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We present an algorithm for solving stochastic heat equations, whose key ingredient is a non-uniform time discretization of the driving Brownian motion $W$. For this algorithm we derive an error bound in terms of its number of evaluations…

Probability · Mathematics 2007-05-23 Thoms Mueller-Gronbach , Klaus Ritter

Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In…

The Fractional Diffusion Equation (FDE) is a mathematical model that describes anomalous transport phenomena characterized by non-local and long-range dependencies which deviate from the traditional behavior of diffusion. Solving this…

Numerical Analysis · Mathematics 2023-11-14 Mohammad Partohaghighi , Emmanuel Asante-Asamani , Olaniyi S. Iyiola

We consider the harmonic map heat flow problem for a corotational case. For discretization of this problem we apply a $H^1$-conforming finite element method in space combined with a semi-implicit Euler time stepping. The semi-implicit Euler…

Numerical Analysis · Mathematics 2026-04-22 Nam Anh Nguyen , Arnold Reusken

In this paper, we present several unconditionally energy-stable invariant energy quadratization (IEQ) finite element methods (FEMs) with linear, first- and second-order accuracy for solving both the Cahn-Hilliard equation and the Allen-Cahn…

Numerical Analysis · Mathematics 2024-02-06 Yaoyao Chen , Hailiang Liu , Nianyu Yi , Peimeng Yin

In this paper, we consider the exponential stabilization and observation of an unstable heat equation in a general multi-dimensional domain by combining the finite-dimensional spectral truncation technique and the recently developed…

Systems and Control · Electrical Eng. & Systems 2021-02-05 Hongyinping Feng , Pei-Hua Lang , Jiankang Liu

We derive thermodynamically consistent models for diblock copolymer solutions coupled with the electric and magnetic field, respectively. These models satisfy the second law of thermodynamics and therefore are therefore thermodynamically…

Numerical Analysis · Mathematics 2021-03-30 Xiaowen Shen , Qi Wang

In this work, we mainly present the optimal convergence rates of the temporally second-order finite element scheme for solving the electrohydrodynamic equation. Suffering from the highly coupled nonlinearity, the convergence analysis of the…

Numerical Analysis · Mathematics 2025-05-06 Shengfeng Wang , Zeyu Xia , Maojun Li

In this work we design and analyze a free energy satisfying finite difference method for solving Poisson-Nernst-Planck equations in a bounded domain. The algorithm is of second order in space, with numerical solutions satisfying all three…

Numerical Analysis · Mathematics 2015-06-17 Hailiang Liu , Zhongming Wang

A precise domain triangulation is recognized as indispensable for the accurate numerical approximation of differential operators within collocation methods, leading to a substantial reduction in discretization errors. An efficient finite…

Numerical Analysis · Mathematics 2025-07-15 G. Shylaja , V. Kesavulu Naidu , B. Venkatesh , S. M. Mallikarjunaiah

Critical points of energy functionals, which are of broad interest, for instance, in physics and chemistry, in solid and quantum mechanics, in material science, or in general diffusion-reaction models arise as solutions to the associated…

Numerical Analysis · Mathematics 2025-10-20 Pascal Heid , Thomas P. Wihler

This study proposes a novel spatial discretization procedure for the compressible Euler equations which guarantees entropy conservation at a discrete level when an arbitrary equation of state is assumed. The proposed method, based on a…

Fluid Dynamics · Physics 2025-09-24 Alessandro Aiello , Carlo De Michele , Gennaro Coppola

Over the past decade, Finite Element Method (FEM) has served as a foundational numerical framework for approximating the terms of Time Series Expansion (TSE) as solutions to transient Partial Differential Equation (PDE). However, the…

Numerical Analysis · Mathematics 2024-09-04 Ahmad Deeb , Denys Dutykh

We derive mixed finite element discretizations of a cold relativistics fluid model from approximations of the Poisson bracket that preserve mass, energy and the divergence constraints. For time-discretization we derive an implicit…

Numerical Analysis · Mathematics 2025-10-14 Tileuzhan Mukhamet , Katharina Kormann

In this article, we analyse a stabilised equal-order finite element approximation for the Stokes equations on anisotropic meshes. In particular, we allow arbitrary anisotropies in a sub-domain, for example along the boundary of the domain,…

Numerical Analysis · Mathematics 2018-10-12 Stefan Frei

We construct a finite element discretization and time-stepping scheme for the incompressible Euler equations with variable density that exactly preserves total mass, total squared density, total energy, and pointwise incompressibility. The…

Numerical Analysis · Mathematics 2020-04-22 Evan S. Gawlik , François Gay-Balmaz

Heating generated by high-intensity focused ultrasound waves is central to many emerging medical applications, including non-invasive cancer therapy and targeted drug delivery. In this study, we aim to gain a fundamental understanding of…

Numerical Analysis · Mathematics 2025-10-03 Julio Careaga , Benjamin Dörich , Vanja Nikolić

In this article, we propose and analyze a fully coupled, nonlinear, and energy-stable virtual element method (VEM) for solving the coupled Poisson-Nernst-Planck (PNP) and Navier--Stokes (NS) equations modeling microfluidic and…

Numerical Analysis · Mathematics 2023-06-27 Mehdi Dehghan , Zeinab Gharibi , Ricardo Ruiz-Baier

We develop an efficient and reliable adaptive finite element method (AFEM) for the nonlinear Poisson-Boltzmann equation (PBE). We first examine the regularization technique of Chen, Holst, and Xu; this technique made possible the first a…

Numerical Analysis · Mathematics 2010-10-01 Michael Holst , James Andrew McCammon , Zeyun Yu , Yongcheng Zhou , Yunrong Zhu

We present new discretisation of the moist compressible Euler equations, using the compatible finite element framework identified in Cotter and Shipton (2012). The discretisation strategy is described and details of the parametrisations of…

Numerical Analysis · Mathematics 2020-12-02 Thomas M. Bendall , Thomas H. Gibson , Jemma Shipton , Colin J. Cotter , Ben Shipway