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This work is concerned with the development of a family of Galerkin finite element methods for the classical Kolmogorov's equation. Kolmogorov's equation serves as a sufficiently rich, for our purposes, model problem for kinetic-type…

Numerical Analysis · Mathematics 2020-12-18 Emmanuil H. Georgoulis

We are concerned with discretisations of the classical Kolmogorov equation by a standard space-time discontinuous Galerkin method. {The} Kolmogorov equation serves as simple, yet rich enough in the present context, model problem for a wide…

Numerical Analysis · Mathematics 2026-02-19 Zhaonan Dong , Emmanuil H. Georgoulis , Philip J. Herbert

We present recent finite element numerical results on a model convection-diffusion problem in the singular perturbed case when the convection term dominates the problem. We compare the standard Galerkin discretization using the linear…

Numerical Analysis · Mathematics 2023-02-16 Constantin Bacuta , Daniel Hayes , Tyler O'Grady

In this paper we consider stabilised finite element methods for hyperbolic transport equations without coercivity. Abstract conditions for the convergence of the methods are introduced and these conditions are shown to hold for three…

Numerical Analysis · Mathematics 2014-05-05 Erik Burman

We carry out a stability and convergence analysis for the fully discrete scheme obtained by combining a finite or virtual element spatial discretization with the upwind-discontinuous Galerkin time-stepping applied to the time-dependent…

Numerical Analysis · Mathematics 2025-01-28 Lourenço Beirão Da Veiga , Franco Dassi , Sergio Gómez

The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit…

Numerical Analysis · Mathematics 2020-06-25 Erik Burman , Mihai Nechita , Lauri Oksanen

Analysis of an interface stabilised finite element method for the scalar advection-diffusion-reaction equation is presented. The method inherits attractive properties of both continuous and discontinuous Galerkin methods, namely the same…

Numerical Analysis · Mathematics 2011-04-01 Garth N. Wells

A recently developed Eulerian finite element method is applied to solve advection-diffusion equations posed on hypersurfaces. When transport processes on a surface dominate over diffusion, finite element methods tend to be unstable unless…

Numerical Analysis · Mathematics 2013-03-26 Maxim A. Olshanskii , Arnold Reusken , Xianmin Xu

A numerical method for approximating weak solutions of an aggregation equation with degenerate diffusion is introduced. The numerical method consists of a stabilized finite element method together with a mass lumping technique and an extra…

The following work presents a generalized (extended) finite element formulation for the advection-diffusion equation. Using enrichment functions that represent the exponential nature of the exact solution, smooth numerical solutions are…

Numerical Analysis · Computer Science 2008-06-25 D. Z. Turner , K. B. Nakshatrala , K. D. Hjelmstad

We present a new stabilization technique for multiscale convection diffusion problems. Stabilization for these problems has been a challenging task, especially for the case with high Peclet numbers. Our method is based on a constraint…

Numerical Analysis · Mathematics 2018-08-01 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung

This paper addresses the variational multiscale stabilization of standard finite element methods for linear partial differential equations that exhibit multiscale features. The stabilization is of Petrov-Galerkin type with a standard finite…

Numerical Analysis · Mathematics 2015-10-21 Daniel Peterseim

We formulate a stabilized quasi-optimal Petrov-Galerkin method for singularly perturbed convection-diffusion problems based on the variational multiscale method. The stabilization is of Petrov-Galerkin type with a standard finite element…

Numerical Analysis · Mathematics 2016-06-16 Guanglian Li , Daniel Peterseim , Mira Schedensack

In this paper, we describe a stable finite element formulation for advection-diffusion-reaction problems that allows for robust automatic adaptive strategies to be easily implemented. We consider locally vanishing, heterogeneous, and…

Numerical Analysis · Mathematics 2021-09-01 Roberto J. Cier , Sergio Rojas , Victor M. Calo

The aim of this paper is to study the recovery of a spatially dependent potential in a (sub)diffusion equation from overposed final time data. We construct a monotone operator one of whose fixed points is the unknown potential. The…

Numerical Analysis · Mathematics 2022-01-06 Zhengqi Zhang , Zhidong Zhang , Zhi Zhou

We propose and rigorously analyze a finite element method for the approximation of stationary Fokker--Planck--Kolmogorov (FPK) equations subject to periodic boundary conditions in two settings: one with weakly differentiable coefficients,…

Numerical Analysis · Mathematics 2025-06-19 Timo Sprekeler , Endre Süli , Zhiwen Zhang

In several studies it has been observed that, when using stabilised $\mathbb{P}_k^{}\times\mathbb{P}_k^{}$ elements for both velocity and pressure, the error for the pressure is smaller, or even of a higher order in some cases, than the one…

Numerical Analysis · Mathematics 2020-09-23 Gabriel R. Barrenechea , Michał Bosy , Victorita Dolean

We study the numerical approximation of advection-diffusion equations with highly oscillatory coefficients and possibly dominant advection terms by means of the Multiscale Finite Element Method. The latter method is a now classical, finite…

Numerical Analysis · Mathematics 2024-11-12 Rutger A. Biezemans , Claude Le Bris , Frédéric Legoll , Alexei Lozinski

Convection-diffusion equations arise in a variety of applications such as particle transport, electromagnetics, and magnetohydrodynamics. Simulation of the convection-dominated regime for these problems, even with high-fidelity techniques,…

Numerical Analysis · Mathematics 2023-05-24 James H. Adler , Casey Cavanaugh , Xiaozhe Hu , Andy Huang , Nathaniel Trask

The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semigroups. More generally, we analyze non-linear…

Probability · Mathematics 2023-06-21 Benedikt Eisenhuth , Martin Grothaus
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