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We study a finite-element based space-time discretisation for the 2D stochastic Navier-Stokes equations in a bounded domain supplemented with no-slip boundary conditions. We prove optimal convergence rates in the energy norm with respect to…

Numerical Analysis · Mathematics 2022-10-06 Dominic Breit , Andreas Prohl

In this paper we explain how to use the Fast Fourier Transform (FFT) to solve partial differential equations (PDEs). We start by defining appropriate discrete domains in coordinate and frequency domains. Then describe the main limitation of…

Numerical Analysis · Mathematics 2025-07-31 Daniela Rodriguez-Lara , Ivan Alvarez-Rios , Francisco S. Guzman

We study the convergence and error estimates of a finite volume method for the compressible Navier-Stokes-Fourier system with Dirichlet boundary conditions. Physical fluid domain is typically smooth and needs to be approximated by a…

Numerical Analysis · Mathematics 2023-08-08 Maria Lukacova-Medvidova , Bangwei She , Yuhuan Yuan

Fractional derivative relaxation type equations (FREs) including fractional diffusion equation and fractional relaxation equation, have been widely used to describe anomalous phenomena in physics. To utilize the characteristics of…

Numerical Analysis · Mathematics 2017-11-20 XiaoTing Liu , HongGuang Sun , Yong Zhang , Zhuojia Fu

We propose and analyze a time-stepping discontinuous Petrov-Galerkin method combined with the continuous conforming finite element method in space for the numerical solution of time-fractional subdiffusion problems. We prove the existence,…

Numerical Analysis · Mathematics 2014-09-09 Kassem Mustapha , Basheer Abdallah , Khaled Furati

In this work, a fully implicit numerical approach based on space-time finite element method is presented to solve the Dirac equation in 1 (space) + 1 (time), 2 + 1, and 3 + 1 dimensions. We utilize PETSc/Tao library to implement our linear…

Computational Physics · Physics 2021-04-08 Rylee Sundermann , Hyun Lim , Jace Waybright , Jung-Han Kimn

We prove that weak solutions obtained as limits of certain numerical space-time discretizations are suitable in the sense of Scheffer and Caffarelli-Kohn-Nirenberg. More precisely, in the space-periodic setting, we consider a full…

Analysis of PDEs · Mathematics 2019-05-13 Luigi C. Berselli , Simone Fagioli , Stefano Spirito

One approach with rising popularity in analyzing time-dependent problems in science and engineering is the so-called space-time finite-element method that utilized finiteelements in both space and time. A common ansatz in this context is to…

Computational Engineering, Finance, and Science · Computer Science 2022-05-04 Eugen Salzmann , Florian Zwicke , Stefanie Elgeti

This paper analyzes a space-time finite element method for fractional wave problems. The method uses a Petrov-Galerkin type time-stepping scheme to discretize the time fractional derivative of order $ \gamma $ ($1<\gamma<2$). We establish…

Numerical Analysis · Mathematics 2018-03-12 Binjie Li , Hao Luo , Xiaoping Xie

In this article, we present a simple technique for boosting the order of accuracy of finite difference schemes for time dependent partial differential equations by optimally selecting the time step used to advance the numerical solution and…

Numerical Analysis · Mathematics 2009-05-26 Kevin T. Chu

Many high-dimensional uncertainty quantification problems are solved by polynomial dimensional decomposition (PDD), which represents Fourier-like series expansion in terms of random orthonormal polynomials with increasing dimensions. This…

Numerical Analysis · Mathematics 2018-04-06 Sharif Rahman

In this paper, we propose accurate and efficient finite difference methods to discretize the two- and three-dimensional fractional Laplacian $(-\Delta)^{\frac{\alpha}{2}}$ ($0 < \alpha < 2$) in hypersingular integral form. The proposed…

Numerical Analysis · Mathematics 2019-10-30 Siwei Duo , Yanzhi Zhang

This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…

Numerical Analysis · Mathematics 2022-03-10 Nicholas Krämer , Jonathan Schmidt , Philipp Hennig

The Finite Difference Time Domain (FDTD) method is a widely used numerical technique for solving Maxwell's equations, particularly in computational electromagnetics and photonics. It enables accurate modeling of wave propagation in complex…

Computation and Language · Computer Science 2025-04-15 Yifei He , Måns I. Andersson , Stefano Markidis

We present convergence results in expectation for stochastic subspace correction schemes and their accelerated versions to solve symmetric positive-definite variational problems, and discuss their potential for achieving fault tolerance in…

Numerical Analysis · Mathematics 2018-07-31 Michael Griebel , Peter Oswald

We introduce a novel spatial discretization technique for the reliable and efficient simulation of magnetization dynamics governed by the Landau-Lifshitz (LL) equation. The overall discretization error is systematically decomposed into…

Numerical Analysis · Mathematics 2026-01-21 Zetao Ma , Rui Du , Lei Zhang

In this paper, we discuss the steady and time-dependent nonlinear convection-diffusion (advection-diffusion) equations with the Dirichlet boundary condition. For the steady nonlinear equation, we use an iteration method to reformulate the…

Numerical Analysis · Mathematics 2025-07-28 Qiwei Feng , Catalin Trenchea

This article is concerned with the discretisation of the Stokes equations on time-dependent domains in an Eulerian coordinate framework. Our work can be seen as an extension of a recent paper by Lehrenfeld & Olshanskii [ESAIM: M2AN,…

Numerical Analysis · Mathematics 2020-12-02 Erik Burman , Stefan Frei , Andre Massing

We construct four variants of space-time finite element discretizations based on linear tensor-product and simplex-type finite elements. The resulting discretizations are continuous in space, and continuous or discontinuous in time. In a…

Numerical Analysis · Mathematics 2024-09-05 Max von Danwitz , Igor Voulis , Norbert Hosters , Marek Behr

Over the last two decades, several fast, robust, and high-order accurate methods have been developed for solving the Poisson equation in complicated geometry using potential theory. In this approach, rather than discretizing the partial…

Numerical Analysis · Mathematics 2024-09-19 Fredrik Fryklund , Leslie Greengard , Shidong Jiang , Samuel Potter