Related papers: Stable finite difference methods for Kirchhoff-Lov…
This paper establishes a far-reaching connection between the Finite-Difference Time-Domain method (FDTD) and the theory of dissipative systems. The FDTD equations for a rectangular region are written as a dynamical system having the…
The discretization of elliptic PDEs leads to large coupled systems of equations. Domain decomposition methods (DDMs) are one approach to the solution of these systems, and can split the problem in a way that allows for parallel computing.…
This study aims to construct a stable, high-order compact finite difference method for solving Sobolev-type equations with Dirichlet boundary conditions in one-space dimension. Approximation of higher-order mixed derivatives in some…
Our aim is to study the backward problem, i.e. recover the initial data from the terminal observation, of the subdiffusion with time dependent coefficients. First of all, by using the smoothing property of solution operators and a…
Algorithms having uniform convergence with respect to their initial condition (i.e., with fixed-time stability) are receiving increasing attention for solving control and observer design problems under time constraints. However, we still…
We present strongly convergent explicit and semi-implicit adaptive numerical schemes for systems of stiff stochastic differential equations (SDEs) where both the drift and diffusion are non-globally Lipschitz continuous. This stiffness may…
This paper studies inf-sup stable finite element discretizations of the evolutionary Navier--Stokes equations with a grad-div type stabilization. The analysis covers both the case in which the solution is assumed to be smooth and…
Developments in dynamical systems theory provides new support for the macroscale modelling of pdes and other microscale systems such as Lattice Boltzmann, Monte Carlo or Molecular Dynamics simulators. By systematically resolving subgrid…
This paper presents a general theory and isogeometric finite element implementation for studying mass conserving phase transitions on deforming surfaces. The mathematical problem is governed by two coupled fourth-order nonlinear partial…
We develop an unconditionally energy-stable tensor-product space-time discretization framework for the solution of a linear kinetic transport equation in one space dimension. The kinetic equation is a simplified model of radiative transfer…
In this paper we present a locally and dimension-adaptive sparse grid method for interpolation and integration of high-dimensional functions with discontinuities. The proposed algorithm combines the strengths of the generalised sparse grid…
Bilayer plates are compound materials that exhibit large bending deformations when exposed to environmental changes that lead to different mechanical responses in the involved materials. In this article a new numerical method which is…
Jump penalty stabilisation techniques have been recently proposed for continuous and discontinuous high order Galerkin schemes [1,2,3]. The stabilisation relies on the gradient or solution discontinuity at element interfaces to incorporate…
In this work, we explore various relevant aspects of the Smoothed Particle Hydrodynamics regarding Burger's equation. The stability, precision, and efficiency of the algorithm are investigated in terms of different implementations. In…
This paper studies the finite-time stability and stabilization of linear discrete time-varying stochastic systems with multiplicative noise. Firstly, necessary and sufficient conditions for finite-time stability are presented via state…
Under compressive creep, visco-plastic solids experiencing internal mass transfer processes have been recently proposed to accommodate singular cnoidal wave solutions, as material instabilities at the stationary wave limit. These…
In this paper we address the question of whether it is possible to integrate time-dependent high-dimensional PDEs with hierarchical tensor methods and explicit time stepping schemes. To this end, we develop sufficient conditions for…
As the main contribution, this document provides a consistent discretization of a class of fixed-time stable systems, namely predefined-time stable systems. In the unperturbed case, the proposed approach allows obtaining not only a…
We derive high-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation. In…
We consider numerical instability that can be observed in simulations of localized solutions of the generalized nonlinear Schr\"odinger equation (NLS) by a split-step method where the linear part of the evolution is solved by a…