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We develop a variational method of deriving stochastic partial differential equations whose solutions follow the flow of a stochastic vector field. As an example in one spatial dimension we numerically simulate singular solutions (peakons)…

Chaotic Dynamics · Physics 2016-09-06 DD Holm , TM Tyranowski

The aim of this work is to introduce and analyze a finite element discontinuous Galerkin method on polygonal meshes for the numerical discretization of acoustic waves propagation through poroelastic materials. Wave propagation is modeled by…

Numerical Analysis · Mathematics 2021-04-14 Paola F. Antonietti , Michele Botti , Ilario Mazzieri , Simone Nati Poltri

Numerical methods for stochastic partial differential equations typically estimate moments of the solution from sampled paths. Instead, we shall directly target the deterministic equations satisfied by the first and second moments, as well…

Numerical Analysis · Mathematics 2020-11-17 Kristin Kirchner

We present a full space-time numerical solution of the advection-diffusion equation using a continuous Galerkin finite element method on conforming meshes. The Galerkin/least-square method is employed to ensure stability of the discrete…

Numerical Analysis · Mathematics 2024-11-25 Biswajit Khara , Kumar Saurabh , Robert Dyja , Anupam Sharma , Baskar Ganapathysubramanian

An hyperelastic biphasic model is presented. For slow-draining problems (permeability less than 1\times10-2 mm4 N-1 s-1), numerical instabilities in the form of non-physical oscillations in the pressure field are observed in 3D problems…

Numerical Analysis · Mathematics 2011-11-01 Julien Vignollet , Chris J. Pearce , Lukasz Kaczmarczyk

In this paper we analyze a virtual element method (VEM) for a pseudostress formulation of the Stokes eigenvalue problem. This formulation allows to eliminate the velocity and the pressure, leading to an elliptic formulation where the only…

Numerical Analysis · Mathematics 2021-04-07 Felipe Lepe , Gonzalo Rivera

Stochastic collocation methods for approximating the solution of partial differential equations with random input data (e.g., coefficients and forcing terms) suffer from the curse of dimensionality whereby increases in the stochastic…

Numerical Analysis · Mathematics 2014-05-23 Aretha L. Teckentrup , Peter Jantsch , Clayton G. Webster , Max Gunzburger

An implementation of the Polynomial Chaos Expansion is introduced here as a fast solver of the equations of beam and spin motion inside an RF Wien filter. The device shall be used to search for the deuteron electric dipole moment in the…

Computational Physics · Physics 2017-12-13 J. Slim , F. Rathmann , D. Heberling

The stochastic variational approach for geophysical fluid dynamics was introduced by Holm (Proc Roy Soc A, 2015) as a framework for deriving stochastic parameterisations for unresolved scales. This paper applies the variational stochastic…

Fluid Dynamics · Physics 2022-09-16 Colin Cotter , Dan Crisan , Darryl D. Holm , Wei Pan , Igor Shevchenko

We consider an initial- and Dirichlet boundary- value problem for a fourth-order linear stochastic parabolic equation, in two or three space dimensions, forced by an additive space-time white noise. Discretizing the space-time white noise a…

Numerical Analysis · Mathematics 2009-06-11 Georgios T. Kossioris , Georgios E. Zouraris

The paper focuses on numerical solution of parametrized diffusion equations with scalar parameter-dependent coefficient function by the stochastic (spectral) Galerkin method. We study preconditioning of the related discretized problems…

Numerical Analysis · Mathematics 2020-01-20 Marie Kubínová , Ivana Pultarová

We propose and analyze a space-time virtual element method for the discretization of the heat equation in a space-time cylinder, based on a standard Petrov-Galerkin formulation. Local discrete functions are solutions to a heat equation…

Numerical Analysis · Mathematics 2024-02-13 Sergio Gómez , Lorenzo Mascotto , Andrea Moiola , Ilaria Perugia

We discuss and analyze the virtual element method on general polygonal meshes for the time-dependent Poisson-Nernst-Planck equations, which are a nonlinear coupled system widely used in semiconductors and ion channels. The spatial…

Numerical Analysis · Mathematics 2022-07-18 Ying Yang , Ya Liu , Shi Shu

Stochastic volatility models that treat the variance of a time series as a stochastic process have proven to be important tools for analyzing dynamic variability. Current methods for fitting and conducting inference on stochastic volatility…

Methodology · Statistics 2025-01-28 Gehui Zhang , Gong Tang , Lori Scott , Robert T Krafty

We analyse the nonconforming Virtual Element Method (VEM) for the approximation of elliptic eigenvalue problems. The nonconforming VEM allow to treat in the same formulation the two- and three-dimensional case.We present two possible…

Numerical Analysis · Mathematics 2018-02-09 Francesca Gardini , Gianmarco Manzini , Giuseppe Vacca

In this paper, we consider the numerical solution of the one-dimensional Schr\"odinger equation with a periodic lattice potential and a random external potential. This is an important model in solid state physics where the randomness is…

Numerical Analysis · Mathematics 2016-06-22 Zhizhang Wu , Zhongyi Huang

In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…

Systems and Control · Electrical Eng. & Systems 2025-05-19 Steven Adams , Eduardo Figueiredo , Luca Laurenti

The present paper proposes a novel Bayesian, computational strategy in the context of model-based inverse problems in elastostatics. On one hand we attempt to provide probabilistic estimates of the material properties and their spatial…

Computation · Statistics 2015-12-21 P. S. Koutsourelakis

This paper develops and analyzes a class of semi-discrete and fully discrete weak Galerkin finite element methods for unsteady incompressible convective Brinkman-Forchheimer equations. For the spatial discretization, the methods adopt the…

Numerical Analysis · Mathematics 2024-10-30 Xiaojuan Wang , Jihong Xiao , Xiaoping Xie , Shiquan Zhang

Three numerical algorithms are proposed to solve the time-dependent elastodynamic equations in elastic solids. All algorithms are based on approximating the solution of the equations, which can be written as a matrix exponential. By…

Geophysics · Physics 2007-05-23 J. S. Kole
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