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We consider a singularly perturbed convection-diffusion problem that has in addition a shift term. We show a solution decomposition using asymptotic expansions and a stability result. Based upon this we provide a numerical analysis of high…

Numerical Analysis · Mathematics 2022-07-20 Mirjana Brdar , Sebastian Franz , Lars Ludwig , Hans-Görg Roos

In this work, we investigate a numerical procedure for recovering a space-dependent diffusion coefficient in a (sub)diffusion model from the given terminal data, and provide a rigorous numerical analysis of the procedure. By exploiting…

Numerical Analysis · Mathematics 2024-05-20 Bangti Jin , Xiliang Lu , Qimeng Quan , Zhi Zhou

We study convergence of the evolving finite element semi-discretization of a parabolic partial differential equation on an evolving bulk domain. The boundary of the domain evolves with a given velocity, which is then extended to the bulk by…

Numerical Analysis · Mathematics 2020-09-24 Dominik Edelmann

We study an inverse problem of the stochastic optimal control of general diffusions with performance index having the quadratic penalty term of the control process. Under mild conditions on the system dynamics, the cost functions, and the…

Optimization and Control · Mathematics 2022-11-17 Yumiharu Nakano

One way of improving the behavior of finite element schemes for classical, time-dependent Maxwell's equations, is to render them from their hyperbolic character to elliptic form. This paper is devoted to the study of the stabilized linear…

Numerical Analysis · Mathematics 2024-09-23 M. Asadzadeh , L. Beilina

This paper presents a multi-scale method for convection-dominated diffusion problems in the regime of large P\'eclet numbers. The application of the solution operator to piecewise constant right-hand sides on some arbitrary coarse mesh…

Numerical Analysis · Mathematics 2022-06-07 Francesca Bonizzoni , Philip Freese , Daniel Peterseim

The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…

Numerical Analysis · Mathematics 2020-10-28 Zhengqi Zhang , Zhi Zhou

Convection-diffusion equations provide the basis for describing heat and mass transfer phenomena as well as processes of continuum mechanics. To handle flows in porous media, the fundamental issue is to model correctly the convective…

Numerical Analysis · Computer Science 2012-08-29 A. Churbanov , P. Vabishchevich

It is by now well-known that one can recover a potential in the wave equation from the knowledge of the initial waves, the boundary data and the flux on a part of the boundary satisfying the Gamma-conditions of J.-L. Lions. We are…

Analysis of PDEs · Mathematics 2011-10-21 Lucie Baudouin , Sylvain Ervedoza

For a two by two reaction-diffusion system on a bounded domain we give a simultaneous stability result for one coefficient and for the initial conditions. The key ingredient is a global Carleman-type estimate with a single observation…

Analysis of PDEs · Mathematics 2009-11-11 Michel Cristofol , Patricia Gaitan , Hichem Ramoul

This paper studies the inverse problem of determination the history for a stochastic diffusion process, by means of the value at the final time $T$. By establishing a new Carleman estimate, the conditional stability of the problem is…

Numerical Analysis · Mathematics 2022-06-29 Fangfang Dou , Wanli Du

In this article, we study the stability in the inverse problem of determining the time-dependent convection term and density coefficient appearing in the convection-diffusion equation, from partial boundary measurements. For dimension…

Analysis of PDEs · Mathematics 2022-04-19 Soumen Senapati , Manmohan Vashisth

We carry out a stability and convergence analysis for the fully discrete scheme obtained by combining a finite or virtual element spatial discretization with the upwind-discontinuous Galerkin time-stepping applied to the time-dependent…

Numerical Analysis · Mathematics 2025-01-28 Lourenço Beirão Da Veiga , Franco Dassi , Sergio Gómez

In this paper, we describe a stable finite element formulation for advection-diffusion-reaction problems that allows for robust automatic adaptive strategies to be easily implemented. We consider locally vanishing, heterogeneous, and…

Numerical Analysis · Mathematics 2021-09-01 Roberto J. Cier , Sergio Rojas , Victor M. Calo

Consider a set of discounted optimal stopping problems for a one-parameter family of objective functions and a fixed diffusion process, started at a fixed point. A standard problem in stochastic control/optimal stopping is to solve for the…

Probability · Mathematics 2010-05-04 David Hobson , Martin Klimmek

In this paper we study the inverse problem of identifying a source or an initial state in a time-fractional diffusion equation from the knowledge of a single boundary measurement. We derive logarithmic stability estimates for both…

Analysis of PDEs · Mathematics 2021-12-22 Yavar Kian , Eric Soccorsi , Faouzi Triki

In this paper, we develop a modified nonlinear dynamic diffusion (DD) finite element method for convection-diffusion-reaction equations. This method is free of stabilization parameters and is capable of precluding spurious oscillations. We…

Numerical Analysis · Mathematics 2025-03-11 Shaohong Du , Qianqian Hou , Xiaoping Xie

In this paper we discuss the adjoint stabilised finite element method introduced in, E. Burman, Stabilized finite element methods for nonsymmetric, noncoercive and ill-posed problems. Part I: elliptic equations, SIAM Journal on Scientific…

Numerical Analysis · Mathematics 2015-12-10 Erik Burman

To compute the spatially distributed dielectric constant from the backscattering data, we study a coefficient inverse problem for a 1D hyperbolic equation. To solve the inverse problem, we establish a new version of Carleman estimate and…

Numerical Analysis · Mathematics 2021-04-26 Michael V. Klibanov , Thuy T. Le , Loc H. Nguyen , Anders Sullivan , Lam Nguyen

An improved numerical scheme is proposed for advection-dominated advection-diffusion problem. The scheme is based on Galerkin finite element method (FEM) with basis enriched with approximations to residual-free bubbles. The stabilisation…

Numerical Analysis · Mathematics 2016-04-14 I. Kryven , V. Kukharskyy , Ya. Savula