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Parallel-in-time algorithms have been successfully employed for reducing time-to-solution of a variety of partial differential equations, especially for diffusive (parabolic-type) equations. A major failing of parallel-in-time approaches to…

Numerical Analysis · Mathematics 2019-08-28 Hans De Sterck , Stephanie Friedhoff , Alexander J. M. Howse , Scott P. MacLachlan

In this paper, for solving a class of linear parabolic equations in rectangular domains, we have proposed an efficient Parareal exponential integrator finite element method. The proposed method first uses the finite element approximation…

Numerical Analysis · Mathematics 2024-12-03 Jianguo Huang , Yuejin Xu

Our main objective in this paper is to develop a second-order stochastic numerical method which generalizes the well-known deterministic TR-BDF2 scheme. Since most stochastic techniques used for approximating the solution of a stochastic…

Numerical Analysis · Mathematics 2026-02-12 Tomás Caraballo , Macarena Gómez-Mármol , Ignacio Roldán

We study an expansion method for high-dimensional parabolic PDEs which constructs accurate approximate solutions by decomposition into solutions to lower-dimensional PDEs, and which is particularly effective if there are a low number of…

Analysis of PDEs · Mathematics 2016-11-08 Christoph Reisinger , Rasmus Wissmann

This papers deals with a construction and convergence analysis of a finite difference scheme for solving time-fractional porous medium equation. The governing equation exhibits both nonlocal and nonlinear behaviour making the numerical…

Numerical Analysis · Mathematics 2019-04-05 Łukasz Płociniczak

This paper is concerned with quantitative homogenization of second-order parabolic systems with periodic coefficients varying rapidly in space and time, in different scales. We obtain large-scale interior and boundary Lipschitz estimates as…

Analysis of PDEs · Mathematics 2020-01-08 Jun Geng , Zhongwei Shen

An exactly solvable position-dependent mass Schr\"odinger equation in two dimensions, depicting a particle moving in a semi-infinite layer, is re-examined in the light of recent theories describing superintegrable two-dimensional systems…

Mathematical Physics · Physics 2008-04-24 Christiane Quesne

The space fractional Cahn-Hilliard phase-field model is more adequate and accurate in the description of the formation and phase change mechanism than the classical Cahn-Hilliard model. In this article, we propose a temporal second-order…

Numerical Analysis · Mathematics 2021-05-13 Yong-Liang Zhao , Meng Li , Alexander Ostermann , Xian-Ming Gu

Quasi-periodic solutions with multiple base frequencies exhibit the feature of $2\pi$-periodicity with respect to each of the hyper-time variables. However, it remains a challenge work, due to the lack of effective solution methods, to…

Dynamical Systems · Mathematics 2025-05-06 Junqing Wu , Ling Hong , Mingwu Li , Jun Jiang

Computational methods for fractional differential equations exhibit essential instability. Even a minor modification of the coefficients or other entry data may switch good results to the divergent. The goal of this paper is to suggest the…

Numerical Analysis · Mathematics 2021-12-20 P. B. Dubovski , J. A. Slepoi

Understanding the quasi-static fracture formation and evolution is essential for assessing the mechanical properties and structural load-bearing capacity of materials. Peridynamics (PD) provides an effective computational method to depict…

Numerical Analysis · Mathematics 2024-10-17 Shiwei Hu , Tianbai Xiao , Mingshuo Han , Zuoxu Li , Erkan Oterkus , Selda Oterkus , Yonghao Zhang

In this study, we investigate a mixed problem linked to a second-order parabolic equation, characterized by temporal dependencies and variable~coefficients, and constrained by non-local, non-self-adjoint boundary conditions. By defining…

Analysis of PDEs · Mathematics 2024-11-26 Yu. A. Mammadov , H. I. Ahmadov

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

We present a new high-order finite volume reconstruction method for hyperbolic conservation laws. The method is based on a piecewise cubic polynomial which provides its solutions a fifth-order accuracy in space. The spatially reconstructed…

Computational Physics · Physics 2017-05-24 Dongwook Lee , Hugues Faller , Adam Reyes

In this manuscript, an original numerical procedure for the nonlinear peridynamics on arbitrarily--shaped two-dimensional (2D) closed manifolds is proposed. When dealing with non parameterized 2D manifolds at the discrete scale, the problem…

Numerical Analysis · Mathematics 2023-09-27 Alessandro Coclite , Giuseppe Maria Coclite , Francesco Maddalena , Tiziano Politi

Quasiperiodic systems, related to irrational numbers, are space-filling structures without decay nor translation invariance. How to accurately recover these systems, especially for non-smooth cases, presents a big challenge in numerical…

Numerical Analysis · Mathematics 2024-01-08 Kai Jiang , Qi Zhou , Pingwen Zhang

In this paper, a class of high order numerical schemes is proposed to solve the nonlinear parabolic equations with variable coefficients. This method is based on our previous work [10] for convection-diffusion equations, which relies on a…

Numerical Analysis · Mathematics 2020-12-30 Kaipeng Wang , Andrew Christlieb , Yan Jiang , Mengping Zhang

In this paper we present two numerical schemes of approximating solutions of backward doubly stochastic differential equations (BDSDEs for short). We give a method to discretize a BDSDE. And we also give the proof of the convergence of…

Probability · Mathematics 2008-06-05 Yufeng Shi , Weiqiang Yang , Jing Yuan

In this paper we present an error analysis of an Eulerian finite element method for solving parabolic partial differential equations posed on evolving hypersurfaces in $\mathbb{R}^d$, $d=2,3$. The method employs discontinuous piecewise…

Numerical Analysis · Mathematics 2014-04-10 Maxim A. Olshanskii , Arnold Reusken

The convergence analysis of a third-order scheme for the highly nonlinear Landau-Lifshitz-Gilbert equation with a non-convex constraint is considered. In this paper, we first present a fully discrete semi-implicit method for solving the…

Numerical Analysis · Mathematics 2025-11-14 Changjian Xie , Cheng Wang