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We propose and analyse a fully-discrete discontinuous Galerkin time-stepping method for parabolic Hamilton--Jacobi--Bellman equations with Cordes coefficients. The method is consistent and unconditionally stable on rather general…

Numerical Analysis · Mathematics 2017-03-16 Iain Smears , Endre Süli

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

The numerical analysis of time fractional evolution equations with the second-order elliptic operator including general time-space dependent variable coefficients is challenging, especially when the classical weak initial singularities are…

Numerical Analysis · Mathematics 2021-03-02 Pin Lyu , Seakweng Vong

The scalar wave equation is solved using higher order immersed finite elements. We demonstrate that higher order convergence can be obtained. Small cuts with the background mesh are stabilized by adding penalty terms to the weak…

Numerical Analysis · Mathematics 2018-02-20 Simon Sticko , Gunilla Kreiss

We examine the time discretization of Lindblad master equations in infinite-dimensional Hilbert spaces. Our study is motivated by the fact that, with unbounded Lindbladian, projecting the evolution onto a finite-dimensional subspace using a…

Numerical Analysis · Mathematics 2025-03-04 Rémi Robin , Pierre Rouchon , Lev-Arcady Sellem

In this note, we discuss the ellipticity of the single layer boundary integral operator for the wave equation in one space dimension. This result not only generalizes the well-known ellipticity of the energetic boundary integral formulation…

Numerical Analysis · Mathematics 2021-06-04 Olaf Steinbach , Carolina Urzúa-Torres , Marco Zank

We present an arbitrary-order spectral element method for general-purpose simulation of non-overturning water waves, described by fully nonlinear potential theory. The method can be viewed as a high-order extension of the classical finite…

Computational Physics · Physics 2016-06-22 Allan Peter Engsig-Karup , Claes Eskilsson , Daniele Bigoni

We propose a new stabilised finite element method for the classical Kolmogorov equation. The latter serves as a basic model problem for large classes of kinetic-type equations and, crucially, is characterised by degenerate diffusion. The…

Numerical Analysis · Mathematics 2024-12-31 Zhaonan Dong , Emmanuil H. Georgoulis , Philip J. Herbert

We develop a monotone finite volume method for the time fractional Fokker-Planck equations and theoretically prove its unconditional stability. We show that the convergence rate of this method is order 1 in space and if the space grid…

Numerical Analysis · Mathematics 2017-11-03 Yingjun Jiang , Xuejun Xu

In this paper we propose a new method to stabilise non-symmetric indefinite problems. The idea is to solve a forward and an adjoint problem simultaneously using a suitable stabilised finite element method. Both stabilisation of the element…

Numerical Analysis · Mathematics 2013-08-05 Erik Burman

We develop a convergence theory of space-time discretizations for the linear, 2nd-order wave equation in polygonal domains $\Omega\subset\mathbb{R}^2$, possibly occupied by piecewise homogeneous media with different propagation speeds.…

Numerical Analysis · Mathematics 2022-08-29 Pratyuksh Bansal , Andrea Moiola , Ilaria Perugia , Christoph Schwab

A dynamic linear thermo-poroelasticity model, containing inertial and relaxation terms with second-order time derivatives, is investigated in this paper. The mathematical and numerical analysis of this model is performed in the frequency…

Numerical Analysis · Mathematics 2025-11-25 Hongpeng Li , Cristian Carcamo , Hongxing Rui , Volker John

In this paper, we discuss the time-space Caputo-Riesz fractional diffusion equation with variable coefficients on a finite domain. The finite difference schemes for this equation are provided. We theoretically prove and numerically verify…

Numerical Analysis · Mathematics 2013-04-16 Minghua Chen , Weihua Deng , Yujiang Wu

An integro-differential equation, modeling dynamic fractional order viscoelasticity, with a Mittag-Leffler type convolution kernel is considered. A discontinuous Galerkin method, based on piecewise constant polynomials is formulated for…

Numerical Analysis · Mathematics 2015-01-20 Stig Larsson , Milena Racheva , Fardin Saedpanah

In its application to the modeling of a mineral separation process, we propose the numerical analysis of the Cahn-Hilliard equation by employing spacetime discretizations of the automatic variationally stable finite element (AVS-FE) method.…

Numerical Analysis · Mathematics 2021-05-26 Eirik Valseth , Albert Romkes , Austin R. Kaul

This paper is concerned with the analysis of a new stable space-time finite element method (FEM) for the numerical solution of parabolic evolution problems in moving spatial computational domains. The discrete bilinear form is elliptic on…

Numerical Analysis · Mathematics 2018-05-14 Stephen Edward Moore

We present a domain decomposition formulation based on hybridization which is inspired by hybridized discontinuous Galerkin (HDG) methods, that enhance mixed domain decomposition methods by incorporating stabilization terms. Unlike…

Numerical Analysis · Mathematics 2026-04-27 Kersten Schmidt , Timon Seibel , Sebastian Schöps

In the setting of continuum elasticity martensitic phase transformations are characterized by a non-convex free energy density function that possesses multiple wells in strain space and includes higher-order gradient terms for…

Numerical Analysis · Mathematics 2018-05-08 Koki Sagiyama , Krishna Garikipati

This paper develops a high-accuracy algorithm for time fractional wave problems, which employs a spectral method in the temporal discretization and a finite element method in the spatial discretization. Moreover, stability and convergence…

Numerical Analysis · Mathematics 2017-08-10 Binjie Li , Hao Luo , Xiaoping Xie

A fully discrete approximation of the linear stochastic wave equation driven by additive noise is presented. A standard finite element method is used for the spatial discretisation and a stochastic trigonometric scheme for the temporal…

Numerical Analysis · Mathematics 2013-03-05 D. Cohen , S. Larsson , M. Sigg
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