Related papers: Inf-sup stable space-time discretization of the wa…
This paper discusses the practical development of space-time boundary element methods for the wave equation in three spatial dimensions. The employed trial spaces stem from simplex meshes of the lateral boundary of the space-time cylinder.…
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…
We consider a time discretization of incompressible Navier-Stokes equations with spatial periodic boundary conditions in the vorticity-velocity formulation. The approximation is based on freezing the velocity on time subintervals resulting…
In this paper, a well-posed simultaneous space-time First Order System Least Squares formulation is constructed of the instationary incompressible Stokes equations with slip boundary conditions. As a consequence of this well-posedness, the…
We propose a fully discretised numerical scheme for the hyperelastic rod wave equation on the line. The convergence of the method is established. Moreover, the scheme can handle the blow-up of the derivative which naturally occurs for this…
We present a new approach for boundary integral equations for the wave equation with zero initial conditions. Unlike previous attempts, our mathematical formulation allows us to prove that the associated boundary integral operators are…
Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…
The first-order linear positivity preserving schemes in time are available for the time dependent Poisson-Nernst-Planck (PNP) equations, second-order linear ones are still challenging. In this paper, we propose the first- and second-order…
We consider an initial-boundary value problem for the $n$-dimensional wave equation with the variable sound speed, $n\geq 1$. We construct three-level implicit in time and compact in space (three-point in each space direction) 4th order…
In this paper we present in detail the numerical solution of the conformally invariant wave equation on top of a fixed background space-time corresponding to two different cases: i) 1+1 Minkowski space-time in Cartesian coordinates and ii)…
In this work we propose a nonlinear stabilization technique for convection-diffusion-reaction and pure transport problems discretized with space-time isogeometric analysis. The stabilization is based on a graph-theoretic artificial…
This paper focuses on providing the high order algorithms for the space-time tempered fractional diffusion-wave equation. The designed schemes are unconditionally stable and have the global truncation error $\mathcal{O}(\tau^2+h^2)$, being…
This paper presents a solution to an initial value problem for the 1-dimensional wave equation on time scales through the application of a Fourier transform and its inverse via contour integrals. The time scale of the spatial dimension is…
We introduce an arbitrary order, stabilized finite element method for solving a unique continuation problem subject to the time-harmonic elastic wave equation with variable coefficients. Based on conditional stability estimates we prove…
First, we consider the problem of hedging in complete binomial models. Using the discrete-time F\"ollmer-Schweizer decomposition, we demonstrate the equivalence of the backward induction and sequential regression approaches. Second, in…
A novel space-time discretization for the (linear) scalar-valued dissipative wave equation is presented. It is a structured approach, namely, the discretization space is obtained tensorizing the Virtual Element (VE) discretization in space…
In this work, we study two-dimensional diffusion-wave equations with variable exponent, modeling mechanical diffusive wave propagation in viscoelastic media with spatially varying properties. We first transform the diffusion-wave model into…
Variable-order time-fractional wave equations provide a flexible model for wave phenomena with evolving memory effects and anomalous temporal dynamics. Their numerical approximation is challenging because the variable-order fractional…
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…
We prove that the implicit time Euler scheme coupled with finite elements space discretization for the 2D Navier-Stokes equations on the torus subject to a random perturbation converges in $L^2(\Omega)$, and describe the rate of convergence…