English
Related papers

Related papers: Unconditionally optimal error estimate of a linear…

200 papers

Structure-preserving numerical schemes for a nonlinear parabolic fourth-order equation, modeling the electron transport in quantum semiconductors, with periodic boundary conditions are analyzed. First, a two-step backward differentiation…

Numerical Analysis · Mathematics 2012-08-28 Mario Bukal , Etienne Emmrich , Ansgar Jüngel

We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and finite differences scheme without appealing to the theory of…

Probability · Mathematics 2010-08-26 Arash Fahim , Nizar Touzi , Xavier Warin

Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…

Numerical Analysis · Mathematics 2018-03-08 K. Mustapha , K. Furati , O. M. Knio , O. Le Maitre

We consider the a posteriori error analysis of fully discrete approximations of parabolic problems based on conforming $hp$-finite element methods in space and an arbitrary order discontinuous Galerkin method in time. Using an equilibrated…

Numerical Analysis · Mathematics 2018-12-18 Alexandre Ern , Iain Smears , Martin Vohralik

We study an asymptotic preserving scheme for the temporal discretization of a system of parabolic semilinear SPDEs with two time scales. Owing to the averaging principle, when the time scale separation $\epsilon$ vanishes, the slow…

Numerical Analysis · Mathematics 2022-03-22 Charles-Edouard Bréhier

We derive optimal order a posteriori error estimates in the $L^\infty(L^2)$ and $L^1(L^2)$-norms for the fully discrete approximations of time fractional parabolic differential equations. For the discretization in time, we use the $L1$…

Numerical Analysis · Mathematics 2023-11-14 Jiliang Cao , Wansheng Wang , Aiguo Xiao

In this paper, we present a class of nonuniform time-stepping, high-order linear stabilized schemes that can preserve both the discrete energy stability and maximum-bound principle (MBP) for the time-fractional Allen-Cahn equation. To this…

Numerical Analysis · Mathematics 2026-04-21 Bingyin Zhang , Hongfei Fu

In this paper, a backward Euler method is discussed for the equations of motion arising in the 2D Oldroyd model of viscoelastic fluids of order one with the forcing term independent of time or in $L^{\infty}$ in time. It is shown that the…

Numerical Analysis · Mathematics 2012-09-03 Deepjyoti Goswami , Amiya K. Pani

In this article, we present a simple technique for boosting the order of accuracy of finite difference schemes for time dependent partial differential equations by optimally selecting the time step used to advance the numerical solution and…

Numerical Analysis · Mathematics 2009-05-26 Kevin T. Chu

In this paper, we propose a class of super-schemes for efficiently solving nonlinear unconstrained optimization problems. The proposed approach introduces two novel choices of step-size parameters, leading to efficient descent directions…

Optimization and Control · Mathematics 2026-04-24 Tugal Zhanlav , Lkhamsuren Altangerel , Khuder Otgondorj

High-order time-stepping schemes are crucial for simulating incompressible fluid flows due to their ability to capture complex turbulent behavior and unsteady motion. In this work, we propose a third-order accurate numerical scheme for the…

Numerical Analysis · Mathematics 2025-12-22 Kelong Cheng , Jingwei Sun , Hong Zhang

An exponential time-integrator scheme of second-order accuracy based on the predictor-corrector methodology, denoted PCEXP, is developed to solve multi-dimensional nonlinear partial differential equations pertaining to fluid dynamics. The…

Computational Physics · Physics 2018-05-09 Shu-Jie Li , Li-Shi Luo , Z. J. Wang , Lili Ju

The analyses of interior penalty discontinuous Galerkin methods of any order k for solving elliptic and parabolic problems with Dirac line sources are presented. For the steady state case, we prove convergence of the method by deriving a…

Numerical Analysis · Mathematics 2022-07-19 Rami Masri , Boqian Shen , Beatrice Riviere

In this paper, we study the numerical algorithm for a nonlinear poroelasticity model with nonlinear stress-strain relations. By using variable substitution, the original problem can be reformulated to a new coupled fluid-fluid system, that…

Numerical Analysis · Mathematics 2022-05-17 Zhihao Ge , Hairun Li , Tingting Li

A novel efficient and high accuracy numerical method for the time-fractional differential equations (TFDEs) is proposed in this work. We show the equivalence between TFDEs and the integer-order extended parametric differential equations…

Numerical Analysis · Mathematics 2025-05-13 Peng Ding , Zhiping Mao

We propose a new discretization method for PDEs on moving domains in the setting of unfitted finite element methods, which is provably higher-order accurate in space and time. In the considered setting, the physical domain that evolves…

Numerical Analysis · Mathematics 2022-02-18 Yimin Lou , Christoph Lehrenfeld

In this article, a nonlinear fractional Cable equation is solved by a two-grid algorithm combined with finite element (FE) method. A temporal second-order fully discrete two-grid FE scheme, in which the spatial direction is approximated by…

Numerical Analysis · Mathematics 2016-06-14 Yang Liu , Yanwei Du , Hong Li , Jinfeng Wang

The Poisson-Nernst-Planck equations with generalized Frumkin-Butler-Volmer boundary conditions (PNP-FBV) describe ion transport with Faradaic reactions and have applications in a wide variety of fields. Using an adaptive time-stepper based…

Numerical Analysis · Mathematics 2020-06-24 M. C. Pugh , D. Yan , F. P. Dawson

In this paper, the a posteriori error estimates of the exponential midpoint method for time discretization are studied for linear and semilinear parabolic equations. Using the exponential midpoint approximation defined by a continuous and…

Numerical Analysis · Mathematics 2024-06-13 Xianfa Hu , Wansheng Wang , Mengli Mao , Jiliang Cao

In this work, we propose a new deep learning-based scheme for solving high dimensional nonlinear backward stochastic differential equations (BSDEs). The idea is to reformulate the problem as a global optimization, where the local loss…

Numerical Analysis · Mathematics 2024-04-18 Lorenc Kapllani , Long Teng