Related papers: Bulk-surface Lie splitting for parabolic problems …
A proof of convergence is given for bulk--surface finite element semi-discretisation of the Cahn--Hilliard equation with Cahn--Hilliard-type dynamic boundary conditions in a smooth domain. The semi-discretisation is studied in the weak…
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…
We present a novel structure-preserving semi-implicit finite volume method on vertex-based staggered meshes for the compatible discretization of first order systems of time-dependent partial differential equations (PDEs). The method…
The paper is devoted to the optimization of a first mixed boundary value problem for parabolic differential inclusions (DFIs) with Laplace operator. For this, a problem with a parabolic discrete inclusion is defined, which is the main…
A splitting scheme for backward doubly stochastic differential equations is proposed. The main idea is to decompose a backward doubly stochastic differential equation into a backward stochastic differential equation and a stochastic…
We present a spectral method for parabolic partial differential equations with zero Dirichlet boundary conditions. The region {\Omega} for the problem is assumed to be simply-connected and bounded, and its boundary is assumed to be a smooth…
We analyse two practical aspects that arise in the numerical solution of Hamilton-Jacobi-Bellman (HJB) equations by a particular class of monotone approximation schemes known as semi-Lagrangian schemes. These schemes make use of a wide…
We investigate in this work a fully-discrete semi-Lagrangian approximation of second order possibly degenerate Hamilton-Jacobi-Bellman (HJB) equations on a bounded domain with oblique boundary conditions. These equations appear naturally in…
We identify the stochastic processes associated with one-sided fractional partial differential equations on a bounded domain with various boundary conditions. This is essential for modelling using spatial fractional derivatives. We show…
Mathematical models for flow and reactive transport in porous media often involve non-linear, degenerate parabolic equations. Their solutions have low regularity, and therefore lower order schemes are used for the numerical approximation.…
This paper aims at an accurate and efficient computation of effective quantities, e.g., the homogenized coefficients for approximating the solutions to partial differential equations with oscillatory coefficients. Typical multiscale methods…
We consider numerical methods for linear parabolic equations in one spatial dimension having piecewise constant diffusion coefficients defined by a one parameter family of interface conditions at the discontinuity. We construct immersed…
This work focuses on the derivation and the analysis of a novel, strongly-coupled partitioned method for fluid-structure interaction problems. The flow is assumed to be viscous and incompressible, and the structure is modeled using linear…
We analyze the spatially semidiscrete piecewise linear finite element method for a nonlocal parabolic equation resulting from thermistor problem. Our approach is based on the properties of the elliptic projection defined by the bilinear…
We discuss the numerical solution of nonlinear parabolic partial differential equations, exhibiting finite speed of propagation, via a strongly implicit finite-difference scheme with formal truncation error $\mathcal{O}\left[(\Delta x)^2 +…
Bulk-surface systems on evolving domains are studied. Such problems appear typically from modelling receptor-ligand dynamics in biological cells. Our first main result is the global existence and boundedness of solutions in all dimensions.…
We consider solutions to nonlinear hyperbolic systems of balance laws with stiff relaxation and formally derive a parabolic-type effective system describing the late-time asymptotics of these solutions. We show that many examples from…
Using geometric methods for linearizing systems of second order cubically semi-linear ordinary differential equations and third order quintically semi-linear ordinary differential equations, we extend to the fourth order by differentiating…
We propose and analyse a novel surface finite element method that preserves the invariant regions of systems of semilinear parabolic equations on closed compact surfaces in $\mathbb{R}^3$ under discretisation. We also provide a…
This work presents the discontinuous Galerkin discretization of the consistent splitting scheme proposed by Liu [J. Liu, J. Comp. Phys., 228(19), 2009]. The method enforces the divergence-free constraint implicitly, removing…