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We prove first-order convergence of the semi-explicit Euler scheme combined with a finite element discretization in space for elliptic-parabolic problems which are weakly coupled. This setting includes poroelasticity, thermoelasticity, as…

Numerical Analysis · Mathematics 2019-09-10 Robert Altmann , Roland Maier , Benjamin Unger

We consider a randomised implementation of the finite element method (FEM) for elliptic partial differential equations on high-dimensional models. This is motivated by applications where model predictions are essential for real-time process…

Numerical Analysis · Mathematics 2019-07-30 Yue Wu , Dimitris Kamilis , Nick Polydorides

In this paper, we construct novel first- and second-order decoupled schemes for the Navier-Stokes equations based on the penalty method and the sequential regularization method (SRM), respectively. These schemes do not require the boundary…

Numerical Analysis · Mathematics 2026-03-30 Zhaoyang Wang , Ping Lin

The recently proposed soft finite element method (SoftFEM) reduces the stiffness (condition numbers), consequently improving the overall approximation accuracy. The method subtracts a least-square term that penalizes the gradient jumps…

Numerical Analysis · Mathematics 2024-02-27 Jipei Chen , Victor M. Calo , Quanling Deng

In this work we propose an efficient and accurate multi-scale optical simulation algorithm by applying a numerical version of slowly varying envelope approximation in FEM. Specifically, we employ the fast iterative method to quickly compute…

Optics · Physics 2024-12-03 Fan Xiao , Jingwei Wang , Zhongfei Xiong , Yuntian Chen

In this work a new finite element based Method of Relaxed Streamline Upwinding is proposed to solve hyperbolic conservation laws. Formulation of the proposed scheme is based on relaxation system which replaces hyperbolic conservation laws…

Numerical Analysis · Mathematics 2019-06-05 Ameya D. Jagtap

In this paper, we revisit the backward Euler method for numerical approximations of random periodic solutions of semilinear SDEs with additive noise. Improved $L^{p}$-estimates of the random periodic solutions of the considered SDEs are…

Probability · Mathematics 2023-12-12 Yujia Guo , Xiaojie Wang , Yue Wu

The reduced basis method is a model reduction technique yielding substantial savings of computational time when a solution to a parametrized equation has to be computed for many values of the parameter. Certification of the approximation is…

Numerical Analysis · Mathematics 2014-05-16 Fabien Casenave , Alexandre Ern , Tony Lelièvre

We shall develop a fully discrete space-time adaptive method for linear parabolic problems based on new reliable and efficient a posteriori analysis for higher order dG(s) finite element discretisations. The adaptive strategy is motivated…

Numerical Analysis · Mathematics 2016-10-24 Fernando Gaspoz , Christian Kreuzer , Kunibert Siebert , Daniel Ziegler

In this paper, we employ a space-time finite element method to discretize the parabolic initial-boundary value problem and extend its error analysis with refined estimates on unstructured space-time meshes. We establish higher-order…

Numerical Analysis · Mathematics 2025-03-13 Thi Thanh Mai Ta , Quang Huy Nguyen , Phi Hung Pham

The ground truth for cascading failure in power system can only be obtained through a detailed dynamic model involving nonlinear differential and algebraic equations whose solution process is computationally expensive. This has prohibited…

Systems and Control · Electrical Eng. & Systems 2022-05-03 Sina Gharebaghi , Nilanjan Ray Chaudhuri , Ting He , Thomas La Porta

We study an asymptotic preserving scheme for the temporal discretization of a system of parabolic semilinear SPDEs with two time scales. Owing to the averaging principle, when the time scale separation $\epsilon$ vanishes, the slow…

Numerical Analysis · Mathematics 2022-03-22 Charles-Edouard Bréhier

The paper is concerned with the development of efficient and accurate solution procedures for the isogeometric boundary element method (BEM) when applied to problems that contain inclusions that have elastic properties different to the…

Numerical Analysis · Mathematics 2020-10-28 Gernot Beer , Eugenio Ruocco , Christian Duenser , Vincenzo Mallardo

We use the local orthogonal decomposition technique to derive a generalized finite element method for linear and semilinear parabolic equations with spatial multiscale diffusion coefficient. We consider nonsmooth initial data and a backward…

Numerical Analysis · Mathematics 2015-05-01 Axel Målqvist , Anna Persson

This paper is concerned with the analysis of a new stable space-time finite element method (FEM) for the numerical solution of parabolic evolution problems in moving spatial computational domains. The discrete bilinear form is elliptic on…

Numerical Analysis · Mathematics 2018-05-14 Stephen Edward Moore

We develop a fast solver for the spectral element method (SEM) applied to the two-sided fractional diffusion equation on uniform, geometric and graded meshes. By approximating the singular kernel with a degenerate kernel, we construct a…

Numerical Analysis · Mathematics 2018-08-10 Xianjuan Li , Zhiping Mao , Fangying Song , Hong Wang , George Em Karniadakis

We propose a parametric sampling strategy for the reduction of large-scale PDE systems with multidimensional input parametric spaces by leveraging models of different fidelity. The design of this methodology allows a user to adaptively…

Numerical Analysis · Mathematics 2023-01-24 Manisha Chetry , Domenico Borzacchiello , Lucas Lestandi , Luisa Rocha Da Silva

Network estimation from multi-variate point process or time series data is a problem of fundamental importance. Prior work has focused on parametric approaches that require a known parametric model, which makes estimation procedures less…

Machine Learning · Statistics 2021-06-30 Yue Gao , Garvesh Raskutti

Anderson Acceleration (AA) is a method to accelerate the convergence of fixed point iterations for nonlinear, algebraic systems of equations. Due to the requirement of solving a least squares problem at each iteration and a reliance on…

Numerical Analysis · Mathematics 2023-05-08 Shelby Lockhart , David J. Gardner , Carol S. Woodward , Stephen Thomas , Luke N. Olson

We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…

Numerical Analysis · Mathematics 2023-08-22 J Droniou , R Eymard , T Gallouët , C Guichard , R Herbin