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We construct a finite element like scheme for fully non-linear integro-partial differential equations arising in optimal control of jump-processes. Special cases of these equations include optimal portfolio and option pricing equations in…

Numerical Analysis · Mathematics 2008-05-22 Fabio Camilli , Espen R. Jakobsen

Having in mind the modelling of marble degradation under chemical pollutants, e.g.~the sulfation process, we consider governing nonlinear diffusion equations and their numerical approximation.The space domain of a computation is the…

Numerical Analysis · Mathematics 2020-10-29 Armando Coco , Matteo Semplice , Stefano Serra-Capizzano

We consider the numerical approximation of a general second order semi--linear parabolic stochastic partial differential equation (SPDE) driven by additive space-time noise. We introduce a new modified scheme using a linear functional of…

Numerical Analysis · Mathematics 2016-07-20 Gabriel J Lord , Antoine Tambue

The main objective of this paper is to present an efficient structure-preserving scheme, which is based on the idea of the scalar auxiliary variable approach, for solving the space fractional nonlinear Schr\"{o}dinger equation. First, we…

Numerical Analysis · Mathematics 2019-11-19 Yayun Fu , Wenjun Cai , Yushun Wang

In this paper we consider the numerical approximation of a general second order semi-linear parabolic partial differential equation. Equations of this type arise in many contexts, such as transport in porous media. Using finite element…

Numerical Analysis · Mathematics 2020-11-18 Jean Daniel Mukam , Antoine Tambue

In this article, we analyze semi-discrete finite element approximation and full discretization of a fourth-order stochastic pseudo-parabolic equation in a bounded convex polygonal domain driven by additive Wiener noise. We use the finite…

Numerical Analysis · Mathematics 2026-03-11 Suprio Bhar , Mrinmay Biswas , Mangala Prasad

We present and analyze a linearized finite element method (FEM) for the dynamical incompressible magnetohydrodynamics (MHD) equations. The finite element approximation is based on mixed conforming elements, where Taylor--Hood type elements…

Numerical Analysis · Mathematics 2019-02-20 Huadong Gao , Weifeng Qiu

We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…

Numerical Analysis · Mathematics 2019-05-15 Xiangcheng Zheng , Fanhai Zeng , Hong Wang

We construct four variants of space-time finite element discretizations based on linear tensor-product and simplex-type finite elements. The resulting discretizations are continuous in space, and continuous or discontinuous in time. In a…

Numerical Analysis · Mathematics 2024-09-05 Max von Danwitz , Igor Voulis , Norbert Hosters , Marek Behr

We study a system of Maxwell's equations that describes the time evolution of electromagnetic fields with an additional electric scalar variable to make the system amenable to a mixed finite element spatial discretization. We demonstrate…

Numerical Analysis · Mathematics 2026-01-21 Archana Arya , Kaushik Kalyanaraman

A finite element approach to solve numerically the Takagi-Taupin equations expressed in a weak form is presented and applied to simulate X-ray reflectivity curves, spatial intensity distributions and focusing properties of bent perfect…

This article surveys research on the application of compatible finite element methods to large scale atmosphere and ocean simulation. Compatible finite element methods extend Arakawa's C-grid finite difference scheme to the finite element…

Numerical Analysis · Mathematics 2023-03-14 Colin J. Cotter

In this paper, an efficient parallel splitting method is proposed for the optimal control problem with parabolic equation constraints. The linear finite element is used to approximate the state variable and the control variable in spatial…

Optimization and Control · Mathematics 2023-02-21 Haiming Song , Jiachuan Zhang , Yongle Hao

We study numerical methods for the nonlinear partial differential equation that governs the motion of level sets by affine curvature. We show that standard finite difference schemes are nonlinearly unstable. We build convergent finite…

Numerical Analysis · Mathematics 2016-11-01 Adam M. Oberman , Tiago Salvador

In this work we introduce and analyze a new multiscale method for strongly nonlinear monotone equations in the spirit of the Localized Orthogonal Decomposition. A problem-adapted multiscale space is constructed by solving linear local…

Numerical Analysis · Mathematics 2020-12-16 Barbara Verfürth

In this paper, we introduce and analyse numerical schemes for the homogeneous and the kinetic L\'evy-Fokker-Planck equation. The discretizations are designed to preserve the main features of the continuous model such as conservation of…

Numerical Analysis · Mathematics 2022-07-26 Nathalie Ayi , Maxime Herda , Hélène Hivert , Isabelle Tristani

In this paper we analyze a space-time unfitted finite element method for the discretization of scalar surface partial differential equations on evolving surfaces. For higher order approximations of the evolving surface we use the technique…

Numerical Analysis · Mathematics 2024-11-26 Arnold Reusken , Hauke Sass

In this paper, we propose a linearized finite element method (FEM) for solving the cubic nonlinear Schr\"{o}dinger equation with wave operator. In this method, a modified leap-frog scheme is applied for time discretization and a Galerkin…

Numerical Analysis · Mathematics 2019-02-25 Wentao Cai , Dongdong He , Kejia Pan

We study a higher-order surface finite element (SFEM) penalty-based discretization of the tangential surface Stokes problem. Several discrete formulations are investigated which are equivalent in the continuous setting. The impact of the…

Numerical Analysis · Mathematics 2025-03-11 Hanne Hardering , Simon Praetorius

This work investigates a fully discrete mixed finite element method for the stochastic Boussinesq system driven by multiplicative noise. The spatial discretization is performed using a standard mixed finite element method, while the…

Numerical Analysis · Mathematics 2025-12-25 Liet Vo