Related papers: Difference methods for time discretization of stoc…
We present a mathematical approach that simplifies the theoretical treatment of electromagnetic localization in random media and leads to closed form analytical solutions. Starting with the assumption that the dielectric permittivity of the…
Propagation characteristics of a wave are defined by the dispersion relationship, from which the governing partial differential equation (PDE) can be recovered. PDEs are commonly solved numerically using the finite-difference (FD) method,…
We study the approximation of certain stochastic integrals with respect to a d-dimensional diffusion by corresponding stochastic integrals with piece-wise constant integrands. In finance this corresponds to replacing a continuously adjusted…
In this paper, we consider the classical wave equation with time-dependent, spatially multiscale coefficients. We propose a fully discrete computational multiscale method in the spirit of the localized orthogonal decomposition in space with…
Staggered grid finite difference scheme is widely used for the first order elastic wave equation, which constitutes the basis for least-squares reverse time migration and full waveform inversion. It is of great importance to improve the…
We compare the long-time error bounds and spatial resolution of finite difference methods with different spatial discretizations for the Dirac equation with small electromagnetic potentials characterized by $\varepsilon \in (0, 1]$ a…
Time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are discretised in time using collocation methods, which assume that the Caputo derivative of the computed solution is piecewise-polynomial. For…
We consider a novel way of discretizing wave scattering problems using the general formalism of convolution quadrature, but instead of reducing the timestep size ($h$-method), we achieve accuracy by increasing the order of the method…
This paper discusses lowest-order nonstandard finite element methods for space discretization and explicit and implicit schemes for time discretization of the biharmonic wave equation with clamped boundary conditions. A modified Ritz…
We propose a time discretization scheme for a class of ordinary differential equations arising in simulations of fluid/particle flows. The scheme is intended to work robustly in the lubrication regime when the distance between two particles…
In this work, we develop a localized numerical scheme with low regularity requirements for solving time-fractional integro-differential equations. First, a fully discrete numerical scheme is constructed. Specifically, for temporal…
This study concerns numerical methods for efficiently solving the Richards equation where different weak formulations and computational techniques are analyzed. The spatial discretizations are based on standard or mixed finite element…
We introduce and analyze an explicit time discretization scheme for the one-dimensional stochastic Allen-Cahn, driven by space-time white noise. The scheme is based on a splitting strategy, and uses the exact solution for the nonlinear term…
We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…
We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…
Imposition methods of interface conditions for the second-order wave equation with non-conforming grids is considered. The spatial discretization is based on high order finite differences with summation-by-parts properties. Previously…
We consider numerical schemes for computing the linear response of steady-state averages of stochastic dynamics with respect to a perturbation of the drift part of the stochastic differential equation. The schemes are based on Girsanov's…
The first order by time partial differential equations are used as models in applications such as fluid flow, heat transfer, solid deformation, electromagnetic waves, and others. In this paper we propose the new numerical method to solve a…
We analyze the wave equation in mixed form, with periodic and/or Dirichlet homogeneous boundary conditions, and nonconstant coefficients that depend on the spatial variable. For the discretization, the weak form of the second equation is…
The computation time required by standard finite difference methods with fixed timesteps for solving fractional diffusion equations is usually very large because the number of operations required to find the solution scales as the square of…