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Because of their robustness, efficiency and non-intrusiveness, Monte Carlo methods are probably the most popular approach in uncertainty quantification to computing expected values of quantities of interest (QoIs). Multilevel Monte Carlo…

Numerical Analysis · Mathematics 2022-04-12 Marcus J. Grote , Simon Michel , Fabio Nobile

Numerical solutions of hyperbolic partial differential equations(PDEs) are ubiquitous in science and engineering. Method of lines is a popular approach to discretize PDEs defined in spacetime, where space and time are discretized…

Mathematical Software · Computer Science 2020-11-24 Milinda Fernando , Hari Sundar

In this paper, we propose a linearized finite element method (FEM) for solving the cubic nonlinear Schr\"{o}dinger equation with wave operator. In this method, a modified leap-frog scheme is applied for time discretization and a Galerkin…

Numerical Analysis · Mathematics 2019-02-25 Wentao Cai , Dongdong He , Kejia Pan

We assess the performance of a set of local time-stepping (LTS) schemes for the shallow water equations implemented in the Model for Prediction Across Scales (MPAS). The goal of LTS is to speed up the simulation by allowing different…

Numerical Analysis · Mathematics 2021-11-12 Giacomo Capodaglio , Mark Petersen

We propose a Lawson-time-splitting extended Fourier pseudospectral (LTSeFP) method for the numerical integration of the Gross-Pitaevskii equation with time-dependent potential that is of low regularity in space. For the spatial…

Numerical Analysis · Mathematics 2025-04-29 Bo Lin , Ying Ma , Chushan Wang

There is a growing interest in investigating numerical approximations of the water wave equation in recent years, whereas the lack of rigorous analysis of its time discretization inhibits the design of more efficient algorithms. In this…

Numerical Analysis · Mathematics 2017-12-14 Lei Li , Jian-Guo Liu , Zibu Liu , Yi Yang , Zhennan Zhou

We study continuous finite element dicretizations for one dimensional hyperbolic partial differential equations. The main contribution of the paper is to provide a fully discrete spectral analysis, which is used to suggest optimal values of…

Numerical Analysis · Mathematics 2022-11-17 Sixtine Michel , Davide Torlo , Mario Ricchiuto , Rémi Abgrall

Two local discontinuous Galerkin (LDG) methods using some non-standard numerical fluxes are developed for the Helmholtz equation with the first order absorbing boundary condition in the high frequency regime. It is shown that the proposed…

Numerical Analysis · Mathematics 2010-10-25 Xiaobing Feng , Yulong Xing

In this work (Part I), we study three time-discretization procedures of the Dynamical Low-Rank Approximation (DLRA) of high-dimensional stochastic differential equations (SDEs). Specifically, we consider the Dynamically Orthogonal (DO)…

Numerical Analysis · Mathematics 2026-01-30 Yoshihito Kazashi , Fabio Nobile , Fabio Zoccolan

We consider nonlocal nonlinear potentials and estimate the rate of convergence of time stepping schemes to the peridynamic equation of motion. We begin by establishing the existence of $H^2$ solutions over any finite time interval. Here…

Numerical Analysis · Mathematics 2018-10-04 Prashant K. Jha , Robert Lipton

An optimally efficient explicit numerical scheme for solving fluid dynamics equations, or any other parabolic or hyperbolic system of partial differential equations, should allow local regions to advance in time with their own, locally…

Computational Physics · Physics 2018-03-14 Nickolay Y. Gnedin , Vadim A. Semenov , Andrey V. Kravtsov

Some recent papers have extended the concept of finite-time stability (FTS) to the context of 2D linear systems, where it has been referred to as finite-region stability (FRS). FRS methodologies make even more sense than the classical FTS…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Chao Liang , Carlo Cosentino , Alessio Merola , Maria Romano , Francesco Amato

In this work we discuss the numerical discretization of the time-dependent Maxwell's equations using a fully explicit leap-frog type discontinuous Galerkin method. We present a sufficient condition for the stability, for cases of typical…

Numerical Analysis · Mathematics 2017-04-26 Adérito Araújo , Sílvia Barbeiro , Maryam Khaksar Ghalati

We extend and analyze the energy-based discontinuous Galerkin method for second order wave equations on staggered and structured meshes. By combining spatial staggering with local time-stepping near boundaries, the method overcomes the…

Numerical Analysis · Mathematics 2022-04-15 Daniel Appelö , Lu Zhang , Thomas Hagstrom , Fengyan Li

This work proposes and analyzes a fully discrete numerical scheme for solving the Landau-Lifshitz-Gilbert (LLG) equation, which achieves fourth-order spatial accuracy and third-order temporal accuracy.Spatially, fourth-order accuracy is…

Numerical Analysis · Mathematics 2025-10-30 Changjian Xie , Cheng Wang

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…

Numerical Analysis · Mathematics 2020-03-23 Georgios Akrivis , Michael Feischl , Balázs Kovács , Christian Lubich

We derive a fully computable aposteriori error estimator for a Galerkin finite element solution of the wave equation with explicit leapfrog time-stepping. Our discrete formulation accommodates both time evolving meshes and leapfrog based…

Numerical Analysis · Mathematics 2025-06-27 Marcus J. Grote , Omar Lakkis , Carina Santos

A fully implicit numerical scheme is established for solving the time fractional Swift-Hohenberg (TFSH) equation with a Caputo time derivative of order $\alpha\in(0,1)$. The variable-step L1 formula and the finite difference method are…

Numerical Analysis · Mathematics 2023-03-08 Xuan Zhao , Ran Yang , Ren-jun Qi , Hong Sun

We propose a new method for discretizing the time variable in integrable lattice systems while maintaining the locality of the equations of motion. The method is based on the zero-curvature (Lax pair) representation and the lowest-order…

Exactly Solvable and Integrable Systems · Physics 2010-09-29 Takayuki Tsuchida

A framework for exponential time discretization of the multilayer rotating shallow water equations is developed in combination with a mimetic discretization in space. The method is based on a combination of existing exponential time…

Numerical Analysis · Mathematics 2019-08-27 Konstantin Pieper , K. Chad Sockwell , Max Gunzburger