Related papers: Study of a TPFA scheme for the stochastic Allen-Ca…
In this paper, we deal with numerical approximations for solving the Black-Scholes Partial Differential Equation (PDE). This PDE is well known to be degenerated. The space discretization is performed using the classical finite volume method…
In this work, we are interested in building the fully discrete scheme for stochastic fractional diffusion equation driven by fractional Brownian sheet which is temporally and spatially fractional with Hurst parameters $H_{1}, H_{2}…
We study in this paper the convergence of the random splitting method for Allen-Cahn equation in a background flow that plays as a simplified model for phase separation in multiphase flows. The model does not own the gradient flow structure…
In this work, we present a second-order nonuniform time-stepping scheme for the time-fractional Allen-Cahn equation. We show that the proposed scheme preserves the discrete maximum principle, and by using the convolution structure of…
In this paper, we develop regularized discrete least squares collocation and finite volume methods for solving two-dimensional nonlinear time-dependent partial differential equations on irregular domains. The solution is approximated using…
We study an Allen-Cahn equation perturbed by a multiplicative stochastic noise which is white in time and correlated in space. Formally this equation approximates a stochastically forced mean curvature flow. We derive uniform energy bounds…
We prove existence and uniqueness of a solution for the stochastic Allen-Cahn equation with logarithmic potential and multiplicative Wiener noise, under homogeneous Neumann boundary condition. The existence of a solution is obtained in the…
In this paper, we propose a general framework to design {efficient} polynomial time approximation schemes (EPTAS) for fundamental stochastic combinatorial optimization problems. Given an error parameter $\epsilon>0$, such algorithmic…
The stochastic Cahn-Hilliard equation driven by a fractional Brownian sheet provides a more accurate model for correlated space-time random perturbations. This study delves into two key aspects: first, it rigorously examines the regularity…
In this paper, we combine the operator splitting methodology for abstract evolution equations with that of stochastic methods for large-scale optimization problems. The combination results in a randomized splitting scheme, which in a given…
This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial…
We study a class of semi-implicit Taylor-type numerical methods that are easy to implement and designed to solve multidimensional stochastic differential equations driven by a general rough noise, e.g. a fractional Brownian motion. In the…
We consider a numerical approximation of a linear quadratic control problem constrained by the stochastic heat equation with non-homogeneous Neumann boundary conditions. This involves a combination of distributed and boundary control, as…
A finite element scheme for an entirely fractional Allen-Cahn equation with non-smooth initial data is introduced and analyzed. In the proposed nonlocal model, the Caputo fractional in-time derivative and the fractional Laplacian replace…
We consider the so-called field-road diffusion model in a bounded domain, consisting of two parabolic PDEs posed on sets of different dimensions (a {\it field} and a {\it road} in a population dynamics context) and coupled through exchange…
In this article, a fast algorithm based on time two-mesh (TT-M) finite element (FE) scheme, which aims at solving nonlinear problems quickly, is considered to numerically solve the nonlinear space fractional Allen-Cahn equations with smooth…
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…
We present well-balanced finite volume schemes designed to approximate the Euler equations with gravitation. They are based on a novel local steady state reconstruction. The schemes preserve a discrete equivalent of steady adiabatic flow,…
This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…
We analyze the qualitative properties and the order of convergence of a splitting scheme for a class of nonlinear stochastic Schr\"odinger equations driven by additive It\^o noise. The class of nonlinearities of interest includes nonlocal…