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This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…

Numerical Analysis · Mathematics 2025-04-08 Xiaobing Feng , Yukun Li , Liet Vo

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

We investigate a mixed finite element method for the spatial discretization of a time-fractional Allen--Cahn equation defined on a convex polyhedral domain, combined with a nonuniform Alikhanov scheme for the temporal approximation. Under…

Numerical Analysis · Mathematics 2026-03-13 Abhinav Jha , Samir Karaa , Aditi Tomar

In this paper, we propose and analyze a fully discrete finite element projection method for the magnetohydrodynamic (MHD) equations. A modified Crank--Nicolson method and the Galerkin finite element method are used to discretize the model…

Numerical Analysis · Mathematics 2022-04-13 Cheng Wang , Jilu Wang , Zeyu Xia , Liwei Xu

We propose a new framework to design and analyze accelerated methods that solve general monotone equation (ME) problems $F(x)=0$. Traditional approaches include generalized steepest descent methods and inexact Newton-type methods. If $F$ is…

Optimization and Control · Mathematics 2024-07-22 Tianyi Lin , Michael. I. Jordan

We consider a recently introduced formulation for fluid-structure interaction problems which makes use of a distributed Lagrange multiplier in the spirit of the fictitious domain method. In this paper we focus on time integration methods of…

Numerical Analysis · Mathematics 2019-07-02 Daniele Boffi , Lucia Gastaldi , Sebastian Wolf

We consider flux-corrected finite element discretizations of 3D convection-dominated transport problems and assess the computational efficiency of algorithms based on such approximations. The methods under investigation include…

Numerical Analysis · Mathematics 2024-01-15 Abhinav Jha , Ondřej Pártl , Naveed Ahmed , Dmitri Kuzmin

This paper presents the numerical discretization methods of the continuous-time linear-quadratic optimal control problems (LQ-OCPs) with time delays. We describe the weight matrices of the LQ-OCPs as differential equations systems, allowing…

Systems and Control · Electrical Eng. & Systems 2024-04-15 Zhanhao Zhang , Steen Hørsholt , John Bagterp Jørgensen

We propose and study numerically the implicit approximation in time of the Navier-Stokes equations by a Galerkin-collocation method in time combined with inf-sup stable finite element methods in space. The conceptual basis of the…

Numerical Analysis · Mathematics 2020-09-25 Mathias Anselmann , Markus Bause

We present a computationally efficient approach to solve the time-dependent Kohn-Sham equations in real-time using higher-order finite-element spatial discretization, applicable to both pseudopotential and all-electron calculations. To this…

Computational Physics · Physics 2019-10-02 Bikash Kanungo , Vikram Gavini

We study a class of fully-discrete schemes for the numerical approximation of solutions of stochastic Cahn--Hilliard equations with cubic nonlinearity and driven by additive noise. The spatial (resp. temporal) discretization is performed…

Numerical Analysis · Mathematics 2022-07-20 Charles-Edouard Bréhier , Jianbo Cui , Xiaojie Wang

In this paper, a class of high order numerical schemes is proposed for solving Hamilton-Jacobi (H-J) equations. This work is regarded as an extension of our previous work for nonlinear degenerate parabolic equations, see Christlieb et al.…

Numerical Analysis · Mathematics 2019-01-30 Andrew Christlieb , Wei Guo , Yan Jiang

In this work, we propose and investigate stable high-order collocation-type discretisations of the discontinuous Galerkin method on equidistant and scattered collocation points. We do so by incorporating the concept of discrete least…

Numerical Analysis · Mathematics 2021-02-24 Jan Glaubitz , Philipp Oeffner

In this paper, a second-order linearized discontinuous Galerkin method on general meshes, which treats the backward differentiation formula of order two (BDF2) and Crank-Nicolson schemes as special cases, is proposed for solving the…

Numerical Analysis · Mathematics 2025-12-16 Zhen Guan , Xianxian Cao

Stochastic spectral methods have achieved great success in the uncertainty quantification of many engineering problems, including electronic and photonic integrated circuits influenced by fabrication process variations. Existing techniques…

Numerical Analysis · Mathematics 2018-12-06 Chunfeng Cui , Zheng Zhang

We present a novel uncertainty quantification approach for high-dimensional stochastic partial differential equations that reduces the computational cost of polynomial chaos methods by decomposing the computational domain into…

Numerical Analysis · Mathematics 2017-09-11 Ramakrishna Tipireddy , Panos Stinis , Alexandre Tartakovsky

We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…

Numerical Analysis · Mathematics 2019-10-23 Philipp A. Guth , Vesa Kaarnioja , Frances Y. Kuo , Claudia Schillings , Ian H. Sloan

Combining the classical theory of optimal transport with modern operator splitting techniques, we develop a new numerical method for nonlinear, nonlocal partial differential equations, arising in models of porous media, materials science,…

Numerical Analysis · Mathematics 2021-02-09 Jose A. Carrillo , Katy Craig , Li Wang , Chaozhen Wei

In this paper, we propose a new approach for the time-discretization of the incompressible stochastic Stokes equations with multiplicative noise. Our new strategy is based on the classical Milstein method from stochastic differential…

Numerical Analysis · Mathematics 2022-12-08 Liet Vo

We study the problem of clustering sequences of unlabeled point sets taken from a common metric space. Such scenarios arise naturally in applications where a system or process is observed in distinct time intervals, such as biological…

Data Structures and Algorithms · Computer Science 2017-10-17 Tamal K. Dey , Alfred Rossi , Anastasios Sidiropoulos