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We consider the numerical approximation of general semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive space-time noise. In contrast to the standard time stepping methods which uses basic increments of…

Numerical Analysis · Mathematics 2010-05-31 Gabriel J. Lord , Antoine Tambue

In this paper, we propose a fully discrete mixed finite element method for solving the time-dependent Ginzburg--Landau equations, and prove the convergence of the finite element solutions in general curved polyhedra, possibly nonconvex and…

Numerical Analysis · Mathematics 2016-05-06 Buyang Li

We consider a space-time variational formulation of parabolic initial-boundary value problems in anisotropic Sobolev spaces in combination with a Hilbert-type transformation. This variational setting is the starting point for the space-time…

Numerical Analysis · Mathematics 2020-08-06 Ulrich Langer , Marco Zank

A systematic numerical study on weak Galerkin (WG) finite element method for second order linear parabolic problems is presented by allowing polynomial approximations with various degrees for each local element. Convergence of both…

Numerical Analysis · Mathematics 2021-03-26 Bhupen Deka , Naresh Kumar

This paper presents a concurrent global-local numerical method for solving multiscale parabolic equations in divergence form. The proposed method employs hybrid coefficient to provide accurate macroscopic information while preserving…

Numerical Analysis · Mathematics 2026-04-14 Yulei Liao , Yang Liu , Pingbing Ming

We formulate and analyze a goal-oriented adaptive finite element method for a symmetric linear elliptic partial differential equation (PDE) that can simultaneously deal with multiple linear goal functionals. In each step of the algorithm,…

Numerical Analysis · Mathematics 2026-01-06 Roland Becker , Maximilian Brunner , Paula Hilbert , Michael Innerberger , Dirk Praetorius

In this paper, we prove a discrete embedding inequality for the Raviart--Thomas mixed finite element methods for second order elliptic equations, which is analogous to the Sobolev embedding inequality in the continuous setting. Then, by…

Numerical Analysis · Mathematics 2017-07-11 Huadong Gao , Weifeng Qiu

The finite element method is used to approximately solve boundary value problems for differential equations. The method discretises the parameter space and finds an approximate solution by solving a large system of linear equations. Here we…

Quantum Physics · Physics 2016-03-23 Ashley Montanaro , Sam Pallister

In this paper we establish a best approximation property of fully discrete Galerkin finite element solutions of second order parabolic problems on convex polygonal and polyhedral domains in the $L^\infty$ norm. The discretization method…

Numerical Analysis · Mathematics 2018-08-20 Dmitriy Leykekhman , Boris Vexler

We present partially penalized immersed finite element methods for solving parabolic interface problems on Cartesian meshes. Typical semi-discrete and fully discrete schemes are discussed. Error estimates in an energy norm are derived.…

Numerical Analysis · Mathematics 2016-11-02 Tao Lin , Qing Yang , Xu Zhang

We consider the efficient numerical solution of coupled dynamical systems, consisting of a small nonlinear part and a large linear time invariant part, possibly stemming from spatial discretization of an underlying partial differential…

Numerical Analysis · Mathematics 2018-11-27 Herbert Egger , Vsevolod Shashkov , Kersten Schmidt

We construct a space-time parallel method for solving parabolic partial differential equations by coupling the Parareal algorithm in time with overlapping domain decomposition in space. The goal is to obtain a discretization consisting of…

Numerical Analysis · Mathematics 2022-01-17 Jehanzeb Chaudhry , Donald Estep , Simon Tavener

For nonlinear reduced-order models, especially for those with non-polynomial nonlinearities, the computational complexity still depends on the dimension of the original dynamical system. As a result, the reduced-order model loses its…

Numerical Analysis · Mathematics 2013-04-30 Zhu Wang

We propose an efficient algorithm for the approximation of fractional integrals by using Runge--Kutta based convolution quadrature. The algorithm is based on a novel integral representation of the convolution weights and a special…

Numerical Analysis · Mathematics 2019-07-29 Lehel Banjai , María López-Fernández

Parallel-in-time (PinT) techniques have been proposed to solve systems of time-dependent differential equations by parallelizing the temporal domain. Among them, Parareal computes the solution sequentially using an inaccurate (fast) solver,…

Computation · Statistics 2024-11-12 Guglielmo Gattiglio , Lyudmila Grigoryeva , Massimiliano Tamborrino

In this work, we investigate the numerical approximation of the second order non-autonomous semilnear parabolic partial differential equation (PDE) using the finite element method. To the best of our knowledge, only the linear case is…

Numerical Analysis · Mathematics 2020-01-27 Antoine Tambue , Jean Daniel Mukam

The aim of this paper is to establish convergence, properties and error bounds for the fully discrete solutions of a class of nonlinear systems of reaction-diffusion nonlocal type with moving boundaries, using the finite element method with…

Numerical Analysis · Mathematics 2015-10-13 Rui M. P. Almeida , José C. M. Duque , Jorge Ferreira , Rui J. Robalo

In this paper, an efficient parallel splitting method is proposed for the optimal control problem with parabolic equation constraints. The linear finite element is used to approximate the state variable and the control variable in spatial…

Optimization and Control · Mathematics 2023-02-21 Haiming Song , Jiachuan Zhang , Yongle Hao

We propose an iterative finite element method for solving non-linear hydromagnetic and steady Euler's equations. Some three-dimensional computational tests are given to confirm the convergence and the high efficiency of the method.

Numerical Analysis · Mathematics 2009-12-01 Cédric Boulbe , Tahar Zamène Boulmezaoud , T. Amari

We present original time-parallel algorithms for the solution of the implicit Euler discretization of general linear parabolic evolution equations with time-dependent self-adjoint spatial operators. Motivated by the inf-sup theory of…

Numerical Analysis · Mathematics 2021-03-24 Martin Neumuller , Iain Smears