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This paper is devoted to the numerical analysis of a fully discrete finite element approximation for the stochastic Benjamin-Bona-Mahony equation driven by multiplicative noise. We first establish the existence and uniqueness of solutions…

Numerical Analysis · Mathematics 2026-03-10 Hung D. Nguyen , Thoa Thieu , Liet Vo

We consider spatially extended conductance based neuronal models with noise described by a stochastic reaction diffusion equation with additive noise coupled to a control variable with multiplicative noise but no diffusion. We only assume a…

Probability · Mathematics 2020-01-16 Martin Sauer , Wilhelm Stannat

Recently, Kim & Wilkening (Convergence of a mass-lumped finite element method for the Landau-Lifshitz equation, Quart. Appl. Math., 76, 383-405, 2018) proposed two novel predictor-corrector methods for the Landau-Lifshitz-Gilbert equation…

Numerical Analysis · Mathematics 2021-12-02 Norbert J. Mauser , Carl-Martin Pfeiler , Dirk Praetorius , Michele Ruggeri

Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…

Numerical Analysis · Mathematics 2020-08-04 Ruisheng Qi , Xiaojie Wang

Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…

Numerical Analysis · Mathematics 2017-11-07 Max Gunzburger , Buyang Li , Jilu Wang

A standard finite element method discretizes the stochastic linear Schr\"{o}dinger equation driven by additive noise in the spatial variables. The weak convergence of the resulting approximate solution is analyzed, and it is established…

Probability · Mathematics 2025-03-18 Mangala Prasad

We consider the study of a numerical scheme for an initial- and Dirichlet boundary- value problem for a nonlinear Schr\"odinger equation. We approximate the solution using a, local (non-uniform) two level scheme in time (see C. Besse [6]…

Numerical Analysis · Mathematics 2017-11-02 Mohammad Asadzadeh , Christoffer Standar

Recent theoretical and experimental advances show that the inertia of magnetization emerges at sub-picoseconds and contributes to the ultrafast magnetization dynamics which cannot be captured intrinsically by the LLG equation. Therefore, as…

Numerical Analysis · Mathematics 2021-08-09 Panchi Li , Lei Yang , Jin Lan , Rui Du , Jingrun Chen

In this paper we propose a finite element method for solving elliptic equations with the observational Dirichlet boundary data which may subject to random noises. The method is based on the weak formulation of Lagrangian multiplier. We show…

Numerical Analysis · Mathematics 2017-02-20 Zhiming Chen , Rui Tuo , Wenlong Zhang

We study finite element approximations of the nonhomogeneous Dirichlet problem for the fractional Laplacian. Our approach is based on weak imposition of the Dirichlet condition and incorporating a nonlocal analogous of the normal derivative…

Numerical Analysis · Mathematics 2019-02-05 Gabriel Acosta , Juan Pablo Borthagaray , Norbert Heuer

For the Landau--Lifshitz--Gilbert (LLG) equation of micromagnetics we study linearly implicit backward difference formula (BDF) time discretizations up to order $5$ combined with higher-order non-conforming finite element space…

Numerical Analysis · Mathematics 2020-03-23 Georgios Akrivis , Michael Feischl , Balázs Kovács , Christian Lubich

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

Numerical Analysis · Mathematics 2021-06-30 Yukun Li , Shuonan Wu , Yulong Xing

We consider Galerkin finite element methods for semilinear stochastic partial differential equations (SPDEs) with multiplicative noise and Lipschitz continuous nonlinearities. We analyze the strong error of convergence for spatially…

Numerical Analysis · Mathematics 2014-11-26 Raphael Kruse

We consider a boundary value problem involving a Riemann-Liouville fractional derivative of order $\alpha\in (3/2,2)$ on the unit interval $(0,1)$. The standard Galerkin finite element approximation converges slowly due to the presence of…

Numerical Analysis · Mathematics 2015-03-02 Bangti Jin , Raytcho Lazarov , Xiliang Lu , Zhi Zhou

Ferromagnetic materials tend to develop very complex magnetization patterns whose time evolution is modeled by the so-called Landau-Lifshitz-Gilbert equation (LLG). In this paper, we construct time-periodic solutions for LLG in the regime…

Analysis of PDEs · Mathematics 2010-06-25 Alexander Huber

We propose a linear finite-element discretization of Dirichlet problems for static Hamilton-Jacobi equations on unstructured triangulations. The discretization is based on simplified localized Dirichlet problems that are solved by a local…

Numerical Analysis · Mathematics 2025-10-20 Folkmar Bornemann , Christian Rasch

The Landau-Lifshitz-Gilbert (LLG) equation, regarded as a gradient flow with manifold constraint, is the fundamental model describing magnetization dynamics in ferromagnetic materials. It is well known that the normalized tangent plane…

Numerical Analysis · Mathematics 2026-02-10 Binghong Li , Xiaoli Li , Cheng Wang , Jiang Yang

Strong and weak approximation errors of a spatial finite element method are analyzed for stochastic partial differential equations(SPDEs) with one-sided Lipschitz coefficients, including the stochastic Allen--Cahn equation, driven by…

Probability · Mathematics 2019-06-03 Jianbo Cui , Jialin Hong

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

We propose and analyse a new type of fully discrete finite element approximation of a class of linear stochastic parabolic evolution equations with additive noise. Our discretization differs from previous ones in that we use a finite…

Numerical Analysis · Mathematics 2025-01-23 Øyvind Stormark Auestad , Geir-Arne Fuglstad , Espen Robstad Jakobsen , Annika Lang