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This paper concerns with numerical approximations of solutions of second order fully nonlinear partial differential equations (PDEs). A new notion of weak solutions, called moment solutions, is introduced for second order fully nonlinear…

Numerical Analysis · Mathematics 2007-08-14 Xiaobing Feng , Michael Neilan

This paper develops and analyzes an efficient Monte Carlo interior penalty discontinuous Galerkin (MCIP-DG) method for elastic wave scattering in random media. The method is constructed based on a multi-modes expansion of the solution of…

Numerical Analysis · Mathematics 2016-12-21 Xiaobing Feng , Cody Lorton

This paper is concerned with the time-step condition of commonly-used linearized semi-implicit schemes for nonlinear parabolic PDEs with Galerkin finite element approximations. In particular, we study the time-dependent nonlinear Joule…

Numerical Analysis · Mathematics 2013-05-06 Buyang Li , Weiwei Sun

We consider the numerical approximation of compressible flow in a pipe network. Appropriate coupling conditions are formulated that allow us to derive a variational characterization of solutions and to prove global balance laws for the…

Numerical Analysis · Mathematics 2016-10-06 Herbert Egger

While many methods exist to discretize nonlinear time-dependent partial differential equations (PDEs), the rigorous estimation and adaptive control of their discretization errors remains challenging. In this paper, we present a methodology…

Numerical Analysis · Mathematics 2017-06-15 Xunxun Wu , Kristoffer van der Zee , Gorkem Simsek , Harald Van Brummelen

This manuscript is devoted to the study of a class of nonlinear non-instantaneous impulsive first order abstract retarded type functional differential equations in an arbitrary separable Hilbert space H. A new set of sufficient conditions…

Numerical Analysis · Mathematics 2023-11-23 Shahin Ansari , Muslim Malik

This paper aims to investigate the non-Markovian dynamics. The governing equations are derived for the probability density functions (PDFs) of non-Markovian stochastic responses to Langevin equation excited by combined fractional Gaussian…

Probability · Mathematics 2025-03-03 Bin Pei , Lifang Feng , Yunzhang Li , Yong Xu

We present an abstract concept for the error analysis of numerical schemes for semilinear stochastic partial differential equations (SPDEs) and demonstrate its usefulness by proving the strong convergence of a Milstein-Galerkin finite…

Numerical Analysis · Mathematics 2014-11-26 Raphael Kruse

This paper is concerned with fully discrete finite element methods for approximating variational solutions of nonlinear stochastic elastic wave equations with multiplicative noise. A detailed analysis of the properties of the weak solution…

Numerical Analysis · Mathematics 2022-10-04 Xiaobing Feng , Yukun Li , Yujian Lin

In this manuscript we present an approach to analyze the discontinuous Galerkin solution for general quasilinear elliptic problems. This approach is sufficiently general to extend most of the well-known discretization schemes, including…

Numerical Analysis · Mathematics 2017-02-10 Mohammad Zakerzadeh , Georg May

We propose a collocation method based on multivariate polynomial splines over triangulation or tetrahedralization for the numerical solution of partial differential equations. We start with a detailed explanation of the method for the…

Numerical Analysis · Mathematics 2023-04-18 Ming-Jun Lai , Jinsil Lee

We consider a class of time dependent second order partial differential equations governed by a decaying entropy. The solution usually corresponds to a density distribution, hence positivity (non-negativity) is expected. This class of…

Numerical Analysis · Mathematics 2018-11-28 Zheng Sun , José A. Carrillo , Chi-Wang Shu

This work focuses on the study of partial differential equation (PDE) based basis function for Discontinuous Galerkin methods to solve numerically wave-related boundary value problems with variable coefficients. To tackle problems with…

Numerical Analysis · Mathematics 2019-07-22 Lise-Marie Imbert-Gerard , Guillaume Sylvand

In this paper we use the GeneralizedMultiscale Finite ElementMethod (GMsFEM) framework, introduced in [20], in order to solve nonlinear elliptic equations with high-contrast coefficients. The proposed solution method involves linearizing…

Analysis of PDEs · Mathematics 2016-08-24 Yalchin Efendiev , Juan Galvis , Guanglian Li , Michael Presho

The functional distributions of particle trajectories have wide applications, including the occupation time in half-space, the first passage time, and the maximal displacement, etc. The models discussed in this paper are for characterizing…

Numerical Analysis · Mathematics 2017-07-27 Zhijiang Zhang , Weihua Deng

Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…

Probability · Mathematics 2021-12-24 Gabriel B. Apolinário , Laurent Chevillard , Jean-Christophe Mourrat

Nonlinear systems of partial differential equations (PDEs) may permit several distinct solutions. The typical current approach to finding distinct solutions is to start Newton's method with many different initial guesses, hoping to find…

Numerical Analysis · Mathematics 2015-07-03 Patrick E. Farrell , Ásgeir Birkisson , Simon W. Funke

We study and compare two concepts for weak solutions to semilinear parabolic path-dependent partial differential equations (PPDEs). The first is that of mild solutions as it appears, e.g., in the log-Laplace functionals of historical…

Probability · Mathematics 2018-11-16 Alexander Kalinin , Alexander Schied

In this note we consider the continuous Galerkin time stepping method of arbitrary order as a possible discretization scheme of nonlinear initial value problems. In addition, we develop and generalize a well known existing result for the…

Numerical Analysis · Mathematics 2021-07-07 Mario Amrein

In this paper, a non-polynomial spectral Petrov-Galerkin method and associated collocation method for substantial fractional differential equations (FDEs) are proposed, analyzed, and tested. We extend a class of generalized Laguerre…

Numerical Analysis · Mathematics 2014-08-27 Can Huang , Qingshuo Song , Zhimin Zhang