Related papers: Variational multi-scale spectral solution of conve…
A three-point monotone difference scheme is proposed for solving a one-dimensional non-stationary convection-diffusion-reaction equation with variable coefficients. The scheme is based on a parabolic spline and allows to linearly reproduce…
We develop a Petrov-Galerkin stabilization method for multiscale convection-diffusion transport systems. Existing stabilization techniques add a limited number of degrees of freedom in the form of bubble functions or a modified diffusion,…
In this article, we introduce the concept of energy-variational solutions for a large class of systems of nonlinear evolutionary partial differential equations. Under certain convexity assumptions, the existence of such solutions can be…
We propose a seamless multiscale method which approximates the macroscopic behavior of the passive advection-diffusion equations with steady incompressible velocity fields with multi-spatial scales. The method uses decompositions of the…
We discuss the derivation and the solutions of integro-differential equations (variable-order time-fractional diffusion equations) following as continuous limits for lattice continuous time random walk schemes with power-law waiting-time…
In this paper, we generalize the theory of the invariant subspace method to (m + 1)-dimensional non-linear time-fractional partial differential equations for the first time. More specifically, the applicability and efficacy of the method…
Various classes of stable finite difference schemes can be constructed to obtain a numerical solution. It is important to select among all stable schemes such a scheme that is optimal in terms of certain additional criteria. In this study,…
This paper concerns a spectral estimation problem for multivariate (i.e., vector-valued) signals defined on a multidimensional domain, abbreviated as M$^2$. The problem is posed as solving a finite number of trigonometric moment equations…
For a model convection-diffusion problem, we address the presence of oscillatory discrete solutions, and study difficulties in recovering standard approximation results for its solution. We justify the presence of non-physical oscillations…
We formulate a stabilized quasi-optimal Petrov-Galerkin method for singularly perturbed convection-diffusion problems based on the variational multiscale method. The stabilization is of Petrov-Galerkin type with a standard finite element…
A recent paper [J. A. Evans, D. Kamensky, Y. Bazilevs, "Variational multiscale modeling with discretely divergence-free subscales", Computers & Mathematics with Applications, 80 (2020) 2517-2537] introduced a novel stabilized finite element…
We present a new stabilization technique for multiscale convection diffusion problems. Stabilization for these problems has been a challenging task, especially for the case with high Peclet numbers. Our method is based on a constraint…
A linear singularly perturbed convection-diffusion problem with characteristic layers is considered in three dimensions. Sharp bounds for the associated Green's function and its derivatives are established in the $L_1$ norm. The dependence…
In the present study, the efficiency of preconditioners for solving linear systems associated with the discretized variable-density incompressible Navier-Stokes equations with semiimplicit second-order accuracy in time and spectral accuracy…
In this paper, a class of high order numerical schemes is proposed to solve the nonlinear parabolic equations with variable coefficients. This method is based on our previous work [10] for convection-diffusion equations, which relies on a…
Variable-exponent fractional models attract increasing attentions in various applications, while the rigorous analysis is far from well developed. This work provides general tools to address these models. Specifically, we first develop a…
The nonparametric volatility estimation problem of a scalar diffusion process observed at equidistant time points is addressed. Using the spectral representation of the volatility in terms of the invariant density and an eigenpair of the…
The nonparametric estimation of the volatility and the drift coefficient of a scalar diffusion is studied when the process is observed at random time points. The constructed estimator generalizes the spectral method by Gobet, Hoffmann and…
In this paper, we develop a computational multiscale to solve the parabolic wave approximation with heterogeneous and variable media. Parabolic wave approximation is a technique to approximate the full wave equation. One benefit of the…
We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…