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We present a stability and convergence analysis of the space-time continuous finite element method for the Hamiltonian formulation of the wave equation. More precisely, we prove a continuous dependence of the discrete solution on the data…

Numerical Analysis · Mathematics 2025-07-18 Sergio Gómez

Given an unconditionally stable algorithm for solving the Cahn-Hilliard equation, we present a general calculation for an analytic time step $\d \tau$ in terms of an algorithmic time step $\dt$. By studying the accumulative multi-step error…

Materials Science · Physics 2007-05-23 Mowei Cheng , James A. Warren

The interior penalty methods using $C^0$ Lagrange elements ($C^0$IPG) developed in the last decade for the fourth order problems are an interesting topic in academia at present. In this paper, we discuss the adaptive fashion of $C^0$IPG…

Numerical Analysis · Mathematics 2017-08-22 Hao Li , Yidu Yang

We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…

Computational Finance · Quantitative Finance 2011-02-17 Jan Hendrik Witte , Christoph Reisinger

In this article, an abstract framework for the error analysis of discontinuous Galerkin methods for control constrained optimal control problems is developed. The analysis establishes the best approximation result from a priori analysis…

Numerical Analysis · Mathematics 2014-11-05 Sudipto Chowdhury , Thirupathi Gudi , A. K. Nandakumaran

We present approximate analytical solutions to the Hamiltonian and momentum constraint equations, corresponding to systems composed of two black holes with arbitrary linear and angular momentum. The analytical nature of these initial data…

General Relativity and Quantum Cosmology · Physics 2009-10-31 P. Marronetti , M. Huq , P. Laguna , L. Lehner , R. Matzner , D. Shoemaker , .

In this paper we study semi-discrete and fully discrete evolving surface finite element schemes for the Cahn-Hilliard equation with a logarithmic potential. Specifically we consider linear finite elements discretising space and backward…

Numerical Analysis · Mathematics 2025-09-11 Charles M. Elliott , Thomas Sales

A family of interior penalty $hp$-discontinuous Galerkin methods is developed and analyzed for the numerical solution of the quasilinear elliptic equation $-\nabla{} \cdot (\mathbf{A}(\nabla{u}) \nabla{u} = f$ posed on the open bounded…

Numerical Analysis · Mathematics 2014-01-03 Peter W. Fick

We consider a time-stepping scheme of Crank-Nicolson type for the heat equation on a moving domain in Eulerian coordinates. As the spatial domain varies between subsequent time steps, an extension of the solution from the previous time step…

Numerical Analysis · Mathematics 2023-05-01 Stefan Frei , Maneesh Kumar Singh

We consider a model initial- and Dirichlet boundary- value problem for a linearized Cahn-Hilliard-Cook equation, in one space dimension, forced by the space derivative of a space-time white noise. First, we introduce a canvas problem the…

Numerical Analysis · Mathematics 2017-07-10 Georgios E. Zouraris

The symmetric $C^0$ interior penalty method is one of the most popular discontinuous Galerkin methods for the biharmonic equation. This paper introduces an automatic local selection of the involved stability parameter in terms of the…

Numerical Analysis · Mathematics 2023-09-12 Philipp Bringmann , Carsten Carstensen , Julian Streitberger

We propose and analyze an inexact gradient method based on incremental proper orthogonal decomposition (iPOD) to address the data storage difficulty in time-dependent PDE-constrained optimization, particularly for a data assimilation…

Optimization and Control · Mathematics 2024-08-02 Xuejian Li , John R. Singler , Xiaoming He

Data assimilation is a central problem in many geophysical applications, such as weather forecasting. It aims to estimate the state of a potentially large system, such as the atmosphere, from sparse observations, supplemented by prior…

Machine Learning · Computer Science 2024-06-24 Matthieu Blanke , Ronan Fablet , Marc Lelarge

We analyze the excision strategy for simulating black holes. The problem is modeled by the propagation of quasi-linear waves in a 1-dimensional spatial region with timelike outer boundary, spacelike inner boundary and a horizon in between.…

General Relativity and Quantum Cosmology · Physics 2008-11-26 B. Szilagyi , H-O. Kreiss , J. Winicour

In this paper, we develop an interior-point method for solving a class of convex optimization problems with time-varying objective and constraint functions. Using log-barrier penalty functions, we propose a continuous-time dynamical system…

Optimization and Control · Mathematics 2016-08-29 Mahyar Fazlyab , Santiago Paternain , Victor M. Preciado , Alejandro Ribeiro

We derive optimal order a posteriori error estimates for fully discrete approximations of linear Schr\"odinger-type equations, in the $L^\infty(L^2)-$norm. For the discretization in time we use the Crank-Nicolson method, while for the space…

Numerical Analysis · Mathematics 2013-04-10 Theodoros Katsaounis , Irene Kyza

In this paper we propose a continuous data assimilation (downscaling) algorithm for the B\'enard convection in porous media using only coarse mesh measurements of the temperature. In this algorithm, we incorporate the observables as a…

Analysis of PDEs · Mathematics 2015-10-12 Aseel Farhat , Evelyn Lunasin , Edriss S. Titi

In this work, we develop an $\mathcal{O}(N)$ implicit real space method in 1D and 2D for the Cahn Hilliard (CH) and vector Cahn Hilliard (VCH) equations, based on the Method Of Lines Transpose (MOL$^\text{T}$) formulation. This formulation…

Numerical Analysis · Mathematics 2016-11-15 Matthew Causley , Hana Cho , Andrew Christlieb

In this study, we explore data assimilation for the Stochastic Camassa-Holm equation through the application of the particle filtering framework. Specifically, our approach integrates adaptive tempering, jittering, and nudging techniques to…

Numerical Analysis · Mathematics 2024-02-13 Colin John Cotter , Dan Crisan , Maneesh Kumar Singh

Data assimilation is uniquely challenging in weather forecasting due to the high dimensionality of the employed models and the nonlinearity of the governing equations. Although current operational schemes are used successfully, our…

Atmospheric and Oceanic Physics · Physics 2018-05-09 Lea Oljača , Jochen Bröcker , Tobias Kuna