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Kinetic energy equipartition is a premise for many deterministic and stochastic molecular dynamics methods that aim at sampling a canonical ensemble. While this is expected for real systems, discretization errors introduced by the numerical…
We study the discretization of a linear evolution partial differential equation when its Green function is known. We provide error estimates both for the spatial approximation and for the time stepping approximation. We show that, in fact,…
We discretize the stochastic Allen-Cahn equation with additive noise by means of a spectral Galerkin method in space and a tamed version of the exponential Euler method in time. The resulting error bounds are analyzed for the…
We introduce a novel spatial discretization technique for the reliable and efficient simulation of magnetization dynamics governed by the Landau-Lifshitz (LL) equation. The overall discretization error is systematically decomposed into…
In this paper we propose an explicit fully discrete scheme to numerically solve the stochastic Allen-Cahn equation. The spatial discretization is done by a spectral Galerkin method, followed by the temporal discretization by a tamed…
Time-fractional parabolic equations with a Caputo time derivative are considered. For such equations, we explore and further develop the new methodology of the a-posteriori error estimation and adaptive time stepping proposed in [7]. We…
We consider a sparse grid collocation method in conjunction with a time discretization of the differential equations for computing expectations of functionals of solutions to differential equations perturbed by time-dependent white noise.…
Rigorous assessment of uncertainty is crucial to the utility of DNS results. Uncertainties in the computed statistics arise from two sources: finite statistical sampling and the discretization of the Navier-Stokes equations. Due to the…
The explicit Euler scheme and similar explicit approximation schemes (such as the Milstein scheme) are known to diverge strongly and numerically weakly in the case of one-dimensional stochastic ordinary differential equations with…
We study an abstract second order inclusion involving two nonlinear single-valued operators and a nonlinear multivalued term. Our goal is to establish the existence of solutions to the problem by applying numerical scheme based on time…
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…
In this paper we consider the numerical approximation of a general second order semi-linear parabolic partial differential equation. Equations of this type arise in many contexts, such as transport in porous media. Using finite element…
This paper deals with bounding the error on the estimation of quantities of interest obtained by finite element and domain decomposition methods. The proposed bounds are written in order to separate the two errors involved in the resolution…
This work deals with the a posteriori error estimates for the Darcy-Forchheimer problem. We introduce the corresponding variational formulation and discretize it by using the finite-element method. A posteriori error estimate with two types…
This paper concentrates on a priori error estimates of two fully discrete coupled schemes for Biot's consolidation model based on the three-field formulation introduced by Oyarzua et al. (SIAM Journal on Numerical Analysis, 2016). The…
The rates of strong convergence for various approximation schemes are investigated for a class of stochastic differential equations (SDEs) which involve a random time change given by an inverse subordinator. SDEs to be considered are unique…
We consider an Ito stochastic differential equation with delay, driven by brownian motion, whose solution, by an appropriate reformulation, defines a Markov process $X$ with values in a space of continuous functions $\mathbf C$, with…
We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…
We investigate the numerical approximation of the stochastic Allen--Cahn equation with multiplicative noise on a periodic domain. The considered scheme uses a recently proposed augmented variant of scalar auxiliary variable method for the…
Numerical approximation of the long time behavior of a stochastic differential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical…