Related papers: Numerical stochastic homogenization by quasilocal …
The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…
It has recently been shown that complete Bernstein functions of the Laplace operator map the Dirichlet boundary condition of a related elliptic PDE to the Neumann boundary condition. The importance of this mapping consists in being able to…
In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…
We propose a multiscale approach for an elliptic multiscale setting with general unstructured diffusion coefficients that is able to achieve high-order convergence rates with respect to the mesh parameter and the polynomial degree. The…
Numerical homogenization aims to efficiently and accurately approximate the solution space of an elliptic partial differential operator with arbitrarily rough coefficients in a $d$-dimensional domain. The application of the inverse operator…
We describe the numerical scheme for the discretization and solution of 2D elliptic equations with strongly varying piecewise constant coefficients arising in the stochastic homogenization of multiscale composite materials. An efficient…
This paper studies an optimal control problem governed by a semilinear elliptic equation, in which the control acts in a multiplicative or bilinear way as the reaction coefficient of the equation. We focus on the numerical discretization of…
This article studies a dirichlet boundary value problem for singularly perturbed time delay convection diffusion equation with degenerate coefficient. A priori explicit bounds are established on the solution and its derivatives. For…
We consider numerical methods for linear parabolic equations in one spatial dimension having piecewise constant diffusion coefficients defined by a one parameter family of interface conditions at the discontinuity. We construct immersed…
This work is devoted to the asymptotic behavior of eigenvalues of an elliptic operator with rapidly oscillating random coefficients on a bounded domain with Dirichlet boundary conditions. A sharp convergence rate is obtained for isolated…
Several relaxation approximations to partial differential equations have been recently proposed. Examples include conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems. The present paper focuses…
A new method for numerical solving of boundary problem for ordinary differential equations with slowly varying coefficients which is aimed at better representation of solutions in the regions of their rapid oscillations or exponential…
The numerical approximation of solutions to stochastic partial differential equations with additive spatial white noise on bounded domains in $\mathbb{R}^d$ is considered. The differential operator is given by the fractional power…
The paper considers an Euler discretization based numerical scheme for approximating functionals of invariant distribution of an ergodic diffusion. Convergence of the numerical scheme is shown for suitably chosen discretization step, and a…
We approximate a diffusion equation with highly oscillatory coefficients with a diffusion equation with constant coefficients. The approach is put in action in contexts where only partial information (namely the global energy stored in the…
Computational modelling of diffusion in heterogeneous media is prohibitively expensive for problems with fine-scale heterogeneities. A common strategy for resolving this issue is to decompose the domain into a number of non-overlapping…
Mathematical modeling of many physical processes such as diffusion, viscosity of fluids and combustion involves differential equations with small coefficients of higher derivatives. These may be small diffusion coefficients for modeling the…
A method is developed for solving quasilinear convection diffusion problems starting on a coarse mesh where the data and solution-dependent coefficients are unresolved, the problem is unstable and approximation properties do not hold. The…
In this paper we study the problem of the numerical calculation (by Monte Carlo Methods) of the effective diffusivity for a particle moving in a periodic divergent-free velocity filed, in the limit of vanishing molecular diffusion. In this…
When homogenizing elliptic partial differential equations, the so-called corrector problem is pivotal to compute the macroscale effective coefficients from the microscale information. To solve this corrector problem in the periodic setting,…