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We introduce a new Partition of Unity Method for the numerical homogenization of elliptic partial differential equations with arbitrarily rough coefficients. We do not restrict to a particular ansatz space or the existence of a finite…

Numerical Analysis · Mathematics 2016-05-04 Daniel Peterseim , Patrick Henning , Philipp Morgenstern

In this paper, we propose multicontinuum splitting schemes for multiscale problems, focusing on a parabolic equation with a high-contrast coefficient. Using the framework of multicontinuum homogenization, we introduce spatially smooth…

Numerical Analysis · Mathematics 2024-10-08 Yalchin Efendiev , Wing Tat Leung , Buzheng Shan , Min Wang

This article introduces the splitting method to systems responding to rough paths as external stimuli. The focus is on nonlinear partial differential equations with rough noise but we also cover rough differential equations. Applications to…

Probability · Mathematics 2010-08-04 Peter Friz , Harald Oberhauser

We propose a new splitting method for strong numerical solution of the Cox-Ingersoll-Ross model. For this method, applied over both deterministic and adaptive random meshes, we prove a uniform moment bound and strong error results of order…

Numerical Analysis · Mathematics 2023-02-08 Cónall Kelly , Gabriel J. Lord

High-order spatial discretisations and full discretisations of parabolic partial differential equations on evolving surfaces are studied. We prove convergence of the high-order evolving surface finite element method, by showing high-order…

Numerical Analysis · Mathematics 2016-06-24 Balázs Kovács

In view of the existing limitations of sequential computing, parallelization has emerged as an alternative in order to improve the speedup of numerical simulations. In the framework of evolutionary problems, space-time parallel methods…

Numerical Analysis · Mathematics 2025-02-13 Andrés Arrarás , Francisco J. Gaspar , Iñigo Jimenez-Ciga , Laura Portero

We study a scalar hyperbolic partial differential equation with non-linear terms similar to those of the equations of general relativity. The equation has a number of non-trivial analytical solutions whose existence rely on a delicate…

General Relativity and Quantum Cosmology · Physics 2016-08-31 A. M. Khokhlov , I. D. Novikov

We present a stationary iteration method, namely Alternating Symmetric positive definite and Scaled symmetric positive semidefinite Splitting (ASSS), for solving the system of linear equations obtained by using finite element discretization…

Numerical Analysis · Mathematics 2021-09-06 Davod Khojasteh Salkuyeh

A linear evolving surface partial differential equation is first discretized in space by an arbitrary Lagrangian Eulerian (ALE) evolving surface finite element method, and then in time either by a Runge-Kutta method, or by a backward…

Numerical Analysis · Mathematics 2015-01-14 Balázs Kovács , Christian Andreas Power Guerra

The fully nonlinear and weakly dispersive Green-Naghdi model for shallow water waves of large amplitude is studied. The original model is first recast under a new formulation more suitable for numerical resolution. An hybrid finite volume…

Numerical Analysis · Mathematics 2011-03-04 Philippe Bonneton , Florent Chazel , David Lannes , Fabien Marche , Marion Tissier

Adaptive Partition-based Methods (APM) are numerical methods to solve two-stage stochastic linear problems (2SLP). The core idea is to iteratively construct an adapted partition of the space of alea in order to aggregate scenarios while…

Optimization and Control · Mathematics 2021-09-13 Maël Forcier , Vincent Leclère

We study the application of generalized symmetry for reducing nonlinear partial differential equations. We construct the ansatzes for dependent variable $u$ which reduce the scalar partial differential equation with two independent…

Analysis of PDEs · Mathematics 2018-12-31 I. M. Tsyfra , W. Rzeszut , V. A. Vladimirov

We use the alternating direction method to simulate implicit dynamics. ur spatial discretization uses isogeometric analysis. Namely, we simulate a (hyperbolic) wave propagation problem in which we use tensor-product B-splines in space and…

Numerical Analysis · Mathematics 2019-11-20 Marcin Los , Pouria Behnoudfar , Maciej Paszynski , Victor Manuel Calo

We propose splitting methods for the computation of the exponential of perturbed matrices which can be written as the sum $A=D+\varepsilon B$ of a sparse and efficiently exponentiable matrix $D$ with sparse exponential $e^D$ and a dense…

Numerical Analysis · Mathematics 2015-12-09 Philipp Bader , Sergio Blanes , Muaz Seydaoğlu

This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…

Numerical Analysis · Mathematics 2024-09-27 Sudarshan Santra , Ratikanta Behera

The present work provides a comprehensive study of symmetric-conjugate operator splitting methods in the context of linear parabolic problems and demonstrates their additional benefits compared to symmetric splitting methods. Relevant…

Numerical Analysis · Mathematics 2024-01-10 Sergio Blanes , Fernando Casas , Cesáreo González , Mechthild Thalhammer

We present a novel approach for high-order accurate numerical differentiation on unstructured meshes of quadrilateral elements. To differentiate a given function, an auxiliary function with greater smoothness properties is defined which…

Numerical Analysis · Mathematics 2022-05-11 Yulong Pan , Per-Olof Persson

An equation containing a fractional power of an elliptic operator of second order is studied for Dirichlet boundary conditions. Finite difference approximations in space are employed. The proposed numerical algorithm is based on solving an…

Numerical Analysis · Computer Science 2015-05-18 Petr N. Vabishchevich

In this paper we present an efficient discretization method for the solution of the unsteady incompressible Navier-Stokes equations based on a high order (Hybrid) Discontinuous Galerkin formulation. The crucial component for the efficiency…

Numerical Analysis · Mathematics 2016-06-29 Christoph Lehrenfeld , Joachim Schöberl

In general, high order splitting methods suffer from an order reduction phenomena when applied to the time integration of partial differential equations with non-periodic boundary conditions. In the last decade, there were introduced…

Numerical Analysis · Mathematics 2026-04-08 Ramona Häberli
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