Related papers: Energy-preserving exponential integrable numerical…
This paper analyzes a time-stepping discontinuous Galerkin method for fractional diffusion-wave problems. This method uses piecewise constant functions in the temporal discretization and continuous piecewise linear functions in the spatial…
In this paper, we propose energy-conserving Eulerian solvers for the two-species Vlasov-Amp\`{e}re (VA) system and apply the methods to simulate current-driven ion-acoustic instability. The algorithm is generalized from our previous work…
In Becker and Jentzen (2019) and Becker et al. (2017), an explicit temporal semi-discretization scheme and a space-time full-discretization scheme were, respectively, introduced and analyzed for the additive noise-driven stochastic…
In this paper, we analyze Galerkin approximations for stochastic evolution equations driven by an additive Gaussian noise which is temporally white and spatially fractional with Hurst index less than or equal to $1/2$. First we regularize…
We develop and analyze a numerical method for stochastic time-fractional diffusion driven by additive fractionally integrated Gaussian noise. The model involves two nonlocal terms in time, i.e., a Caputo fractional derivative of order…
We describe a numerical method for the solution of acoustic exterior scattering problems based on the time-domain boundary integral representation of the solution. As the spatial discretization of the resulting time-domain boundary integral…
In this article, a numerical analysis of the asymptotic behavior of the discrete energy associated to a dissipative coupled wave system is conducted. The numerical approximation of the system is constructed using the P1 finite element…
In this article we consider a generalized equal width wave (GEW) equation which is a significant nonlinear wave equation as it can be used to model many problems occurring in applied sciences. As the analytic solution of the (GEW) equation…
In this article we present an a posteriori error estimator for the spatial-stochastic error of a Galerkin-type discretisation of an initial value problem for a random hyperbolic conservation law. For the stochastic discretisation we use the…
For a general class of nonlinear port-Hamiltonian systems we develop a high-order time discretization scheme with certain structure preservation properties. The finite or infinite-dimensional system under consideration possesses a…
This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…
Maintaining conservation laws in the fully discrete setting is critical for accurate long-time behavior of numerical simulations and requires accounting for discrete conservation properties in both space and time. This paper derives…
In this study, a Galerkin finite element method is presented for time-fractional stochastic heat equation driven by multiplicative noise, which arises from the consideration of heat transport in porous media with thermal memory with random…
In this work, we propose a local multiscale model reduction approach for the time-domain scalar wave equation in a heterogenous media. A fine mesh is used to capture the heterogeneities of the coefficient field, and the equation is solved…
We consider a fully discretized numerical scheme for parabolic stochastic partial differential equations with multiplicative noise. Our abstract framework can be applied to formulate a non-iterative domain decomposition approach. Such…
Uncertainty Quantification through stochastic spectral methods is rising in popularity. We derive a modification of the classical stochastic Galerkin method, that ensures the hyperbolicity of the underlying hyperbolic system of partial…
The propagation of electromagnetic waves in general media is modeled by the time-dependent Maxwell's partial differential equations (PDEs), coupled with constitutive laws that describe the response of the media. In this work, we focus on…
We propose a modification of the standard linear implicit Euler integrator for the weak approximation of parabolic semilinear stochastic PDEs driven by additive space-time white noise. The new method can easily be combined with a finite…
The elucidation of many physical problems in science and engineering is subject to the accurate numerical modelling of complex wave propagation phenomena. Over the last decades, high-order numerical approximation for partial differential…
We propose two efficient energetic spectral-element methods in time for marching nonlinear gradient systems with the phase-field Allen--Cahn equation as an example: one fully implicit nonlinear method and one semi-implicit linear method.…