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We study a family of numerical schemes applied to a class of multiscale systems of stochastic differential equations. When the time scale separation parameter vanishes, a well-known Smoluchowski--Kramers diffusion approximation result…

Numerical Analysis · Mathematics 2022-08-02 Charles-Edouard Bréhier

In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…

Numerical Analysis · Mathematics 2015-04-08 Bangti Jin , Raytcho Lazarov , Dongwoo Sheen , Zhi Zhou

We solve acoustic scattering problems by means of the isogeometric boundary integral equation method. In order to avoid spurious modes, we apply the combined field integral equations for either sound-hard scatterers or sound-soft…

Numerical Analysis · Mathematics 2023-06-21 Jürgen Dölz , Helmut Harbrecht , Michael Multerer

This article discusses the well-posedness and error analysis of the coupling of finite and boundary elements for transmission or contact problems in nonlinear elasticity. It concerns W^{1,p}-monotone Hencky materials with an unbounded…

Numerical Analysis · Mathematics 2023-03-09 Heiko Gimperlein , Ernst P. Stephan

We present a fast spectral Galerkin scheme for the discretization of boundary integral equations arising from two-dimensional Helmholtz transmission problems in multi-layered periodic structures or gratings. Employing suitably parametrized…

Numerical Analysis · Mathematics 2020-11-06 José Pinto , Rubén Aylwin , Carlos Jerez-Hanckes

We consider the one-dimensional shallow water equations (SW) in a finite channel with variable bottom topography. We pose several initial-boundary-value problems for the SW system, including problems with transparent (characteristic)…

Numerical Analysis · Mathematics 2024-12-20 G. Kounadis , V. A. Dougalis

An isogeometric boundary element method (BEM) is presented to solve scattering problems in an isotropic homogeneous medium. We consider wave problems governed by the scalar wave equation as in acoustics and the Lam\'e-Navier equations for…

Computational Engineering, Finance, and Science · Computer Science 2025-10-09 Thomas Kramer , Benjamin Marussig , Martin Schanz

We begin by addressing the time-domain full-waveform inversion using the adjoint method. Next, we derive the scaled boundary semi-weak form of the scalar wave equation in heterogeneous media through the Galerkin method. Unlike conventional…

Numerical Analysis · Mathematics 2025-01-14 Alireza Daneshyar , Stefan Kollmannsberger

This study discusses a class of linear systems of fractional differential equations with non-constant coefficients, with a particular focus on problems exhibiting highly oscillatory and non-smooth behavior. We first establish the regularity…

Numerical Analysis · Mathematics 2025-11-11 Amin Faghih

Diffusion behavior of Brownian particles in confined spaces was studied for the displacements notably shorter than the confinement size. The confinements, resembling structure of porous solids, were modeled using a spatially-varying…

Disordered Systems and Neural Networks · Physics 2016-11-24 Daniel Schneider , Rustem Valiullin , Nail Fatkullin

In this work, we propose an easy-to-implement fixed-point algorithm for reconstructing a space-time dependent source in a subdiffusion model from lateral boundary measurements. The numerical scheme combines a Galerkin finite element method…

Numerical Analysis · Mathematics 2026-05-08 Siyu Cen , Bangti Jin , Yavar Kian , Zhi Zhou

We propose a boundary integral formulation for the dynamic problem of electromagnetic scattering and transmission by homogeneous dielectric obstacles. In the spirit of Costabel and Stephan, we use the transmission conditions to reduce the…

Numerical Analysis · Mathematics 2025-05-20 Tonatiuh Sánchez-Vizuet

The strong friction regime at low temperatures is analyzed systematically starting from the formally exact path integral expression for the reduced dynamics. This quantum Smoluchowski regime allows for a type of semiclassical treatment in…

Statistical Mechanics · Physics 2010-08-03 Stefan A. Maier , Joachim Ankerhold

In this paper, we focus on designing a well-conditioned Glarkin spectral methods for solving a two-sided fractional diffusion equations with drift, in which the fractional operators are defined neither in Riemann-Liouville nor Caputo sense,…

Numerical Analysis · Mathematics 2019-09-13 Lijing Zhao , Xudong Wang

A finite difference method is constructed to solve singularly perturbed convection-diffusion problems posed on smooth domains. Constraints are imposed on the data so that only regular exponential boundary layers appear in the solution. A…

Numerical Analysis · Mathematics 2021-12-23 Alan F. Hegarty , Eugene O'Riordan

Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…

Numerical Analysis · Mathematics 2021-01-25 Andrea Barth , Andreas Stein

This paper presents a space-time interface-fitted finite element method for solving a parabolic advection-diffusion problem with a nonstationary interface. The jumping diffusion coefficient gives rise to the discontinuity of the solution…

Numerical Analysis · Mathematics 2025-01-13 Quang Huy Nguyen , Van Chien Le , Phuong Cuc Hoang , Thi Thanh Mai Ta

We consider the numerical solution of time-harmonic acoustic scattering by obstacles with uncertain geometries for Dirichlet, Neumann, impedance and transmission boundary conditions. In particular, we aim to quantify diffracted fields…

Numerical Analysis · Mathematics 2020-02-13 Paul Escapil-Inchauspé , Carlos Jerez-Hanckes

We consider the construction of the stochastic moment matrices that appear in the typical elliptic diffusion problem considered in the setting of stochastic Galerkin finite element method (sGFEM). Algorithms for the efficient construction…

Numerical Analysis · Mathematics 2015-09-11 Harri Hakula , Matti Leinonen

We introduce and rigorously analyze a least-squares weak Galerkin (LS-WG) finite element method for the severely ill-posed Cauchy problem of convection--diffusion equations. The proposed framework utilizes weak derivatives defined on a…

Numerical Analysis · Mathematics 2026-05-15 Chunmei Wang , Shangyou Zhang