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The aim of this paper is to develop a general method for constructing approximation schemes for viscosity solutions of fully nonlinear pathwise stochastic partial differential equations, and for proving their convergence. Our results apply…

Analysis of PDEs · Mathematics 2019-11-01 Benjamin Seeger

A fourth-order finite volume embedded boundary (EB) method is presented for the unsteady Stokes equations. The algorithm represents complex geometries on a Cartesian grid using EB, employing a technique to mitigate the "small cut-cell"…

Numerical Analysis · Mathematics 2022-09-08 Nathaniel Overton-Katz , Xinfeng Gao , Stephen Guzik , Oscar Antepara , Daniel T. Graves , Hans Johansen

Variable viscosity arises in many flow scenarios, often imposing numerical challenges. Yet, discretisation methods designed specifically for non-constant viscosity are few, and their analysis is even scarcer. In finite element methods for…

Numerical Analysis · Mathematics 2024-11-05 Felipe Galarce , Douglas R. Q. Pacheco

In this paper, a space-time generalized finite difference method (ST-GFDM) is proposed to solve the transient Stokes/Parabolic moving interface problem which is a type of fluid-structure interaction problem. The ST-GFDM considers the time…

Numerical Analysis · Mathematics 2025-09-30 Yanan Xing , Haibiao Zheng

We develop a stable finite difference method for the elastic wave equation in bounded media, where the material properties can be discontinuous at curved interfaces. The governing equation is discretized in second order form by a fourth or…

Numerical Analysis · Mathematics 2022-01-25 Lu Zhang , Siyang Wang

A non-conventional shape optimization approach is introduced to address the identification of an obstacle immersed in a fluid described by the Stokes equation within a larger bounded domain, relying on boundary measurements on the…

Optimization and Control · Mathematics 2024-03-19 Julius Fergy Tiongson Rabago , Lekbir Afraites , Hirofumi Notsu

The multimesh finite element method enables the solution of partial differential equations on a computational mesh composed by multiple arbitrarily overlapping meshes. The discretization is based on a continuous--discontinuous function…

Numerical Analysis · Mathematics 2018-05-02 August Johansson , Mats G. Larson , Anders Logg

Sticky diffusion models a Markovian particle experiencing reflection and temporary adhesion phenomena at the boundary. Numerous numerical schemes exist for approximating stopped or reflected stochastic differential equations (SDEs), but…

Numerical Analysis · Mathematics 2025-08-11 Akash Sharma

We consider a Stokes problem posed on a 2D surface embedded in a 3D domain. The equations describe an equilibrium, area-preserving tangential flow of a viscous surface fluid and serve as a model problem in the dynamics of material…

Numerical Analysis · Mathematics 2018-01-23 Maxim A. Olshanskii , Annalisa Quaini , Arnold Reusken , Vladimir Yushutin

In this paper, a parallel domain decomposition method is proposed for solving the fully-mixed Stokes-dual-permeability fluid flow model with Beavers-Joseph (BJ) interface conditions. Three Robin-type boundary conditions and a modified weak…

Numerical Analysis · Mathematics 2022-06-14 Zheng Li , Feng Shi , Yizhong Sun , Haibiao Zheng

Three algorithms are developed for uncertainty quantification in modeling coupled Stokes and Darcy flows. The porous media may consist of multiple regions with different properties. The permeability is modeled as a non-stationary stochastic…

Numerical Analysis · Mathematics 2019-03-05 Ilona Ambartsumyan , Eldar Khattatov , ChangQing Wang , Ivan Yotov

In this paper, we propose and analyze an efficient implicit--explicit (IMEX) second order in time backward differentiation formulation (BDF2) scheme with variable time steps for gradient flow problems using the scalar auxiliary variable…

Numerical Analysis · Mathematics 2022-04-04 Dianming Hou , Zhonghua Qiao

We prove that uniform accuracy of almost second order can be achieved with a finite difference method applied to Navier-Stokes flow at low Reynolds number with a moving boundary, or interface, creating jumps in the velocity gradient and…

Numerical Analysis · Mathematics 2016-07-27 J. Thomas Beale

We propose a new discretization method for the Stokes equations. The method is an improved version of the method recently presented in [C. Lehrenfeld, J. Sch\"oberl, Comp. Meth. Appl. Mech. Eng., 361 (2016)] which is based on an…

Numerical Analysis · Mathematics 2018-03-29 Philip L. Lederer , Christoph Lehrenfeld , Joachim Schöberl

In this paper a class of higher order finite element methods for the discretization of surface Stokes equations is studied. These methods are based on an unfitted finite element approach in which standard Taylor-Hood spaces on an underlying…

Numerical Analysis · Mathematics 2019-09-19 Thomas Jankuhn , Arnold Reusken

Due to their wide appearance in environmental settings as well as industrial and medical applications, the Stokes-Darcy problems with different sets of interface conditions establish an active research area in the community of mathematical…

Numerical Analysis · Mathematics 2025-04-03 Paula Strohbeck , Marco Discacciati , Iryna Rybak

This paper presents a new narrow-stencil finite difference method for approximating the viscosity solution of second order fully nonlinear elliptic partial differential equations including Hamilton-Jacobi-Bellman equations. The proposed…

Numerical Analysis · Mathematics 2019-10-30 Xiaobing Feng , Thomas Lewis

In this paper we present a one dimensional second order accurate method to solve Elliptic equations with discontinuous coefficients on an arbitrary interface. Second order accuracy for the first derivative is obtained as well. The method is…

Numerical Analysis · Mathematics 2011-11-07 Armando Coco , Giovanni Russo

A second-order face-centred finite volume strategy on general meshes is proposed. The method uses a mixed formulation in which a constant approximation of the unknown is computed on the faces of the mesh. Such information is then used to…

Numerical Analysis · Mathematics 2020-12-01 Matteo Giacomini , Ruben Sevilla

Direct numerical simulation of Stokes flow through an impermeable, rigid body matrix by finite elements requires meshes fine enough to resolve the pore-size scale and is thus a computationally expensive task. The cost is significantly…

Machine Learning · Statistics 2019-09-10 Constantin Grigo , Phaedon-Stelios Koutsourelakis
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