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This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs…

Numerical Analysis · Mathematics 2020-11-18 Jean Daniel Mukam , Antoine Tambue

We derive and analyze a broad class of finite element methods for numerically simulating the stationary, low Reynolds number flow of concentrated mixtures of several distinct chemical species in a common thermodynamic phase. The underlying…

Numerical Analysis · Mathematics 2025-09-24 Aaron Baier-Reinio , Patrick E. Farrell

We develop a third-order conservative semi-Lagrangian discontinuous Galerkin (SLDG) scheme for solving linear transport equations on curvilinear unstructured triangular meshes, tailored for complex geometries. To ensure third-order spatial…

Numerical Analysis · Mathematics 2025-11-14 Xiaofeng Cai , Yibing Chen , Kunkai Fu , Liujun Pan

We develop a mesh-based semi-Lagrangian discretization of the time-dependent incompressible Navier-Stokes equations with free boundary conditions recast as a non-linear transport problem for a momentum 1-form. A linearly implicit fully…

Numerical Analysis · Mathematics 2024-02-05 Wouter Tonnon , Ralf Hiptmair

Local convergence analysis of the augmented Lagrangian method (ALM) is established for a large class of composite optimization problems with nonunique Lagrange multipliers under a second-order sufficient condition. We present a new…

Optimization and Control · Mathematics 2023-10-23 Nguyen T. V. Hang , Ebrahim Sarabi

This paper proposes and analyzes a novel fully discrete finite element scheme with the interpolation operator for stochastic Cahn-Hilliard equations with functional-type noise. The nonlinear term satisfies a one-side Lipschitz condition and…

Numerical Analysis · Mathematics 2023-06-27 Yukun Li , Corey Prachniak , Yi Zhang

This paper proposes and analyzes an accelerated inexact dampened augmented Lagrangian (AIDAL) method for solving linearly-constrained nonconvex composite optimization problems. Each iteration of the AIDAL method consists of: (i) inexactly…

Optimization and Control · Mathematics 2023-02-08 Weiwei Kong , Renato D. C. Monteiro

Semi-Lagrangian (SL) schemes are known as a major numerical tool for solving transport equations with many advantages and have been widely deployed in the fields of computational fluid dynamics, plasma physics modeling, numerical weather…

Numerical Analysis · Mathematics 2023-08-09 Yongsheng Chen , Wei Guo , Xinghui Zhong

We present a hybrid particle/grid approach for simulating incompressible fluids on collocated velocity grids. We interchangeably use particle and grid representations of transported quantities to balance efficiency and accuracy. A novel…

This paper addresses a class of general nonsmooth and nonconvex composite optimization problems subject to nonlinear equality constraints. We assume that a part of the objective function and the functional constraints exhibit local…

Optimization and Control · Mathematics 2025-03-04 Lahcen El Bourkhissi , Ion Necoara , Panagiotis Patrinos , Quoc Tran-Dinh

The modification of the celebrated Yee scheme from Maxwell equations to magnetohydrodynamics is often referred to as the constrained transport approach. Constrained transport can be viewed as a sort of predictor-corrector method for…

Numerical Analysis · Mathematics 2013-10-17 James A. Rossmanith

In this article, we derive a semi-Lagrangian scheme for the solution of the Vlasov equation represented as a low-parametric tensor. Grid-based methods for the Vlasov equation have been shown to give accurate results but their use has mostly…

Numerical Analysis · Mathematics 2019-03-05 Katharina Kormann

This article revolves around shape and topology optimization, in the applicative context where the objective and constraint functionals depend on the solution to a physical boundary value problem posed on the optimized domain. We introduce…

Optimization and Control · Mathematics 2024-09-13 Charles Dapogny , Bruno Levy , Edouard Oudet

Spectral and spectral element methods using Galerkin type formulations are efficient for solving linear fractional PDEs (FPDEs) of constant order but are not efficient in solving nonlinear FPDEs and cannot handle FPDEs with variable-order.…

Numerical Analysis · Mathematics 2019-03-27 Tinggang Zhao , Zhiping Mao , George Em Karniadakis

In this paper we consider the numerical approximation of a general second order semi-linear parabolic partial differential equation. Equations of this type arise in many contexts, such as transport in porous media. Using finite element…

Numerical Analysis · Mathematics 2020-11-18 Jean Daniel Mukam , Antoine Tambue

We introduce a new formulation for the finite element immersed boundary method which makes use of a distributed Lagrange multiplier. We prove that a full discretization of our model, based on a semi-implicit time advancing scheme, is…

Numerical Analysis · Mathematics 2015-03-05 Daniele Boffi , Nicola Cavallini , Lucia Gastaldi

In this work, the benefits of the phase fitting technique are embedded in high order discrete Lagrangian integrators. The proposed methodology creates integrators with zero phase lag in a test Lagrangian in a similar way used in phase…

Instrumentation and Methods for Astrophysics · Physics 2009-04-02 O. T. Kosmas , D. S. Vlachos

Explicit, unconditionally stable, high-order schemes for the approximation of some first- andsecond-order linear, time-dependent partial differential equations (PDEs) are proposed.The schemes are based on a weak formulation of a…

Numerical Analysis · Mathematics 2017-11-15 Olivier Bokanowski , Giorevinus Simarmata

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…

Numerical Analysis · Mathematics 2020-11-19 Jean Daniel Mukam , Antoine Tambue