Related papers: A two-grid temporal second-order scheme for the tw…
We consider the numerical solution of time-dependent space tempered fractional diffusion equations. The use of Crank-Nicolson in time and of second-order accurate tempered weighted and shifted Gr\"unwald difference in space leads to dense…
Recent advances in nonlinear dynamical systems theory provide a new insight into numerical properties of discrete algorithms developed to solve nonlinear initial value problems. Basic features like accuracy and stability are well pointed…
Solutions to fractional models inherently exhibit non-smooth behavior, which significantly deteriorates the accuracy and therefore efficiency of existing numerical methods. We develop a two-stage data-infused computational framework for…
This paper introduces filtered finite difference methods for numerically solving a dispersive evolution equation with solutions that are highly oscillatory in both space and time. We consider a semiclassically scaled nonlinear Schr\"odinger…
This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…
Time-implicit schemes are attractive since they allow numerical time steps that are much larger than those permitted by the Courant-Friedrich-Lewy criterion characterizing time-explicit methods. This advantage comes, however, with a cost:…
We study discrete-time simulation schemes for stochastic Volterra equations, namely the Euler and Milstein schemes, and the corresponding Multi-Level Monte-Carlo method. By using and adapting some results from Zhang [22], together with the…
In this paper, a non-uniform time-stepping convex-splitting numerical algorithm for solving the widely used time-fractional Cahn-Hilliard equation is introduced. The proposed numerical scheme employs the $L1^+$ formula for discretizing the…
The authors propose and analyze a well-posed numerical scheme for a type of ill-posed elliptic Cauchy problem by using a constrained minimization approach combined with the weak Galerkin finite element method. The resulting Euler-Lagrange…
In this paper we propose a novel arbitrary high order accurate semi-implicit space-time DG method for the solution of the three-dimensional incompressible Navier-Stokes equations on staggered unstructured curved tetrahedral meshes. As…
This paper is devoted to the study of an inertial accelerated primal-dual algorithm, which is based on a second-order differential system with time scaling, for solving a non-smooth convex optimization problem with linear equality…
This paper presents a parallel-in-time multilevel iterative method for solving differential algebraic equation, arising from a discretization of linear time-dependent partial differential equation. The core of the method is the multilevel…
Volterra subdiffusion problems with weakly singular kernel describe the dynamics of subdiffusion processes well.The graded $L1$ scheme is often chosen to discretize such problems since it can handle the singularity of the solution near $t =…
This paper focuses on the randomized Milstein scheme for approximating solutions to stochastic Volterra integral equations with weakly singular kernels, where the drift coefficients are non-differentiable. An essential component of the…
The aim of the present paper is to introduce a new numerical method for solving nonlinear Volterra integro-differential equations involving delay. We apply trapezium rule to the integral involved in the equation. Further, Daftardar-Gejji…
We propose and analyze a non-iterative domain decomposition integrator for the linear acoustic wave equation. The core idea is to combine an implicit Crank-Nicolson step on spatial subdomains with a local prediction step at the subdomain…
Phase-field model is a powerful mathematical tool to study the dynamics of interface and morphology changes in fluid mechanics and material sciences. However, numerically solving a phase field model for a real problem is a challenge task…
In this paper two new families of arbitrary high order accurate spectral DG finite element methods are derived on staggered Cartesian grids for the solution of the inc.NS equations in two and three space dimensions. Pressure and velocity…
We consider approximations to the solutions of differential Riccati equations in the context of linear quadratic regulator problems, where the state equation is governed by a multiscale operator. Similarly to elliptic and parabolic…
We prove the optimal strong convergence rate of a fully discrete scheme, based on a splitting approach, for a stochastic nonlinear Schr\"odinger (NLS) equation. The main novelty of our method lies on the uniform a priori estimate and…