相关论文: On efficient construction of stochastic moment mat…

A nonsymmetric discontinuous Galerkin FEM with interior penalties has been applied to one-dimensional singularly perturbed reaction-diffusion problems. Using higher order splines on Shishkin-type layer-adapted meshes and certain graded…

From a mathematical perspective, the extraordinary properties of metamaterials are often reflected in the coefficients of the governing partial differential equations (PDEs). These coefficients may fall outside the assumptions of classical…

This paper is concerned with the numerical approximation of quantities of interest associated with solutions to parametric elliptic partial differential equations (PDEs). The key novelty of this work is in its focus on the quantities of…

We study the generalized finite element methods (GFEMs) for the second-order elliptic eigenvalue problem with an interface in 1D. The linear stable generalized finite element methods (SGFEM) were recently developed for the elliptic source…

In this paper, we consider an approximation method, and a novel general analysis, for second-order elliptic differential equations with heterogeneous multiscale coefficients. We obtain convergence of the Generalized Multi-scale Finite…

This paper presents a novel multi-scale method for elliptic partial differential equations with arbitrarily rough coefficients. In the spirit of numerical homogenization, the method constructs problem-adapted ansatz spaces with uniform…

We study random eigenvalue problems in the context of spectral stochastic finite elements. In particular, given a parameter-dependent, symmetric positive-definite matrix operator, we explore the performance of algorithms for computing its…

Fast Fourier transform (FFT) based methods have turned out to be an effective computational approach for numerical homogenisation. In particular, Fourier-Galerkin methods are computational methods for partial differential equations that are…

In this study, a Galerkin finite element method is presented for time-fractional stochastic heat equation driven by multiplicative noise, which arises from the consideration of heat transport in porous media with thermal memory with random…

We introduce a meshless method for solving both continuous and discrete variational formulations of a volume constrained, nonlocal diffusion problem. We use the discrete solution to approximate the continuous solution. Our method is…

In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…

This paper is devoted to the construction of structure preserving stochastic Galerkin schemes for Fokker-Planck type equations with uncertainties and interacting with an external distribution, that we refer to as a background distribution.…

The generalized polynomial chaos method is applied to the Buckley-Leverett equation. We consider a spatially homogeneous domain modeled as a random field. The problem is projected onto stochastic basis functions which yields an extended…

In this paper, we propose two time-splitting finite element methods to solve the semiclassical nonlinear Schr\"odinger equation (NLSE) with random potentials. We then introduce the multiscale finite element method (MsFEM) to reduce the…

This paper presents stochastic virtual element methods for propagating uncertainty in linear elastic stochastic problems. We first derive stochastic virtual element equations for 2D and 3D linear elastic problems that may involve…

We consider a singularly perturbed convection-diffusion with exponential and characteristic boundary layers. The problem is numerically solved by the FEM and SDFEM method with bilinear elements on a graded mesh. For the FEM we prove almost…

We present a collection of MATLAB routines using discontinuous Galerkin finite elements method (DGFEM) for solving steady-state diffusion-convection-reaction equations. The code employs the sparse matrix facilities of MATLAB with…

Multiscale Finite Element Methods (MsFEMs) are now well-established finite element type approaches dedicated to multiscale problems. They first compute local, oscillatory, problem-dependent basis functions that generate a suitable…

We construct flexible spatio-temporal models through stochastic partial differential equations (SPDEs) where both diffusion and advection can be spatially varying. Computations are done through a Gaussian Markov random field approximation…

In this paper, we consider two-dimensional Riesz space fractional diffusion equations with nonlinear source term on convex domains. Applying Galerkin finite element method in space and backward difference method in time, we present a fully…