Related papers: Second order error bounds for POD-ROM methods base…
This paper presents a novel method that allows to generalise the use of the Adam-Bashforth to Partial Differential Equations with local and non local operator. The Method derives a two step Adam-Bashforth numerical scheme in Laplace space…
The computation time required by standard finite difference methods with fixed timesteps for solving fractional diffusion equations is usually very large because the number of operations required to find the solution scales as the square of…
We present a priori error estimates for a multirate time-stepping scheme for coupled differential equations. The discretization is based on Galerkin methods in time using two different time meshes for two parts of the problem. We aim at…
While proper orthogonal decomposition (POD) is widely used for model reduction, its standard form does not take into account any parametric model structure. Extensions to POD have been proposed to address this, but these either require…
In this paper, we consider finite difference approximations of the second order wave equation. We use finite difference operators satisfying the summation-by-parts property to discretize the equation in space. Boundary conditions and grid…
A posteriori reduced-order models (ROM), e.g. based on proper orthogonal decomposition (POD), are essential to affordably tackle realistic parametric problems. They rely on a trustful training set, that is a family of full-order solutions…
Accurate error estimation is crucial in model order reduction, both to obtain small reduced-order models and to certify their accuracy when deployed in downstream applications such as digital twins. In existing a posteriori error estimation…
This is one of our series papers on multistep schemes for solving forward backward stochastic differential equations (FBSDEs) and related problems. Here we extend (with non-trivial updates) our multistep schemes in [W. Zhao, Y. Fu and T.…
We provide a new estimation method for conditional moment models via the martingale difference divergence (MDD).Our MDD-based estimation method is formed in the framework of a continuum of unconditional moment restrictions. Unlike the…
In this paper, a compact alternating direction implicit (ADI) finite difference scheme for the two-dimensional time fractional diffusion-wave equation is developed, with temporal and spatial accuracy order equal to two and four…
Our main objective in this paper is to develop a second-order stochastic numerical method which generalizes the well-known deterministic TR-BDF2 scheme. Since most stochastic techniques used for approximating the solution of a stochastic…
We consider model order reduction based on proper orthogonal decomposition (POD) for unsteady incompressible Navier-Stokes problems, assuming that the snapshots are given by spatially adapted finite element solutions. We propose two…
Time-fractional parabolic equations with a Caputo time derivative are considered. For such equations, we explore and further develop the new methodology of the a-posteriori error estimation and adaptive time stepping proposed in [7]. We…
The threshold dynamics algorithm of Merriman, Bence, and Osher is only first order accurate in the two-phase setting. Its accuracy degrades further to half order in the multi-phase setting, a shortcoming it has in common with other related,…
As is well-known, the advantage of the high-order compact difference scheme (H-OCD) is unconditionally stable and convergent with the order $O(\tau^2+h^4)$ under the maximum norm. In this article, a new numerical gradient scheme based on…
We consider the dunking problem: a solid body at uniform temperature $T_{\text i}$ is placed in a environment characterized by farfield temperature $T_\infty$ and spatially uniform time-independent heat transfer coefficient. We permit…
Computational fluid dynamics (CFD) simulations play an important role in engineering science and applications, however, it is not applicable for problems requiring a large number of repeated calculations. Accordingly, many reduced-order…
We propose a new instruction (FPADDRE) that computes the round-off error in floating-point addition. We explain how this instruction benefits high-precision arithmetic operations in applications where double precision is not sufficient.…
We propose new local error estimators for splitting and composition methods. They are based on the construction of lower order schemes obtained at each step as a linear combination of the intermediate stages of the integrator, so that the…
In this paper, a third-order time adaptive algorithm with less computation, low complexity is provided for shale reservoir model based on coupled fluid flow with porous media flow. The algorithm combines the three-step linear time filters…