Related papers: Ergodic numerical approximations for stochastic Ma…
We present an extension to high-order of a first-order Lagrange-projection like method for the approximation of the Euler equations introduced in Coquel {\it et al.} (Math. Comput., 79 (2010), pp.~1493--1533). The method is based on a…
This article investigates the exact controllability of three-dimensional stochastic Maxwell equations, a coupled system comprising two stochastic partial differential equations. The research establishes the observability inequality for the…
We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener…
The purpose of this paper is to establish the almost sure weak ergodic convergence of a sequence of iterates $(x_n)$ given by $x_{n+1} = (I+\lambda_n A(\xi_{n+1},\,.\,))^{-1}(x_n)$ where $(A(s,\,.\,):s\in E)$ is a collection of maximal…
We study ergodic properties of nonlinear Markov chains and stochastic McKean-Vlasov equations. For nonlinear Markov chains we obtain sufficient conditions for existence and uniqueness of an invariant measure and uniform ergodicity. We also…
We prove that the effective nonlinearities (ergodic constants) obtained in the stochastic homogenization of Hamilton-Jacobi, "viscous" Hamilton-Jacobi and nonlinear uniformly elliptic pde are approximated by the analogous quantities of…
Max-stable processes are central models for spatial extremes. In this paper, we focus on some space-time max-stable models introduced in Embrechts et al. (2016). The processes considered induce discrete-time Markov chains taking values in…
Standard discontinuous Galerkin methods, based on piecewise polynomials of degree $ \qq=0,1$, are considered for temporal semi-discretization for second order hyperbolic equations. The main goal of this paper is to present a simple and…
The main difficulty in studying numerical method for stochastic evolution equations (SEEs) lies in the treatment of the time discretization (J. Printems. [ESAIM Math. Model. Numer. Anal. (2001)]). Although fruitful results on numerical…
A convergence result for a discontinuous Galerkin multiscale method for a second order elliptic problem is presented. We consider a heterogeneous and highly varying diffusion coefficient in $L^\infty(\Omega,\mathbb{R}^{d\times d}_{sym})$…
In this paper, we aim to develop a hybridizable discontinuous Galerkin (HDG) method for the indefinite time-harmonic Maxwell equations with the perfectly conducting boundary in the three-dimensional space. First, we derive the wavenumber…
In this work, we investigate the inverse problem of recovering a potential coefficient in an elliptic partial differential equation from the observations at deterministic sampling points in the domain subject to random noise. We employ a…
Simulating electromagnetic fields across broad frequency ranges is challenging due to numerical instabilities at low frequencies. This work extends a stabilized two-step formulation of Maxwell's equations to the time-domain. Using a…
A Markov chain is geometrically ergodic if it converges to its in- variant distribution at a geometric rate in total variation norm. We study geo- metric ergodicity of deterministic and random scan versions of the two-variable Gibbs…
In this paper, we design and analyze staggered discontinuous Galerkin methods of arbitrary polynomial orders for the stationary Navier-Stokes equations on polygonal meshes. The exact divergence-free condition for the velocity is satisfied…
An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves the square root of an elliptic operator of second order. Finite element approximation in space is employed.…
In this paper, we present a staggered discontinuous Galerkin (SDG) method for a class of nonlinear elliptic equations in two dimensions. The SDG methods have some distinctive advantages, and have been successfully applied to a wide range of…
Two essential quantities for the analysis of approximation schemes of evolution equations are stability and convergence. We derive stability and convergence of fully discrete approximation schemes of solutions to linear parabolic evolution…
An error analysis of a mixed discontinuous Galerkin (DG) method with Brezzi numerical flux for the time-harmonic Maxwell equations with minimal smoothness requirements is presented. The key difficulty in the error analysis for the DG method…
This paper studies a new class of integration schemes for the numerical solution of semi-explicit differential-algebraic equations of differentiation index 2 in Hessenberg form. Our schemes provide the flexibility to choose different…