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In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…

Numerical Analysis · Mathematics 2014-07-22 Wolfgang Erb , Evgeniya V. Semenova

We develop time integration methods in low-rank representation that can adaptively adjust approximation ranks to achieve a prescribed accuracy, while ensuring that these ranks remain proportional to the corresponding best approximation…

Numerical Analysis · Mathematics 2025-07-22 Markus Bachmayr , Matthieu Dolbeault , Polina Sachsenmaier

This work serves as a primer to our efforts in arriving at convergence estimates for the fixed stress split iterative scheme for single phase flow coupled with small strain anisotropic poroelastoplasticity. The fixed stress split iterative…

Numerical Analysis · Mathematics 2018-10-11 Saumik Dana , Mary F. Wheeler

In this paper, we propose a multiphysics finite element method for a nonlinear poroelasticity model. To better describe the processes of deformation and diffusion, we firstly reformulate the nonlinear fluid-solid coupling problem into a…

Numerical Analysis · Mathematics 2021-12-28 Zhihao Ge , Wenlong He

For linear parabolic initial-boundary value problems with self-adjoint, time-homogeneous elliptic spatial operator in divergence form with Lipschitz-continuous coefficients, and for incompatible, time-analytic forcing term in…

Numerical Analysis · Mathematics 2022-03-23 Ilaria Perugia , Christoph Schwab , Marco Zank

This paper is concerned with the convergence rate of policy iteration for (deterministic) optimal control problems in continuous time. To overcome the problem of ill-posedness due to lack of regularity, we consider a semi-discrete scheme by…

Optimization and Control · Mathematics 2025-04-11 Wenpin Tang , Hung Vinh Tran , Yuming Paul Zhang

In this paper we lay the foundation for a numerical algorithm to simulate high-dimensional coupled FBSDEs under weak coupling or monotonicity conditions. In particular, we prove convergence of a time discretization and a Markovian…

Probability · Mathematics 2008-01-28 Christian Bender , Jianfeng Zhang

Locally refined meshes impose severe stability constraints on explicit time-stepping methods for the numerical simulation of time dependent wave phenomena. Local time-stepping methods overcome that bottleneck by using smaller time-steps…

Numerical Analysis · Mathematics 2012-10-19 Marcus Grote , Teodora Mitkova

Coefficient inverse problems related to identifying the right-hand side of an equation with use of additional information is of interest among inverse problems for partial differential equations. When considering non-stationary problems,…

Numerical Analysis · Computer Science 2016-04-18 Petr N. Vabishchevich

The semi-implicit (partly decoupled, also called staggered or fraction-step) time discretization is applied to compressible nonlinear dynamical models of viscoelastic solids in the Eulerian description, i.e.\ in the actual deforming…

Numerical Analysis · Mathematics 2025-10-14 Tomáš Roubíček

In this paper, contrast-independent partially explicit time discretization for wave equations in heterogeneous high-contrast media via mass lumping is concerned. By employing a mass lumping scheme to diagonalize the mass matrix, the matrix…

Numerical Analysis · Mathematics 2025-02-25 Shu Fan Li , Wing Tat Leung

We derive optimal order a posteriori error estimates in the $L^\infty(L^2)$ and $L^1(L^2)$-norms for the fully discrete approximations of time fractional parabolic differential equations. For the discretization in time, we use the $L1$…

Numerical Analysis · Mathematics 2023-11-14 Jiliang Cao , Wansheng Wang , Aiguo Xiao

A linear evolving surface partial differential equation is first discretized in space by an arbitrary Lagrangian Eulerian (ALE) evolving surface finite element method, and then in time either by a Runge-Kutta method, or by a backward…

Numerical Analysis · Mathematics 2015-01-14 Balázs Kovács , Christian Andreas Power Guerra

In this work (Part I), we study three time-discretization procedures of the Dynamical Low-Rank Approximation (DLRA) of high-dimensional stochastic differential equations (SDEs). Specifically, we consider the Dynamically Orthogonal (DO)…

Numerical Analysis · Mathematics 2026-01-30 Yoshihito Kazashi , Fabio Nobile , Fabio Zoccolan

We introduce and analyze a post-processing for a family of variational space-time approximations to wave problems. The discretization in space and time is based on continuous finite element methods. The post-processing lifts the fully…

Numerical Analysis · Mathematics 2018-03-09 Markus Bause , Uwe Köcher , Florin A. Radu , Friedhelm Schieweck

We derive a compatible discretization method that relies heavily on the underlying geometric structure, and obeys the topological sequences and commuting properties that are constructed. As a sample problem we consider the…

Mathematical Physics · Physics 2013-04-29 Jasper Kreeft , Marc Gerritsma

In this work we analyze the inverse problem of recovering the space-dependent potential coefficient in an elliptic / parabolic problem from distributed observation. We establish novel (weighted) conditional stability estimates under very…

Numerical Analysis · Mathematics 2022-12-21 Bangti Jin , Xiliang Lu , Qimeng Quan , Zhi Zhou

This paper concerns robust numerical treatment of an elliptic PDE with high contrast coefficients, for which classical finite-element discretizations yield ill-conditioned linear systems. This paper introduces a procedure by which the…

Numerical Analysis · Mathematics 2018-08-03 Yuliya Gorb , Vasiliy Kramarenko , Yuri Kuznetsov

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

In this paper, we analyze the convergence of several discretize-then-optimize algorithms, based on either a second-order or a fourth-order finite difference discretization, for solving elliptic PDE-constrained optimization or optimal…

Numerical Analysis · Mathematics 2018-08-14 Jun Liu , Zhu Wang