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A new method is described for constructing a generalized solution for stochastic differential equations. The method is based on the Cameron-Martin version of the Wiener Chaos expansion and provides a unified framework for the study of…

Probability · Mathematics 2007-05-23 S. V. Lototsky , B. L. Rozovskii

In this paper, we analyze the discrete inf-sup condition and related error estimates for a modified Hilbert transformation as used in the space-time discretization of time-dependent partial differential equations. It turns out that the…

Numerical Analysis · Mathematics 2024-02-14 Richard Löscher , Olaf Steinbach , Marco Zank

In recent publications, the author and his coworkers have proposed a multigrid method for solving linear systems arizing from the discretization of partial differential equations in isogeometric analysis and have proven that the convergence…

Numerical Analysis · Mathematics 2021-03-05 Stefan Takacs

This article reports on the confluence of two streams of research, one emanating from the fields of numerical analysis and scientific computation, the other from topology and geometry. In it we consider the numerical discretization of…

Numerical Analysis · Mathematics 2014-01-29 Douglas N. Arnold , Richard S. Falk , Ragnar Winther

Compatible finite element discretisations for the atmospheric equations of motion have recently attracted considerable interest. Semi-implicit timestepping methods require the repeated solution of a large saddle-point system of linear…

Finite element discretization of Stokes problems can result in singular, inconsistent saddle point linear algebraic systems. This inconsistency can cause many iterative methods to fail to converge. In this work, we consider the lowest-order…

Numerical Analysis · Mathematics 2024-12-16 Weizhang Huang , Zhuoran Wang

We propose a new concept of strong controllability associated with the Schur complement of a suitable limiting matrix. This concept allows us to extend the previous results associated with multidimensional ARX models. On the one hand, we…

Probability · Mathematics 2008-01-22 Bernard Bercu , Victor Vazquez

We want to propose a new discretization ansatz for the second order Hessian complex exploiting benefits of isogeometric analysis, namely the possibility of high-order convergence and smoothness of test functions. Although our approach is…

Numerical Analysis · Mathematics 2021-09-14 Jeremias Arf , Bernd Simeon

In this paper we discuss the optimal convergence of a standard adaptive scheme based on mixed finite element approximation to the solution of the eigenvalue problem associated with the Stokes equations. The proofs of the quasi-orthogonality…

Numerical Analysis · Mathematics 2025-07-08 Daniele Boffi , Arbaz Khan

In this work we propose and analyse a structure-preserving approximation of the non-isothermal Cahn-Hilliard-Navier-Stokes system using conforming finite elements in space and implicit time discretisation with convex-concave splitting. The…

Numerical Analysis · Mathematics 2024-07-01 Aaron Brunk , Dennis Schumann

In this manuscript, we investigate a fractional stochastic neutral differential equation with time delay, which includes both deterministic and stochastic components. Our primary objective is to rigorously prove the existence of a unique…

Dynamical Systems · Mathematics 2024-05-28 Javad A. Asadzade , Nazim I. Mahmudov

We present first-order nonconforming Crouzeix-Raviart discretizations for the nonlinear generalized Stokes equations with $(r,\epsilon)$-structure. Thereby the velocity-errors are independent of the pressure-error; i.e., the method is…

Numerical Analysis · Mathematics 2025-01-28 Lars Diening , Adrian Hirn , Christian Kreuzer , Pietro Zanotti

In this paper, we study the performance of the non-conforming least-squares spectral element method for Stokes problem. Generalized Stokes problem has been considered and the method is shown to be exponential accurate. The numerical method…

Numerical Analysis · Mathematics 2021-02-12 N. Kishore Kumar , Shubhashree Mohapatra

In this study, we present a novel stabilized finite element analysis for transient Stokes model. The algebraic subgrid multiscale approach has been employed to arrive at the stabilized coupled variational formulation. Derivation of the…

Analysis of PDEs · Mathematics 2021-01-05 Manisha Chowdhury

We present a new stability and convergence analysis for the spatial discretization of a time-fractional Fokker--Planck equation in a convex polyhedral domain, using continuous, piecewise-linear, finite elements. The forcing may depend on…

Numerical Analysis · Mathematics 2019-02-11 Kim Ngan Le , William McLean , Kassem Mustapha

We construct finite element Stokes complexes on tetrahedral meshes in three-dimensional space. In the lowest order case, the finite elements in the complex have 4, 18, 16, and 1 degrees of freedom, respectively. As a consequence, we obtain…

Numerical Analysis · Mathematics 2021-11-02 Kaibo Hu , Qian Zhang , Zhimin Zhang

The discrete self-trapping equation (DST) represents an useful model for several properties of one-dimensional nonlinear molecular crystals. The modulational instability of DST equation is discussed from a statistical point of view,…

Exactly Solvable and Integrable Systems · Physics 2009-11-07 Anca Visinescu , D. Grecu

The paper studies a higher order unfitted finite element method for the Stokes system posed on a surface in three-dimensional space. The method employs generalized Taylor-Hood finite element pairs on tetrahedral bulk mesh to discretize the…

Numerical Analysis · Mathematics 2020-03-17 Thomas Jankuhn , Maxim A. Olshanskii , Arnold Reusken , Alexander Zhiliakov

Two discretizations of the vector nonlinear Schrodinger (NLS) equation are studied. One of these discretizations, referred to as the symmetric system, is a natural vector extension of the scalar integrable discrete NLS equation. The other…

solv-int · Physics 2009-10-31 M. J. Ablowitz , Y. Ohta , A. D. Trubatch

In the first part of this paper, we establish a conditional optimality result for an adaptive mixed finite element method for the stationary Stokes problem discretized by the standard Taylor-Hood elements, under the assumption of the…

Numerical Analysis · Mathematics 2014-10-14 Tsogtgerel Gantumur