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This work continues a line of works on developing partially explicit methods for multiscale problems. In our previous works, we have considered linear multiscale problems, where the spatial heterogeneities are at subgrid level and are not…

数值分析 · 数学 2021-08-31 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Wenyuan Li

We present a fully adaptive multiresolution scheme for spatially two-dimensional, possibly degenerate reaction-diffusion systems, focusing on combustion models and models of pattern formation and chemotaxis in mathematical biology.…

数值分析 · 数学 2008-07-10 Mostafa Bendahmane , Raimund Bürger , Ricardo Ruiz Baier , Kai Schneider

The paper establishes the strong convergence rates of a spatio-temporal full discretization of the stochastic wave equation with nonlinear damping in dimension one and two. We discretize the SPDE by applying a spectral Galerkin method in…

数值分析 · 数学 2024-12-30 Meng Cai , David Cohen , Xiaojie Wang

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…

数值分析 · 数学 2015-06-18 Bangti Jin , Raytcho Lazarov , Yikan Liu , Zhi Zhou

In this article, we propose an implicit finite difference scheme for a two-dimensional parabolic stochastic partial differential equation (SPDE) of Zakai type. The scheme is based on a Milstein approximation to the stochastic integral and…

数值分析 · 数学 2018-11-29 Christoph Reisinger , Zhenru Wang

High order strong stability preserving (SSP) time discretizations ensure the nonlinear non-inner-product strong stability properties of spatial discretizations suited for the stable simulation of hyperbolic PDEs. Over the past decade…

数值分析 · 数学 2024-12-20 Sigal Gottlieb , Zachary J. Grant

We extend the framework of the finite volume method to dispersive unidirectional water wave propagation in one space dimension. In particular we consider a KdV-BBM type equation. Explicit and IMEX Runge-Kutta type methods are used for time…

经典物理 · 物理学 2020-01-09 Denys Dutykh , Theodoros Katsaounis , Dimitrios Mitsotakis

The present article investigates the convergence of a class of space-time discretization schemes for the Cauchy problem for linear parabolic stochastic partial differential equations (SPDEs) defined on the whole space. Sufficient conditions…

概率论 · 数学 2012-10-04 Eric Joseph Hall

Several relaxation approximations to partial differential equations have been recently proposed. Examples include conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems. The present paper focuses…

数值分析 · 数学 2007-05-23 Fausto Cavalli , Giovanni Naldi , Gabriella Puppo , Matteo Semplice

A new gridding technique for the solution of partial differential equations in cubical geometry is presented. The method is based on volume penalization, allowing for the imposition of a cubical geometry inside of its circumscribing sphere.…

The accuracy of solving partial differential equations (PDEs) on coarse grids is greatly affected by the choice of discretization schemes. In this work, we propose to learn time integration schemes based on neural networks which satisfy…

数值分析 · 数学 2023-10-17 Xinxin Yan , Zhideng Zhou , Xiaohan Cheng , Xiaolei Yang

We present a framework for solving time-dependent partial differential equations (PDEs) in the spirit of the random feature method. The numerical solution is constructed using a space-time partition of unity and random feature functions.…

数值分析 · 数学 2023-04-17 Jingrun Chen , Weinan E , Yixin Luo

Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…

数值分析 · 数学 2024-10-15 Evelina V. Permyakova , Denis S. Goldobin

In this paper, we present a novel numerical scheme for solving a class of nonlinear degenerate parabolic equations with non-smooth solutions. The proposed method relies on a special kernel based formulation of the solutions found in our…

数值分析 · 数学 2018-01-31 Andrew Christlieb , Wei Guo , Yan Jiang

Convection-diffusion-reaction equations are a class of second-order partial differential equations widely used to model phenomena involving the change of concentration/population of one or more substances/species distributed in space.…

We study solutions to nonlinear hyperbolic systems with fully nonlinear relaxation terms in the limit of, both, infinitely stiff relaxation and arbitrary late time. In this limit, the dynamics is governed by effective systems of parabolic…

偏微分方程分析 · 数学 2012-10-18 Sebastiano Boscarino , Philippe G. LeFloch , Giovanni Russo

The numerical solution of a nonlinear and space-fractional anti-diffusive equation used to model dune morphodynamics is considered. Spatial discretization is effected using a finite element method whereas the Crank-Nicolson scheme is used…

数值分析 · 数学 2016-09-01 Afaf Bouharguane

This paper interprets the stabilized finite element method via residual minimization as a variational multiscale method. We approximate the solution to the partial differential equations using two discrete spaces that we build on a…

计算工程、金融与科学 · 计算机科学 2023-05-23 Juan F. Giraldo , Victor M. Calo

We consider linear iterative schemes for the time-discrete equations stemming from a class of nonlinear, doubly-degenerate parabolic equations. More precisely, the diffusion is nonlinear and may vanish or become multivalued for certain…

数值分析 · 数学 2025-08-12 Ayesha Javed , Koondanibha Mitra , Iuliu Sorin Pop

Partial differential equation (PDE) models with multiple temporal/spatial scales are prevalent in several disciplines such as physics, engineering, and many others. These models are of great practical importance but notoriously difficult to…

数值分析 · 数学 2023-04-17 Junpeng Hu , Shi Jin , Lei Zhang
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