Related papers: A Fully Discrete Nonnegativity-Preserving FEM for …
In this paper, we focus on constructing numerical schemes preserving the averaged energy evolution law for nonlinear stochastic wave equations driven by multiplicative noise. We first apply the compact finite difference method and 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…
This paper concerns the construction and analysis of a numerical scheme for a mixed discrete-continuous fragmentation equation. A finite volume scheme is developed, based on a conservative formulation of a truncated version of the…
We propose some new mixed finite element methods for the time dependent stochastic Stokes equations with multiplicative noise, which use the Helmholtz decomposition of the driving multiplicative noise. It is known [16] that the pressure…
This paper is concerned with fully discrete mixed finite element approximations of the time-dependent stochastic Stokes equations with multiplicative noise. A prototypical method, which comprises of the Euler-Maruyama scheme for time…
In this work we present a mass conservative numerical scheme for two-phase flow in porous media. The model for flow consists on two fully coupled, non-linear equations: a degenerate parabolic equation and an elliptic equation. The proposed…
We apply the semi-discrete method, c.f. \emph{N. Halidias and I.S. Stamatiou (2016), On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method, Computational Methods in Applied…
In this paper we are interested in the numerical solution of stochastic differential equations with non negative solutions. Our goal is to construct explicit numerical schemes that preserve positivity, even for super linear stochastic…
We introduce and analyse a fully discrete approximation for a mathematical model for the solidification and liquidation of materials of negligible specific heat. The model is a two-sided Mullins--Sekerka problem. The discretization uses…
In this paper, we first prove the weak intermittency, and in particular the sharp exponential order $C\lambda^4t$ of the second moment of the exact solution of the stochastic heat equation with multiplicative noise and periodic boundary…
Respecting the laws of thermodynamics is crucial for ensuring that numerical simulations of dynamical systems deliver physically relevant results. In this paper, we construct a structure-preserving and thermodynamically consistent finite…
In this work, we study the numerical approximation of a class of singular fully coupled forward backward stochastic differential equations. These equations have a degenerate forward component and non-smooth terminal condition. They are…
We study a full discretization scheme for the stochastic linear heat equation \begin{equation*}\begin{cases}\partial_t \langle\Psi\rangle = \Delta \langle\Psi\rangle +\dot{B}\, , \quad t\in [0,1], \ x\in \mathbb{R},\\…
This paper is devoted to the numerical analysis of a fully discrete finite element approximation for the stochastic Benjamin-Bona-Mahony equation driven by multiplicative noise. We first establish the existence and uniqueness of solutions…
A precise domain triangulation is recognized as indispensable for the accurate numerical approximation of differential operators within collocation methods, leading to a substantial reduction in discretization errors. An efficient finite…
In this paper, we propose a linearized finite element method (FEM) for solving the cubic nonlinear Schr\"{o}dinger equation with wave operator. In this method, a modified leap-frog scheme is applied for time discretization and a Galerkin…
A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal…
We present a finite element discretization of a non-linear diffusion equation used in the field of critical phenomena and, more recently, in the context of Dynamic Density Functional Theory. The discretized equation preserves the structure…
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…
This paper deals with the asymptotic behavior and FEM error analysis of a class of strongly damped wave equations using a semidiscrete finite element method in spatial directions combined with a finite difference scheme in the time…