Related papers: Numerical method and Error estimate for stochastic…
The spin-diffusion Landau--Lifshitz--Bloch (SDLLB) system is a nonlinearly coupled system of quasilinear vector-valued PDEs which models the interaction between spin-polarised currents and magnetisation at high temperatures. The aim of this…
In this note, we present a new numerical method for solving backward stochastic differential equations. Our method can be viewed as an analogue of the classical finite element method solving deterministic partial differential equations.
We consider an initial/boundary value problem for one-dimensional fractional-order parabolic equations with a space fractional derivative of Riemann-Liouville type and order $\alpha\in (1,2)$. We study a spatial semidiscrete scheme with the…
We consider the study of a numerical scheme for an initial- and Dirichlet boundary- value problem for a nonlinear Schr\"odinger equation. We approximate the solution using a, local (non-uniform) two level scheme in time (see C. Besse [6]…
In this paper we propose a finite element method for solving elliptic equations with the observational Dirichlet boundary data which may subject to random noises. The method is based on the weak formulation of Lagrangian multiplier. We show…
We consider the numerical approximation of the stochastic complex Ginzburg-Landau equation with additive noise on the one dimensional torus. The complex nature of the equation means that many of the standard approaches developed for…
This work proposes a nonlinear finite element method whose nodal values preserve bounds known for the exact solution. The discrete problem involves a nonlinear projection operator mapping arbitrary nodal values into bound-preserving ones…
This work presents a numerical study of the Dirichlet problem for the fractional Laplacian $(-\Delta)^s$ with $s\in(0,1)$ using Finite Element methods with non-standard bases. Classical approaches based on piece-wise linear basis yield…
In this article we propose a new, explicit and easily implementable numerical method for approximating a class of semilinear stochastic evolution equations with non-globally Lipschitz continuous nonlinearities. We establish strong…
In this work, we investigate the regularized solutions and their finite element solutions to the inverse source problems governed by partial differential equations, and establish the stochastic convergence and optimal finite element…
In this work, we investigate the numerical approximation of the second order non-autonomous semilnear parabolic partial differential equation (PDE) using the finite element method. To the best of our knowledge, only the linear case is…
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…
This work focuses on the numerical approximations of random periodic solutions of stochastic differential equations (SDEs). Under non-globally Lipschitz conditions, we prove the existence and uniqueness of random periodic solutions for the…
We construct a finite element approximation of a strain-limiting elastic model on a bounded open domain in $\mathbb{R}^d$, $d \in \{2,3\}$. The sequence of finite element approximations is shown to exhibit strong convergence to the unique…
We propose new semi-implicit numerical methods for the integration of the stochastic Landau-Lifshitz equation with built-in angular momentum conservation. The performance of the proposed integrators is tested on the 1D Heisenberg chain. For…
The Landau-Lifshitz-Gilbert (LLG) equation, regarded as a gradient flow with manifold constraint, is the fundamental model describing magnetization dynamics in ferromagnetic materials. It is well known that the normalized tangent plane…
We study the convergence rates of the semi-discrete (SD) method originally proposed in Halidias (2012), Semi-discrete approximations for stochastic differential equations and applications, International Journal of Computer Mathematics,…
In this contribution, we provide convergence rates for a finite volume scheme of a stochastic non-linear parabolic equation with multiplicative Lipschitz noise and homogeneous Neumann boundary conditions. More precisely, we give an error…
We consider the mathematical analysis and numerical approximation of a system of nonlinear partial differential equations that arises in models that have relevance to steady isochoric flows of colloidal suspensions. The symmetric velocity…
We propose some finite element schemes to solve a class of fourth-order nonlinear PDEs, which include the vector-valued Landau--Lifshitz--Baryakhtar equation, the Swift--Hohenberg equation, and various Cahn--Hilliard-type equations with…