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We present a space-time multiscale method for a parabolic model problem with an underlying coefficient that may be highly oscillatory with respect to both the spatial and the temporal variables. The method is based on the framework of the…

Numerical Analysis · Mathematics 2021-12-13 Per Ljung , Roland Maier , Axel Målqvist

We discuss the application of multilevel Monte Carlo methods to elliptic partial differential equations with random coefficients. Such problems arise, for example, in uncertainty quantification in subsurface flow modeling. We give a brief…

Numerical Analysis · Mathematics 2012-06-08 A. L. Teckentrup

Multiscale techniques have been widely shown to potentially overcome the limitation of homogenization schemes in representing the microscopic failure mechanisms in heterogeneous media as well as their influence on their structural response…

Numerical Analysis · Mathematics 2021-08-10 Fabrizio Greco , Lorenzo Leonetti , Paolo Lonetti , Raimondo Luciano , Andrea Pranno

We introduce in this document a direct method allowing to solve numerically inverse type problems for linear hyperbolic equations. We first consider the reconstruction of the full solution of the wave equation posed in $\Omega\times (0,T)$…

Optimization and Control · Mathematics 2015-06-11 Nicolae Cindea , Arnaud Munch

These are lecture notes for five sessions in the AMSI Winter School on 'Computational Modelling of Heterogeneous Media' held at QUT in July 2019 [https://ws.amsi.org.au/]. Aim: Discuss a mix of new mathematical approaches for multiscale…

Dynamical Systems · Mathematics 2019-07-24 A. J. Roberts

Energy transmission over long distances by waves is a key mechanism for many natural processes. This possibility arises when an inhomogeneous medium is arranged in such a manner that it enables a certain type of wave to propagate with…

Fluid Dynamics · Physics 2026-05-05 Semyon Churilov

This paper aims at an accurate and efficient computation of effective quantities, e.g., the homogenized coefficients for approximating the solutions to partial differential equations with oscillatory coefficients. Typical multiscale methods…

Numerical Analysis · Mathematics 2021-03-08 Assyr Abdulle , Doghonay Arjmand , Edoardo Paganoni

Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems.Particular attention is paid to the case when first order…

General Relativity and Quantum Cosmology · Physics 2010-01-18 M. Chirvasa , S. Husa

In this paper, we suggest a new Heterogeneous Multiscale Method (HMM) for the Helmholtz equation with high contrast. The method is constructed for a setting as in Bouchitt\'e and Felbacq (C.R. Math. Acad. Sci. Paris 339(5):377--382, 2004),…

Numerical Analysis · Mathematics 2016-12-21 Mario Ohlberger , Barbara Verfürth

We develop a finite volume method for Maxwell's equations in materials whose electromagnetic properties vary in space and time. We investigate both conservative and non-conservative numerical formulations. High-order methods accurately…

Computational Physics · Physics 2023-07-25 Damian P. San Roman Alerigi , David I. Ketcheson , Boon S. Ooi

We investigate second order linear wave equations in periodic media, aiming at the derivation of effective equations in $\R^n$, $n \in \{1, 2, 3\}$. Standard homogenization theory provides, for the limit of a small periodicity length…

Analysis of PDEs · Mathematics 2013-09-02 Tomas Dohnal , Agnes Lamacz , Ben Schweizer

Solutions to the stochastic wave equation on the unit sphere are approximated by spectral methods. Strong, weak, and almost sure convergence rates for the proposed numerical schemes are provided and shown to depend only on the smoothness of…

Numerical Analysis · Mathematics 2023-12-06 David Cohen , Annika Lang

A parabolic equation for the propagation of periodic internal waves over varying bottom topography is derived using the multiple-scale perturbation method. Some computational aspects of the numerical implementation are discussed. The…

Atmospheric and Oceanic Physics · Physics 2009-11-13 M. Yu. Trofimov , S. B. Kozitskiy , A. D. Zakharenko

In this paper, we propose multicontinuum splitting schemes for multiscale problems, focusing on a parabolic equation with a high-contrast coefficient. Using the framework of multicontinuum homogenization, we introduce spatially smooth…

Numerical Analysis · Mathematics 2024-10-08 Yalchin Efendiev , Wing Tat Leung , Buzheng Shan , Min Wang

We describe an algorithm for the numerical solution of second order linear differential equations in the highly-oscillatory regime. It is founded on the recent observation that the solutions of equations of this type can be accurately…

Numerical Analysis · Mathematics 2015-06-23 James Bremer

This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…

Numerical Analysis · Mathematics 2024-05-08 Sergio Blanes , Fernando Casas , Ander Murua

The heterogeneous multi-scale method (HMM) is a general strategy for dealing with problems involving multi-scales, with multi-physics, using multi-grids. It not only unifies several existing multi-scale methods, but also provide a…

Computational Physics · Physics 2007-05-23 Weinan E , Bjorn Engquist

We present a new hybrid numerical method for multiscale partial differential equations, which simultaneously captures the global macroscopic information and resolves the local microscopic events over regions of relatively small size. The…

Numerical Analysis · Mathematics 2017-07-04 Yufang Huang , Jianfeng Lu , Pingbing Ming

This paper presents a multiscale Petrov-Galerkin finite element method for time-harmonic acoustic scattering problems with heterogeneous coefficients in the high-frequency regime. We show that the method is pollution- free also in the case…

Numerical Analysis · Mathematics 2015-12-01 Donald L. Brown , Dietmar Gallistl , Daniel Peterseim

The analysis of wave propagation problems in linear damped media must take into account both propagation features and attenuation process. To perform accurate numerical investigations by the finite differences or finite element method, one…

Classical Physics · Physics 2009-01-26 Jean-François Semblat , J. J. Brioist
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