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In this work, we present an efficient gradient projection method for solving a class of stochastic optimal control problem with expected integral state constraint. The first order optimality condition system consisting of forward-backward…

Optimization and Control · Mathematics 2024-12-24 Qiming Wang , Wenbin Liu

Fractional-order elliptic problems are investigated in case of inhomogeneous Dirichlet boundary data. The boundary integral form is proposed as a suitable mathematical model. The corresponding theory is completed by sharpening the mapping…

Analysis of PDEs · Mathematics 2020-05-15 Ferenc Izsák , Gábor Maros

The Nitsche method is a method of "weak imposition" of the inhomogeneous Dirichlet boundary conditions for partial differential equations. This paper explains stability and convergence study of the Nitsche method applied to evolutionary…

Numerical Analysis · Mathematics 2018-03-28 Yuki Ueda , Norikazu Saito

A singularly perturbed parabolic problem of convection-diffusion type with incompatible inflow boundary and initial conditions is examined. In the case of constant coefficients, a set of singular functions are identified which match certain…

Numerical Analysis · Mathematics 2022-12-20 Jose Luis Gracia , Eugene O'Riordan

The boundary integral method is extended to derive closed integro-differential equations applicable to computation of the shape and propagation speed of a steadily moving spot and to the analysis of dynamic instabilities in the sharp…

Pattern Formation and Solitons · Physics 2016-09-07 L. M. Pismen

In this article, we present a numerical approach to ensure the preservation of physical bounds on the solutions to linear and nonlinear hyperbolic convection-reaction problems at the discrete level. We provide a rigorous framework for error…

Numerical Analysis · Mathematics 2025-01-22 Ben S. Ashby , Abdalaziz Hamdan , Tristan Pryer

Splitting methods for the numerical integration of differential equations of order greater than two involve necessarily negative coefficients. This order barrier can be overcome by considering complex coefficients with positive real part.…

Numerical Analysis · Mathematics 2015-04-10 Sergio Blanes , Fernando Casas , Ander Murua

In this paper we present in one-dimensional space a numerical solution of a partial differential equation of fractional order. This equation describes a process of anomalous diffusion. The process arises from the interactions within the…

Numerical Analysis · Mathematics 2007-05-23 Mariusz Ciesielski , Jacek Leszczynski

We develop a cut finite element method (CutFEM) for convection-diffusion problems posed on mixed-dimensional domains, i.e., unions of manifolds of different dimensions arranged in a hierarchical structure where lower-dimensional components…

Numerical Analysis · Mathematics 2026-04-09 Erik Burman , Peter Hansbo , Mats G. Larson , Karl Larsson , Shantiram Mahata

We consider a family of initial boundary value problems governed by a fractional diffusion equation with Caputo derivative in time, where the parameter is the Newton heat transfer coefficient linked to the Robin condition on the boundary.…

Analysis of PDEs · Mathematics 2021-05-06 Isolda Cardoso , Sabrina D. Roscani , Domingo A. Tarzia

This is the second part of study on the optimal convergence rate of the explicit Euler discretization in time for the convection-diffusion equations [Appl. Math. Lett. \textbf{131} (2022) 108048] which focuses on high-dimensional…

Numerical Analysis · Mathematics 2022-05-13 Qifeng Zhang , Jiyuan Zhang , Zhi-zhong Sun

Rendering highly scattering participating media using brute force path tracing is a challenge. The diffusion approximation reduces the problem to solving a simple linear partial differential equation. Flux-limited diffusion introduces…

Graphics · Computer Science 2018-07-03 David Koerner , Jamie Portsmouth , Wenzel Jakob

Operator-splitting methods are widely used to solve differential equations, especially those that arise from multi-scale or multi-physics models, because a monolithic (single-method) approach may be inefficient or even infeasible. The most…

Numerical Analysis · Mathematics 2025-01-07 Siqi Wei , Victoria Guenter , Raymond J. Spiteri

This paper presents a novel shooting method for solving two-point boundary value problems for second order ordinary differential equations. The method works as follows: first, a guess for the initial condition is made and an integration of…

Numerical Analysis · Mathematics 2017-02-08 Stefan M. Filipov , Ivan D. Gospodinov , Istvan Farago

We present a novel energy-based numerical analysis of semilinear diffusion-reaction boundary value problems. Based on a suitable variational setting, the proposed computational scheme can be seen as an energy minimisation approach. More…

Numerical Analysis · Mathematics 2022-02-16 Mario Amrein , Pascal Heid , Thomas P. Wihler

Starting from the dynamical system model capturing the splitting-differentiation process of populations, we extend this notion to show how the speciation mechanism from a single species leads to the consideration of several well known…

Analysis of PDEs · Mathematics 2024-01-29 Gonzalo Galiano , Virginia Selgas

The boundary integral method is an efficient approach for solving time-harmonic obstacle scattering problems by a bounded scatterer. This paper presents the directional preconditioner for the iterative solution of linear systems of the…

Numerical Analysis · Mathematics 2014-09-17 Lexing Ying

This article presents a new finite element method for convection-diffusion equations by enhancing the continuous finite element space with a flux space for flux approximations that preserve the important mass conservation locally on each…

Numerical Analysis · Mathematics 2017-10-24 Yujie Liu , Junping Wang , Qingsong Zou

We develop a stabilized cut finite element method for the stationary convection diffusion problem on a surface embedded in ${\mathbb{R}}^d$. The cut finite element method is based on using an embedding of the surface into a three…

Numerical Analysis · Mathematics 2018-07-24 Erik Burman , Peter Hansbo , Mats G. Larson , Andre Massing , Sara Zahedi

We study the homogenization of a steady diffusion equation in a highly heterogeneous medium made of two subregions separated by a periodic barrier through which the flow is proportional to the jump of the temperature by a layer conductance…

Analysis of PDEs · Mathematics 2008-11-08 Abdelhamid Ainouz