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In this work, we consider parabolic models with dynamic boundary conditions and parabolic bulk-surface problems in 3D. Such partial differential equations based models describe phenomena that happen both on the surface and in the…
We present an extension of the Piecewise Parabolic Method to special relativistic fluid dynamics in multidimensions. The scheme is conservative, dimensionally unsplit, and suitable for a general equation of state. Temporal evolution is…
Local discontinuous Galerkin methods are developed for solving second order and fourth order time-dependent partial differential equations defined on static 2D manifolds. These schemes are second-order accurate with surfaces triangulized by…
Subsampling is one of the popular methods to balance statistical efficiency and computational efficiency in the big data era. Most approaches aim at selecting informative or representative sample points to achieve good overall information…
In this paper, we present a method that enables solving in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on an iterative update of a sequence of intermediate targets…
This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…
We consider the numerical solution of partial differential equations with coefficients that are strongly heterogeneous in space. We provide an overview of higher-order localized orthogonal decomposition (LOD) methods for the elliptic…
In this paper, we present a numerical scheme to solve the initial-boundary value problem for backward stochastic partial differential equations of parabolic type. Based on the Galerkin method, we approximate the original equation by a…
In this paper, a non-uniform time-stepping convex-splitting numerical algorithm for solving the widely used time-fractional Cahn-Hilliard equation is introduced. The proposed numerical scheme employs the $L1^+$ formula for discretizing the…
This paper presents a new method for the solution of multiscale stochastic differential equations at the diffusive time scale. In contrast to averaging-based methods, e.g., the heterogeneous multiscale method (HMM) or the equation-free…
We investigate elliptic and parabolic equations involving mixed local and nonlocal operators of the form $(-\Delta)^s-\Delta$, as well as their parabolic counterparts with both the Marchaud fractional time derivative and the classical…
In this work we propose a new approach for the numerical simulation of kinetic equations through Monte Carlo schemes. We introduce a new technique which permits to reduce the variance of particle methods through a matching with a set of…
This paper deals with a construction of new algorithm: the modified trigonometric cubic B-Spline differential quadrature (MTB-DQM) for space discretization together with a time integration algorithm" for numerical computation of the…
We develop a space-time mortar mixed finite element method for parabolic problems. The domain is decomposed into a union of subdomains discretized with non-matching spatial grids and asynchronous time steps. The method is based on a…
This article proposes a highly accurate and conservative method for hyperbolic systems using the finite volume approach. This innovative scheme constructs the intermediate states at the interfaces of the control volumes using the method of…
We introduce a finite element method for numerical upscaling of second order elliptic equations with highly heterogeneous coefficients. The method is based on a mixed formulation of the problem and the concepts of the domain decomposition…
A convexification-based numerical method for a Coefficient Inverse Problem for a parabolic PDE is presented. The key element of this method is the presence of the so-called Carleman Weight Function in the numerical scheme. Convergence…
In this paper, we propose a hybrid parallel programming approach for a numerical solution of a two-dimensional acoustic wave equation using an implicit difference scheme for a single computer. The calculations are carried out in an implicit…
The main goal of the paper is to establish time semidiscrete and space-time fully discrete maximal parabolic regularity for the time discontinuous Galerkin solution of linear parabolic equations. Such estimates have many applications. They…
Direct numerical simulation of diffusion through heterogeneous media can be difficult due to the computational cost of resolving fine-scale heterogeneities. One method to overcome this difficulty is to homogenize the model by replacing the…