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We investigate a second-order accurate time-stepping scheme for solving a time-fractional diffusion equation with a Caputo derivative of order~$\alpha \in (0,1)$. The basic idea of our scheme is based on local integration followed by linear…

Numerical Analysis · Mathematics 2024-07-10 Kassem Mustapha , William McLean , Josef Dick

Euler's elastica model has a wide range of applications in Image Processing and Computer Vision. However, the non-convexity, the non-smoothness and the nonlinearity of the associated energy functional make its minimization a challenging…

Numerical Analysis · Mathematics 2020-01-10 Liang-Jian Deng , Roland Glowinski , Xue-Cheng Tai

We study a finite-element based space-time discretisation for the 2D stochastic Navier-Stokes equations in a bounded domain supplemented with no-slip boundary conditions. We prove optimal convergence rates in the energy norm with respect to…

Numerical Analysis · Mathematics 2022-10-06 Dominic Breit , Andreas Prohl

We consider goal-oriented adaptive space-time finite-element discretizations of the regularized parabolic p-Laplace problem on completely unstructured simplicial space-time meshes. The adaptivity is driven by the dual-weighted residual…

Numerical Analysis · Mathematics 2023-06-13 B. Endtmayer , U. Langer , A. Schafelner

The aim of this work is to provide the first strong convergence result of numerical approximation of a general time-fractional second order stochastic partial differential equation involving a Caputo derivative in time of order…

Numerical Analysis · Mathematics 2023-08-16 Aurelien Junior Noupelah , Antoine Tambue , Jean Louis Woukeng

In this paper we develop an adaptive procedure for the numerical solution of semilinear parabolic problems, with possible singular perturbations. Our approach combines a linearization technique using Newton's method with an adaptive…

Numerical Analysis · Mathematics 2015-10-05 Mario Amrein , Thomas P. Wihler

An implicit Euler--Maruyama method with non-uniform step-size applied to a class of stochastic partial differential equations is studied. A spectral method is used for the spatial discretization and the truncation of the Wiener process. A…

Numerical Analysis · Mathematics 2018-04-11 Yoshihito Kazashi

This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…

Numerical Analysis · Mathematics 2012-04-10 Stéphane Descombes , Max Duarte , Thierry Dumont , Violaine Louvet , Marc Massot

We apply a composite idea of semi-discrete finite difference approximation in time and Galerkin finite element method in space to solve the Navier-Stokes equations with Caputo derivative of order 0 < {\alpha} < 1. The stability properties…

Numerical Analysis · Mathematics 2018-02-28 Guang-an Zou , Yong Zhou , Bashir Ahmad , Ahmed Alsaedi

In this paper, based on the developed nonlinear fourth-order operator and method of order reduction, a novel fourth-order compact difference scheme is constructed for the mixed-type time-fractional Burgers' equation, from which…

Numerical Analysis · Mathematics 2022-09-02 Xiangyi Peng , Da Xu , Wenlin Qiu

This work is devoted to the study of a posteriori error estimation and adaptivity in parabolic problems with a particular focus on spatial discontinuous Galerkin (dG) discretisations. We begin by deriving an a posteriori error estimator for…

Numerical Analysis · Mathematics 2015-04-13 Stephen Arthur Metcalfe

We consider a simple initial-boundary-value problem for the shallow water equations in one space dimension, and also the analogous problem for a symmetric variant of the system. Assuming smoothness of solutions, we discretize these problems…

Numerical Analysis · Mathematics 2014-11-26 D. C. Antonopoulos , V. A. Dougalis

Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems.Particular attention is paid to the case when first order…

General Relativity and Quantum Cosmology · Physics 2010-01-18 M. Chirvasa , S. Husa

We consider a fully discrete scheme for nonlinear stochastic partial differential equations with non-globally Lipschitz coefficients driven by multiplicative noise in a multi-dimensional setting. Our method uses a polynomial based spectral…

Numerical Analysis · Mathematics 2021-12-23 Can Huang , Jie Shen

In this work we consider the two dimensional instationary Navier-Stokes equations with homogeneous Dirichlet/no-slip boundary conditions. We show error estimates for the fully discrete problem, where a discontinuous Galerkin method in time…

Numerical Analysis · Mathematics 2026-05-20 Boris Vexler , Jakob Wagner

This paper presents a modified iterative approach to solve the variational inequality problem using the double inertial technique in the context of a real Hilbert space. Our iterative technique involves a projection onto a generalized…

Functional Analysis · Mathematics 2026-03-19 Watanjeet Singh , Sumit Chandok

We consider time discretizations of the two-dimensional Euler equation written in vorticity form. The discretization method uses a Crouch-Grossman integrator that proceeds in two stages: first freezing the velocity vector field at the…

Analysis of PDEs · Mathematics 2018-11-06 Romain Horsin

We propose a kernel compression method for solving Distributed-Order (DO) Fractional Partial Differential Equations (DOFPDEs) at the cost of solving corresponding local-in-time PDEs. The key concepts are (1) discretization of the integral…

Numerical Analysis · Mathematics 2025-08-20 Jonas Beddrich , Barbara Wohlmuth

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 which is fundamental in many…

Numerical Analysis · Mathematics 2015-08-20 Antoine Tambue

This paper analyzes a time-stepping discontinuous Galerkin method for modified anomalous subdiffusion problems with two time fractional derivatives of orders $ \alpha $ and $ \beta $ ($ 0 < \alpha < \beta < 1 $). The stability of this…

Numerical Analysis · Mathematics 2017-11-16 Binjie Li , Hao Luo , Xiaoping Xie