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A time-stepping L1 scheme for subdiffusion equation with a Riemann--Liouville time-fractional derivative is developed and analyzed. This is the first paper to show that the L1 scheme for the model problem under consideration is second-order…

Numerical Analysis · Mathematics 2019-09-17 Kassem Mustapha

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

This article presents a high order conservative flux optimization (CFO) finite element method for the elliptic diffusion equations. The numerical scheme is based on the classical Galerkin finite element method enhanced by a flux…

Numerical Analysis · Mathematics 2019-11-13 Yujie Liu , Yue Feng , Ran Zhang

We consider the problem of parameter estimation for a class of continuous-time state space models. In particular, we explore the case of a partially observed diffusion, with data also arriving according to a diffusion process. Based upon a…

Computation · Statistics 2021-03-16 Alexandros Beskos , Dan Crisan , Ajay Jasra , Nikolas Kantas , Hamza Ruzayqat

In this article, we have studied the convergence behavior of the Dirichlet-Neumann waveform relaxation algorithms for time-fractional sub-diffusion and diffusion wave equations in 1D \& 2D for regular domains, where the dimensionless…

Numerical Analysis · Mathematics 2023-01-31 Soura Sana , Bankim C. Mandal

A space-time interface-fitted approximation of an inverse source problem for the advection-diffusion equation with moving subdomains is investigated. The problem is reformulated as an optimization problem using Tikhonov regularization. A…

Numerical Analysis · Mathematics 2025-02-11 Thi Thanh Mai Ta , Quang Huy Nguyen , Dinh Nho Hào

Inverse problems of recovering space-dependent parameters, e.g., initial condition, space-dependent source or potential coefficient, in a subdiffusion model from the terminal observation have been extensively studied in recent years.…

Numerical Analysis · Mathematics 2022-10-17 Bangti Jin , Yavar Kian , Zhi Zhou

There has been considerable recent study in "sub-diffusion" models that replace the standard parabolic equation model by a one with a fractional derivative in the time variable. There are many ways to look at this newer approach and one…

Analysis of PDEs · Mathematics 2019-04-08 William Rundell , Zhidong Zhang

In this paper, we study numerical methods for the solution of partial differential equations on evolving surfaces. The evolving hypersurface in $\Bbb{R}^d$ defines a $d$-dimensional space-time manifold in the space-time continuum…

Numerical Analysis · Mathematics 2014-04-09 Maxim A. Olshanskii , Arnold Reusken , Xianmin Xu

We discrete the ergodic semilinear stochastic partial differential equations in space dimension $d \leq 3$ with additive noise, spatially by a spectral Galerkin method and temporally by an exponential Euler scheme. It is shown that both the…

Numerical Analysis · Mathematics 2020-06-16 Ziheng Chen , Siqing Gan , Xiaojie Wang

We propose a robust a posteriori error estimator for the hybridizable discontinuous Galerkin (HDG) method for convection-diffusion equations with dominant convection. The reliability and efficiency of the estimator are established for the…

Numerical Analysis · Mathematics 2014-12-18 Huangxin Chen , Jingzhi Li , Weifeng Qiu

In this article, we study an inverse boundary value problem for the time-dependent convection-diffusion equation. We use the nonlinear Carleman weight to recover the time-dependent convection term and time-dependent density coefficient…

Analysis of PDEs · Mathematics 2024-04-17 Anamika Purohit

Traditionally, systems governed by linear Partial Differential Equations (PDEs) are spatially discretized to exploit their algebraic structure and reduce the computational effort for controlling them. Due to beneficial insights of the PDEs,…

Systems and Control · Computer Science 2016-04-05 Saber Jafarizadeh

This work provides reliable a posteriori error estimates for Runge-Kutta discontinuous Galerkin approximations of nonlinear convection-diffusion systems. The classes of systems we study are quite general with a focus on convection-dominated…

Numerical Analysis · Mathematics 2025-10-13 Andreas Dedner , Jan Giesselmann , Kiwoong Kwon , Tristan Pryer

The gradient discretisation method (GDM) is a generic framework for designing and analysing numerical schemes for diffusion models. In this paper, we study the GDM for the porous medium equation, including fast diffusion and slow diffusion…

Numerical Analysis · Mathematics 2020-04-02 Jerome Droniou , Kim-Ngan Le

Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…

Statistical Mechanics · Physics 2025-10-01 Maxence Arutkin , Shlomi Reuveni

A reaction-diffusion problem with a Caputo time derivative is considered. An integral discretization scheme on a graded mesh along with a decomposition of the exact solution is proposed. The truncation error estimate of the discretization…

Numerical Analysis · Mathematics 2018-10-19 Zhongdi Cen , Jian Huang , Anbo Le , Aimin Xu

The nonlocality of the fractional operator causes numerical difficulties for long time computation of the time-fractional evolution equations. This paper develops a high-order fast time-stepping discontinuous Galerkin finite element method…

Numerical Analysis · Mathematics 2023-09-07 Hui Zhang , Fanhai Zeng , Xiaoyun Jiang , Zhimin Zhang

We study the long-time asymptotics of a certain class of nonlinear diffusion equations with time-dependent diffusion coefficients which arise, for instance, in the study of transport by randomly fluctuating velocity fields. Our primary goal…

Analysis of PDEs · Mathematics 2016-09-06 Gastão A. Braga , Frederico Furtado , Jussara M. Moreira , Leonardo T. Rolla

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