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We derive optimal order a posteriori error estimates for fully discrete approximations of the initial-boundary value problem for the heat equation. For the discretization in time we apply the fractional-step $\vartheta$-scheme and for the…

Numerical Analysis · Mathematics 2014-04-03 Karakatsani Fotini

Lie symmetry analysis is applied to study the nonlinear rotating shallow water equations. The 9-dimensional Lie algebra of point symmetries admitted by the model is found. It is shown that the rotating shallow water equations are related…

Analysis of PDEs · Mathematics 2016-02-08 Alexander Chesnokov

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

Numerical Analysis · Mathematics 2021-06-30 Yukun Li , Shuonan Wu , Yulong Xing

It is significant and challenging to solve eigenvalue problems of partial differential operators when many highly accurate eigenpair approximations are required. The adaptive finite element discretization based parallel orbital-updating…

Numerical Analysis · Mathematics 2025-09-24 Xiaoying Dai , Yan Li , Bin Yang , Aihui Zhou

A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an…

Probability · Mathematics 2016-08-02 Francesco C. De Vecchi , Paola Morando , Stefania Ugolini

The distance between the true and numerical solutions in some metric is considered as the discretization error magnitude. If error magnitude ranging is known, the triangle inequality enables the estimation of the vicinity of the approximate…

Computational Physics · Physics 2018-05-11 A. K. Alekseev , A. E. Bondarev , I. M. Navon

We investigate the stochastic modified equation which plays an important role in the stochastic backward error analysis for explaining the mathematical mechanism of a numerical method. The contribution of this paper is threefold. First, we…

Numerical Analysis · Mathematics 2019-07-08 Chuchu Chen , Jialin Hong , Chuying Huang

The numerical analysis of variational integrators relies on variational error analysis, which relates the order of accuracy of a variational integrator with the order of approximation of the exact discrete Lagrangian by a computable…

Numerical Analysis · Mathematics 2011-02-15 Melvin Leok , Tatiana Shingel

We consider eigenvalue condition numbers and backward errors for a class of symmetric nonlinear eigenvalue problems with eigenvector nonlinearities. For both of these quantities, we derive explicit and computable expressions that can be…

Numerical Analysis · Mathematics 2026-05-21 Vilhelm Peterson Lithell , Victor Janssens , Elias Jarlebring , Karl Meerbergen , Wim Michiels

A new method for finding first integrals of discrete equations is presented. It can be used for discrete equations which do not possess a variational (Lagrangian or Hamiltonian) formulation. The method is based on a newly established…

Exactly Solvable and Integrable Systems · Physics 2013-11-08 V. Dorodnitsyn , E. Kaptsov , R. Kozlov , P. Winternitz

In this paper a novel numerical approximation of parametric eigenvalue problems is presented. We motivate our study with the analysis of a POD reduced order model for a simple one dimensional example. In particular, we introduce a new…

This work deals with the a posteriori error estimates for the Darcy-Forchheimer problem. We introduce the corresponding variational formulation and discretize it by using the finite-element method. A posteriori error estimate with two types…

Numerical Analysis · Mathematics 2022-02-24 Georges Semaan , Toni Sayah , Faouzi Triki

This article is concerned with a new filtered two-step variational integrator for solving the charged-particle dynamics in a mildly non-uniform moderate or strong magnetic field with a dimensionless parameter $\varepsilon$ inversely…

Numerical Analysis · Mathematics 2026-03-05 Ting Li , Bin Wang

In this paper, we are concerned with the numerical solution for the backward fractional Feynman-Kac equation with non-smooth initial data. Here we first provide the regularity estimate of the solution. And then we use the backward Euler and…

Numerical Analysis · Mathematics 2020-06-23 Jing Sun , Daxin Nie , Weihua Deng

In this paper, we study the "a posteriori" error estimate corresponding to the Brinkman-Darcy-Forchheimer problem. We introduce the variational formulation discretised by using the finite element method. Then, we establish an "a posteriori"…

Numerical Analysis · Mathematics 2021-04-29 Toni Sayah

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

We discuss an elementary derivation of variational symmetries and corresponding integrals of motion for the Lagrangian systems depending on acceleration. Providing several examples, we make the manuscript accessible to a wide range of…

Mathematical Physics · Physics 2023-07-18 Ege Coban , Ilmar Gahramanov , Dilara Kosva

This paper develops a framework for the error analysis in nonparametric model fitting of fractional stochastic differential equations based on discrete observations. We identify and quantify the main error sources -- time discretization,…

Probability · Mathematics 2026-05-07 Mahdi Dehshiri , Kerlyns Martinez , Lauri Viitasaari

Convergence results are shown for full discretizations of quasilinear parabolic partial differential equations on evolving surfaces. As a semidiscretization in space the evolving surface finite element method is considered, using a…

Numerical Analysis · Mathematics 2015-04-01 Balázs Kovács , Christian Andreas Power Guerra

We consider second-order PDE problems set in unbounded domains and discretized by Lagrange finite elements on a finite mesh, thus introducing an artificial boundary in the discretization. Specifically, we consider the reaction diffusion…

Numerical Analysis · Mathematics 2025-03-31 T. Chaumont-Frelet