Related papers: Compact finite-difference scheme for some Sobolev …
We construct a nonstandard finite difference numerical scheme to approximate stochastic differential equations (SDEs) using the idea of weighed step introduced by R.E. Mickens. We prove the strong convergence of our scheme under locally…
This paper is devoted to the complete convergence study of the finite-element approximation of Maxwell's equations in the case where the magnetic permeability is constant. Standard linear finite elements for the space discretization are…
We present a new high-order accurate computational fluid dynamics model based on the incompressible Navier-Stokes equations with a free surface for the accurate simulation of nonlinear and dispersive water waves in the time domain. The…
In this paper we consider the numerical approximation of a general second order semi-linear parabolic partial differential equation. Equations of this type arise in many contexts, such as transport in porous media. Using finite element…
In this work, high-order discrete well-balanced methods for one-dimensional hyperbolic systems of balance laws are proposed. We aim to construct a method whose discrete steady states correspond to solutions of arbitrary high-order ODE…
The solution of partial differential equations (PDEs) on complex domains often presents a significant computational challenge by requiring the generation of fitted meshes. The Diffuse Domain Method (DDM) is an alternative which reformulates…
The two-dimensional unsteady coupled Burgers' equations with moderate to severe gradients, are solved numerically using higher-order accurate finite difference schemes; namely the fourth-order accurate compact ADI scheme, and the…
Whether the 3D incompressible Euler equations can develop a singularity in finite time from smooth initial data is one of the most challenging problems in mathematical fluid dynamics. This work attempts to provide an affirmative answer to…
This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…
We propose a novel non-compact, positivity-preserving scheme for linear non-divergence form elliptic equations. Based on the Feynman--Kac formula, the solution is represented as a conditional expectation associated with a diffusion…
The purpose of this paper is to develop a new effective approach to higher-order mixing in the semisimple setting. We prove effective exponential mixing of all orders for partially hyperbolic algebraic actions, under a strong spectral-gap…
In this paper, based on the developed nonlinear fourth-order operator and method of order reduction, a novel fourth-order compact difference scheme is constructed for the mixed-type time-fractional Burgers' equation, from which…
This work addresses the question of regularity of solutions to evolutionary (quasi-static and dynamic) perfect plasticity models. Under the assumption that the elasticity set is a compact convex subset of deviatoric matrices, with $C^2$…
A system of boundary-domain integral equations is derived from the bidimensional Dirichlet problem for the diffusion equation with variable coefficient using the novel parametrix from [22] different from the one in [5,18]. Mapping…
This paper is concerned with the numerical approximation of stochastic ordinary differential equations, which satisfy a global monotonicity condition. This condition includes several equations with super-linearly growing drift and diffusion…
In this paper, we propose a mass conservative semi-Lagrangian finite difference scheme for multi-dimensional problems without dimensional splitting. The semi-Lagrangian scheme, based on tracing characteristics backward in time from grid…
We prove a sharp quantitative version for the stability of the Sobolev inequality with explicit constants. Moreover, the constants have the correct behavior in the limit of large dimensions, which allows us to deduce an optimal quantitative…
This paper studies bulk-surface splitting methods of first order for (semi-linear) parabolic partial differential equations with dynamic boundary conditions. The proposed Lie splitting scheme is based on a reformulation of the problem as a…
We propose a modification of the standard linear implicit Euler integrator for the weak approximation of parabolic semilinear stochastic PDEs driven by additive space-time white noise. The new method can easily be combined with a finite…
In this paper, we study the biharmonic equation with Dirichlet boundary conditions in a polygonal domain. In particular, we propose a method that effectively decouples the fourth-order problem into a system of two Poison equations and one…