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We propose a novel class of temporal high-order parametric finite element methods for solving a wide range of geometric flows of curves and surfaces. By incorporating the backward differentiation formulae (BDF) for time discretization into…

Numerical Analysis · Mathematics 2024-08-21 Wei Jiang , Chunmei Su , Ganghui Zhang

Diffusion Schr\"odinger bridges (DSB) have recently emerged as a powerful framework for recovering stochastic dynamics via their marginal observations at different time points. Despite numerous successful applications, existing algorithms…

We derive a-priori error estimates for the finite-element approximation of a distributed optimal control problem governed by the steady one-dimensional Burgers equation with pointwise box constraints on the control. Here the approximation…

Optimization and Control · Mathematics 2014-11-18 Pedro Martín Merino Rosero

A new implicit-explicit local differential transform method (IELDTM) is derived here for time integration of the nonlinear advection-diffusion processes represented by (2+1)-dimensional Burgers equation. The IELDTM is adaptively constructed…

Numerical Analysis · Mathematics 2026-02-10 Huseyin Tunc , Murat Sari

The paper deals with a problem of asymptotic step-like solutions to the Burgers' equation with variable coefficients and a small parameter. By means of the non-linear WKB method, the algorithm of constructing these asymptotic solutions is…

Mathematical Physics · Physics 2023-03-03 Valerii Samoilenko , Yuliia Samoilenko , Elvira Zappale

In this paper, we develop the numerical theory of decoupled modified characteristic finite element method with different subdomain time steps for the mixed stabilized formulation of nonstationary dual-porosity-Navier-Stokes model. Based on…

Numerical Analysis · Mathematics 2020-08-19 Luling Cao , Yinnian He , Jian Li

We study generalized variants of the Burgers equation and the KdV equation on the circle. The main goal of the paper is to show that both extensions can be recast as geodesic equations on a suitable diffeomorphism group of the circle and…

Analysis of PDEs · Mathematics 2012-04-12 Martin Kohlmann

We present a numerical method which is able to approximate traveling waves (e.g. viscous profiles) in systems with hyperbolic and parabolic parts by a direct long-time forward simulation. A difficulty with long-time simulations of traveling…

Numerical Analysis · Mathematics 2016-12-01 Robin Flohr , Jens Rottmann-Matthes

For the solution of time-dependent nonlinear differential equations, we present variational quantum algorithms (VQAs) that encode both space and time in qubit registers. The spacetime encoding enables us to obtain the entire time evolution…

The topic of this paper are similarity solutions occurring in multi-dimensional Burgers' equation. We present a simple derivation of the symmetries appearing in a family of generalizations of Burgers' equation in $d$-space dimensions. These…

Numerical Analysis · Mathematics 2017-12-06 Jens Rottmann-Matthes

We develop in this paper a multi-grade deep learning method for solving nonlinear partial differential equations (PDEs). Deep neural networks (DNNs) have received super performance in solving PDEs in addition to their outstanding success in…

Numerical Analysis · Mathematics 2023-09-15 Yuesheng Xu , Taishan Zeng

This paper presents a hybrid numerical method for linear collisional kinetic equations with diffusive scaling. The aim of the method is to reduce the computational cost of kinetic equations by taking advantage of the lower dimensionality of…

Numerical Analysis · Mathematics 2022-02-09 Tino Laidin

Low-rank approximation using time-dependent bases (TDBs) has proven effective for reduced-order modeling of stochastic partial differential equations (SPDEs). In these techniques, the random field is decomposed to a set of deterministic…

Numerical Analysis · Mathematics 2022-11-08 Prerna Patil , Hessam Babaee

A computational tool for coarse-graining nonlinear systems of ordinary differential equations in time is discussed. Three illustrative model examples are worked out that demonstrate the range of capability of the method. This includes the…

Numerical Analysis · Mathematics 2017-11-23 Sabyasachi Chatterjee , Amit Acharya , Zvi Artstein

The recently developed physics-informed machine learning has made great progress for solving nonlinear partial differential equations (PDEs), however, it may fail to provide reasonable approximations to the PDEs with discontinuous…

Numerical Analysis · Mathematics 2021-12-06 Chunyue Lv , Lei Wang , Chenming Xie

The Black-Scholes (B-S) equation has been recently extended as a kind of tempered time-fractional B-S equations, which becomes an interesting mathematical model in option pricing. In this study, we provide a fast numerical method to…

Numerical Analysis · Mathematics 2023-07-21 Jinfeng Zhou , Xian-Ming Gu , Yong-Liang Zhao , Hu Li

The automatic selection of an appropriate time step size has been considered extensively in the literature. However, most of the strategies developed operate under the assumption that the computational cost (per time step) is independent of…

Numerical Analysis · Mathematics 2018-08-14 Lukas Einkemmer

This paper is devoted to the numerical analysis of a control constrained distributed optimal control problem subject to a time fractional diffusion equation with non-smooth initial data. The solutions of state and co-state are decomposed…

Numerical Analysis · Mathematics 2020-10-06 Tao Wang , Binjie Li , Xiaoping Xie

This paper implements an efficient numerical algorithm for the time-fractional Black-Scholes model governing European options. The proposed method comprises the Crank-Nicolson approach to discretize the time variable and exponential…

Computational Finance · Quantitative Finance 2026-02-03 Neetu Garg , A. S. V. Ravi Kanth

Burgers' equation is a well-studied model in applied mathematics with connections to the Navier-Stokes equations in one spatial direction and traffic flow, for example. Following on from previous work, we analyse solutions to Burgers'…

Complex Variables · Mathematics 2023-04-05 Daniel J. VandenHeuvel , Christopher J. Lustri , John R. King , Ian W. Turner , Scott W. McCue