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A finite difference numerical scheme is proposed and analyzed for the Cahn-Hilliard-Stokes system with Flory-Huggins energy functional. A convex splitting is applied to the chemical potential, which in turns leads to the implicit treatment…

Numerical Analysis · Mathematics 2023-03-22 Yunzhuo Guo , Cheng Wang , Steven M. Wise , Zhengru Zhang

The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…

Numerical Analysis · Mathematics 2020-10-28 Zhengqi Zhang , Zhi Zhou

In this paper, we propose and analyze a new semi-implicit stochastic multiscale method for the radiative heat transfer problem with additive noise fluctuation in composite materials. In the proposed method, the strong nonlinearity term…

Numerical Analysis · Mathematics 2026-05-12 Shan Zhang , Yajun Wang , Xiaofei Guan

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…

Numerical Analysis · Mathematics 2025-04-08 Xiaobing Feng , Yukun Li , Liet Vo

In this paper, we consider a semi-linear stochastic strongly damped wave equation driven by additive Gaussian noise. Following a semigroup framework, we establish existence, uniqueness and space-time regularity of a mild solution to such…

Numerical Analysis · Mathematics 2020-08-10 Ruisheng Qi , Xiaojie Wang

We introduce a positivity-preserving numerical scheme for a class of nonlinear stochastic heat equations driven by a purely time-dependent Brownian motion. The construction is inspired by a recent preprint by the authors where…

Numerical Analysis · Mathematics 2023-04-24 Charles-Edouard Bréhier , David Cohen , Johan Ulander

In this paper, we introduce and analyse numerical schemes for the homogeneous and the kinetic L\'evy-Fokker-Planck equation. The discretizations are designed to preserve the main features of the continuous model such as conservation of…

Numerical Analysis · Mathematics 2022-07-26 Nathalie Ayi , Maxime Herda , Hélène Hivert , Isabelle Tristani

We present a fully discrete finite element method for the interior null controllability problem subject to the wave equation. For the numerical scheme, piece-wise affine continuous elements in space and finite differences in time are…

Numerical Analysis · Mathematics 2023-05-10 Erik Burman , Ali Feizmohammadi , Lauri Oksanen

This article presents a new finite element method for convection-diffusion equations by enhancing the continuous finite element space with a flux space for flux approximations that preserve the important mass conservation locally on each…

Numerical Analysis · Mathematics 2017-10-24 Yujie Liu , Junping Wang , Qingsong Zou

We consider numerical methods for the Poisson-Nernst-Planck-Cahn-Hilliard (PNPCH) equations with steric interactions. We propose a novel energy stable numerical scheme that respects mass conservation and positivity at the discrete level.…

Numerical Analysis · Mathematics 2021-02-03 Yiran Qian , Cheng Wang , Shenggao Zhou

We develop and analyze numerical methods for a stochastic Keller-Segel system perturbed by Stratonovich noise, which models chemotactic behavior under randomly fluctuating environmental conditions. The proposed fully discrete scheme couples…

Numerical Analysis · Mathematics 2025-07-25 Liet Vo

We describe the numerical scheme for the discretization and solution of 2D elliptic equations with strongly varying piecewise constant coefficients arising in the stochastic homogenization of multiscale composite materials. An efficient…

Numerical Analysis · Mathematics 2019-04-01 Venera Khoromskaia , Boris N. Khoromskij , Felix Otto

In this contribution, we provide convergence rates for a finite volume scheme of the stochastic heat equation with multiplicative Lipschitz noise and homogeneous Neumann boundary conditions (SHE). More precisely, we give an error estimate…

Numerical Analysis · Mathematics 2025-04-07 Niklas Sapountzoglou , Aleksandra Zimmermann

We present a class of new explicit and stable numerical algorithms to solve the spatially discretized linear heat or diffusion equation. After discretizing the space and the time variables like conventional finite difference methods, we do…

Numerical Analysis · Mathematics 2021-04-27 Endre Kovács

We study spatially semidiscrete and fully discrete finite volume element methods for the homogeneous heat equation with homogeneous Dirichlet boundary conditions and derive error estimates for smooth and nonsmooth initial data. We show that…

Numerical Analysis · Mathematics 2012-08-17 P. Chatzipantelidis , R. D. Lazarov , V. Thomee

Construction of splitting-step methods and properties of related non-negativity and boundary preserving numerical algorithms for solving stochastic differential equations (SDEs) of Ito-type are discussed. We present convergence proofs for a…

Numerical Analysis · Mathematics 2007-05-23 Esteban Moro , Henri Schurz

We propose and study a scheme combining the finite element method and machine learning techniques for the numerical approximations of coupled nonlinear forward-backward stochastic partial differential equations (FBSPDEs) with homogeneous…

Numerical Analysis · Mathematics 2020-12-16 Hasib Uddin Molla , Jinniao Qiu

The Finite Element Method (FEM) is the gold standard for spatial discretization in numerical simulations for a wide spectrum of real-world engineering problems. Prototypical areas of interest include linear heat transfer and linear…

Numerical Analysis · Mathematics 2022-01-10 Marcelo Forets , Daniel Freire Caporale , Jorge M. Pérez Zerpa

We investigate a fully discrete finite element approximation for the stochastic Kuramoto-Sivashinsky equation, combining the standard finite element methods in spatial discretization with the implicit Euler-Maruyama scheme in time. Rigorous…

Numerical Analysis · Mathematics 2025-10-08 Hung D. Nguyen , Liet Vo

Exponential decay estimates of a general linear weakly damped wave equation are studied with decay rate lying in a range. Based on the $C^0$-conforming finite element method to discretize spatial variables keeping temporal variable…

Numerical Analysis · Mathematics 2024-06-07 P. Danumjaya , Anil Kumar , Amiya K. Pani