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Since it is difficult to implement implicit schemes on the infinite-dimensional space, we aim to develop the explicit numerical method for approximating super-linear stochastic functional differential equations (SFDEs). Precisely, borrowing…
The numerical solution of a nonlinear and space-fractional anti-diffusive equation used to model dune morphodynamics is considered. Spatial discretization is effected using a finite element method whereas the Crank-Nicolson scheme is used…
Partial differential equations (PDEs) underlie our understanding and prediction of natural phenomena across numerous fields, including physics, engineering, and finance. However, solving parametric PDEs is a complex task that necessitates…
This paper investigates quenching solutions of an one-dimensional, two-sided Riemann-Liouville fractional order convection-diffusion problem. Fractional order spatial derivatives are discretized using weighted averaging approximations in…
We study the numerical approximation of a class of degenerate parabolic stochastic partial differential equations on non-compact metric graphs, which naturally arise in the asymptotic analysis of Hamiltonian flows under small noise…
The elucidation of many physical problems in science and engineering is subject to the accurate numerical modelling of complex wave propagation phenomena. Over the last decades, high-order numerical approximation for partial differential…
We present a new method based on functional tensor decomposition and dynamic tensor approximation to compute the solution of a high-dimensional time-dependent nonlinear partial differential equation (PDE). The idea of dynamic approximation…
We propose a compressive spectral collocation method for the numerical approximation of Partial Differential Equations (PDEs). The approach is based on a spectral Sturm-Liouville approximation of the solution and on the collocation of the…
The aim of this work is to provide the first strong convergence result of numerical approximation of a general time-fractional second order stochastic partial differential equation involving a Caputo derivative in time of order…
We present a ray-based finite element method (ray-FEM) by learning basis adaptive to the underlying high-frequency Helmholtz equation in smooth media. Based on the geometric optics ansatz of the wave field, we learn local dominant ray…
Time-harmonic solutions to the wave equation can be computed in the frequency or in the time domain. In the frequency domain, one solves a discretized Helmholtz equation, while in the time domain, the periodic solutions to a discretized…
Accurately simulating wave propagation is crucial in fields such as acoustics, electromagnetism, and seismic analysis. Traditional numerical methods, like finite difference and finite element approaches, are widely used to solve governing…
This paper focuses on the study of the Filament Based Lamellipodium Model (FBLM) and the corresponding Finite Element Method (FEM) from a numerical point of view. We study fundamental numerical properties of the FEM and justify the further…
We derive and analyze a fully computable discrete scheme for fractional partial differential equations posed on the full space $\mathbb{R}^d$ . Based on a reformulation using the well-known Caffarelli-Silvestre extension, we study a…
We develop an interpolation-based modeling framework for parameter-dependent partial differential equations arising in control, inverse problems, and uncertainty quantification. The solution is discretized in the physical domain using…
In this research work, let us focus on the construction of numerical scheme based on radial basis functions finite difference (RBF-FD) method combined with the Laplace transform for the solution of fractional order dispersive wave…
We formulate a finite-difference time-domain (FDTD) approach to simulate electromagnetic wave scattering from scatterers embedded in layered dielectric or dispersive media. At the heart of our approach is a derivation of an equivalent…
We introduce the multivariate decomposition finite element method (MDFEM) for solving elliptic PDEs with uniform random diffusion coefficients. We show that the MDFEM can be used to reduce the computational complexity of estimating the…
This paper presents a novel approach for numerical solution of a class of fourth order time fractional partial differential equations (PDE's). The finite difference formulation has been used for temporal discretization, whereas, the space…
The paper focuses on discrete-type approximations of solutions to non-homogeneous stochastic differential equations (SDEs) involving fractional Brownian motion (fBm). We prove that the rate of convergence for Euler approximations of…