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This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…

Numerical Analysis · Mathematics 2025-04-08 Xiaobing Feng , Yukun Li , Liet Vo

In arXiv:2305.03945 [math.NA], a first-order optimization algorithm has been introduced to solve time-implicit schemes of reaction-diffusion equations. In this research, we conduct theoretical studies on this first-order algorithm equipped…

Numerical Analysis · Mathematics 2025-04-01 Shu Liu , Xinzhe Zuo , Stanley Osher , Wuchen Li

In this paper, we introduce and analyze arbitrarily high-order quadrature rules for evaluating the two-dimensional singular integrals of the forms \begin{align} I_{i,j} = \int_{\mathbb{R}^2}\phi(x)\frac{x_ix_j}{|x|^{2+\alpha}} \d x, \quad…

Numerical Analysis · Mathematics 2022-03-22 Senbao Jiang , Xiaofan Li

The modeling of electric machines and power transformers typically involves systems of nonlinear magnetostatics or -quasistatics, and their efficient and accurate simulation is required for the reliable design, control, and optimization of…

Numerical Analysis · Mathematics 2024-08-23 Herbert Egger , Felix Engertsberger , Bogdan Radu

We study linear parabolic initial-value problems in a space-time variational formulation based on fractional calculus. This formulation uses "time derivatives of order one half" on the bi-infinite time axis. We show that for linear,…

Numerical Analysis · Mathematics 2015-01-20 Stig Larsson , Christoph Schwab

We consider the initial boundary value problem for the Einstein vacuum equations in the maximal gauge, or more generally, in a gauge where the mean curvature of a timelike foliation is fixed near the boundary. We prove the existence of…

Analysis of PDEs · Mathematics 2019-12-17 Grigorios Fournodavlos , Jacques Smulevici

We consider a space-time fractional parabolic problem. Combining a sinc-quadrature based method for discretizing the Riesz-Dunford integral with $hp$-FEM in space yields an exponentially convergent scheme for the initial boundary value…

Numerical Analysis · Mathematics 2024-07-25 Jens Markus Melenk , Alexander Rieder

We consider the computation of quadrature rules that are exact for a Chebyshev set of linearly independent functions on an interval $[a,b]$. A general theory of Chebyshev sets guarantees the existence of rules with a Gaussian property, in…

Numerical Analysis · Mathematics 2017-11-01 Daan Huybrechs

This work deals with the problem of choosing a time step for the numerical solution of boundary value problems for parabolic equations. The problem solution is derived using the fully implicit scheme, whereas a time step is selected via…

Numerical Analysis · Computer Science 2013-11-13 Petr N. Vabishchevich

We investigate a Gaussian quadrature rule and the corresponding orthogonal polynomials for the oscillatory weight function $e^{i\omega x}$ on the interval $[-1,1]$. We show that such a rule attains high asymptotic order, in the sense that…

Numerical Analysis · Mathematics 2012-12-07 Andreas Asheim , Alfredo Deaño , Daan Huybrechs , Haiyong Wang

This article deals with the numerical integration in time of nonlinear Schr\"odinger equations. The main application is the numerical simulation of rotating Bose-Einstein condensates. The authors perform a change of unknown so that the…

Analysis of PDEs · Mathematics 2017-01-31 Christophe Besse , Guillaume Dujardin , Ingrid Lacroix-Violet

The aim of this work is to point out that the class of free boundary problems governed by second order autonomous ordinary differential equations can be transformed to initial value problems. Interest in the numerical solution of free…

Numerical Analysis · Mathematics 2020-03-13 Riccardo Fazio , Salvatore Iacono

Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…

Numerical Analysis · Mathematics 2024-10-15 Evelina V. Permyakova , Denis S. Goldobin

We apply the ultraspherical spectral method to solving time-dependent PDEs by proposing two approaches to discretization based on the method of lines and show that these approaches produce approximately same results. We analyze the…

Numerical Analysis · Mathematics 2023-06-23 Lu Cheng , Kuan Xu

Symmetric polynomial quadrature rules for triangles are commonly used to efficiently integrate two-dimensional domains in finite-element-type problems. While the development of such rules focuses on the maximum degree a given number of…

Numerical Analysis · Mathematics 2025-12-19 Brian A. Freno , Neil R. Matula , Joseph E. Bishop

The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller…

Numerical Analysis · Mathematics 2021-06-08 Xing Liu

In this paper, we develop regularized discrete least squares collocation and finite volume methods for solving two-dimensional nonlinear time-dependent partial differential equations on irregular domains. The solution is approximated using…

Numerical Analysis · Mathematics 2019-06-26 Fanhai Zeng , Ian Turner , Kevin Burrage , Stephen J. Wright

In this work, we consider an initial-boundary value problem for a time-fractional biharmonic equation in a bounded polygonal domain with a Lipschitz continuous boundary in $\mathbb{R}^2$ with clamped boundary conditions. After establishing…

Numerical Analysis · Mathematics 2024-07-29 Shantiram Mahata , Neela Nataraj , Jean-Pierre Raymond

A new iterative technique is presented for solving of initial value problem for certain classes of multidimensional linear and nonlinear partial differential equations. Proposed iterative scheme does not require any discretization,…

Numerical Analysis · Mathematics 2016-02-23 Josef Rebenda , Zdeněk Šmarda

In the article, in a rectangular domain, by the Fourier method, the initial boundary value problem for a high-order equation with two lines of degeneracy with a fractional derivative in the sense of Caputo is investigated for uniqueness and…

Analysis of PDEs · Mathematics 2023-04-27 B. Yu. Irgashev