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We present the hybridization of flux reconstruction methods for advection-diffusion problems. Hybridization introduces a new variable into the problem so that it can be reduced via static condensation. This allows the solution of implicit…

Numerical Analysis · Mathematics 2023-10-25 Carlos A. Pereira , Brian C. Vermeire

A numerical method for approximating weak solutions of an aggregation equation with degenerate diffusion is introduced. The numerical method consists of a stabilized finite element method together with a mass lumping technique and an extra…

This paper is concerned with the numerical solution of porous-media flow and transport problems , i. e. heterogeneous, advection-diffusion problems. Its aim is to investigate numerical schemes for these problems in which different time…

Numerical Analysis · Mathematics 2016-05-20 Thi-Thao-Phuong Hoang , Caroline Japhet , Michel Kern , Jean E. Roberts

This paper deals with two domain decomposition methods for two dimensional linear Schr{\"o}dinger equation, the Schwarz waveform relaxation method and the domain decomposition in space method. After presenting the classical algorithms, we…

Numerical Analysis · Mathematics 2016-03-11 Christophe Besse , Feng Xing

We present a novel complex number formulation along with tight convex relaxations for the aircraft conflict resolution problem. Our approach combines both speed and heading control and provides global optimality guarantees despite…

Computational Engineering, Finance, and Science · Computer Science 2017-09-20 David Rey , Hassan Hijazi

In this paper we analyze the Schwarz alternating method for unconstrained elliptic optimal control problems. We discuss the convergence properties of the method in the continuous case first and then apply the arguments to the finite…

Numerical Analysis · Mathematics 2022-01-05 Wei Gong , Felix Kwok , Zhiyu Tan

This paper is concerned with global-in-time, nonoverlapping domain decomposition methods for the mixed formulation of the diffusion problem. Two approaches are considered: one uses the time-dependent Steklov-Poincar\'e operator and the…

Numerical Analysis · Mathematics 2013-12-30 Thi Thao Phuong Hoang , Jérôme Jaffré , Caroline Japhet , Michel Kern , Jean Roberts

In the present study, an advection-diffusion problem has been considered for the numerical solution. The continuum equation is discretized using both upwind and centered scheme. The linear system is solved using the ILU preconditioned…

Computational Physics · Physics 2013-08-26 Dibakar Datta , Jacobo Carrasco Heres

We present a waveform relaxation version of the Dirichlet-Neumann method for parabolic problem. Like the Dirichlet-Neumann method for steady problems, the method is based on a non-overlapping spatial domain decomposition, and the iteration…

Analysis of PDEs · Mathematics 2015-06-15 Bankim C. Mandal

We present an exact mathematical transformation which converts a wide class of advection-diffusion equations into a form allowing simple and direct spatial discretization in all dimensions, and thus the construction of accurate and more…

Computational Physics · Physics 2009-11-10 R. Grima , T. J. Newman

We prove the convergence of an adaptive mixed finite element method (AMFEM) for (nonsymmetric) convection-diffusion-reaction equations. The convergence result holds from the cases where convection or reaction is not present to convection-or…

Numerical Analysis · Mathematics 2015-03-26 Shaohong Du , Xiaoping Xie

Linear stationary reaction-convection-diffusion equations with Dirichlet boundary conditions are approximated using a simple finite difference method corresponding to central differences and the addition of a high-order stabilization term…

Numerical Analysis · Mathematics 2025-02-07 T. Lewis , X. Xue

This paper studies adaptive least-squares finite element methods for convection-dominated diffusion-reaction problems. The least-squares methods are based on the first-order system of the primal and dual variables with various ways of…

Numerical Analysis · Mathematics 2023-01-30 Zhiqiang Cai , Binghe Chen , Jing Yang

Motivated by nonconvex, inconsistent feasibility problems in imaging, the relaxed alternating averaged reflections algorithm, or relaxed Douglas-Rachford algorithm (DR$\lambda$), was first proposed over a decade ago. Convergence results for…

Optimization and Control · Mathematics 2020-03-26 D. Russell Luke , Anna-Lena Martins

We propose an alternative method for one-dimensional continuum diffusion models with spatially variable (heterogeneous) diffusivity. Our method, which extends recent work on stochastic diffusion, assumes the constant-coefficient homogenized…

Computational Physics · Physics 2019-12-18 Elliot J. Carr

Numerical simulations of cardiovascular mass transport pose significant challenges due to the wide range of P\'eclet numbers and backflow at Neumann boundaries. In this paper we present and discuss several numerical tools to address these…

Computational Physics · Physics 2020-06-24 Sabrina R. Lynch , Nitesh Nama , Zelu Xu , Christopher J. Arthurs , Onkar Sahni , C. Alberto Figueroa

We describe an exact and highly efficient numerical algorithm for solving a special but important class of convection-diffusion equations. These equations occur in many problems in physics, chemistry, or biology, and they are usually hard…

Computational Physics · Physics 2019-03-27 Narain Karedla , Jan Christoph Thiele , Ingo Gregor , Jörg Enderlein

We develop a recursive approach for deriving closed-form solutions to both conditional and unconditional moments of affine jump diffusions with state-independent jump intensities. Using these moment solutions, we construct closed-form…

Mathematical Finance · Quantitative Finance 2025-04-10 Yan-Feng Wu , Jian-Qiang Hu

Strang splitting is a widely used second-order method for solving diffusion-reaction problems. However, its convergence order is often reduced to order $1$ for Dirichlet boundary conditions and to order $1.5$ for Neumann and Robin boundary…

Numerical Analysis · Mathematics 2025-11-12 Thi Tam Dang , Lukas Einkemmer , Alexander Ostermann

This paper provides a rigorous convergence rate and complexity analysis for a recently introduced framework, called PDE acceleration, for solving problems in the calculus of variations, and explores applications to obstacle problems. PDE…

Numerical Analysis · Mathematics 2019-07-31 Jeff Calder , Anthony Yezzi