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In this paper, we develop a novel high-dimensional time-varying coefficient estimation method, based on high-dimensional It\^o diffusion processes. To account for high-dimensional time-varying coefficients, we first estimate local (or…

统计方法学 · 统计学 2026-01-06 Donggyu Kim , Minseog Oh , Minseok Shin

We devised a first order time stepping ensemble hybridizable discontinuous Galerkin (HDG) method for a group of parameterized convection diffusion PDEs with different initial conditions, body forces, boundary conditions and coefficients in…

数值分析 · 数学 2019-10-24 Gang Chen , Liangya Pi , Yangwen Zhang

In this paper we discuss the relation between non-homogeneous nonlinear fractional diffusive equations and the Schrodinger equation with time-dependent harmonic potential. It is well known that the Cole-Hopf transformation allows to…

可精确求解与可积系统 · 物理学 2020-01-17 P. Artale Harris , R. Droghei , R. Garra , E. Salusti

In this paper, a non-uniform time-stepping convex-splitting numerical algorithm for solving the widely used time-fractional Cahn-Hilliard equation is introduced. The proposed numerical scheme employs the $L1^+$ formula for discretizing the…

数值分析 · 数学 2020-06-04 Jun Zhang , Jia Zhao , JinRong Wang

In this work, we propose a novel strategy for the numerical solution of linear convection diffusion equation (CDE) over unfitted domains. In the proposed numerical scheme, strategies from high order Hybridized Discontinuous Galerkin method…

数值分析 · 数学 2023-06-02 Haroon Ahmad , Ceren Gürkan

A deterministic method is proposed for solving the Boltzmann equation. The method employs a Galerkin discretization of the velocity space and adopts, as trial and test functions, the collocation basis functions based on weights and roots of…

计算物理 · 物理学 2013-11-19 Gian Pietro Ghiroldi , Livio Gibelli

Time-dependent density functional theory (TDDFT) is a standard approach for calculating optical excitations of molecules and solids, while ensemble DFT (EDFT) is a promising alternative under development. We introduce ensemble TDDFT…

化学物理 · 物理学 2026-05-22 Kimberly J. Daas , Steven Crisostomo , Kieron Burke

Discretizing a solution in the Fourier domain rather than the time domain presents a significant advantage in solving transport problems that vary smoothly and periodically in time, such as cardiorespiratory flows. The finite element…

数值分析 · 数学 2023-12-21 Mahdi Esmaily , Dongjie Jia

The Trefftz Discontinuous Galerkin (TDG) method is a technique for approximating the Helmholtz equation (or other linear wave equations) using piecewise defined local solutions of the equation to approximate the global solution. When…

数值分析 · 数学 2019-08-16 Lise-Marie Imbert-Gerard , Peter Monk

In this paper a finite difference/local discontinuous Galerkin method for the fractional diffusion-wave equation is presented and analyzed. We first propose a new finite difference method to approximate the time fractional derivatives, and…

数值分析 · 数学 2015-07-29 Leilei Wei

In this paper, we propose new spectral viscosity methods based on the generalized Hermite functions for the solution of nonlinear scalar conservation laws in the whole line. It is shown rigorously that these schemes converge to the unique…

数值分析 · 数学 2017-10-09 Xue Luo

In this article, a two-grid mixed finite element (TGMFE) method with some second-order time discrete schemes is developed for numerically solving nonlinear fourth-order reaction diffusion equation. The two-grid MFE method is used to…

数值分析 · 数学 2019-06-07 Baoli Yin , Yang Liu , Hong Li , Siriguleng He , Jinfeng Wang

The tempered fractional diffusion equation could be recognized as the generalization of the classic fractional diffusion equation that the truncation effects are included in the bounded domains. This paper focuses on designing the high…

数值分析 · 数学 2020-01-03 Leilei Wei , Yinnian He

A time inhomogeneous generalized Mehler semigroup on a real separable Hilbert space ${\mathds{H}}$ is defined through $$ p_{s,t}f(x)=\int_{\mathds{H}} f(U(t,s)x+y)\,\mu_{t,s}(dy), \quad t\geq s, \ x\in{\mathds{H}} $$ for every bounded…

概率论 · 数学 2012-09-12 Shun-Xiang Ouyang , Michael Röckner

We investigate the error of the (semidiscrete) Galerkin method applied to a semilinear subdiffusion equation in the presence of a nonsmooth initial data. The diffusion coefficient is allowed to depend on time. It is well-known that in such…

数值分析 · 数学 2022-03-01 Łukasz Płociniczak

The two-fluid plasma model has a wide range of timescales which must all be numerically resolved regardless of the timescale on which plasma dynamics occurs. The answer to solving numerically stiff systems is generally to utilize…

数值分析 · 数学 2024-05-06 Andrew Ho , Uri Shumlak

We consider an initial-boundary value problem for $\partial_tu-\partial_t^{-\alpha}\nabla^2u=f(t)$, that is, for a fractional diffusion ($-1<\alpha<0$) or wave ($0<\alpha<1$) equation. A numerical solution is found by applying a…

数值分析 · 数学 2016-02-02 Kassem Mustapha , William McLean

Simulation of unsteady creeping flows in complex geometries has traditionally required the use of a time-stepping procedure, which is typically costly and unscalable. To reduce the cost and allow for computations at much larger scales, we…

计算工程、金融与科学 · 计算机科学 2021-09-15 Chenwei Meng , Anirban Bhattacharjee , Mahdi Esmaily

This paper focuses on a nonlinear convection-diffusion equation with space and time-fractional Laplacian operators of orders $1<\beta<2$ and $0<\alpha\leq1$, respectively. We develop local discontinuous Galerkin methods, including Legendre…

数值分析 · 数学 2026-02-11 Majid Rajabzadeh , Moein Khalighi

We present and analyze a hybridizable discontinuous Galerkin (HDG) method for the time-harmonic Maxwell equations. The divergence-free condition is enforced on the electric field, then a Lagrange multiplier is introduced, and the problem…

数值分析 · 数学 2016-01-21 Peipei Lu , Huangxin Chen , Weifeng Qiu