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In general, adding a stochastic perturbation to a differential equation possessing an invariant manifold destroys the invariance as far as the It\^o formalism is used. In this article, we propose an invariantization method for perturbations…

Mathematical Physics · Physics 2018-09-26 Jacky Cresson , Yasmina Kheloufi , Khadra Nachi

In this paper we apply a finite difference lattice Boltzmann model to study the phase separation in a two-dimensional liquid-vapor system. Spurious numerical effects in macroscopic equations are discussed and an appropriate numerical scheme…

Soft Condensed Matter · Physics 2009-11-10 V. Sofonea , A. Lamura , G. Gonnella , A. Cristea

In this paper, we propose a local model reduction approach for subsurface flow problems in stochastic and highly heterogeneous media. To guarantee the mass conservation, we consider the mixed formulation of the flow problem and aim to solve…

Numerical Analysis · Mathematics 2022-03-23 Yiran Wang , Eric Chung , Shubin Fu

In this paper a finite difference/local discontinuous Galerkin method for the fractional diffusion-wave equation is presented and analyzed. We first propose a new finite difference method to approximate the time fractional derivatives, and…

Numerical Analysis · Mathematics 2015-07-29 Leilei Wei

We propose a multiscale method for mixed-dimensional elliptic problems with highly heterogeneous coefficients arising, for example, in the modeling of fractured porous media. The method is based on the Localized Orthogonal Decomposition…

Numerical Analysis · Mathematics 2026-03-23 Moritz Hauck , Axel Målqvist , Malin Mosquera

Numerical homogenization tries to approximate the solutions of elliptic partial differential equations with strongly oscillating coefficients by functions from modified finite element spaces. We present in this paper a class of such methods…

Numerical Analysis · Mathematics 2018-01-23 Ralf Kornhuber , Daniel Peterseim , Harry Yserentant

Lateral diffusion of molecules on surfaces plays a very important role in various biological processes, including lipid transport across the cell membrane, synaptic transmission and other phenomena such as exo- and endocytosis, signal…

Analysis of PDEs · Mathematics 2013-11-12 A. B. Duncan , C. M. Elliott , G. A. Pavliotis , A. M. Stuart

In this paper, a methodology for fine scale modeling of large scale structures is proposed, which combines the variational multiscale method, domain decomposition and model order reduction. The influence of the fine scale on the coarse…

Computational Engineering, Finance, and Science · Computer Science 2023-07-06 Philipp Diercks , Karen Veroy , Annika Robens-Radermacher , Jörg F. Unger

In this work, we first develop a general mesoscopic multiple-relaxation-time lattice Boltzmann (MRT-LB) model for the two-dimensional diffusion equation with the constant diffusion coefficient and source term, where the D2Q5 (five discrete…

Numerical Analysis · Mathematics 2023-08-11 Ying Chen , Zhenhua Chai , Baochang Shi

The Landau-Lifshitz equation is a coupled set of nonlinear partial differential equations that describes the dynamics of magnetization in a ferromagnet. This equation has an infinite number of stable equilibria. Steering the system from one…

Analysis of PDEs · Mathematics 2016-05-31 Amenda Chow , Kirsten A. Morris

In this work, we establish the Freidlin--Wentzell large deviations principle (LDP) of the stochastic Cahn--Hilliard equation with small noise, which implies the one-point LDP. Further, we give the one-point LDP of the spatial finite…

Numerical Analysis · Mathematics 2026-03-06 Diancong Jin , Derui Sheng

We investigate the parallel one-level overlapping Schwarz method for solving finite element discretization of high-frequency Helmholtz equations. The resulting linear systems are large, indefinite, ill-conditioned, and complex-valued. We…

Numerical Analysis · Mathematics 2026-02-03 Yan Xie , Shihua Gong , Ivan G. Graham , Euan A. Spence , Chen-Song Zhang

In this paper, we study a multiscale method for simulating a dual-continuum unsaturated flow problem within complex heterogeneous fractured porous media. Mathematically, each of the dual continua is modeled by a multiscale Richards equation…

Numerical Analysis · Mathematics 2021-06-03 Jun Sur Richard Park , Siu Wun Cheung , Tina Mai

A finite difference method is constructed for a singularly perturbed convection diffusion problem posed on an annulus. The method involves combining polar coordinates, an upwind finite difference operator and a piecewise-uniform Shishkin…

Numerical Analysis · Mathematics 2018-04-20 Alan F. Hegarty , Eugene O'Riordan

Computational modelling of diffusion in heterogeneous media is prohibitively expensive for problems with fine-scale heterogeneities. A common strategy for resolving this issue is to decompose the domain into a number of non-overlapping…

Computational Physics · Physics 2021-08-26 Nathan G. March , Elliot J. Carr , Ian W. Turner

This note constructs a local generalized finite element basis for elliptic problems with heterogeneous and highly varying coefficients. The basis functions are solutions of local problems on vertex patches. The error of the corresponding…

Numerical Analysis · Mathematics 2013-08-15 Axel Malqvist , Daniel Peterseim

We develop a fully discrete, semi-implicit mixed finite element method for approximating solutions to a class of fourth-order stochastic partial differential equations (SPDEs) with non-globally Lipschitz and non-monotone nonlinearities,…

Numerical Analysis · Mathematics 2026-02-17 Beniamin Goldys , Agus L. Soenjaya , Thanh Tran

In this paper, we propose a unified framework, the Hessian discretisation method (HDM), which is based on four discrete elements (called altogether a Hessian discretisation) and a few intrinsic indicators of accuracy, independent of the…

Numerical Analysis · Mathematics 2018-08-28 Jérôme Droniou , Bishnu P. Lamichhane , Devika Shylaja

This paper presents a high-accuracy higher-order multiscale method for solving multi-continuum problems in in highly heterogeneous media. First, microscopic unit cell functions are defined, leading to the derivation of macroscopic…

Numerical Analysis · Mathematics 2026-04-08 Hao Dong , Jiayuan Peng , Jian Huang

We introduce a numerical method to integrate the stochastic Landau-Lifshitz-Gilbert equation in spherical coordinates for generic discretization schemes. This method conserves the magnetization modulus and ensures the approach to…

Statistical Mechanics · Physics 2014-08-27 Federico Romá , Leticia F. Cugliandolo , Gustavo S. Lozano