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We consider the mathematical analysis and numerical approximation of a system of nonlinear partial differential equations that arises in models that have relevance to steady isochoric flows of colloidal suspensions. The symmetric velocity…

Numerical Analysis · Mathematics 2021-08-09 Andrea Bonito , Vivette Girault , Diane Guignard , Kumbakonam R. Rajagopal , Endre Süli

The porous medium equation (PME) is a typical nonlinear degenerate parabolic equation. We have studied numerical methods for PME by an energetic variational approach in [C. Duan et al, J. Comput. Phys., 385 (2019) 13-32], where the…

Numerical Analysis · Mathematics 2019-10-11 Chenghua Duan , Chun Liu , Cheng Wang , Xingye Yue

A standard finite element method discretizes the stochastic linear Schr\"{o}dinger equation driven by additive noise in the spatial variables. The weak convergence of the resulting approximate solution is analyzed, and it is established…

Probability · Mathematics 2025-03-18 Mangala Prasad

Variational phase-field models of brittle fracture pose a local constrained minimization problem of a non-convex energy functional. In the discrete setting, the problem is most often solved by alternate minimization, exploiting the separate…

Computational Engineering, Finance, and Science · Computer Science 2025-12-01 Jonas Heinzmann , Francesco Vicentini , Pietro Carrara , Laura De Lorenzis

The Intrinsic Surface Finite Element Method (ISFEM) was recently proposed to solve Partial Differential Equations (PDEs) on surfaces. ISFEM proceeds by writing the PDE with respect to a local coordinate system anchored to the surface and…

Numerical Analysis · Mathematics 2024-10-08 Elena Bachini , Mario Putti

Efficient simulation of stochastic partial differential equations (SPDE) on general domains requires noise discretization. This paper employs piecewise linear interpolation of noise in a fully discrete finite element approximation of a…

Numerical Analysis · Mathematics 2024-10-22 Gabriel Lord , Andreas Petersson

The modeling of cracks has been an intensely researched topic for decades - both from the mechanical as well as from the mathematics point of view. As far as the modeling of sharp cracks/interfaces is concerned, the resulting free boundary…

Analysis of PDEs · Mathematics 2022-11-24 Samira Boddin , Felix Rörentrop , Dorothee Knees , Jörn Mosler

In some situations, EM algorithm shows slow convergence problems. One possible reason is that standard procedures update the parameters simultaneously. In this paper we focus on finite mixture estimation. In this framework, we propose a…

Computation · Statistics 2012-01-31 Gilles Celeux , Stéphane Chrétien , Florence Forbes

This work proposes four novel hybrid quadrature schemes for the efficient and accurate evaluation of weakly singular boundary integrals (1/r kernel) on arbitrary smooth surfaces. Such integrals appear in boundary element analysis for…

Numerical Analysis · Mathematics 2023-07-12 Maximilian Harmel , Roger Andrew Sauer

The paper is a continuation of our previous work on the spatially homogeneous Boltzmann equation for Bose-Einstein particles with quantum collision kernel that includes the hard sphere model. Solutions $F_t$ under consideration that…

Analysis of PDEs · Mathematics 2025-01-17 Shuzhe Cai , Xuguang Lu

The Ensemble Kalman methodology in an inverse problems setting can be viewed as an iterative scheme, which is a weakly tamed discretization scheme for a certain stochastic differential equation (SDE). Assuming a suitable approximation…

Probability · Mathematics 2018-06-19 Dirk Blömker , Claudia Schillings , Philipp Wacker

We review the construction and analysis of numerical methods for strongly nonlinear PDEs, with an emphasis on convex and nonconvex fully nonlinear equations and the convergence to viscosity solutions. We begin by describing a fundamental…

Numerical Analysis · Mathematics 2016-10-26 Michael Neilan , Abner J. Salgado , Wujun Zhang

We study large deviation properties of systems of weakly interacting particles modeled by It\^{o} stochastic differential equations (SDEs). It is known under certain conditions that the corresponding sequence of empirical measures…

Probability · Mathematics 2012-09-26 Amarjit Budhiraja , Paul Dupuis , Markus Fischer

This paper is the second in a series of works on weak convergence of one-step schemes for solving stochastic differential equations (SDEs) with one-sided Lipschitz conditions. It is known that the super-linear coefficients may lead to a…

Numerical Analysis · Mathematics 2024-10-29 Yuying Zhao , Xiaojie Wang , Zhongqiang Zhang

This article is devoted to the analysis of the weak rates of convergence of schemes introduced by the authors in a recent work, for the temporal discretization of the stochastic Allen-Cahn equation driven by space-time white noise. The…

Numerical Analysis · Mathematics 2018-04-19 Charles-Edouard Bréhier , Ludovic Goudenège

The convergence of stochastic integrals driven by a sequence of Wiener processes $W_n\to W$ (with convergence in $C_t$) is crucial in the analysis of stochastic partial differential equations (SPDEs). The convergence we focus on in this…

Probability · Mathematics 2023-08-24 Kenneth H. Karlsen , Peter H. C. Pang

In this paper, a piecewise quadratic nonconforming finite element method on rectangular grids for a fourth-order elliptic singular perturbation problem is presented. This proposed method is robustly convergent with respect to the…

Numerical Analysis · Mathematics 2020-06-30 Huilan Zeng , Chen-Song Zhang , Shuo Zhang

We study a class of degenerate convection diffusion equations with a fractional nonlinear diffusion term. These equations are natural generalizations of anomalous diffusion equations, fractional conservations laws, local convection…

Analysis of PDEs · Mathematics 2011-07-28 Simone Cifani , Espen R. Jakobsen

The upwind conservation element and solution element (CESE) scheme is an alternative discontinuity-capturing numerical approach to solving hyperbolic conservation laws. To evaluate the numerical properties of this spatiotemporal coupled…

Fluid Dynamics · Physics 2024-10-31 Yazhong Jiang , Lisong Shi , Chih-Yung Wen

The scaled boundary finite element method (SBFEM) is a relatively recent boundary element method that allows the approximation of solutions to PDEs without the need of a fundamental solution. A theoretical framework for the convergence…

Numerical Analysis · Mathematics 2021-03-23 Fleurianne Bertrand , Daniele Boffi , Gonzalo G. de Diego