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We investigate a numerical behaviour of robust deterministic optimal control problem subject to a convection diffusion equation containing uncertain inputs. Stochastic Galerkin approach, turning the original optimization problem containing…

Numerical Analysis · Mathematics 2023-03-01 Pelin Çiloğlu , Hamdullah Yücel

A two-level overlapping Schwarz method is developed for second order elliptic problems with highly oscillatory and high contrast coefficients, for which it is known that the standard coarse problem fails to give a robust preconditioner. In…

Numerical Analysis · Mathematics 2024-12-20 Junxian Wang , Eric Chung , Hyea Hyun Kim

In this work, we employ the Constraint Energy Minimizing Generalized Multiscale Finite Element Method (CEM-GMsFEM) to solve the problem of linear heterogeneous poroelasticity with coefficients of high contrast. The proposed method makes use…

Numerical Analysis · Mathematics 2019-09-04 Shubin Fu , Robert Altmann , Eric T. Chung , Roland Maier , Daniel Peterseim , Sai-Mang Pun

In this work, we consider fracture propagation in nearly incompressible and (fully) incompressible materials using a phase-field formulation. We use a mixed form of the elasticity equation to overcome volume locking effects and develop a…

Numerical Analysis · Mathematics 2022-02-10 Timo Heister , Katrin Mang , Thomas Wick

In this paper, we study fast iterative solvers for the solution of fourth order parabolic equations discretized by mixed finite element methods. We propose to use consistent mass matrix in the discretization and use lumped mass matrix to…

Numerical Analysis · Mathematics 2016-02-26 Bin Zheng , Luoping Chen , Xiaozhe Hu , Long Chen , Ricardo H. Nochetto , Jinchao Xu

Mass-conservative reaction-diffusion systems have recently been proposed as a general framework to describe intracellular pattern formation. These systems have been used to model the conformational switching of proteins as they cycle from…

Numerical Analysis · Mathematics 2019-10-08 John A. Mackenzie , Christopher F. Rowlatt , Robert H. Insall

High-order partial differential equations (PDEs) require derivative regularity that standard $C^0$ finite element infrastructures do not directly provide on unstructured meshes. We propose a mesh-intrinsic generalized finite element method…

Numerical Analysis · Mathematics 2026-04-28 Rong Tian

This paper studies the spectral properties of large matrices and the preconditioning of linear systems, arising from the finite difference discretization of a time-dependent space-fractional diffusion equation with a variable coefficient…

Numerical Analysis · Mathematics 2026-03-17 Muhammad Faisal Khan , Asim Ilyas , Rolf Krause , Stefano Serra-Capizzano , Cristina Tablino-Possio

Coarse spaces are essential to ensure robustness w.r.t. the number of subdomains in two-level overlapping Schwarz methods. Robustness with respect to the coefficients of the underlying partial differential equation (PDE) can be achieved by…

Numerical Analysis · Mathematics 2025-10-31 Peter Bastian , Nils Friess

We study a conservative 5-point cell-centered finite volume discretization of the high-contrast diffusion equation. We aim to construct preconditioners that are robust with respect to the magnitude of the coefficient contrast and the mesh…

Numerical Analysis · Mathematics 2009-04-14 Burak Aksoylu , Zuhal Yeter

We present an explicit method for simulating stochastic differential equations (SDEs) that have variable diffusion coefficients and satisfy the detailed balance condition with respect to a known equilibrium density. In Tupper and Yang…

Numerical Analysis · Mathematics 2014-06-27 Paul Tupper , Xin Yang

Diffusion models with continuous stochastic differential equations (SDEs) have shown superior performances in image generation. It can serve as a deep generative prior to solving the inverse problem in magnetic resonance (MR)…

Image and Video Processing · Electrical Eng. & Systems 2024-01-23 Chentao Cao , Zhuo-Xu Cui , Yue Wang , Shaonan Liu , Taijin Chen , Hairong Zheng , Dong Liang , Yanjie Zhu

In this paper, we provide the constraint energy minimization generalized multiscale finite element method (CEM-GMsFEM) to solve Helmholtz equations in heterogeneous medium. This novel multiscale method is specifically designed to overcome…

Numerical Analysis · Mathematics 2024-07-09 Xingguang Jin , Changqing Ye , Eric T. Chung

We consider primal-dual mixed finite element methods for the advection--diffusion equation. For the primal variable we use standard continuous finite element space and for the flux we use the Raviart-Thomas space. We prove optimal a priori…

Numerical Analysis · Mathematics 2021-06-01 Erik Burman , Cuiyu He

This paper contains construction and analysis a finite element approximation for convection dominated diffusion problems with full coefficient matrix on general simplicial partitions in $R^d$, $d=2,3$. This construction is quite close to…

Numerical Analysis · Mathematics 2012-11-07 Raytcho D. Lazarov , Ludmil T. Zikatanov

In this paper, we present a mixed Generalized Multiscale Finite Element Method (GMsFEM) for solving flow in heterogeneous media. Our approach constructs multiscale basis functions following a GMsFEM framework and couples these basis…

Numerical Analysis · Mathematics 2014-06-05 Eric T. Chung , Yalchin Efendiev , Chak Shing Lee

Discontinuous Galerkin (DG) methods offer an enormous flexibility regarding local grid refinement and variation of polynomial degrees for a variety of different problem classes. With a focus on diffusion problems, we consider DG…

Numerical Analysis · Mathematics 2013-01-01 Kolja Brix , Claudio Canuto , Wolfgang Dahmen

A linearly implicit conservative difference scheme is applied to discretize the attractive coupled nonlinear Schr\"odinger equations with fractional Laplacian. Complex symmetric linear systems can be obtained, and the system matrices are…

Numerical Analysis · Mathematics 2023-10-19 Yan Cheng , Xi Yang

Spectral element methods (SEM), which are extensions of finite element methods (FEM), are important emerging techniques for solving partial differential equations in physics and engineering. SEM can potentially deliver better accuracy due…

Numerical Analysis · Mathematics 2023-04-28 Jacob Jones , Rebecca Conley , Xiangmin Jiao

Fourth-order accurate compact schemes for variable coefficient convection diffusion equations are considered. A sufficient condition for the stability of the fully discrete problem is derived using a difference equation based approach. The…

Numerical Analysis · Mathematics 2024-01-30 Anindya Goswami , Kuldip Singh Patel , Pradeep Kumar Sahu