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We prove stability and convergence of a full discretization for a class of stochastic evolution equations with super-linearly growing operators appearing in the drift term. This is done using the recently developed tamed Euler method, which…

Probability · Mathematics 2015-08-14 István Gyöngy , Sotirios Sabanis , David Šiška

Fully implicit Runge-Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the…

Numerical Analysis · Mathematics 2021-10-07 Ben S. Southworth , Oliver Krzysik , Will Pazner

Nonlinear parabolic equations are central to numerous applications in science and engineering, posing significant challenges for analytical solutions and necessitating efficient numerical methods. Exponential integrators have recently…

Numerical Analysis · Mathematics 2024-12-24 Trung Hau Hoang

We discrete the ergodic semilinear stochastic partial differential equations in space dimension $d \leq 3$ with additive noise, spatially by a spectral Galerkin method and temporally by an exponential Euler scheme. It is shown that both the…

Numerical Analysis · Mathematics 2020-06-16 Ziheng Chen , Siqing Gan , Xiaojie Wang

We consider a semilinear parabolic equation with a large class of nonlinearities without any growth conditions. We discretize the problem with a discontinuous Galerkin scheme dG(0) in time (which is a variant of the implicit Euler scheme)…

Numerical Analysis · Mathematics 2018-08-17 Dominik Meidner , Boris Vexler

We derive error bounds for exponential Runge-Kutta discretizations of parabolic equations with nonsmooth initial data. Our analysis is carried out in a framework of abstract semilinear evolution equations with operators having non-dense…

Numerical Analysis · Mathematics 2025-06-06 Qiumei Huang , Alexander Ostermann , Gangfan Zhong

The semidiscretization of a sound soft scattering problem modelled by the wave equation is analyzed. The spatial treatment is done by integral equation methods. Two temporal discretizations based on Runge-Kutta convolution quadrature are…

Numerical Analysis · Mathematics 2024-07-25 Jens Markus Melenk , Alexander Rieder

In this paper, we propose Galerkin-Legendre spectral method with implicit Runge-Kutta method for solving the unsteady two-dimensional Schrodinger equation with nonhomogeneous Dirichlet boundary conditions and initial condition. We apply a…

Numerical Analysis · Mathematics 2018-11-12 Wenjie Liu , Boying Wu

We propose an Exponential DG approach for numerically solving partial differential equations (PDEs). The idea is to decompose the governing PDE operators into linear (fast dynamics extracted by linearization) and nonlinear (the remaining…

Numerical Analysis · Mathematics 2021-08-11 Shinhoo Kang , Tan Bui-Thanh

In this paper we consider time-dependent PDEs discretized by a special class of Physics Informed Neural Networks whose design is based on the framework of Runge--Kutta and related time-Galerkin discretizations. The primary motivation for…

Numerical Analysis · Mathematics 2026-02-10 Georgios Akrivis , Charalambos G. Makridakis , Costas Smaragdakis

In this paper, the periodic initial-value problem for the fractional nonlinear Schr\"odinger (fNLS) equation is discretized in space by a Fourier spectral Galerkin method and in time by diagonally implicit, high-order Runge-Kutta schemes,…

Numerical Analysis · Mathematics 2025-12-30 A. Durán , N. Reguera

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 present an error analysis of one-stage explicit extended Runge--Kutta--Nystr\"{o}m integrators for semilinear wave equations. These equations are analysed by using spatial semidiscretizations with periodic boundary…

Numerical Analysis · Mathematics 2018-09-18 Bin Wang , Xinyuan Wu

We present and analyse a new conforming space-time Galerkin discretisation of a semi-linear wave equation, based on a variational formulation derived from De Giorgi's elliptic regularisation viewpoint of the wave equation in second-order…

Numerical Analysis · Mathematics 2025-10-22 Lehel Banjai , Emmanuil H. Georgoulis , Brian Hennessy

We consider the Shallow Water equations in the supercritical and subcritical cases in one space variable,posed in a finite spatial interval with characteristic boundary conditions at the endpoints, which, as is well known, are…

Numerical Analysis · Mathematics 2016-03-01 D. C. Antonopoulos , V. A. Dougalis

Exponential Runge-Kutta methods are a well-established tool for the numerical integration of parabolic evolution equations. However, these schemes are typically developed under the assumption of homogeneous boundary conditions. In this…

Numerical Analysis · Mathematics 2025-10-27 Carlos Arranz-Simón , Alexander Ostermann

Optimal Dirichlet boundary control for a fractional/normal evolution with a final observation is considered. The unique existence of the solution and the first-order optimality condition of the optimal control problem are derived. The…

Numerical Analysis · Mathematics 2020-07-20 Qin Zhou , Binjie Li

Motivated by fractional derivative models in viscoelasticity, a class of semilinear stochastic Volterra integro-differential equations, and their deterministic counterparts, are considered. A generalized exponential Euler method, named here…

Numerical Analysis · Mathematics 2020-01-17 Mihály Kovács , Stig Larsson , Fardin Saedpanah

We consider parabolic evolution equations with Lipschitz continuous and strongly monotone spatial operators. By introducing an additional variable, we construct an equivalent system where the operator is a Lipschitz continuous mapping from…

Numerical Analysis · Mathematics 2026-01-21 Nina Beranek , Robin Smeets , Rob Stevenson

It is shown that for a parabolic problem with maximal $L^p$-regularity (for $1<p<\infty$), the time discretization by a linear multistep method or Runge--Kutta method has maximal $\ell^p$-regularity uniformly in the stepsize if the method…

Numerical Analysis · Mathematics 2016-08-06 Balázs Kovács , Buyang Li , Christian Lubich