Related papers: A Fully Discrete Nonnegativity-Preserving FEM for …
We construct a positivity-preserving Lie--Trotter splitting scheme with finite difference discretization in space for approximating the solutions to a class of nonlinear stochastic heat equations with multiplicative space-time white noise.…
A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…
We consider three types of subdiffusion models, namely single-term, multi-term and distributed order fractional diffusion equations, for which the maximum-principle holds and which, in particular, preserve nonnegativity. Hence the solution…
We consider an elliptic partial differential equation in non-divergence form with a random diffusion matrix and random forcing term. To address this, we propose a mixed-type continuous finite element discretization in the physical domain,…
We consider a prototypical parabolic SPDE with finite-dimensional multiplicative noise, which, subject to a nonnegative initial datum, has a unique nonnegative solution. Inspired by well-established techniques in the deterministic case, we…
We consider a finite element discretization for the reconstruction of the final state of the heat equation, when the initial data is unknown, but additional data is given in a sub domain in the space time. For the discretization in space we…
This paper is concerned with fully discrete finite element methods for approximating variational solutions of nonlinear stochastic elastic wave equations with multiplicative noise. A detailed analysis of the properties of the weak solution…
A numerical method for approximating weak solutions of an aggregation equation with degenerate diffusion is introduced. The numerical method consists of a stabilized finite element method together with a mass lumping technique and an extra…
We introduce a time-implicit, finite-element based space-time discretization scheme for the backward stochastic heat equation, and for the forward-backward stochastic heat equation from stochastic optimal control, and prove strong rates of…
This work investigates a fully discrete mixed finite element method for the stochastic Boussinesq system driven by multiplicative noise. The spatial discretization is performed using a standard mixed finite element method, while the…
We consider data assimilation for the heat equation using a finite element space semi-discretization. The approach is optimization based, but the design of regularization operators and parameters rely on techniques from the theory of…
We propose and analyse a novel surface finite element method that preserves the invariant regions of systems of semilinear parabolic equations on closed compact surfaces in $\mathbb{R}^3$ under discretisation. We also provide a…
This paper is concerned with stochastic incompressible Navier-Stokes equations with multiplicative noise in two dimensions with respect to periodic boundary conditions. Based on the Helmholtz decomposition of the multiplicative noise,…
This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…
In this paper, we propose a stochastic conformal multi-symplectic method for a class of damped stochastic Hamiltonian partial differential equations in order to inherit the intrinsic properties, and apply the numerical method to solve a…
A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…
This paper investigates the structure preservation and convergence analysis of a class of fully discrete finite difference schemes for the stochastic heat equation driven by L\'evy space-time white noise. The novelty lies in the…
We develop a fully discrete, semi-implicit mixed finite element method for approximating solutions to a class of fourth-order stochastic partial differential equations (SPDEs) with non-globally Lipschitz and non-monotone nonlinearities,…
We find the weak rate of convergence of the spatially semidiscrete finite element approximation of the nonlinear stochastic heat equation. Both multiplicative and additive noise is considered under different assumptions. This extends an…