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A robust multilevel preconditioner based on the hybridizable discontinuous Galerkin method for the Helmholtz equation with high wave number is presented in this paper. There are two keys in our algorithm, one is how to choose a suitable…
It is an important task to model realized volatilities for high-frequency data in finance and economics and, as arguably the most popular model, the heterogeneous autoregressive (HAR) model has dominated the applications in this area.…
Many time-dependent linear partial differential equations of mathematical physics and continuum mechanics can be phrased in the form of an abstract evolutionary system defined on a Hilbert space. In this paper we discuss a general framework…
This paper generalizes the earlier work on the energy-based discontinuous Galerkin method for second-order wave equations to fourth-order semilinear wave equations. We first rewrite the problem into a system with a second-order spatial…
High order methods based on diagonal-norm summation by parts operators can be shown to satisfy a discrete conservation or dissipation of entropy for nonlinear systems of hyperbolic PDEs. These methods can also be interpreted as nodal…
We prove global Lipschitz stability for inverse source and coefficient problems for first-order linear hyperbolic equations, the coefficients of which depend on both space and time. We use a global Carleman estimate, and a crucial point,…
This paper is concerned with developing accurate and efficient numerical methods for fully nonlinear second order elliptic and parabolic partial differential equations (PDEs) in multiple spatial dimensions. It presents a general framework…
This work analyzes a high order hybridizable discontinuous Galerkin (HDG) method for the linear elasticity problem in a domain not necessarily polyhedral. The domain is approximated by a polyhedral computational domain where the HDG…
A linearized backward Euler Galerkin-mixed finite element method is investigated for the time-dependent Ginzburg--Landau (TDGL) equations under the Lorentz gauge. By introducing the induced magnetic field ${\sigma} = \mathrm{curl} \,…
The approximation of fixed points by numerical fixed points was presented in the elegant monograph of Krasnosel'skii et al. (1972). The theory, both in its formulation and implementation, requires a differential operator calculus, so that…
Recently, Lobb and Nijhoff initiated the study of variational (Lagrangian) structure of discrete integrable systems from the perspective of multi-dimensional consistency. In the present work, we follow this line of research and develop a…
We consider the derivatives of Horn hypergeometric functions of any number variables with respect to their parameters. The derivative of the function in $n$ variables is expressed as a Horn hypergeometric series of $n+1$ infinite summations…
We find explicit solutions of the Heisenberg equations of motion for a quadratic Hamiltonian, describing a generic model of variable media, in the case of multi-parameter squeezed input photon configuration. The corresponding probability…
The main goal of the paper is to establish time semidiscrete and space-time fully discrete maximal parabolic regularity for the time discontinuous Galerkin solution of linear parabolic equations. Such estimates have many applications. They…
The purpose of this work is to build a framework that allows for an in-depth study of various generalisations to inhomogeneous space of models of Borodin-Ferrari, Dieker-Warren, Nordenstam, Warren-Windridge of interacting particles in…
This work extends the concepts of algebraic flux correction and convex limiting to continuous high-order Bernstein finite element discretizations of scalar hyperbolic problems. Using an array of adjustable diffusive fluxes, the standard…
We consider the dynamic Biot model (see [Biot, M. A. J. Appl. Phys. 33, 1482--1498 (1962)]) describing the interaction between fluid flow and solid deformation including wave propagation phenomena in both the liquid and solid phases of a…
This paper is a continuation of the work presented in [Chertock et al., Math. Cli. Weather Forecast. 5, 1 (2019), 65--106]. We study uncertainty propagation in warm cloud dynamics of weakly compressible fluids. The mathematical model is…
Spectral methods, thanks to their high accuracy and the possibility to use fast algorithms, represent an effective way to approximate the collisional kinetic equations of Boltzmann type, such as the Boltzmann-Nordheim equation. This…
This paper presents a numerical approximation technique for the Boltzmann equation based on a moment system approximation in velocity dependence and a discontinuous Galerkin finite-element approximation in position dependence. The closure…