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A new explicit stabilized scheme of weak order one for stiff and ergodic stochastic differential equations (SDEs) is introduced. In the absence of noise, the new method coincides with the classical deterministic stabilized scheme (or…

数值分析 · 数学 2018-06-28 Assyr Abdulle , Ibrahim Almuslimani , Gilles Vilmart

We develop a new optimisation technique that combines multiresolution subdivision surfaces for boundary description with immersed finite elements for the discretisation of the primal and adjoint problems of optimisation. Similar to wavelets…

数值分析 · 数学 2016-01-20 Kosala Bandara , Thomas Rüberg , Fehmi Cirak

This study proposes a method for designing stabilizing suboptimal controllers for nonlinear stochastic systems. These systems include time-invariant stochastic parameters that represent uncertainty of dynamics, posing two key difficulties…

最优化与控制 · 数学 2025-01-22 Yuji Ito , Kenji Fujimoto

We consider a stabilized finite element method based on a spacetime formulation, where the equations are solved on a global (unstructured) spacetime mesh. A unique continuation problem for the wave equation is considered, where data is…

数值分析 · 数学 2023-05-10 Erik Burman , Ali Feizmohammadi , Arnaud Munch , Lauri Oksanen

We analyze two fully time-discrete numerical schemes for the incompressible Navier-Stokes equations posed on evolving surfaces in $\mathbb{R}^3$ with prescribed normal velocity using the evolving surface finite element method (ESFEM). We…

数值分析 · 数学 2025-12-15 Charles M. Elliott , Achilleas Mavrakis

This paper presents a new finite difference method, called {\varphi}-FD, inspired by the {\phi}-FEM approach for solving elliptic partial differential equations (PDEs) on general geometries. The proposed method uses Cartesian grids,…

数值分析 · 数学 2025-05-28 Michel Duprez , Vanessa Lleras , Alexei Lozinski , Vincent Vigon , Killian Vuillemot

Many interfacial phenomena in physical and biological systems are dominated by high order geometric quantities such as curvature. Here a semi-implicit method is combined with a level set jet scheme to handle stiff nonlinear advection…

数值分析 · 数学 2016-08-22 Guhan Velmurugan , Ebrahim M. Kolahdouz , David Salac

Unconditionally stable finite element methods for Darcy flow are derived by adding least-squares residual forms of the governing equations to the classical mixed formulations. The proposed methods are free of mesh dependent stabilization…

数值分析 · 数学 2025-05-27 Maicon R. Correa , Abimael F. D. Loula

Explicit time integration for immersed finite element discretizations severely suffers from the influence of poorly cut elements. In this contribution, we propose a generalized eigenvalue stabilization (GEVS) strategy for the element mass…

计算工程、金融与科学 · 计算机科学 2026-01-28 Tim Bürchner , Lars Radtke , Sascha Eisenträger , Alexander Düster , Ernst Rank , Stefan Kollmannsberger , Philipp Kopp

The Laplace-Beltrami operator on (the surface of) a triaxial ellipsoid admits a sequence of real eigenvalues diverging to plus infinity. By introducing ellipsoidal coordinates, this eigenvalue problem for a partial differential operator is…

经典分析与常微分方程 · 数学 2024-07-29 Hans Volkmer

Highly accurate simulations of problems including second derivatives on complex geometries are of primary interest in academia and industry. Consider for example the Navier-Stokes equations or wave propagation problems of acoustic or…

数值分析 · 数学 2024-04-16 Gustav Eriksson

In this paper, we develop two fully nonconforming (both H(grad curl)-nonconforming and H(curl)-nonconforming) finite elements on cubical meshes which can fit into the Stokes complex. The newly proposed elements have 24 and 36 degrees of…

数值分析 · 数学 2023-01-16 Lixiu Wang , Mingyan Zhang , Qian Zhang

We present a novel parametric finite element approach for simulating the surface diffusion of curves and surfaces. Our core strategy incorporates a predictor-corrector time-stepping method, which enhances the classical first-order temporal…

数值分析 · 数学 2024-12-17 Wei Jiang , Chunmei Su , Ganghui Zhang , Lian Zhang

We develop a conservative cut finite element method for an elliptic coupled bulk-interface problem. The method is based on a discontinuous Galerkin framework where stabilization is added in such a way that we retain conservation on macro…

数值分析 · 数学 2021-05-06 Mats G. Larson , Sara Zahedi

We provide new gradient-based methods for efficiently solving a broad class of ill-conditioned optimization problems. We consider the problem of minimizing a function $f : \mathbb{R}^d \rightarrow \mathbb{R}$ which is implicitly…

最优化与控制 · 数学 2021-11-08 Jonathan Kelner , Annie Marsden , Vatsal Sharan , Aaron Sidford , Gregory Valiant , Honglin Yuan

In this work, we propose a novel formulation for the solution of partial differential equations using finite element methods on unfitted meshes. The proposed formulation relies on the discrete extension operator proposed in the aggregated…

数值分析 · 数学 2022-08-15 Santiago Badia , Eric Neiva , Francesc Verdugo

We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…

数值分析 · 数学 2022-10-26 Siyang Wang , Gunilla Kreiss

Obtaining high-precision guaranteed lower eigenvalue bounds remains difficult, even though the standard high-order conforming finite element (FEM) easily yields extremely sharp upper bounds. Recently developed rigorous approaches using such…

数值分析 · 数学 2025-12-30 Xuefeng Liu , Michael Plum

The paper studies a geometrically unfitted finite element method (FEM), known as trace FEM or cut FEM, for the numerical solution of the Stokes system posed on a closed smooth surface. A trace FEM based on standard Taylor-Hood (continuous…

数值分析 · 数学 2020-04-13 Maxim A. Olshanskii , Arnold Reusken , Alexander Zhiliakov

Many large-scale and distributed optimization problems can be brought into a composite form in which the objective function is given by the sum of a smooth term and a nonsmooth regularizer. Such problems can be solved via a proximal…

最优化与控制 · 数学 2020-06-26 Sepideh Hassan-Moghaddam , Mihailo R. Jovanović
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