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In this paper we investigate the numerical solution of stochastic partial differential equations (SPDEs) for a wider class of stochastic equations. We focus on non-diagonal colored noise instead of the usual space-time white noise. By…

Numerical Analysis · Mathematics 2013-11-12 Dirk Blömker , Minoo Kamrani

We consider an initial- and Dirichlet boundary- value problem for a fourth-order linear stochastic parabolic equation, in two or three space dimensions, forced by an additive space-time white noise. Discretizing the space-time white noise a…

Numerical Analysis · Mathematics 2009-06-11 Georgios T. Kossioris , Georgios E. Zouraris

We present a new method for the numerical implementation of generating boundary conditions for a one dimensional Boussinesq system. This method is based on a reformulation of the equations and a resolution of the dispersive boundary layer…

Analysis of PDEs · Mathematics 2021-04-14 David Lannes , Lisl Weynans

Consider the scattering of a time-harmonic plane wave by a rigid obstacle embedded in a homogeneous and isotropic elastic medium in two dimensions. In this paper, a novel boundary integral formulation is proposed and its highly accurate…

Numerical Analysis · Mathematics 2020-07-20 Heping Dong , Jun Lai , Peijun Li

We couple the L1 discretization for Caputo derivative in time with spectral Galerkin method in space to devise a scheme that solves quasilinear subdiffusion equations. Both the diffusivity and the source are allowed to be nonlinear…

Numerical Analysis · Mathematics 2022-11-30 Łukasz Płociniczak

A coupled BBM system of equations is studied in the situation of water waves propagating over decreasing fluid depth. A conservation equation for mass and a wave breaking criterion valid in the Boussinesq approximation is found. A Fourier…

Fluid Dynamics · Physics 2016-01-27 Amutha Senthilkumar

Acoustic emission or scattering problems naturally involve uncertainties about the sound sources or boundary conditions. This article initiates the study of time domain boundary elements for such stochastic boundary problems for the…

Numerical Analysis · Mathematics 2024-07-23 Heiko Gimperlein , Fabian Meyer , Ceyhun Özdemir

We consider a Boussinesq system of KdV-KdV type introduced by J. Bona, M. Chen and J.-C. Saut as a model for the motion of small amplitude long waves on the surface of an ideal fluid. This system of two equations can describe the…

Analysis of PDEs · Mathematics 2021-07-26 Roberto A. Capistrano-Filho , Ademir F. Pazoto , Lionel Rosier

We show that even though the Discontinuous Galerkin Spectral Element Method is stable for hyperbolic boundary-value problems, and the overset domain problem is well-posed in an appropriate norm, the energy of the approximation of the latter…

Numerical Analysis · Mathematics 2024-12-31 David A. Kopriva , Andrew R. Winters , Jan Nordström

Solutions to the stochastic wave equation on the unit sphere are approximated by spectral methods. Strong, weak, and almost sure convergence rates for the proposed numerical schemes are provided and shown to depend only on the smoothness of…

Numerical Analysis · Mathematics 2023-12-06 David Cohen , Annika Lang

We present a fast spectral Galerkin scheme for the discretization of boundary integral equations arising from two-dimensional Helmholtz transmission problems in multi-layered periodic structures or gratings. Employing suitably parametrized…

Numerical Analysis · Mathematics 2020-11-06 José Pinto , Rubén Aylwin , Carlos Jerez-Hanckes

We consider the numerical approximation of the spectrum of a second-order elliptic eigenvalue problem by the hybridizable discontinuous Galerkin (HDG) method. We show for problems with smooth eigenfunctions that the approximate eigenvalues…

Numerical Analysis · Mathematics 2015-06-16 J. Gopalakrishnan , F. Li , N. -C. Nguyen , J. Peraire

The aim of this paper is to develop stable and accurate numerical schemes for boundary integral formulations of the heat equation with Dirichlet boundary conditions. The accuracy of Galerkin discretisations for the resulting boundary…

Numerical Analysis · Mathematics 2018-05-01 Alexey Chernov , Anne Reinarz

Systems of N = 1, 2, . . . first-order hyperbolic conservation laws feature N undamped waves propagating at finite speeds. On their own hand, multi-step Finite Difference and lattice Boltzmann schemes with q = N + 1, N + 2, . . . unknowns…

Numerical Analysis · Mathematics 2026-02-11 Thomas Bellotti

We develop a spectral low-mode reduced solver for second-order elliptic boundary value problems with spatially varying diffusion coefficients. The approach projects standard finite difference or finite element discretization onto a global…

Numerical Analysis · Mathematics 2025-12-23 Prosper Torsu

We introduce a very weak space-time variational formulation for the wave equation, prove its well-posedness (even in the case of minimal regularity) and optimal inf-sup stability. Then, we introduce a tensor product-style space-time…

Numerical Analysis · Mathematics 2021-07-27 Julian Henning , Davide Palitta , Valeria Simoncini , Karsten Urban

Spectral methods, thanks to the high accuracy and the possibility of using fast algorithms, represent an effective way to approximate collisional kinetic equations in kinetic theory. On the other hand, the loss of some local invariants can…

Numerical Analysis · Mathematics 2021-05-28 Lorenzo Pareschi , Thomas Rey

A rarely exploited advantage of time-domain boundary integral equations compared to their frequency counterparts is that they can be used to treat certain nonlinear problems. In this work we investigate the scattering of acoustic waves by a…

Numerical Analysis · Mathematics 2017-09-29 Lehel Banjai , Alexander Rieder

Pseudospectral time domain (PSTD) methods are widely used in many branches of acoustics for the numerical solution of the wave equation, including biomedical ultrasound and seismology. The use of the Fourier collocation spectral method in…

Computational Physics · Physics 2020-12-03 E. S. Wise , J. Jaros , B. T. Cox , B. E. Treeby

In this paper we consider Galerkin-finite element methods that approximate the solutions of initial-boundary-value problems in one space dimension for parabolic and Schr\"odinger evolution equations with dynamical boundary conditions. Error…

Numerical Analysis · Mathematics 2009-04-27 D. C. Antonopoulou , V. A. Dougalis , G. E. Zouraris