Maximal parabolic $L^p$-regularity of linear parabolic equations on an evolving surface is shown by pulling back the problem to the initial surface and studying the maximal $L^p$-regularity on a fixed surface. By freezing the coefficients…

Numerical Analysis · Mathematics 2022-02-04 Balázs Kovács , Buyang Li