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This paper aims to present a local discontinuous Galerkin (LDG) method for solving backward stochastic partial differential equations (BSPDEs) with Neumann boundary conditions. We establish the $L^2$-stability and optimal error estimates of…

Numerical Analysis · Mathematics 2024-09-18 Yixiang Dai , Yunzhang Li , Jing Zhang

We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…

Numerical Analysis · Mathematics 2016-10-24 Kim Ngan Le , William McLean , Kassem Mustapha

Semi-Lagrangian methods have traditionally been developed in the framework of hyperbolic equations, but several extensions of the Semi-Lagrangian approach to diffusion and advection--diffusion problems have been proposed recently. These…

Numerical Analysis · Mathematics 2014-05-20 L. Bonaventura , R. Ferretti

We introduce an extended discontinuous Galerkin discretization of hyperbolic-parabolic problems on multidimensional semi-infinite domains. Building on previous work on the one-dimensional case, we split the strip-shaped computational domain…

Numerical Analysis · Mathematics 2023-09-01 Federico Vismara , Tommaso Benacchio

In this paper, we present a flux-based formulation of the hybridizable discontinuous Galerkin (HDG) method for steady-state diffusion problems and propose a new method derived by letting a stabilization parameter tend to infinity. Assuming…

Numerical Analysis · Mathematics 2022-12-13 Issei Oikawa

This work is devoted to the design of interior penalty discontinuous Galerkin (dG) schemes that preserve maximum principles at the discrete level for the steady transport and convection-diffusion problems and the respective transient…

Numerical Analysis · Computer Science 2018-12-14 Santiago Badia , Jesús Bonilla , Alba Hierro

Two Hybridizable Discontinuous Galerkin (HDG) schemes for the solution of Maxwell's equations in the time domain are presented. The first method is based on an electromagnetic diffusion equation, while the second is based on Faraday's and…

Computational Engineering, Finance, and Science · Computer Science 2020-06-24 Luca Berardocco , Martin Kronbichler , Volker Gravemeier

In this paper we consider a final value problem for a diffusion equation with time-space fractional differentiation on a bounded domain $D$ of $ \mathbb{R}^{k}$, $k\ge 1$, which includes the fractional power $\mathcal L^\beta$, $0<\beta\le…

Analysis of PDEs · Mathematics 2020-06-24 Nguyen Huy Tuan , Tran Bao Ngoc , Yong Zhou , Donal O'Regan

For singularly perturbed reaction-diffusion problems in 1D and 2D, we study a local discontinuous Galerkin (LDG) method on a Shishkin mesh. In these cases, the standard energy norm is too weak to capture adequately the behavior of the…

Numerical Analysis · Mathematics 2022-11-22 Jin Zhang , Wenchao Zheng

A novel discontinuous Galerkin (DG) method is developed to solve time-dependent bi-harmonic type equations involving fourth derivatives in one and multiple space dimensions. We present the spatial DG discretization based on a mixed…

Numerical Analysis · Mathematics 2019-10-02 Hailiang Liu , Peimeng Yin

This paper presents a multi-scale method for convection-dominated diffusion problems in the regime of large P\'eclet numbers. The application of the solution operator to piecewise constant right-hand sides on some arbitrary coarse mesh…

Numerical Analysis · Mathematics 2022-06-07 Francesca Bonizzoni , Philip Freese , Daniel Peterseim

In this paper, we consider a fast and second-order implicit difference method for approximation of a class of time-space fractional variable coefficients advection-diffusion equation. To begin with, we construct an implicit difference…

Numerical Analysis · Mathematics 2019-07-12 Yong-Liang Zhao , Ting-Zhu Huang , Xian-Ming Gu , Wei-Hua Luo

In this paper we derive a priori $L^\infty(L^2)$ and $L^2(L^2)$ error estimates for a linear advection-reaction equation with inlet and outlet boundary conditions. The goal is to derive error estimates for the discontinuous Galerkin (DG)…

Numerical Analysis · Mathematics 2017-11-28 Václav Kučera , Chi-Wang Shu

A time-stepping L1 scheme for subdiffusion equation with a Riemann--Liouville time-fractional derivative is developed and analyzed. This is the first paper to show that the L1 scheme for the model problem under consideration is second-order…

Numerical Analysis · Mathematics 2019-09-17 Kassem Mustapha

We couple the L1 discretization of the Caputo fractional derivative in time with the Galerkin scheme to devise a linear numerical method for the semilinear subdiffusion equation. Two important points that we make are: nonsmooth initial data…

Numerical Analysis · Mathematics 2025-04-21 Łukasz Płociniczak , Kacper Taźbierski

This paper develops three high-order accurate discontinuous Galerkin (DG) methods for the one-dimensional (1D) and two-dimensional (2D) nonlinear Dirac (NLD) equations with a general scalar self-interaction. They are the Runge-Kutta DG…

Numerical Analysis · Mathematics 2020-11-03 Shu-Cun Li , Huazhong Tang

We study the existence of global weak solutions of a nonlinear transport-diffusion equation with a fractional derivative in the time variable and under some extra hypotheses, we also study some regularity properties for this type of…

Analysis of PDEs · Mathematics 2022-03-25 Diego Chamorro , Miguel Yangari

This paper develops the hybridizable discontinuous Galerkin (HDG) method for the Ostrovsky equation, a nonlinear dispersive wave equation featuring both third-order dispersion and a nonlocal antiderivative term with Coriolis effect. On a…

Numerical Analysis · Mathematics 2026-02-17 Mukul Dwivedi , Andreas Rupp

The functional distributions of particle trajectories have wide applications, including the occupation time in half-space, the first passage time, and the maximal displacement, etc. The models discussed in this paper are for characterizing…

Numerical Analysis · Mathematics 2017-07-27 Zhijiang Zhang , Weihua Deng

We study Hibridizable Discontinuous Galerkin (HDG) discretizations for a class of non-linear interior elliptic boundary value problems posed in curved domains where both the source term and the diffusion coefficient are non-linear. We…

Numerical Analysis · Mathematics 2021-12-30 Nestor Sánchez , Tonatiuh Sánchez-Vizuet , Manuel E. Solano