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In this paper, we are interested in the time discrete approximation of Ef(X(T)) when X is the solution of a stochastic differential equation with a diffusion coefficient function of the form |x|^a. We propose a symmetrized version of the…

Probability · Mathematics 2015-08-20 Mireille Bossy , Awa Diop

In this paper, we study probabilistic numerical methods based on optimal quantization algorithms for computing the solution to optimal multiple switching problems with regime-dependent state process. We first consider a discrete-time…

Probability · Mathematics 2012-02-14 Paul Gassiat , Idris Kharroubi , Huyên Pham

Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…

Numerical Analysis · Mathematics 2021-01-25 Andrea Barth , Andreas Stein

We consider mixing problems in the form of transient convection--diffusion equations with a velocity vector field with multiscale character and rough data. We assume that the velocity field has two scales, a coarse scale with slow spatial…

Numerical Analysis · Mathematics 2014-05-05 Erik Burman

A high-accuracy time discretization is discussed to numerically solve the nonlinear fractional diffusion equation forced by a space-time white noise. The main purpose of this paper is to improve the temporal convergence rate by modifying…

Numerical Analysis · Mathematics 2021-05-04 Xing Liu

In this paper, we are interested in an efficient numerical method for the mixed-dimensional approach to modeling single-phase flow in fractured porous media. The model introduces fractures and their intersections as lower-dimensional…

Numerical Analysis · Mathematics 2019-06-03 Ana Budiša , Xiaozhe Hu

A proof of convergence is given for semi- and full discretizations of mean curvature flow of closed two-dimensional surfaces. The numerical method proposed and studied here combines evolving finite elements, whose nodes determine the…

Numerical Analysis · Mathematics 2019-06-27 Balázs Kovács , Buyang Li , Christian Lubich

We introduce the Equilibrated Averaging Residual Method (EARM), a unified equilibrated flux-recovery framework for elliptic interface problems that applies to a broad class of finite element discretizations. The method is applicable in both…

Numerical Analysis · Mathematics 2026-01-06 Cuiyu He

We present a machine learning framework that blends image super-resolution technologies with passive, scalar transport in the level-set method. Here, we investigate whether we can compute on-the-fly, data-driven corrections to minimize…

Machine Learning · Computer Science 2022-09-29 Luis Ángel Larios-Cárdenas , Frédéric Gibou

The Bayesian uncertainty quantification technique has become well established in turbulence modeling over the past few years. However, it is computationally expensive to construct a globally accurate surrogate model for Bayesian inference…

Data Analysis, Statistics and Probability · Physics 2022-03-16 Fanzhi Zeng , Wei Zhang , Jinping Li , Tianxin Zhang , Chao Yan

We propose and analyze computationally a new fictitious domain method, based on higher order space-time finite element discretizations, for the simulation of the nonstationary, incompressible Navier-Stokes equations on evolving domains. The…

Numerical Analysis · Mathematics 2022-06-22 Mathias Anselmann , Markus Bause

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

In this study, we investigate the performance of two novel first-order optimization algorithms, namely the rescaled-gradient flow (RGF) and the signed-gradient flow (SGF). These algorithms are derived from the forward Euler discretization…

Machine Learning · Computer Science 2025-03-19 Siqi Zhang , Mouhacine Benosman , Orlando Romero

The Morley finite element method (FEM) is attractive for semilinear problems with the biharmonic operator as a leading term in the stream function vorticity formulation of 2D Navier-Stokes problem and in the von K\'{a}rm\'{a}n equations.…

Numerical Analysis · Mathematics 2019-12-19 Carsten Carstensen , Gouranga Mallik , Neela Nataraj

Accelerated gradient methods are the cornerstones of large-scale, data-driven optimization problems that arise naturally in machine learning and other fields concerning data analysis. We introduce a gradient-based optimization framework for…

Optimization and Control · Mathematics 2022-03-22 Param Budhraja , Mayank Baranwal , Kunal Garg , Ashish Hota

In this paper, we study the stability and convergence of a decoupled and linearized mixed finite element method (FEM) for incompressible miscible displacement in a porous media whose permeability and porosity are discontinuous across some…

Numerical Analysis · Mathematics 2014-06-18 Buyang Li , Hongxing Rui , Chaoxia Yang

An extended volume of fluid method is developed for two-phase direct numerical simulations of systems with one viscoelastic and one Newtonian phase. A complete set of governing equations is derived by conditional volume-averaging of the…

Fluid Dynamics · Physics 2020-12-08 Matthias Niethammer , Günter Brenn , Holger Marschall , Dieter Bothe

In this paper we investigate a priori error estimates for the space-time Galerkin finite element discretization of a simplified semilinear gradient enhanced damage model. The model equations are of a special structure as the state equation…

Optimization and Control · Mathematics 2020-04-14 Marita Holtmannspötter , Arnd Rösch

We present recent finite element numerical results on a model convection-diffusion problem in the singular perturbed case when the convection term dominates the problem. We compare the standard Galerkin discretization using the linear…

Numerical Analysis · Mathematics 2023-02-16 Constantin Bacuta , Daniel Hayes , Tyler O'Grady

In this work, a multirate in time approach resolving the different time scales of a convection-dominated transport and coupled fluid flow is developed and studied in view of goal-oriented error control by means of the Dual Weighted Residual…

Numerical Analysis · Mathematics 2022-12-09 Marius Paul Bruchhäuser , Uwe Köcher , Markus Bause
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