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A common approach to studying high-dimensional systems with emergent low-dimensional behavior is based on lift-evolve-restrict maps (called equation-free methods): first, a user-defined lifting operator maps a set of low-dimensional…

Dynamical Systems · Mathematics 2018-09-13 Jan Sieber , Christian Marschler , Jens Starke

In this paper we prove a general homogenization result for monotone parabolic problems with an arbitrary number of microscopic scales in space as well as in time, where the scale functions are not necessarily powers of epsilon. The main…

Analysis of PDEs · Mathematics 2020-01-17 T. Danielsson , L. Flodén , P. Johnsen , M. Olsson Lindberg

A version of the time-parallel algorithm parareal is analyzed and applied to stochastic models in chemical kinetics. A fast predictor at the macroscopic scale (evaluated in serial) is available in the form of the usual reaction rate…

Numerical Analysis · Mathematics 2009-09-16 Stefan Engblom

The implicit compact finite-difference scheme was developed for evolutionary partial differential parabolic and Schr\"odinger-type equations and systems with a weak nonlinearity. To make a temporal step of the compact implicit scheme we…

Mathematical Physics · Physics 2018-12-31 Vladimir Gordin , Evgenii Tsymbalov

This paper establishes the convergence of a time-steeping scheme for time fractional diffusion problems with nonsmooth data. We first analyze the regularity of the model problem with nonsmooth data, and then prove that the time-steeping…

Numerical Analysis · Mathematics 2018-04-30 Binjie Li , Hao Luo , Xiaoping Xie

We analyze a semi-implicit finite volume scheme for the Gray--Scott system, a model for pattern formation in chemical and biological media. We prove unconditional well-posedness of the fully discrete problem and establish qualitative…

Numerical Analysis · Mathematics 2025-08-27 Tsiry Avisoa Randrianasolo

We study a degenerate parabolic-hyperbolic equation with zero flux boundary condition. The aim of this paper is to prove convergence of numerical approximate solutions towards the unique entropy solution. We propose an implicit finite…

Analysis of PDEs · Mathematics 2013-09-02 Mohamed Karimou Gazibo

Homogenisation empowers the efficient macroscale system level prediction of physical scenarios with intricate microscale structures. Here we develop an innovative powerful, rigorous and flexible framework for asymptotic homogenisation of…

Dynamical Systems · Mathematics 2025-04-08 A. J. Roberts

This paper considers flow problems in multiscale heterogeneous porous media. The multiscale nature of the modeled process significantly complicates numerical simulations due to the need to compute huge and ill-conditioned sparse matrices,…

Numerical Analysis · Mathematics 2024-10-16 Djulustan Nikiforov , Leonardo A. Poveda , Dmitry Ammosov , Yesy Sarmiento , Juan Galvis

An effective macroscopic model for a stochastic microscopic system is derived. The original microscopic system is modeled by a stochastic partial differential equation defined on a domain perforated with small holes or heterogeneities. The…

Analysis of PDEs · Mathematics 2007-05-23 Wei Wang , Daomin Cao , Jinqiao Duan

We develop a convergence theory for non-monotone approximation schemes for fully nonlinear parabolic partial differential equations. Modern computational methods such as kernel-based collocation, spectral methods, physics-informed neural…

Numerical Analysis · Mathematics 2026-05-08 Yumiharu Nakano

Recent developments in multiscale computation allow the solution of ``coarse equations'' for the expected macroscopic behavior of microscopically/stochastically evolving particle distributions without ever obtaining these coarse equations…

Computational Physics · Physics 2007-05-23 Ju Li , Panayotis G. Kevrekidis , C. William Gear , Ioannis G. Kevrekidis

We propose a finite volume scheme for a class of nonlinear parabolic equations endowed with non-homogeneous Dirichlet boundary conditions and which admit relative en-tropy functionals. For this kind of models including porous media…

Numerical Analysis · Mathematics 2017-04-21 Francis Filbet , Maxime Herda

From weather to neural networks, modeling is not only useful for understanding various phenomena, but also has a wide range of potential applications. Although nonlinear differential equations are extremely useful tools in modeling, their…

Quantum Physics · Physics 2026-01-27 Katsuhiro Endo , Kazuaki Z. Takahashi

We propose a space-time scheme that combines an unfitted finite element method in space with a discontinuous Galerkin time discretisation for the accurate numerical approximation of parabolic problems with moving domains or interfaces. We…

Numerical Analysis · Mathematics 2023-01-23 Santiago Badia , Hridya Dilip , Francesc Verdugo

We consider the homogenisation of the Stokes equations in a porous medium which is evolving in time. At the interface of the pore space and the solid part, we prescribe an inhomogeneous Dirichlet boundary condition, which enables to model a…

Analysis of PDEs · Mathematics 2021-09-14 David Wiedemann , Malte A. Peter

We propose a stochastic model reduction strategy for deterministic and stochastic slow-fast systems with finite time-scale separation. The stochastic model reduction relaxes the assumption of infinite time-scale separation of classical…

Statistical Mechanics · Physics 2018-04-26 Jeroen Wouters , Georg A. Gottwald

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 homogenization or Wong--Zakai diffusion approximation…

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

The Equation-Free approach to efficient multiscale numerical computation marries trusted micro-scale simulations to a framework for numerical macro-scale reduction -- the patch dynamics scheme. A recent novel patch scheme empowered the…

Dynamical Systems · Mathematics 2021-08-27 John Maclean , J. E. Bunder , I. G. Kevrekidis , A. J. Roberts

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…

Numerical Analysis · Mathematics 2019-02-06 Graham Baird , Endre Süli