English
Related papers

Related papers: A Numerical Method for a Nonlocal Diffusion Equati…

200 papers

We discuss computational and qualitative aspects of the fractional Plateau and the prescribed fractional mean curvature problems on bounded domains subject to exterior data being a subgraph. We recast these problems in terms of energy…

Numerical Analysis · Mathematics 2021-05-14 Juan Pablo Borthagaray , Wenbo Li , Ricardo H. Nochetto

In this paper we consider the Euler-Maruyama scheme for a class ofstochastic delay differential equations driven by a fractional Brownian motion with index $H\in(0,1)$. We establish the consistency of the scheme and study the rate of…

Probability · Mathematics 2025-06-27 Orimar Sauri

In this work a non-conservative balance law formulation is considered that encompasses the rotating, compressible Euler equations for dry atmospheric flows. We develop a semi-discretely entropy stable discontinuous Galerkin method on…

Numerical Analysis · Mathematics 2022-08-31 Maciej Waruszewski , Jeremy E. Kozdon , Lucas C. Wilcox , Thomas H. Gibson , Francis X. Giraldo

We address the inverse problem of identifying nonlocal interaction potentials in nonlinear aggregation-diffusion equations from noisy discrete trajectory data. Our approach involves formulating and solving a regularized variational problem,…

Analysis of PDEs · Mathematics 2025-01-31 Jose A. Carrillo , Gissell Estrada-Rodriguez , Laszlo Mikolas , Sui Tang

The goal of this work is to identify steady-state solutions to dynamical systems defined on large, random families of networks. We do so by passing to a continuum limit where the adjacency matrix is replaced by a non-local operator with…

Dynamical Systems · Mathematics 2026-02-26 Jason J. Bramburger , Matt Holzer , Jackson Williams

We study a nonlinear graphon particle system driven by both idiosyncratic and common noise, where interactions are governed by a graphon and represented as positive finite measures. Each particle evolves via a McKean-Vlasov-type SDE with…

Probability · Mathematics 2026-04-28 Erhan Bayraktar , Xihao He , Donghan Kim

In this paper, we present an energy-preserving exponentially integrable numerical method for stochastic wave equation with cubic nonlinearity and additive noise. We first apply the spectral Galerkin method to discretizing the original…

Numerical Analysis · Mathematics 2021-04-14 Jianbo Cui , Jialin Hong , Lihai Ji , Liying Sun

We discretize the stochastic Allen-Cahn equation with additive noise by means of a spectral Galerkin method in space and a tamed version of the exponential Euler method in time. The resulting error bounds are analyzed for the…

Numerical Analysis · Mathematics 2021-01-20 Meng Cai , Siqing Gan , Xiaojie Wang

For the Maxwell's equations in a Havriliak-Negami (H-N) dispersive medium, the associated energy dissipation law has not been settled at both continuous level and discrete level. In this paper, we rigorously show that the energy of the H-N…

Numerical Analysis · Mathematics 2020-12-16 Yubo Yang , Li-Lian Wang , Fanhai Zeng

A fully discrete Galerkin scheme for a thermodynamically consistent transient Max-well-Stefan system for the mass particle densities, coupled to the Poisson equation for the electric potential, is investigated. The system models the…

Numerical Analysis · Mathematics 2018-09-05 Ansgar Jüngel , Oliver Leingang

This paper analyzes the discretization of a Neumann boundary control problem with a stochastic parabolic equation, where an additive noise occurs in the Neumann boundary condition. The convergence is established for general filtrations, and…

Optimization and Control · Mathematics 2022-09-07 Qin Zhou , Binjie Li

This work concerns the analysis of the discontinuous Galerkin spectral element method (DGSEM) with implicit time stepping for the numerical approximation of nonlinear scalar conservation laws in multiple space dimensions. We consider either…

Numerical Analysis · Mathematics 2024-06-21 Florent Renac

A general class of KdV-type wave equations regularized with a convolution-type nonlocality in space is considered. The class differs from the class of the nonlinear nonlocal unidirectional wave equations previously studied by the addition…

Numerical Analysis · Mathematics 2022-09-16 H. A. Erbay , S. Erbay , A. Erkip

We introduce a semi-implicit Euler-Maruyama approximation which preservers the non-colliding property for some class of non-colliding particle systems such as Dyson Brownian motions, Dyson-Ornstein-Uhlenbeck processes and Brownian particles…

Probability · Mathematics 2018-05-17 Hoang-Long Ngo , Dai Taguchi

The computational modeling of many engineering problems using the Finite Element method involves the modeling of two or more bodies that meet through an interface. The interface can be physical, as in multi-physics and contact problems, or…

Numerical Analysis · Computer Science 2009-09-30 G. Haikal

We couple the L1 discretization for Caputo derivative in time with spectral Galerkin method in space to devise a scheme that solves quasilinear subdiffusion equations. Both the diffusivity and the source are allowed to be nonlinear…

Numerical Analysis · Mathematics 2022-11-30 Łukasz Płociniczak

Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…

Analysis of PDEs · Mathematics 2024-04-05 Katy Craig , Matt Jacobs , Olga Turanova

We propose and analyse a novel, fully discrete numerical algorithm for the approximation of the generalised Stokes system forced by transport noise -- a prototype model for non-Newtonian fluids including turbulence. Utilising the Gradient…

Numerical Analysis · Mathematics 2024-12-20 Jerome Droniou , Kim-Ngan Le , Jörn Wichmann

An implicit Euler finite-volume scheme for general cross-diffusion systems with volume-filling constraints is proposed and analyzed. The diffusion matrix may be nonsymmetric and not positive semidefinite, but the diffusion system is assumed…

Numerical Analysis · Mathematics 2021-05-13 Ansgar Jüngel , Antoine Zurek

This paper considers weak Galerkin finite element approximations for a quasistatic Maxwell viscoelastic model. The spatial discretization uses piecewise polynomials of degree $k \ (k\geq 1)$ for the stress approximation, degree $k+1$ for…

Numerical Analysis · Mathematics 2022-02-22 Jihong Xiao , Zimo Zhu , Xiaoping Xie