Related papers: A concurrent global-local numerical method for mul…
A new Monte-Carlo method for solving linear parabolic partial differential equations is presented. Since, in this new scheme, the particles are followed backward in time, it provides great flexibility in choosing critical points in…
We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…
In this paper, we suggest a new heterogeneous multiscale method (HMM) for the time-harmonic Maxwell equations in locally periodic media. The method is constructed by using a divergence-regularization in one of the cell problems. This allows…
In this paper, we propose multicontinuum splitting schemes for multiscale problems, focusing on a parabolic equation with a high-contrast coefficient. Using the framework of multicontinuum homogenization, we introduce spatially smooth…
We propose and analyse a fully-discrete discontinuous Galerkin time-stepping method for parabolic Hamilton--Jacobi--Bellman equations with Cordes coefficients. The method is consistent and unconditionally stable on rather general…
A singularly perturbed parabolic problem of convection-diffusion type with a discontinuous initial condition is examined. An analytic function is identified which matches the discontinuity in the initial condition and also satisfies the…
The focus of this paper is on the concurrent reconstruction of both the diffusion and potential coefficients present in an elliptic/parabolic equation, utilizing two internal measurements of the solutions. A decoupled algorithm is…
We introduce an algebraic multiscale method for two--dimensional problems. The method uses the generalized multiscale finite element method based on the quadrilateral nonconforming finite element spaces. Differently from the…
We consider a time-dependent linear diffusion equation together with a related inverse boundary value problem. The aim of the inverse problem is to determine, based on observations on the boundary, the non-homogeneous diffusion coefficient…
We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…
A convergence result for a discontinuous Galerkin multiscale method for a second order elliptic problem is presented. We consider a heterogeneous and highly varying diffusion coefficient in $L^\infty(\Omega,\mathbb{R}^{d\times d}_{sym})$…
We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…
Multi-scale wave propagation problems are computationally costly to solve by traditional techniques because the smallest scales must be represented over a domain determined by the largest scales of the problem. We have developed and…
In this paper, we present optimal error estimates of the local discontinuous Galerkin method with generalized numerical fluxes for one-dimensional nonlinear convection-diffusion systems. The upwind-biased flux with adjustable numerical…
Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…
We present a scalable and efficient iterative solver for high-order hybridized discontinuous Galerkin (HDG) discretizations of hyperbolic partial differential equations. It is an interplay between domain decomposition methods and HDG…
We propose a variational splitting technique for the generalized-$\alpha$ method to solve hyperbolic partial differential equations. We use tensor-product meshes to develop the splitting method, which has a computational cost that grows…
A singularly perturbed linear system of second order partial differential equations of parabolic reaction-diffusion type with given initial and boundary conditions is considered. The leading term of each equation is multiplied by a small…
We present a high order parameter-robust numerical method for a system of (M>=2) coupled singularly perturbed parabolic reaction-diffusion problems. A small perturbation parameter {\epsilon} is multiplied with the second order spatial…
The present work provides a comprehensive study of symmetric-conjugate operator splitting methods in the context of linear parabolic problems and demonstrates their additional benefits compared to symmetric splitting methods. Relevant…