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Partial differential equation is a powerful tool to characterize various physics systems. In practice, measurement errors are often present and probability models are employed to account for such uncertainties. In this paper, we present a…

Probability · Mathematics 2016-05-23 Xiaoou Li , Jingchen Liu

We present a novel algorithm based on the ensemble Kalman filter to solve inverse problems involving multiscale elliptic partial differential equations. Our method is based on numerical homogenization and finite element discretization and…

Numerical Analysis · Mathematics 2020-12-16 Assyr Abdulle , Giacomo Garegnani , Andrea Zanoni

We present a simple numerical algorithm for solving elliptic equations where the diffusion coefficient, the source term, the solution and its flux are discontinuous across an irregular interface. The algorithm produces second-order accurate…

Computational Physics · Physics 2023-09-26 Daniil Bochkov , Frederic Gibou

A finite element method for elliptic problems with discontinuous coefficients is presented. The discontinuity is assumed to take place along a closed smooth curve. The proposed method allows to deal with meshes that are not adapted to the…

Numerical Analysis · Mathematics 2007-07-12 Gunther H. Peichl , Rachid Touzani

Both Newtonian and non-Newtonian fluids may exhibit complex slip behaviour at the boundary. We examine a broad class of slip boundary conditions that generalises the commonly used Navier slip, perfect slip, stick-slip and Tresca friction…

Numerical Analysis · Mathematics 2025-02-14 Pablo Alexei Gazca-Orozco , Franz Gmeineder , Erika Maringová Kokavcová , Tabea Tscherpel

In this paper we propose and analyze a new Multiscale Method for solving semi-linear elliptic problems with heterogeneous and highly variable coefficient functions. For this purpose we construct a generalized finite element basis that spans…

Numerical Analysis · Mathematics 2019-02-20 Patrick Henning , Axel Malqvist , Daniel Peterseim

We consider difference schemes for nonlinear time fractional Klein-Gordon type equations in this paper. A linearized scheme is proposed to solve the problem. As a result, iterative method need not be employed. One of the main difficulties…

Numerical Analysis · Mathematics 2017-05-26 Pin Lyu , Seakweng Vong

A full multigrid finite element method is proposed for semilinear elliptic equations. The main idea is to transform the solution of the semilinear problem into a series of solutions of the corresponding linear boundary value problems on the…

Numerical Analysis · Mathematics 2017-03-29 Hehu Xie , Fei Xu

We introduce a semi-implicit Milstein approximation scheme for some class of non-colliding particle systems modeled by systems of stochastic differential equations with non-constant diffusion coefficients. We show that the scheme converges…

Probability · Mathematics 2019-08-13 Hoang-Long Ngo , Duc-Trong Luong

We propose and analyze a two-level method for mimetic finite difference approximations of second order elliptic boundary value problems. We prove that the two-level algorithm is uniformly convergent, i.e., the number of iterations needed to…

Numerical Analysis · Mathematics 2014-10-14 Paola F. Antonietti , Marco Verani , Ludmil Zikatanov

We design and analyze an iterative two-grid algorithm for the finite element discretizations of strongly nonlinear elliptic boundary value problems in this paper. We propose an iterative two-grid algorithm, in which a nonlinear problem is…

Numerical Analysis · Mathematics 2023-05-04 Jiajun Zhan , Lei Yang , Xiaoqing Xing , Liuqiang Zhong

We propose a new method to deal with the essential boundary conditions encountered in the deep learning-based numerical solvers for partial differential equations. The trial functions representing by deep neural networks are…

Numerical Analysis · Mathematics 2021-04-06 Yulei Liao , Pingbing Ming

This paper studies formulations of second-order elliptic partial differential equations in nondivergence form on convex domains as equivalent variational problems. The first formulation is that of Smears \& S\"uli [SIAM J.\ Numer.\ Anal.\…

Numerical Analysis · Mathematics 2017-01-17 Dietmar Gallistl

We propose a computationally efficient Schwarz method for elliptic equations with rough media. A random sampling strategy is used to find low-rank approximations of all local solution maps in the offline stage; these maps are used to…

Numerical Analysis · Mathematics 2019-10-07 Ke Chen , Qin Li , Stephen J. Wright

We introduce a new Partition of Unity Method for the numerical homogenization of elliptic partial differential equations with arbitrarily rough coefficients. We do not restrict to a particular ansatz space or the existence of a finite…

Numerical Analysis · Mathematics 2016-05-04 Daniel Peterseim , Patrick Henning , Philipp Morgenstern

The aim of this work is to investigate semi-Lagrangian approximation schemes on unstructured grids for viscous transport and conservative equations with measurable coefficients that satisfy a one-sided Lipschitz condition. To establish the…

Numerical Analysis · Mathematics 2025-05-15 Fabio Camilli , Adriano Festa , Luciano Marzufero

To numerically solve a generic elliptic equation on two-dimensional domains with rectangular Cartesian grids, we propose a cut-cell geometric multigrid method that features (1) general algorithmic steps that apply to two-dimensional…

Numerical Analysis · Mathematics 2026-01-19 Jiyu Liu , Zhixuan Li , Jiatu Yan , Zhiqi Li , Qinghai Zhang

This paper shows that the Heterogeneous Multiscale Method can be applied to elliptic problem without scale separation. The Localized Orthogonal Method is a special case of the Heterogeneous Multiscale Method.

Numerical Analysis · Mathematics 2024-11-04 Tao Yu , Xingye Yue , Changjuan Zhang

We establish the convergence of an adaptive spline-based finite element method of a fourth order elliptic problem with weakly imposed Dirichlet boundary conditions using polynomial Bsplines.

Numerical Analysis · Mathematics 2018-03-28 Ibrahim Al Balushi

An expandable local and parallel two-grid finite element scheme based on superposition principle for elliptic problems is proposed and analyzed in this paper by taking example of Poisson equation. Compared with the usual local and parallel…

Numerical Analysis · Mathematics 2015-09-10 Yanren Hou , Guangzhi Du