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The paper develops and analyzes a higher-order unfitted finite element method for the incompressible Stokes equations, which yields a strongly divergence-free velocity field up to the physical boundary. The method combines an isoparametric…

Numerical Analysis · Mathematics 2025-12-16 Michael Neilan , Maxim Olshanskii , Henry von Wahl

We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, regular explicit Euler scheme --with constant or decreasing step-- may explode and implicit…

Probability · Mathematics 2018-02-20 Vincent Lemaire

For numerical approximation the reformulation of a PDE as a residual minimisation problem has the advantages that the resulting linear system is symmetric positive definite, and that the norm of the residual provides an a posteriori error…

Numerical Analysis · Mathematics 2023-05-29 Harald Monsuur , Rob Stevenson , Johannes Storn

The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…

Numerical Analysis · Mathematics 2019-07-12 Huan-Yan Jian , Ting-Zhu Huang , Xi-Le Zhao , Yong-Liang Zhao

In this work, fourth-order compact block-centered finite difference (CBCFD) schemes combined with the Crank-Nicolson discretization are constructed and analyzed for solving parabolic integro-differential type non-Fickian flows in…

Analysis of PDEs · Mathematics 2022-07-05 Xuan Zhao , Ziyan Li , Xiaoli Li

We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener…

Numerical Analysis · Mathematics 2022-03-02 Zhihui Liu , Zhonghua Qiao

We prove a general criterion providing sufficient conditions under which a time-discretiziation of a given Stochastic Differential Equation (SDE) is a uniform in time approximation of the SDE. The criterion is also, to a certain extent,…

Numerical Analysis · Mathematics 2025-01-22 Letizia Angeli , Dan Crisan , Michela Ottobre

The modified Hunter--Saxton equation models the propagation of short capillary-gravity waves. As it involves a mixed derivative, its initial value problem on the periodic domain is much more complicated than the standard evolutionary…

Numerical Analysis · Mathematics 2018-02-13 Shun Sato

We present a new family of high-order shock-capturing finite difference numerical methods for systems of conservation laws. These methods, called Adaptive Compact Approximation Taylor (ACAT) schemes, use centered $(2p + 1)$-point stencils,…

Numerical Analysis · Mathematics 2021-06-02 H. Carrillo , E. Macca , G. Russo , C. Parés , D. Zorío

Propagation characteristics of a wave are defined by the dispersion relationship, from which the governing partial differential equation (PDE) can be recovered. PDEs are commonly solved numerically using the finite-difference (FD) method,…

Numerical Analysis · Mathematics 2021-07-29 Edward Caunt

We prove existence and uniqueness of mild solutions to Sobolev type fractional nonlocal dynamic equations in Banach spaces. The Sobolev nonlocal condition is considered in terms of a Riemann-Liouville fractional derivative. A Lagrange…

Optimization and Control · Mathematics 2015-01-09 Amar Debbouche , Delfim F. M. Torres

The steady motion of a viscous incompressible fluid in a junction of unbounded channels with sources and sinks is modeled through the Navier-Stokes equations under inhomogeneous Dirichlet boundary conditions. In contrast to many previous…

Analysis of PDEs · Mathematics 2025-05-21 Filippo Gazzola , Mikhail V. Korobkov , Xiao Ren , Gianmarco Sperone

In the present work, a high order finite element type residual distribution scheme is designed in the framework of multidimensional compressible Euler equations of gas dynamics. The strengths of the proposed approximation rely on the…

Numerical Analysis · Mathematics 2023-01-16 Remi Abgrall , Paola Bacigaluppi , Tokareva Svetlana

We present a novel implicit scheme for the numerical solution of time-dependent conservation laws. The core idea of the presented method is to exploit and approximate the mixed spatial-temporal derivative of the solution that occurs…

Numerical Analysis · Mathematics 2022-12-13 Peter Frolkovič , Michal Žeravý

Dendrites have voltage-gated ion channels which aid in production of action potentials. Thus dendrites are not just passive conductors of information, but actively act on the incoming input. Here we assume Hodgkin-Huxley formulations of…

Neurons and Cognition · Quantitative Biology 2013-09-23 Asha Gopinathan , Joseph Mathew

This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…

Numerical Analysis · Mathematics 2024-09-27 Sudarshan Santra , Ratikanta Behera

Finite difference method was extended to unstructured meshes to solve Euler equations. The spatial discretization is made of two steps. First, numerical fluxes are computed at the middle point of each edge with high order accuracy. In this…

Computational Physics · Physics 2021-02-26 Meiyuan Zhen , Kun Qu , Jinsheng Cai

Let D be a bounded domain in n-dimensional Eucledian space with a smooth boundary. We indicate appropriate Sobolev spaces of negative smoothness to study the non-homogeneous Cauchy problem for an elliptic differential complex {A_i} of first…

Analysis of PDEs · Mathematics 2023-04-04 Alexander Shlapunov , Dmitrii Fedchenko

The companion paper "Higher-order in time quasi-unconditionally stable ADI solvers for the compressible Navier-Stokes equations in 2D and 3D curvilinear domains", which is referred to as Part I in what follows, introduces ADI (Alternating…

Computational Physics · Physics 2018-01-11 Oscar Bruno , Max Cubillos

We study the homogeneous Cauchy-Dirichlet Problem (CDP) for a nonlinear and nonlocal diffusion equation of singular type of the form $\partial_t u =-\mathcal{L} u^m$ posed on a bounded Euclidean domain $\Omega\subset\mathbb{R}^N$ with…

Analysis of PDEs · Mathematics 2022-08-01 Matteo Bonforte , Peio Ibarrondo , Mikel Ispizua