相关论文: Reduced temporal convergence rates in high-order s…
This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…
Projection-based reduced order models are effective at approximating parameter-dependent differential equations that are parametrically separable. When parametric separability is not satisfied, which occurs in both linear and nonlinear…
We study time integration schemes for $\dot H^1$-solutions to the energy-(sub)critical semilinear wave equation on $\mathbb{R}^3$. We show first-order convergence in $L^2$ for the Lie splitting and convergence order $3/2$ for a corrected…
The Peaceman--Rachford scheme is a commonly used splitting method for discretizing semilinear evolution equations, where the vector fields are given by the sum of one linear and one nonlinear dissipative operator. Typical examples of such…
For the time-parallel Parareal method, there exists both numerical and analytical proof that it converges very well for diffusive problems like the heat equation. Many applications, however, do not lead to simple homogeneous diffusive…
Strong convergence rates for time-discrete numerical approximations of semilinear stochastic evolution equations (SEEs) with smooth and regular nonlinearities are well understood in the literature. Weak convergence rates for time-discrete…
High order upwind summation-by-parts finite difference operators have recently been developed. When combined with the simultaneous-approximation-term method to impose boundary conditions, the method converges faster than using traditional…
This paper is devoted to the construction of exponential integrators of first and second order for the time discretization of constrained parabolic systems. For this extend, we combine well-known exponential integrators for unconstrained…
It is well known that using high-order numerical algorithms to solve fractional differential equations leads to almost the same computational cost with low-order ones but the accuracy (or convergence order) is greatly improved, due to the…
In this work, we investigate a quasilinear subdiffusion model which involves a fractional derivative of order $\alpha \in (0,1)$ in time and a nonlinear diffusion coefficient. First, using smoothing properties of solution operators for…
The equation with the time fractional substantial derivative and space fractional derivative describes the distribution of the functionals of the L\'evy flights; and the equation is derived as the macroscopic limit of the continuous time…
Explicit representations of densities for linear parabolic partial differential equations are useful in order to design computation schemes of high accuracy for a considerable class of diffusion models. Approximations of lower order based…
We show that the Strang splitting method applied to a diffusion-reaction equation with inhomogeneous general oblique boundary conditions is of order two when the diffusion equation is solved with the Crank-Nicolson method, while order…
An adaptive finite difference scheme for variable-order fractional-time subdiffusion equations in the Caputo form is studied. The fractional time derivative is discretized by the L1 procedure but using nonhomogeneous timesteps. The size of…
This paper is devoted to the error analysis of a time-spectral algorithm for fractional diffusion problems of order $\alpha$ ($0 < \alpha < 1$). The solution regularity in the Sobolev space is revisited, and new regularity results in the…
We propose an approximation scheme for a class of semilinear parabolic equations that are convex and coercive in their gradients. Such equations arise often in pricing and portfolio management in incomplete markets and, more broadly, are…
In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…
A parameter estimation problem for a class of semilinear stochastic evolution equations is considered. Conditions for consistency and asymptotic normality are given in terms of growth and continuity properties of the nonlinear part.…
Many applications involve partial differential equations which admits nontrivial steady state solutions. The design of schemes which are able to describe correctly these equilibrium states may be challenging for numerical methods, in…
Folklore says that Howard's Policy Improvement Algorithm converges extraordinarily fast, even for controlled diffusion settings. In a previous paper, we proved that approximations of the solution of a particular parabolic partial…