Related papers: Convergence rates for upwind schemes with rough co…
We consider the problem of the discrete-time approximation of the solution of a one-dimensional SDE with piecewise locally Lipschitz drift and continuous diffusion coefficients with polynomial growth. In this paper, we study the strong…
We study the approximation by a semi-discrete finite-volume scheme of the Gross-Pitaevskii equation with time-dependent potential in two dimensions, performing a two-point flux approximation scheme in space. We rigorously analyze the error…
In this work, we mainly present the optimal convergence rates of the temporally second-order finite element scheme for solving the electrohydrodynamic equation. Suffering from the highly coupled nonlinearity, the convergence analysis of the…
High order upwind summation-by-parts finite difference operators have recently been developed. When combined with the simultaneous-approximation-term method to impose boundary conditions, the method converges faster than using traditional…
In this work, we present a family of time and space high order finite volume schemes for the solution of the full Boltzmann equation. The velocity space is approximated by using a discrete ordinate approach while the collisional integral is…
We show an averaging result for a system of stochastic evolution equations of parabolic type with slow and fast time scales. We derive explicit bounds for the approximation error with respect to the small parameter defining the fast time…
This work is concerned with the formulation of a general framework for the analysis of meshfree approximation schemes and with the convergence analysis of the Local Maximum-Entropy (LME) scheme as a particular example. We provide conditions…
We present a convergence analysis of a finite volume (FV) scheme for the multicomponent compressible Euler system in the framework of dissipative weak (DW) solutions. DW solutions were introduced as a generalized solution framework in…
We aim at the development and analysis of the numerical schemes for approximately solving the backward diffusion-wave problem, which involves a fractional derivative in time with order $\alpha\in(1,2)$. From terminal observations at two…
We prove in this paper the weak consistency of a general finite volume convection operator acting on discrete functions which are possibly not piecewise-constant over the cells of the mesh and over the time steps. It yields an extension of…
This study aims to construct a stable, high-order compact finite difference method for solving Sobolev-type equations with Dirichlet boundary conditions in one-space dimension. Approximation of higher-order mixed derivatives in some…
Splitting schemes are a class of powerful algorithms that solve complicated monotone inclusions and convex optimization problems that are built from many simpler pieces. They give rise to algorithms in which the simple pieces of the…
In the present work, strong approximation errors are analyzed for both the spatial semi-discretization and the spatio-temporal fully discretization of stochastic wave equations (SWEs) with cubic polynomial nonlinearities and additive…
We study inhomogeneous continuous-time weakly ergodic Markov chains with a finite state space. We introduce the notion of a Markov chain with the regular structure of an infinitesimal matrix and study the sharp upper bounds on the rate of…
We study the convergence properties of a general inertial first-order proximal splitting algorithm for solving nonconvex nonsmooth optimization problems. Using the Kurdyka--\L ojaziewicz (KL) inequality we establish new convergence rates…
A quasi-second order scheme is developed to obtain approximate solutions of the shallow water equationswith bathymetry. The scheme is based on a staggered finite volume scheme for the space discretization:the scalar unknowns are located in…
We propose and analyze a finite element method for a semi-stationary Stokes system modeling compressible fluid flow subject to a Navier-slip boundary condition. The velocity (momentum) equation is approximated by a mixed finite element…
Invex programs are a special kind of non-convex problems which attain global minima at every stationary point. While classical first-order gradient descent methods can solve them, they converge very slowly. In this paper, we propose new…
We build a finite volume scheme for the scalar conservation law $\partial_t u + \partial_x (H(x, u)) = 0$ with bounded initial condition for a wide class of flux function $H$, convex with respect to the second variable. The main idea for…
We study pointwise convergence of the solution to the elastic wave equation to the initial data which lies in the Sobolev spaces. We prove that the solution converges along every lines to the initial data almost everywhere whenever the…