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相关论文: Discrete maximal regularity of time-stepping schem…

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We study the parabolic $p$-Laplacian system in a bounded domain. We deduce optimal convergence rates for the space-time discretization based on an implicit Euler scheme in time. Our estimates are expressed in terms of Nikolskii spaces and…

数值分析 · 数学 2020-04-22 Dominic Breit , Lars Diening , Johannes Storn , Jörn Wichmann

In this work, we propose a Crank-Nicolson-type scheme with variable steps for the time fractional Allen-Cahn equation. The proposed scheme is shown to be unconditionally stable (in a variational energy sense), and is maximum bound…

数值分析 · 数学 2022-01-05 Hong-lin Liao , Tao Tang , Tao Zhou

In this paper, we study two variations of the time discrete Taylor schemes for rough differential equations and for stochastic differential equations driven by fractional Brownian motions. One is the incomplete Taylor scheme which excludes…

概率论 · 数学 2015-10-30 Yaozhong Hu , Yanghui Liu , David Nualart

In this paper, we construct a novel Eulerian-Lagrangian finite volume (ELFV) method for nonlinear scalar hyperbolic equations in one space dimension. It is well known that the exact solutions to such problems may contain shocks though the…

数值分析 · 数学 2023-02-16 Yang Yang , Jiajie Chen , Jing-Mei Qiu

We study problems of the calculus of variations and optimal control within the framework of time scales. Specifically, we obtain Euler-Lagrange type equations for both Lagrangians depending on higher order delta derivatives and…

最优化与控制 · 数学 2010-07-30 Rui A. C. Ferreira

In the present article we study strong approximation of solutions of scalar stochastic differential equations (SDEs) with bounded and $\alpha$-H\"older continuous drift coefficient and constant diffusion coefficient at time point $1$.…

概率论 · 数学 2025-04-30 Simon Ellinger , Thomas Müller-Gronbach , Larisa Yaroslavtseva

This work introduces and analyzes a finite element scheme for evolution problems involving fractional-in-time and in-space differentiation operators up to order two. The left-sided fractional-order derivative in time we consider is employed…

数值分析 · 数学 2018-04-17 Gabriel Acosta , Francisco M. Bersetche , Juan Pablo Borthagaray

This is the second part of study on the optimal convergence rate of the explicit Euler discretization in time for the convection-diffusion equations [Appl. Math. Lett. \textbf{131} (2022) 108048] which focuses on high-dimensional…

数值分析 · 数学 2022-05-13 Qifeng Zhang , Jiyuan Zhang , Zhi-zhong Sun

We study the maximal regularity problem for abstract time-fractional Schr\"odinger equations $\partial_t^\alpha(u-u_0) -\mathrm{i} A u=f$, with a fractional derivative $\partial_t^\alpha$ of order $\alpha \in (0,1)$. We assume that $A$ is a…

偏微分方程分析 · 数学 2026-03-18 S. E. Chorfi , F. Et-tahri , L. Maniar , M. Yamamoto

We derive optimal order a posteriori error estimates in the $L^\infty(L^2)$ and $L^1(L^2)$-norms for the fully discrete approximations of time fractional parabolic differential equations. For the discretization in time, we use the $L1$…

数值分析 · 数学 2023-11-14 Jiliang Cao , Wansheng Wang , Aiguo Xiao

In this paper we consider a sub-diffusion problem where the fractional time derivative is approximated either by the L1 scheme or by Convolution Quadrature. We propose new interpretations of the numerical schemes which lead to a posteriori…

数值分析 · 数学 2022-03-02 Lehel Banjai , Charalambos G. Makridakis

A linearized numerical scheme is proposed to solve the nonlinear time fractional parabolic problems with time delay. The scheme is based on the standard Galerkin finite element method in the spatial direction, the fractional Crank-Nicolson…

数值分析 · 数学 2021-09-10 Lili Li , Mianfu She , Yuanling Niu

In this paper we consider the Euler-Maruyama scheme for a class ofstochastic delay differential equations driven by a fractional Brownian motion with index $H\in(0,1)$. We establish the consistency of the scheme and study the rate of…

概率论 · 数学 2025-06-27 Orimar Sauri

We develop proper correction formulas at the starting $k-1$ steps to restore the desired $k^{\rm th}$-order convergence rate of the $k$-step BDF convolution quadrature for discretizing evolution equations involving a fractional-order…

数值分析 · 数学 2017-03-28 Bangti Jin , Buyang Li , Zhi Zhou

In this paper, we are concerned with the numerical solution for the two-dimensional time fractional Fokker-Planck equation with tempered fractional derivative of order $\alpha$. Although some of its variants are considered in many recent…

数值分析 · 数学 2022-06-09 Can Wang , Weihua Deng , Xiangong Tang

The nonlinear semigroup generated by the subdifferential of a convex lower semicontinuous function $\varphi$ has a smoothing effect, discovered by H. Br\'ezis, which implies maximal regularity for the evolution equation. We use this and…

偏微分方程分析 · 数学 2019-11-13 Wolfgang Arendt , Daniel Hauer

In this work, we analyze a Crank-Nicolson type time stepping scheme for the subdiffusion equation, which involves a Caputo fractional derivative of order $\alpha\in (0,1)$ in time. It hybridizes the backward Euler convolution quadrature…

数值分析 · 数学 2017-02-28 Bangti Jin , Buyang Li , Zhi Zhou

This work addresses the problem of (global) maximal regularity for quasilinear evolution equations with sublinear gradient growth and right-hand side in Lebesgue spaces, complemented with Neumann boundary conditions. The proof relies on a…

偏微分方程分析 · 数学 2024-04-09 Alessandro Goffi , Tommaso Leonori

This article is concerned with the derivation of numerical reconstruction schemes for the inverse moving source problem on determining source profiles in (time-fractional) evolution equations. As a continuation of the theoretical result on…

数值分析 · 数学 2021-03-26 Yikan Liu

We consider the maximal regularity problem for non-autonomous evolution equations of the form $u(t) + A(t) u(t) = f(t)$ with initial data $u(0) = u\_0$ . Each operator $A(t)$ is associated with a sesquilinear form $a(t; *, *)$ on a Hilbert…

泛函分析 · 数学 2015-03-19 Bernhard Hermann Haak , E. -M. Ouhabaz