Related papers: Compact difference scheme for parabolic and Schr\"…
We present a new parallel numerical method for solving the non-stationary Schr\"odinger equation with linear nonlocal condition and time-dependent potential which does not commute with the stationary part of the Hamiltonian. The given…
In this paper we prove the discrete compactness property for a wide class of p-version finite element approximations of non-elliptic variational eigenvalue problems in two and three space dimensions. In a very general framework, we find…
Time-fractional parabolic equations with a Caputo time derivative are considered. For such equations, we explore and further develop the new methodology of the a-posteriori error estimation and adaptive time stepping proposed in [7]. We…
We introduce a new structure preserving, second order in time relaxation-type scheme for approximating solutions of the Schr\"odinger-Poisson system. More specifically, we use the Crank-Nicolson scheme as a time stepping mechanism, whilst…
This paper is concerned about the implicit-explicit (IMEX) methods for a class of dissipative wave systems with time-varying velocity feedbacks and nonlinear potential energies, equipped with different boundary conditions. Firstly, we…
The basic aim is to extend some results and concepts of non-autonomous second order differential systems with convex potentials to the new context of multi-time Poisson-gradient PDE systems with convex potential. In this sense, we prove…
The theory of discrete periodic and limit-periodic Schr\"odinger operators is developed. In particular, the Floquet--Bloch decomposition is discussed. Furthermore, it is shown that an arbitrarily small potential can add a gap for even…
We study parameter estimation for a linear parabolic second-order stochastic partial differential equation (SPDE) in two space dimensions with a small dispersion parameter using high frequency data with respect to time and space. We set two…
In this article, we extend a Milstein finite difference scheme introduced in [Giles & Reisinger(2011)] for a certain linear stochastic partial differential equation (SPDE), to semi- and fully implicit timestepping as introduced by…
We propose a second order finite volume scheme for nonlinear degenerate parabolic equations. For some of these models (porous media equation, drift-diffusion system for semiconductors, ...) it has been proved that the transient solution…
We deal with a linear hyperbolic differential operator of the second order on a bounded planar domain with a smooth boundary. We establish a well-posedness result in case where a mixed, Dirichlet-Neumann, condition is prescribed on the…
We consider the problem of constructing transparent boundary conditions for the time-dependent Schr\"odinger equation with a compactly supported binding potential and, if desired, a spatially uniform, time-dependent electromagnetic vector…
Gradient schemes is a framework that enables the unified convergence analysis of many numerical methods for elliptic and parabolic partial differential equations: conforming and non-conforming Finite Element, Mixed Finite Element and Finite…
We construct fundamental solutions of second-order parabolic systems of divergence form with bounded and measurable leading coefficients and divergence free first-order coefficients in the class of $BMO^{-1}_x$, under the assumption that…
To solve numerically boundary value problems for parabolic equations with mixed derivatives, the construction of difference schemes with prescribed quality faces essential difficulties. In parabolic problems, some possibilities are…
This paper is about Holder and Lipschitz stability estimates and uniqueness theorems for some coefficient inverse problems and associated inverse source problems for a general linear parabolic equation of the second order with variable…
We present a novel and general methodology for building second-order finite volume implicit-explicit Runge-Kutta numerical schemes for solving two-dimensional financial parabolic PDEs with mixed derivatives. The methods achieve second-order…
This note is devoted to continuity results of the time derivative of the solution to the one-dimensional parabolic obstacle problem with variable coefficients. It applies to the smooth fit principle in numerical analysis and in financial…
We prove first-order convergence of the semi-explicit Euler scheme combined with a finite element discretization in space for elliptic-parabolic problems which are weakly coupled. This setting includes poroelasticity, thermoelasticity, as…
The present article investigates the convergence of a class of space-time discretization schemes for the Cauchy problem for linear parabolic stochastic partial differential equations (SPDEs) defined on the whole space. Sufficient conditions…