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This paper aims at the efficient numerical solution of stochastic eigenvalue problems. Such problems often lead to prohibitively high dimensional systems with tensor product structure when discretized with the stochastic Galerkin method.…

Numerical Analysis · Mathematics 2018-09-28 Peter Benner , Akwum Onwunta , Martin Stoll

We consider a singular fractional differential equation involving generalized Katugampola derivative and obtain the existence and uniqueness of its solution. A scheme for uniformly approximating solution is constructed by using Picard…

Classical Analysis and ODEs · Mathematics 2018-08-10 Sandeep Pandurang Bhairat

We present compact semi-implicit finite difference schemes on structured grids for numerical solutions of the advection by an external velocity and by a speed in normal direction that are applicable in level set methods. The most involved…

Numerical Analysis · Mathematics 2023-12-01 Peter Frolkovič , Nikola Gajdošová

We consider the numerical solution of Poisson's equation on structured grids using geometric multigrid with nonstandard coarse grids and coarse level operators. We are motivated by the problem of developing high-order accurate numerical…

Numerical Analysis · Mathematics 2020-08-11 Kamala Liu , William D. Henshaw

Quenching solutions to a Kawarada problem with a Caputo time-fractional derivative and a fractional Laplacian are considered. The solutions to such problems may only exist locally in time when quenching occurs. Quenching and non-quenching…

Analysis of PDEs · Mathematics 2019-01-23 Joshua L Padgett

It is shown how the phase-damping master equation, either in Markovian and nonMarkovian regimes, can be obtained as an averaged random unitary evolution. This, apart from offering a common mathematical setup for both regimes, enables us to…

Quantum Physics · Physics 2015-06-26 D. Salgado , J. L. Sanchez-Gomez

Randomized numerical linear algebra is proved to bridge theoretical advancements to offer scalable solutions for approximating tensor decomposition. This paper introduces fast randomized algorithms for solving the fixed Tucker-rank problem…

Numerical Analysis · Mathematics 2025-06-06 Maolin Che , Yimin Wei , Chong Wu , Hong Yan

The aim of this paper is to develop an algebraic multigrid method to solve eigenvalue problems based on the combination of the multilevel correction scheme and the algebraic multigrid method for linear equations. Our approach uses the…

Numerical Analysis · Mathematics 2020-03-02 Ning Zhang , Xiaole Han , Yunhui He , Hehu Xie , Chun'guang You

We present the theory, algorithms and implementation of a parallel finite-volume algorithm for the solution of the incompressible magnetohydrodynamic (MHD) equations using unstructured grids that are applicable for a wide variety of…

Fluid Dynamics · Physics 2016-01-11 S. Vantieghem , A. Sheyko , A. Jackson

In this paper, we introduce a novel unfitted finite element method to solve the quad-curl interface problem. We adapt Nitsche's method for curlcurl-conforming elements and double the degrees of freedom on interface elements. To ensure…

Numerical Analysis · Mathematics 2023-11-28 Hailong Guo , Mingyan Zhang , Qian Zhang , Zhimin Zhang

This work proposes a scheme for significantly reducing the computational complexity of discretized problems involving the non-smooth forward propagation of uncertainty by combining the adaptive hierarchical sparse grid stochastic…

Computational Physics · Physics 2015-09-07 Robert L. Gates , Maximilian R. Bittens

This paper focuses on unconditionally optimal error analysis of an uncoupled and linearized Crank--Nicolson Galerkin finite element method for the time-dependent nonlinear thermistor equations in $d$-dimensional space, $d=2,3$. We split the…

Numerical Analysis · Mathematics 2012-11-09 Buyang Li , Weiwei Sun

Recent literature reports two sectional techniques, the finite volume method [Das et al., 2020, SIAM J. Sci. Comput., 42(6): B1570-B1598] and the fixed pivot technique [Kushwah et al., 2023, Commun. Nonlinear Sci. Numer. Simul., 121(37):…

Numerical Analysis · Mathematics 2025-04-23 Prakrati Kushwah , Anupama Ghorai , Jitraj Saha

We consider a control constrained parabolic optimal control problem and use variational discretization for its time semi-discretization. The state equation is treated with a Petrov-Galerkin scheme using a piecewise constant Ansatz for the…

Optimization and Control · Mathematics 2015-03-09 Nikolaus von Daniels , Michael Hinze , Morten Vierling

A new averaging method linking discrete to continuum variables of granular materials is developed and used to derive average balance equations. Its novelty lies in the choice of the decomposition between mean values and fluctuations of…

Soft Condensed Matter · Physics 2015-06-24 Riccardo Artoni , Patrick Richard

The first order condition of the constrained minimization problem leads to a saddle point problem. A multigrid method using a multiplicative Schwarz smoother for saddle point problems can thus be interpreted as a successive subspace…

Numerical Analysis · Mathematics 2016-01-19 Long Chen

This paper presents a numerical framework for the low-rank approximation of the solution to three-dimensional parabolic problems. The key contribution of this work is the tensorization process based on a tensor-train reformulation of the…

Numerical Analysis · Mathematics 2025-09-15 Gianmarco Manzini , Tommaso Sorgente

A fully discrete Crank--Nicolson Leap--Frog (CNLF) scheme is proposed and analyzed for the unsteady bioconvection flow problem with concentration-dependent viscosity. Spatial discretization is handled via the Galerkin finite element method…

Numerical Analysis · Mathematics 2025-10-17 Chenyang Li

The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…

Optimization and Control · Mathematics 2023-04-06 Caroline Geiersbach , Teresa Scarinci

This article presents a general and novel approach to the automation of goal-oriented error control in the solution of nonlinear stationary finite element variational problems. The approach is based on automated linearization to obtain the…

Numerical Analysis · Mathematics 2012-05-01 Marie E. Rognes , Anders Logg