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This paper serves to treat boundary conditions numerically with high order accuracy in order to match the two-stage fourth-order finite volume schemes for hyperbolic problems developed in [{\em J. Li and Z. Du, A two-stage fourth order…

Numerical Analysis · Mathematics 2018-06-13 Zhifang Du , Jiequan Li

We consider linear iterative schemes for the time-discrete equations stemming from a class of nonlinear, doubly-degenerate parabolic equations. More precisely, the diffusion is nonlinear and may vanish or become multivalued for certain…

Numerical Analysis · Mathematics 2025-08-12 Ayesha Javed , Koondanibha Mitra , Iuliu Sorin Pop

This paper considers unconstrained convex optimization problems with time-varying objective functions. We propose algorithms with a discrete time-sampling scheme to find and track the solution trajectory based on prediction and correction…

Information Theory · Computer Science 2017-09-18 Andrea Simonetto , Aryan Mokhtari , Alec Koppel , Geert Leus , Alejandro Ribeiro

We consider a minimal residual discretization of a simultaneous space-time variational formulation of parabolic evolution equations. Under the usual `LBB' stability condition on pairs of trial- and test spaces we show quasi-optimality of…

Numerical Analysis · Mathematics 2021-09-17 Rob Stevenson , Jan Westerdiep

We study the convergence of a discrete Luenberger observer for the barotropic Euler equations in one dimension, for measurements of the velocity only. We use a mixed finite element method in space and implicit Euler integration in time. We…

Numerical Analysis · Mathematics 2026-03-13 Aidan Chaumet , Jan Giesselmann

A method is presented for the numerical solution of optimal boundary control problems governed by parabolic partial differential equations. The continuous space-time optimal control problem is transcribed into a sparse nonlinear programming…

Optimization and Control · Mathematics 2026-03-17 Alexander M. Davies , Sara Pollock , Miriam E. Dennis , Anil V. Rao

Parabolic equations on evolving domains model a multitude of applications including various industrial processes such as the molding of heated materials. Such equations are numerically challenging as they require large-scale computations…

Analysis of PDEs · Mathematics 2025-03-10 Amal Alphonse , Ana Djurdjevac , Emil Engström , Eskil Hansen

It is significant and challenging to solve eigenvalue problems of partial differential operators when many highly accurate eigenpair approximations are required. The adaptive finite element discretization based parallel orbital-updating…

Numerical Analysis · Mathematics 2025-09-24 Xiaoying Dai , Yan Li , Bin Yang , Aihui Zhou

The random batch method provides an efficient algorithm for computing statistical properties of a canonical ensemble of interacting particles. In this work, we study the error estimates of the fully discrete random batch method, especially…

Probability · Mathematics 2022-09-01 Xuda Ye , Zhennan Zhou

Nonlinear parametric inverse problems appear in many applications and are typically very expensive to solve, especially if they involve many measurements. These problems pose huge computational challenges as evaluating the objective…

Numerical Analysis · Mathematics 2020-03-25 Drayton Munster , Eric de Sturler

In this work, we investigate the approximate controllability of a class of one-dimensional degenerate parabolic equations with Robin boundary conditions. The degeneracy occurs at one endpoint of the spatial domain, and we apply an impulsive…

Optimization and Control · Mathematics 2025-05-07 Hind El Baggari , Ilham Ouelddris

We use a diffuse interface method for solving Poisson's equation with a Dirichlet condition on an embedded curved interface. The resulting diffuse interface problem is identified as a standard Dirichlet problem on approximating regular…

Numerical Analysis · Mathematics 2015-11-23 Matthias Schlottbom

We study the numerical approximation of a coupled hyperbolic-parabolic system by a family of discontinuous Galerkin space-time finite element methods. The model is rewritten as a first-order evolutionary problem that is treated by the…

Numerical Analysis · Mathematics 2024-06-21 Markus Bause , Sebastian Franz

We introduce a new weak Galerkin finite element method whose weak functions on interior neighboring edges are double-valued for parabolic problems. Based on $(P_k(T), P_{k}(e), RT_k(T))$ element, a fully discrete approach is formulated with…

Numerical Analysis · Mathematics 2018-12-04 Wenya Qi

In this work, we discuss and compare three methods for the numerical approximation of constant- and variable-coefficient diffusion equations in both single and composite domains with possible discontinuity in the solution/flux at…

Numerical Analysis · Mathematics 2021-11-17 Gustav Ludvigsson , Kyle R. Steffen , Simon Sticko , Siyang Wang , Qing Xia , Yekaterina Epshteyn , Gunilla Kreiss

Semi-Lagrangian schemes with various splitting methods, and with different reconstruction/interpolation strategies have been applied to kinetic simulations. For example, the order of spatial accuracy of the algorithms proposed in {[Qiu and…

Numerical Analysis · Mathematics 2015-06-17 Andrew Christlieb , Wei Guo , Maureen Morton , Jing-Mei Qiu

In this article, we present a parallel discretization and solution method for parabolic problems with a higher number of space dimensions. It consists of a parallel-in-time approach using the multigrid reduction-in-time algorithm MGRIT with…

Numerical Analysis · Mathematics 2026-05-01 Michael Griebel , Marc Alexander Schweitzer , Lukas Troska

We propose a splitting approach to solve the second-order Hamilton--Jacobi equation, reducing it to a heat step and a purely first-order step. The latter is implemented using a gradient value policy iteration algorithm, enabling efficient…

Optimization and Control · Mathematics 2026-03-23 Alain Bensoussan , Thien P. B. Nguyen , Minh-Binh Tran , Son N. T. Tu

The paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic in spatial variables and random stationary in time. Under proper mixing assumptions, we study the limit behaviour of the…

Probability · Mathematics 2014-07-14 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

We are interested in high-order linear multistep schemes for time discretization of adjoint equations arising within optimal control problems. First we consider optimal control problems for ordinary differential equations and show loss of…

Numerical Analysis · Mathematics 2018-07-24 Giacomo Albi , Michael Herty , Lorenzo Pareschi