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We prove that some discretization schemes for the 2D Navier-Stokes equations subject to a random perturbation converge in $L^2(\Omega)$. This refines previous results which only established the convergence in probability of these numerical…

Probability · Mathematics 2022-10-11 Hakima Bessaih , Annie Millet

This work develops Monte Carlo Euler adaptive time stepping methods for the weak approximation problem of jump diffusion driven stochastic differential equations. The main result is the derivation of a new expansion for the omputational…

Numerical Analysis · Mathematics 2007-05-23 E. Mordecki , A. Szepessy , R. Tempone , G. E. Zouraris

We propose a generalized finite element method for the strongly damped wave equation with highly varying coefficients. The proposed method is based on the localized orthogonal decomposition introduced and is designed to handle independent…

Numerical Analysis · Mathematics 2020-11-09 Per Ljung , Axel Målqvist , Anna Persson

One of the unitary forms of the quantum mechanical time evolution operator is given by Cayley's approximation. A numerical implementation of the same involves the replacement of second derivatives in Hamiltonian with the three-point…

Quantum Physics · Physics 2023-09-07 Ankit Kumar

We study a space-time finite element approach for the nonhomogeneous wave equation using a continuous time Galerkin method. We present fully implicit examples in 1+1, 2+1, and 3+1 dimensions using linear quadrilateral, hexahedral, and…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Matthew Anderson , Jung-Han Kimn

The present article investigates the convergence of a class of space-time discretization schemes for the Cauchy problem for linear parabolic stochastic partial differential equations (SPDEs) defined on the whole space. Sufficient conditions…

Probability · Mathematics 2012-10-04 Eric Joseph Hall

The present study concerns the numerical homogenization of second order hyperbolic equations in non-divergence form, where the model problem includes a rapidly oscillating coefficient function. These small scales influence the large scale…

Numerical Analysis · Mathematics 2018-10-22 Doghonay Arjmand , Gunilla Kreiss

In this paper we present and analyse a high accuracy method for computing wave directions defined in the geometrical optics ansatz of Helmholtz equation with variable wave number. Then we define an "adaptive" plane wave space with small…

Numerical Analysis · Mathematics 2021-07-22 Qiya Hu , Zezhong Wang

The numerical analysis of time fractional evolution equations with the second-order elliptic operator including general time-space dependent variable coefficients is challenging, especially when the classical weak initial singularities are…

Numerical Analysis · Mathematics 2021-03-02 Pin Lyu , Seakweng Vong

Motivated by the recently proposed parallel orbital-updating approach in real space method, we propose a parallel orbital-updating based plane-wave basis method for electronic structure calculations, for solving the corresponding eigenvalue…

Computational Physics · Physics 2017-09-13 Yan Pan , Xiaoying Dai , Stefano de Gironcoli , Xin-Gao Gong , Gian-Marco Rignanese , Aihui Zhou

This work introduces a novel approach for data-driven model reduction of time-dependent parametric partial differential equations. Using a multi-step procedure consisting of proper orthogonal decomposition, dynamic mode decomposition and…

Numerical Analysis · Mathematics 2022-11-23 Martin W. Hess , Annalisa Quaini , Gianluigi Rozza

A new method for numerical solving of boundary problem for ordinary differential equations with slowly varying coefficients which is aimed at better representation of solutions in the regions of their rapid oscillations or exponential…

Computational Physics · Physics 2007-05-23 V. E. Moiseenko , V. V. Pilipenko

We prove integrated local energy decay for solutions of the damped wave equation with time-dependent damping satisfying an appropriate generalization of the geometric control condition on asymptotically flat, stationary space-times. We…

Analysis of PDEs · Mathematics 2025-11-10 Perry Kleinhenz , Michael McNulty

The classical relativistic wave equations are presented as partial difference equations in the arena of covariant discrete phase space. These equations are also expressed as difference-differential equations in discrete phase space and…

Mathematical Physics · Physics 2010-07-09 A. Das

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…

Numerical Analysis · Mathematics 2023-12-01 Andrea Bressan , Annalisa Buffa , Alen Kushova , Rafael Vázquez

We present a new hybrid numerical method for multiscale partial differential equations, which simultaneously captures the global macroscopic information and resolves the local microscopic events over regions of relatively small size. The…

Numerical Analysis · Mathematics 2017-07-04 Yufang Huang , Jianfeng Lu , Pingbing Ming

We give a way to recover time-dependent singular coefficients of the wave-equation in the one-dimensional case.

Analysis of PDEs · Mathematics 2019-02-08 Olivier Poisson

A new highly efficient method is developed for computation of traveling periodic waves (Stokes waves) on the free surface of deep water. A convergence of numerical approximation is determined by the complex singularites above the free…

Fluid Dynamics · Physics 2019-04-02 Pavel M. Lushnikov , Sergey A. Dyachenko , Denis A. Silantyev

In our previous work, numerical schemes for a simplified version of 3-wave kinetic equations, in which only the simple forward-cascade terms of the collision operators are kept, have been successfully designed, especially to capture the…

Numerical Analysis · Mathematics 2025-06-10 Steven Walton , Minh-Binh Tran

This paper concerns the analysis of a multiscale method for wave propagation problems in microscopically nonhomogeneous media. A direct numerical approximation of such problems is prohibitively expensive as it requires resolving the…

Numerical Analysis · Mathematics 2017-02-20 Doghonay Arjmand , Olof Runborg
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