Related papers: Numerical method and Error estimate for stochastic…
In this paper, we propose a horizontal type method of lines numerical scheme for the unsteady Euler-Bernoulli beam equation. The problem is initially reformulated as a first order system of initial value problems and a suitable one-step…
In this paper we develop numerical analysis for finite element discretization of semilinear elliptic equations with potentially non-Lipschitz nonlinearites. The nonlinearity is essecially assumed to be continuous and monotonically…
This paper is devoted to the numerical analysis of a fully discrete finite element approximation for the stochastic Benjamin-Bona-Mahony equation driven by multiplicative noise. We first establish the existence and uniqueness of solutions…
We present a stochastic numerical method for solving fully non-linear free boundary problems of parabolic type and provide a rate of convergence under reasonable conditions on the non-linearity.
This paper aims to develop and analyze a numerical scheme for solving the backward problem of semilinear subdiffusion equations. We establish the existence, uniqueness, and conditional stability of the solution to the inverse problem by…
This paper provides an a~priori error analysis of a localized orthogonal decomposition method (LOD) for the numerical stochastic homogenization of a model random diffusion problem. If the uniformly elliptic and bounded random coefficient…
We are interested in the classical ill-posed Cauchy problem for the Laplace equation. One method to approximate the solution associated with compatible data consists in considering a family of regularized well-posed problems depending on a…
This paper presents regularity results and associated high-order numerical methods for one-dimensional Fractional-Laplacian boundary-value problems. On the basis of a factorization of solutions as a product of a certain edge-singular weight…
A nonlinear Helmholtz (NLH) equation with high frequencies and corner singularities is discretized by the linear finite element method (FEM). After deriving some wave-number-explicit stability estimates and the singularity decomposition for…
We consider a sketched implementation of the finite element method for elliptic partial differential equations on high-dimensional models. Motivated by applications in real-time simulation and prediction we propose an algorithm that…
A new explicit stochastic scheme of order 1 is proposed for solving commutative stochastic differential equations (SDEs) with non-globally Lipschitz continuous coefficients. The proposed method is a semi-tamed version of Milstein scheme to…
The Lattice Boltzmann Method (LBM), e.g. in [ 1] and [2 ], can be interpreted as an alternative method for the numerical solution of partial differential equations. Consequently, although the LBM is usually applied to solve fluid flows, the…
We investigate the numerical approximation of an elliptic optimal control problem which involves a nonconvex local regularization of the $L^q$-quasinorm penalization (with $q\in(0,1)$) in the cost function. Our approach is based on the…
This paper investigates two inexact Levenberg-Marquardt (LM) methods for solving systems of nonlinear equations. Both approaches compute approximate search directions by solving the LM linear system inexactly, subject to specific…
We prove quasi-optimal a priori error estimates for finite element approximations of boundary normal fluxes in the $L^2$-norm. Our results are valid for a variety of different schemes for weakly enforcing Dirichlet boundary conditions…
We present a new method for stochastic shape optimisation of engineering structures. The method generalises an existing deterministic scheme, in which the structure is represented and evolved by a level-set method coupled with mathematical…
Finite element methods provide accurate and efficient methods for the numerical solution of partial differential equations by means of restricting variational problems to finite-dimensional approximating spaces. However, they do not…
In this work, we derive a reliable and efficient residual-typed error estimator for the finite element approximation of a 2d cathodic protection problem governed by a steady-state diffusion equation with a nonlinear boundary condition. We…
In this paper, we propose two linearized finite difference schemes for solving the logarithmic Schr\"odinger equation (LogSE) without the need for regularization of the logarithmic term. These two schemes employ the first-order and the…
Stability and optimal convergence analysis of a non-uniform implicit-explicit L1 finite element method (IMEX-L1-FEM) is studied for a class of time-fractional linear partial differential/integro-differential equations with non-self-adjoint…