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In the framework of generalized finite element methods for elliptic equations with rough coefficients, efficiency and accuracy of the numerical method depend critically on the use of appropriate basis functions. This work explores several…

Optimization and Control · Mathematics 2018-12-20 Ke Chen , Qin Li , Jianfeng Lu , Stephen J. Wright

An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves a fractional power of an elliptic operator of second order. Finite element approximation in space is…

Numerical Analysis · Computer Science 2018-05-09 Petr N. Vabishchevich

The numerical approximation of the solution to a stochastic partial differential equation with additive spatial white noise on a bounded domain is considered. The differential operator is assumed to be a fractional power of an integer order…

Numerical Analysis · Mathematics 2018-12-12 David Bolin , Kristin Kirchner , Mihály Kovács

In this work, we study probability functions associated with Gaussian mixture models. Our primary focus is on extending the use of spherical radial decomposition for multivariate Gaussian random vectors to the context of Gaussian mixture…

Optimization and Control · Mathematics 2024-11-06 Gonzalo Contador , Pedro Pérez-Aros , Emilio Vilches

We consider finite element approximations for a one dimensional second order stochastic differential equation of boundary value type driven by a fractional Brownian motion with Hurst index $H\le 1/2$. We make use of a sequence of…

Numerical Analysis · Mathematics 2020-06-08 Yanzhao Cao , Jialin Hong , Zhihui Liu

Finite element methods provide accurate and efficient methods for the numerical solution of partial differential equations by means of restricting variational problems to finite-dimensional approximating spaces. However, they do not…

Numerical Analysis · Mathematics 2025-06-24 Robert C. Kirby , John D. Stephens

In this paper, we develop a high order numerical method for the numerical solutions of scattering problems with slightly perturbed periodic surfaces in two dimensional spaces. Based on the regularity property introduced in Part I, the…

Numerical Analysis · Mathematics 2018-09-27 Ruming Zhang

The R software package rSPDE contains methods for approximating Gaussian random fields based on fractional-order stochastic partial differential equations (SPDEs). A common example of such fields are Whittle-Mat\'ern fields on bounded…

Computation · Statistics 2025-02-28 David Bolin , Alexandre B. Simas

In this paper, we consider the numerical approximation of time-fractional parabolic problems involving Caputo derivatives in time of order $\alpha$, $0< \alpha<1$. We derive optimal error estimates for semidiscrete Galerkin FE type…

Numerical Analysis · Mathematics 2017-10-04 Samir Karaa

We propose an unconditionally convergent linear finite element scheme for the stochastic Landau--Lifshitz--Gilbert (LLG) equation with multi-dimensional noise. By using the Doss-Sussmann technique, we first transform the stochastic LLG…

Numerical Analysis · Mathematics 2017-03-20 Beniamin Goldys , Joseph Grotowski , Kim-Ngan Le

A nonlinear sea-ice problem is considered in a least-squares finite element setting. The corresponding variational formulation approximating simultaneously the stress tensor and the velocity is analysed. In particular, the least-squares…

Numerical Analysis · Mathematics 2023-05-22 Fleurianne Bertrand , Henrik Schneider

We derive computable error estimates for finite element approximations of linear elliptic partial differential equations (PDE) with rough stochastic coefficients. In this setting, the exact solutions contain high frequency content that…

Numerical Analysis · Mathematics 2018-09-18 Eric Joseph Hall , Håkon Hoel , Mattias Sandberg , Anders Szepessy , Raúl Tempone

In this paper, we present a novel approach to geostatistical filtering which tackles two challenges encountered when applying this method to complex spatial datasets: modeling the non-stationarity of the data while still being able to work…

Methodology · Statistics 2020-04-07 Mike Pereira , Nicolas Desassis , Cédric Magneron , Nathan Palmer

We consider an elliptic partial differential equation with a random diffusion parameter discretized by a stochastic collocation method in the parameter domain and a finite element method in the spatial domain. We prove convergence of an…

Numerical Analysis · Mathematics 2025-06-03 Michael Feischl , Andrea Scaglioni

In this paper, we study the existence, regularity, and approximation of the solution for a class of nonlinear fractional differential equations. {In order to do this}, suitable variational formulations are defined for a nonlinear boundary…

Numerical Analysis · Mathematics 2020-10-27 Khadijeh Nedaiasl , Raziyeh Dehbozorgi

We study a model of scalar quantum field theory in which space-time is a discrete set of points obtained by repeatedly subdividing a triangle into three triangles at the centroid. By integrating out the field variable at the centroid we get…

Mathematical Physics · Physics 2013-09-18 Arnab Kar , Fred Moolekamp , S. G. Rajeev

This paper is devoted to show a discrete adaptive finite element approximation result for the isotropic two-dimensional Griffith energy arising in fracture mechanics. The problem is addressed in the geometric measure theoretic framework of…

Numerical Analysis · Mathematics 2023-06-16 Jean-François Babadjian , Élise Bonhomme

The purpose of this work is to introduce and analyze a numerical scheme to efficiently solve boundary value problems involving the spectral fractional Laplacian. The approach is based on a reformulation of the problem posed on a…

Numerical Analysis · Mathematics 2018-08-17 Dominik Meidner , Johannes Pfefferer , Klemens Schürholz , Boris Vexler

We study a discretization technique for the parabolic fractional obstacle problem in bounded domains. The fractional Laplacian is realized as the Dirichlet-to-Neumann map for a nonuniformly elliptic equation posed on a semi-infinite…

Numerical Analysis · Mathematics 2015-07-09 Enrique Otarola , Abner J. Salgado

The problem of approximating the covariance operator of the mild solution to a linear stochastic partial differential equation is considered. An integral equation involving the semigroup of the mild solution is derived and a general error…

Numerical Analysis · Mathematics 2022-04-25 Mihály Kovács , Annika Lang , Andreas Petersson