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We propose and analyse a new type of fully discrete finite element approximation of a class of linear stochastic parabolic evolution equations with additive noise. Our discretization differs from previous ones in that we use a finite…

Numerical Analysis · Mathematics 2025-01-23 Øyvind Stormark Auestad , Geir-Arne Fuglstad , Espen Robstad Jakobsen , Annika Lang

Simulations of the dynamics generated by partial differential equations (PDEs) provide approximate, numerical solutions to initial value problems. Such simulations are ubiquitous in scientific computing, but the correctness of the results…

Numerical Analysis · Mathematics 2026-01-09 Jan Bouwe van den Berg , Maxime Breden

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

We formulate and analyze a goal-oriented adaptive finite element method for a symmetric linear elliptic partial differential equation (PDE) that can simultaneously deal with multiple linear goal functionals. In each step of the algorithm,…

Numerical Analysis · Mathematics 2026-01-06 Roland Becker , Maximilian Brunner , Paula Hilbert , Michael Innerberger , Dirk Praetorius

We study a general class of singular degenerate parabolic stochastic partial differential equations (SPDEs) which include, in particular, the stochastic porous medium equations and the stochastic fast diffusion equation. We propose a fully…

Numerical Analysis · Mathematics 2020-12-23 Ľubomír Baňas , Benjamin Gess , Christian Vieth

This paper provides a rigorous convergence rate and complexity analysis for a recently introduced framework, called PDE acceleration, for solving problems in the calculus of variations, and explores applications to obstacle problems. PDE…

Numerical Analysis · Mathematics 2019-07-31 Jeff Calder , Anthony Yezzi

Error estimates are proved for finite element approximations to the solution of second-order hyperbolic partial differential equations with coefficients varying in both space and time. Optimal rates of convergence in the energy norm are…

Numerical Analysis · Mathematics 2026-03-17 Oussama Al Jarroudi , Marcus J. Grote

A multilevel adaptive refinement strategy for solving linear elliptic partial differential equations with random data is recalled in this work. The strategy extends the a posteriori error estimation framework introduced by Guignard and…

Numerical Analysis · Mathematics 2022-02-21 Alex Bespalov , David J. Silvester

The subject of this work is an adaptive stochastic Galerkin finite element method for parametric or random elliptic partial differential equations, which generates sparse product polynomial expansions with respect to the parametric…

Numerical Analysis · Mathematics 2025-03-28 Markus Bachmayr , Martin Eigel , Henrik Eisenmann , Igor Voulis

The convergence and optimality of adaptive mixed finite element methods for the Poisson equation are established in this paper. The main difficulty for mixed finite element methods is the lack of minimization principle and thus the failure…

Numerical Analysis · Mathematics 2010-01-12 Long Chen , Michael Holst , Jinchao Xu

For over a century, extrapolation methods have provided a powerful tool to improve the convergence order of a numerical method. However, these tools are not well-suited to modern computer codes, where multiple continua are discretised and…

In this paper, the author derives an $O(h^4)$-superconvergence for the piecewise linear Ritz-Galerkin finite element approximations for the second order elliptic equation $-\nabla \cdot(A\nabla u)= f$ equipped with Dirichlet boundary…

Numerical Analysis · Mathematics 2017-06-27 Chunmei Wang

The use of neural networks to approximate partial differential equations (PDEs) has gained significant attention in recent years. However, the approximation of PDEs with localised phenomena, e.g., sharp gradients and singularities, remains…

Numerical Analysis · Mathematics 2025-01-30 Santiago Badia , Wei Li , Alberto F. Martín

In this article, we analyze semi-discrete finite element approximation and full discretization of a fourth-order stochastic pseudo-parabolic equation in a bounded convex polygonal domain driven by additive Wiener noise. We use the finite…

Numerical Analysis · Mathematics 2026-03-11 Suprio Bhar , Mrinmay Biswas , Mangala Prasad

In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…

Analysis of PDEs · Mathematics 2020-09-04 Prakash Kumar Das , M. M. Panja

In this paper, for solving a class of linear parabolic equations in rectangular domains, we have proposed an efficient Parareal exponential integrator finite element method. The proposed method first uses the finite element approximation…

Numerical Analysis · Mathematics 2024-12-03 Jianguo Huang , Yuejin Xu

Strong and weak approximation errors of a spatial finite element method are analyzed for stochastic partial differential equations(SPDEs) with one-sided Lipschitz coefficients, including the stochastic Allen--Cahn equation, driven by…

Probability · Mathematics 2019-06-03 Jianbo Cui , Jialin Hong

We present a new mixed finite element method for a class of parabolic equations with $p$-Laplacian and nonlinear memory. The applicability, stability and convergence of the method are studied. First, the problem is written in a mixed…

Numerical Analysis · Mathematics 2022-03-18 Rui M. P. Almeida , José C. M. Duque , Belchior C. X. Mário

The aim of this work is to show an abstract framework to analyze the numerical approximation for a family of linear degenerate parabolic mixed equations by using a finite element method in space and a Backward-Euler scheme in time. We…

Numerical Analysis · Mathematics 2020-09-08 Ramiro Acevedo , Christian Gómez , Bibiana López-Rodríguez

A general method for accelerating fixed point schemes for problems related to partial differential equations is presented in this article. The speedup is obtained by training a reduced-order model on-the-fly, removing the need to do an…

Numerical Analysis · Mathematics 2025-12-01 Philippe-André Luneau , Jean Deteix