Related papers: A priori error analysis of a numerical stochastic …
Nonlinear multi-scale problems are ubiquitous in materials science and biology. Complicated interactions between nonlinearities and (nonseparable) multiple scales pose a major challenge for analysis and simulation. In this paper, we study…
This note constructs a local generalized finite element basis for elliptic problems with heterogeneous and highly varying coefficients. The basis functions are solutions of local problems on vertex patches. The error of the corresponding…
In this paper we study the randomized heat equation with homogeneous boundary conditions. The diffusion coeffcient is assumed to be a random variable and the initial condition is treated as a stochastic process. The solution of this…
In this paper, we study numerical methods for the homogenization of linear second-order elliptic equations in nondivergence-form with periodic diffusion coefficients and large drift terms. Upon noting that the effective diffusion matrix can…
We consider integrated circuits with semiconductors modeled by modified nodal analysis and drift-diffusion equations. The drift-diffusion equations are discretized in space using mixed finite element method. This discretization yields a…
This paper deals with homogenization of second order divergence form parabolic operators with locally stationary coefficients. Roughly speaking, locally stationary coefficients have two evolution scales: both an almost constant microscopic…
This paper is focused on the convergence analysis of an adaptive stochastic collocation algorithm for the stationary diffusion equation with parametric coefficient. The algorithm employs sparse grid collocation in the parameter domain…
We prove an upper bound for the convergence rate of the homogenization limit $\epsilon\to 0$ for a linear transmission problem for a advection-diffusion(-reaction) system posed in areas with low and high diffusivity, where $\epsilon$ is a…
We develop a spectral low-mode reduced solver for second-order elliptic boundary value problems with spatially varying diffusion coefficients. The approach projects standard finite difference or finite element discretization onto a global…
We propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the…
This paper was devoted to study the quantitative homogenization problems for nonlinear elliptic operators in perforated domains. We obtained a sharp error estimate $O(\varepsilon)$ when the problem was anchored in the reference domain…
Numerical analysis for the stochastic Stokes equations is still challenging even though it has been well done for the corresponding deterministic equations. In particular, the pre-existing error estimates of finite element methods for the…
In this paper, we develop a numerical multiscale method to solve the fractional Laplacian with a heterogeneous diffusion coefficient. When the coefficient is heterogeneous, this adds to the computational costs. Moreover, the fractional…
We introduce a variational multiscale closure modeling strategy for the numerical stabilization of proper orthogonal decomposition reduced-order models of convection-dominated equations. As a first step, the new model is analyzed and tested…
We extend the piecewise orthogonal collocation method to computing periodic solutions of coupled renewal and delay differential equations. Through a rigorous error analysis, we prove convergence of the relevant finite-element method and…
We establish $L^p$ error estimates for monotone numerical schemes approximating Hamilton-Jacobi equations on the $d$-dimensional torus. Using the adjoint method, we first prove a $L^1$ error bound of order one for finite-difference and…
This paper aims at bridging existing theories in numerical and analytical homogenization. For this purpose the multiscale method of M{\aa}lqvist and Peterseim [Math. Comp. 2014], which is based on orthogonal subspace decomposition, is…
In this paper, we study the homogenization of elliptic equations that combine a local part, given by the Laplacian with Neumann boundary conditions, and its nonlocal version, defined through an integral operator with a smooth kernel. These…
This paper presents a novel multi-scale method for elliptic partial differential equations with arbitrarily rough coefficients. In the spirit of numerical homogenization, the method constructs problem-adapted ansatz spaces with uniform…
In this work, we present a novel error analysis for recovering a spatially dependent diffusion coefficient in an elliptic or parabolic problem. It is based on the standard regularized output least-squares formulation with an $H^1(\Omega)$…