Related papers: A note on parallel preconditioning for the all-at-…
Backward stochastic differential equations (BSDEs) appear in numeruous applications. Classical approximation methods suffer from the curse of dimensionality and deep learning-based approximation methods are not known to converge to the BSDE…
We consider the finite element discretization and the iterative solution of singularly perturbed elliptic reaction-diffusion equations in three-dimensional computational domains. These equations arise from the optimality conditions for…
A method of estimating all eigenvalues of a preconditioned discretized scalar diffusion operator with Dirichlet boundary conditions has been recently introduced in T. Gergelits, K.A. Mardal, B.F. Nielsen, Z. Strako\v{s}: Laplacian…
We propose a novel numerical approach for nonlocal diffusion equations [8] with integrable kernels, based on the relationship between the backward Kolmogorov equation and backward stochastic differential equations (BSDEs) driven by L\`{e}vy…
In this paper, a two-sided variable-coefficient space-fractional diffusion equation with fractional Neumann boundary condition is considered. To conquer the weak singularity caused by nonlocal space-fractional differential operators, a…
We consider here a cell-centered finite difference approximation of the Richards equation in three dimensions, averaging for interface values the hydraulic conductivity $K=K(p)$, a highly nonlinear function, by arithmetic, upstream, and…
This paper introduces a second-order convex splitting scheme for gradient flows arising in phase-field models, based on the backward differentiation formula (BDF2) for the implicit part and the Adams-Bashforth method for the nonlinear and…
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…
Preconditioning for multilevel Toeplitz systems has long been a focal point of research in numerical linear algebra. In this work, we develop a novel preconditioning method for a class of nonsymmetric multilevel Toeplitz systems, which…
In this paper, we introduce and study the convergence of new Carath\'eodory's approximate solution for one-dimensional $\alpha, \beta$-doubly perturbed stochastic differential equations (DPSDEs) with parameters $\alpha <1$ and $\beta <1$…
We deal with accelerating the solution of a sequence of large linear systems solved by preconditioned conjugate gradient method (PCG). The sequence originates from time-stepping within a simulation of an unsteady incompressible flow. We…
The Poisson-Nernst-Planck equations with generalized Frumkin-Butler-Volmer boundary conditions (PNP-FBV) describe ion transport with Faradaic reactions, and have applications in a number of fields. In this article, we develop an adaptive…
We prove that the two-step backward differentiation formula (BDF2) method is stable on arbitrary time grids; while the variable-step BDF3 scheme is stable if almost all adjacent step ratios are less than 2.553. These results relax the…
We develop a family of stabilized backward differentiation formula (sBDF) schemes of orders one through four for semilinear parabolic equations. The proposed methods are designed to achieve three properties that are rarely available…
This paper deals with balanced domain decomposition by constraints (BDDC) method for solving large-scale linear systems of algebraic equations arising from the space-time finite element discretization of parabolic initial-boundary value…
In this study, we introduce a refined method for ascertaining error estimations in numerical simulations of dynamical systems via an innovative application of composition techniques. Our approach involves a dual application of a basic…
In this paper, we discuss the steady and time-dependent nonlinear convection-diffusion (advection-diffusion) equations with the Dirichlet boundary condition. For the steady nonlinear equation, we use an iteration method to reformulate the…
For the Landau--Lifshitz--Gilbert (LLG) equation of micromagnetics we study linearly implicit backward difference formula (BDF) time discretizations up to order $5$ combined with higher-order non-conforming finite element space…
The aim of this paper is to study the time stepping scheme for approximately solving the subdiffusion equation with a weakly singular source term. In this case, many popular time stepping schemes, including the correction of high-order BDF…
In this article, we investigate both forward and backward problems for coupled systems of time-fractional diffusion equations, encompassing scenarios of strong coupling. For the forward problem, we establish the well-posedness of the…