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Stability is an important aspect of numerical methods for hyperbolic conservation laws and has received much interest. However, continuity in time is often assumed and only semidiscrete stability is studied. Thus, it is interesting to…
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness of a local-time type optimal control. To establish this…
This paper presents a new method to approximate the time-dependent convection-diffusion equations using conforming finite element methods, ensuring that the discrete solution respects the physical bounds imposed by the differential…
We propose a novel non-compact, positivity-preserving scheme for linear non-divergence form elliptic equations. Based on the Feynman--Kac formula, the solution is represented as a conditional expectation associated with a diffusion…
This paper develops and analyzes an interior penalty discontinuous Galerkin (IPDG) method using piecewise linear polynomials for the indefinite time harmonic Maxwell equations with the impedance boundary condition in the three dimensional…
We develop a universally applicable embedded boundary finite difference method, which results in a symmetric positive definite linear system and does not suffer from small cell stiffness. Our discretization is efficient for the wave, heat…
The main subject of this paper is a computer assisted stability proof for a stationary solution of reaction diffusion equations in one dimensional space. We use Nakao's numerical verification method to enclose a stationary solution of…
We present a novel technique for imposing non-linear entropy conservative and entropy stable wall boundary conditions for the resistive magnetohydrodynamic equations in the presence of an adiabatic wall or a wall with a prescribed heat…
We study the possibility of constructing steady magnetic fields satisfying the force balance equation of ideal magnetohydrodynamics with tangential boundary conditions in asymmetric confinement vessels, i.e. bounded regions that are not…
Consider a reflected diffusion on the positive half-line. We approximate it by solutions of stochastic differential equations using the penalty method: We emulate the "hard barrier" of reflection by a "soft barrier" of a large drift…
We introduce a new hybridized discontinuous Galerkin method for the incompressible magnetohydrodynamics equations. If particular velocity, pressure, magnetic field, and magnetic pressure spaces are employed for both element and trace…
For problems of time-harmonic scattering by polygonal obstacles, embedding formulae provide a useful means of computing the far-field coefficient induced by any incident plane wave, given the far-field coefficient of a relatively small set…
In this paper, we consider numerical approximation of an electrically conductive ferrofluid model, which consists of Navier-Stokes equations, magnetization equation, and magnetic induction equation. To solve this highly coupled, nonlinear,…
In this paper we present a numerical method for hydrodynamic models that arise from time dependent density functional theories of freezing. The models take the form of compressible Navier-Stokes equations whose pressure is determined by the…
The diffusive viscous wave equation describes wave propagation in diffusive and viscous media. Examples include seismic waves traveling through the Earth's crust, taking into account of both the elastic properties of rocks and the…
Take a multidimensional normally or obliquely reflected diffusion in a smooth domain. Approximate it by solutions of stochastic differential equations without reflection using the penalty method. That is, we approximate the reflection term…
In this paper we present in one-dimensional space a numerical solution of a partial differential equation of fractional order. This equation describes a process of anomalous diffusion. The process arises from the interactions within the…
In this work, we study two-dimensional diffusion-wave equations with variable exponent, modeling mechanical diffusive wave propagation in viscoelastic media with spatially varying properties. We first transform the diffusion-wave model into…
We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…
In this paper, we present a model based on a local thermodynamic equilibrium, weakly ionized plasma-mixture model used for medical and technical applications in etching processes. We consider a simplified model based on the Maxwell-Stefan…