Related papers: Optimal convergence rate of the explicit Euler met…
We analyze upwind difference methods for strongly degenerate convection-diffusion equations in several spatial dimensions. We prove that the local $L^1$-error between the exact and numerical solutions is $\mathcal{O}(\Delta x^{2/(19+d)})$,…
We address here the discretization of the momentum convection operator for fluid flow simulations on 2D triangular and quadrangular meshes and 3D polyhedral meshes containing hexahedra, tetrahedra, prisms and pyramids. The finite volume…
The Euler scheme is one of the standard schemes to obtain numerical approximations of stochastic differential equations (SDEs). Its convergence properties are well-known in the case of globally Lipschitz continuous coefficients. However, in…
We introduce a novel discretization technique for both elliptic and parabolic fractional diffusion problems based on double exponential quadrature formulas and the Riesz-Dunford functional calculus. Compared to related schemes, the new…
We consider a model case for a strictly convex domain of dimension $d\geq 2$ with smooth boundary and we describe dispersion for the wave equation with Dirichlet boundary conditions. More specifically, we obtain the optimal fixed time decay…
The fully-implicit time discretization (i.e. the backward Euler formula) is applied to compressible nonlinear dynamical models of thermo-viscoelastic solids in the Eulerian description, i.e. in the actual deforming configuration, formulated…
We study optimal convergence rates in the periodic homogenization of linear elliptic equations of the form $-A(x/\varepsilon):D^2 u^{\varepsilon} = f$ subject to a homogeneous Dirichlet boundary condition. We show that the optimal rate for…
A reaction-diffusion problem with a Caputo time derivative is considered. An integral discretization scheme on a graded mesh along with a decomposition of the exact solution is proposed. The truncation error estimate of the discretization…
The convergence of the first order Euler scheme and an approximative variant thereof, along with convergence rates, are established for rough differential equations driven by c\`adl\`ag paths satisfying a suitable criterion, namely the…
As a first step towards the numerical analysis of the stochastic primitive equations of the atmosphere and oceans, we study their time discretization by an implicit Euler scheme. From deterministic viewpoint the 3D Primitive Equations are…
We consider linear iterative schemes for the time-discrete equations stemming from a class of nonlinear, doubly-degenerate parabolic equations. More precisely, the diffusion is nonlinear and may vanish or become multivalued for certain…
Various bias-correction methods such as EXTRA, gradient tracking methods, and exact diffusion have been proposed recently to solve distributed {\em deterministic} optimization problems. These methods employ constant step-sizes and converge…
This paper is concerned with finite element error estimates for Neumann boundary control problems posed on convex and polyhedral domains. Different discretization concepts are considered and for each optimal discretization error estimates…
In this study, we investigate the performance of two novel first-order optimization algorithms, namely the rescaled-gradient flow (RGF) and the signed-gradient flow (SGF). These algorithms are derived from the forward Euler discretization…
We prove the convergence of certain second-order numerical methods to weak solutions of the Navier-Stokes equations satisfying in addition the local energy inequality, and therefore suitable in the sense of Scheffer and…
We investigate the homogeneous Dirichlet problem for the Fast Diffusion Equation $u_t=\Delta u^m$, posed in a smooth bounded domain $\Omega\subset \mathbb{R}^N$, in the exponent range $m_s=(N-2)_+/(N+2)<m<1$. It is known that bounded…
The stochastic Euler scheme is known to converge to the exact solution of a stochastic differential equation with globally Lipschitz continuous drift and diffusion coefficient. Recent results extend this convergence to coefficients which…
In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…
The time decay of fully discrete finite-volume approximations of porous-medium and fast-diffusion equations with Neumann or periodic boundary conditions is proved in the entropy sense. The algebraic or exponential decay rates are computed…
An implicit Euler--Maruyama method with non-uniform step-size applied to a class of stochastic partial differential equations is studied. A spectral method is used for the spatial discretization and the truncation of the Wiener process. A…