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The paper establishes the strong convergence rates of a spatio-temporal full discretization of the stochastic wave equation with nonlinear damping in dimension one and two. We discretize the SPDE by applying a spectral Galerkin method in…

Numerical Analysis · Mathematics 2024-12-30 Meng Cai , David Cohen , Xiaojie Wang

In this paper we prove that for stable semi-discretizations of the wave equation for the WaveHoltz iteration is guaranteed to converge to an approximate solution of the corresponding frequency domain problem, if it exists. We show that for…

Numerical Analysis · Mathematics 2025-12-05 Amit Rotem , Olof Runborg , Daniel Appelo

A finite difference method is constructed to solve singularly perturbed convection-diffusion problems posed on smooth domains. Constraints are imposed on the data so that only regular exponential boundary layers appear in the solution. A…

Numerical Analysis · Mathematics 2021-12-23 Alan F. Hegarty , Eugene O'Riordan

We study a semidiscrete analogue of the Unified Transform Method introduced by A. S. Fokas, to solve initial-boundary-value problems for linear evolution partial differential equations with constant coefficients on the finite interval $x…

Numerical Analysis · Mathematics 2021-12-06 Jorge Cisneros , Bernard Deconinck

This thesis describes the application of numerical techniques to solve Einstein's field equations in three distinct cases. First we present the first long-term stable second order convergent Cauchy characteristic matching code in…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Ulrich Sperhake

We investigate the inverse Cauchy and data completion problems for elliptic partial differential equations in a bounded domain $D \subset \mathbb{R}^d$, $d \ge 2$, with a special emphasis on the steady-state heat conduction in anisotropic…

Numerical Analysis · Mathematics 2025-06-06 Iulian Cîmpean , Andreea Grecu , Liviu Marin

This paper develops and analyzes a class of semi-discrete and fully discrete weak Galerkin finite element methods for unsteady incompressible convective Brinkman-Forchheimer equations. For the spatial discretization, the methods adopt the…

Numerical Analysis · Mathematics 2024-10-30 Xiaojuan Wang , Jihong Xiao , Xiaoping Xie , Shiquan Zhang

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled

In this paper, we develop regularized discrete least squares collocation and finite volume methods for solving two-dimensional nonlinear time-dependent partial differential equations on irregular domains. The solution is approximated using…

Numerical Analysis · Mathematics 2019-06-26 Fanhai Zeng , Ian Turner , Kevin Burrage , Stephen J. Wright

In this paper we consider fully discrete approximations of abstract evolution equations, by means of a quasi non-conforming spatial approximation and finite differences in time (Rothe-Galerkin method). The main result is the convergence of…

Analysis of PDEs · Mathematics 2021-07-20 Luigi C. Berselli , Alex Kaltenbach , Michael Ruzicka

We prove the convergence of certain second-order numerical methods to weak solutions of the Navier-Stokes equations satisfying in addition the local energy inequality, and therefore suitable in the sense of Scheffer and…

Numerical Analysis · Mathematics 2022-03-02 Luigi C. Berselli , Stefano Spirito

In the paper we offer a functional-discrete method for solving the Cauchy problem for the first order ordinary differential equations (ODEs). This method (FD-method) is in some sense similar to the Adomian Decomposition Method. But it is…

Numerical Analysis · Mathematics 2010-09-02 Volodymyr Makarov , Denis Dragunov

In the paper a new numerical-analytical method for solving the Cauchy problem for systems of ordinary differential equations of special form is presented. The method is based on the idea of the FD-method for solving the operator equations…

Numerical Analysis · Mathematics 2011-01-04 Makarov Volodymyr , Dragunov Denis

In this article, we study the semi discrete and fully discrete formulations for a Kirchhoff type quasilinear integro-differential equation involving time-fractional derivative of order $\alpha \in (0,1) $. For the semi discrete formulation…

Numerical Analysis · Mathematics 2023-05-08 Lalit Kumar , Sivaji Ganesh Sista , Konijeti Sreenadh

In this paper, we consider a semi-linear stochastic strongly damped wave equation driven by additive Gaussian noise. Following a semigroup framework, we establish existence, uniqueness and space-time regularity of a mild solution to such…

Numerical Analysis · Mathematics 2020-08-10 Ruisheng Qi , Xiaojie Wang

A comprehensive convergence and stability analysis of some probabilistic numerical methods designed to solve Cauchy-type inverse problems is performed in this study. Such inverse problems aim at solving an elliptic partial differential…

Numerical Analysis · Mathematics 2025-08-12 Iulian Cîmpean , Andreea Grecu , Liviu Marin

Gravitational waves provide a powerful enhancement to our understanding of fundamental physics. To make the most of their detection we need to accurately model the entire process of their emission and propagation toward interferometers.…

General Relativity and Quantum Cosmology · Physics 2023-11-22 Thanasis Giannakopoulos , Nigel T. Bishop , David Hilditch , Denis Pollney , Miguel Zilhão

Biharmonic wave equations are of importance to various applications including thin plate analyses. In this work, the numerical approximation of their solutions by a $C^1$-conforming in space and time finite element approach is proposed and…

Numerical Analysis · Mathematics 2021-07-09 Markus Bause , Maria Lymbery , Kevin Osthues

We examine the solution of the Benjamin-Ono Cauchy problem for rational initial data in three types of double-scaling limits in which the dispersion tends to zero while simultaneously the independent variables either approach a point on one…

Analysis of PDEs · Mathematics 2024-10-30 Elliot Blackstone , Peter D. Miller , Matthew D. Mitchell

We develop a Bayesian methodology for numerical solution of the incompressible Navier--Stokes equations with quantified uncertainty. The central idea is to treat discretized Navier--Stokes dynamics as a state-space model and to view…

Computation · Statistics 2026-02-04 Nicholas Polson , Vadim Sokolov