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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…

Numerical Analysis · Mathematics 2020-08-28 Philipp Öffner , Jan Glaubitz , Hendrik Ranocha

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…

Optimization and Control · Mathematics 2007-05-23 Erhan Bayraktar , Masahiko Egami

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…

Numerical Analysis · Mathematics 2025-03-06 Abdolreza Amiri , Gabriel R. Barrenechea , Tristan Pryer

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…

Numerical Analysis · Mathematics 2026-04-06 Haoran Xu , Kunyang Li , Xingye Yue

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…

Numerical Analysis · Mathematics 2012-12-11 Xiaobing Feng , Haijun Wu

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…

Numerical Analysis · Mathematics 2022-04-14 Zhichao Peng , Daniel Appelö , Shuang Liu

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…

Numerical Analysis · Mathematics 2015-01-20 Shuting Cai , Jing Zeng

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…

Numerical Analysis · Mathematics 2025-06-19 Vladimir Pimanov , Lisandro Dalcin , Matteo Parsani

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…

Plasma Physics · Physics 2020-12-22 Naoki Sato

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…

Probability · Mathematics 2016-10-17 Cameron Bruggeman , Andrey Sarantsev

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…

Numerical Analysis · Mathematics 2022-01-07 Thad A. Gleason , Eric L. Peters , John A. Evans

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…

Numerical Analysis · Mathematics 2018-05-24 Andrew Gibbs , Stephen Langdon , Andrea Moiola

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,…

Numerical Analysis · Mathematics 2025-04-02 Jialin Xie , Xiaodi Zhang

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…

Numerical Analysis · Mathematics 2016-01-20 Arvind Baskaran , Zhen Guan , John Lowengrub

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…

Numerical Analysis · Mathematics 2025-01-13 Siyang Wang

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…

Probability · Mathematics 2021-08-09 Andrey Sarantsev

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…

Numerical Analysis · Mathematics 2007-05-23 Mariusz Ciesielski , Jacek Leszczynski

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…

Numerical Analysis · Mathematics 2025-09-26 Hao Zhang , Kexin Li , Wenlin Qiu

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…

Numerical Analysis · Mathematics 2024-03-21 P. Martínez-Lera , M. De Corato

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…

Numerical Analysis · Mathematics 2015-01-26 Juergen Geiser