Related papers: Wellposedness and regularity estimate for stochast…
We prove stability estimates for the spatially discrete, Galerkin solution of a fractional Fokker-Planck equation, improving on previous results in several respects. Our main goal is to establish that the stability constants are bounded…
The scientific literature contains a number of numerical approximation results for stochastic partial differential equations (SPDEs) with superlinearly growing nonlinearities but, to the best of our knowledge, none of them prove strong or…
We study the hybridizable discontinuous Galerkin (HDG) method for the spatial discretization of time fractional diffusion models with Caputo derivative of order $0<\alpha<1$. For each time $t \in [0,T]$, the HDG approximations are taken to…
We consider the discretization of a semilinear damped wave equation arising, for instance, in the modeling of gas transport in pipeline networks. For time invariant boundary data, the solutions of the problem are shown to converge…
The $hp$ local discontinuous Galerkin (LDG) method proposed by Castillo et al. [Math. Comp.,~71 (238): 455-478, 2002] has been shown to be an efficient approach for solving convection-diffusion equations. However, theoretical analysis…
In this paper, we extend Walsh's stochastic integral with respect to a Gaussian noise, white in time and with some homogeneous spatial correlation, in order to be able to integrate some random measure-valued processes. This extension turns…
In this paper, we prove a central limit theorem and a moderate deviation principle for a perturbed stochastic Cahn-Hilliard equation defined on [0, T]x [0, \pi]^d, with d \in {1,2,3}. This equation is driven by a space-time white noise. The…
We analyze a Fourier spectral Galerkin method for the fractional Camassa-Holm (fCH) equation involving a fractional Laplacian of exponent $\alpha \in [1,2]$ with periodic boundary conditions. The semi-discrete scheme preserves both mass and…
This article analyzes an explicit temporal splitting numerical scheme for the stochastic Allen-Cahn equation driven by additive noise, in a bounded spatial domain with smooth boundary in dimension $d\le 3$. The splitting strategy is…
We show existence and pathwise uniqueness of probabilistically strong solutions to a pseudomonotone stochastic evolution problem on a bounded domain $D\subseteq\mathbb{R}^d$, $d\in\mathbb{N}$, with homogeneous Dirichlet boundary conditions…
General Stochastic Hybrid Systems (GSHS) have been formulated to represent various types of uncertainties in hybrid dynamical systems. In this paper, we propose computational techniques for Bayesian estimation of GSHS. In particular, the…
In this paper, we study a second-order accurate and linear numerical scheme for the nonlocal Cahn-Hilliard equation. The scheme is established by combining a modified Crank-Nicolson approximation and the Adams-Bashforth extrapolation for…
We study the convergence of semilinear parabolic stochastic evolution equations, posed on a sequence of Banach spaces approximating a limiting space and driven by additive white noise projected onto the former spaces. Under appropriate…
We consider the two-dimensional Cahn-Hilliard equation with logarithmic potentials and periodic boundary conditions. We employ the standard semi-implicit numerical scheme which treats the linear fourth-order dissipation term implicitly and…
We show that even though the Discontinuous Galerkin Spectral Element Method is stable for hyperbolic boundary-value problems, and the overset domain problem is well-posed in an appropriate norm, the energy of the approximation of the latter…
We study the well-posedness of a modified degenerate Cahn-Hilliard type model for surface diffusion. With degenerate phase-dependent diffusion mobility and additional stabilizing function, this model is able to give the correct sharp…
Fully-discrete approximations of the Allen-Cahn equation are considered. In particular, we consider schemes of arbitrary order based on a discontinuous Galerkin (in time) approach combined with standard conforming finite elements (in…
In this paper we present a numerical method for the Boltzmann equation. It is a spectral discretization in the velocity and a discontinuous Galerkin discretization in physical space. To obtain uniform approximation properties in the mach…
In this work, a complete error analysis is presented for fully discrete solutions of the subdiffusion equation with a time-dependent diffusion coefficient, obtained by the Galerkin finite element method with conforming piecewise linear…
Due to technical reasons, existing results concerning Harnack type inequalities for SPDEs with multiplicative noise apply only to the case where the coefficient in the noise term is an Hilbert-Schmidt perturbation of a fixed bounded…