相关论文: Back and Forth Error Compensation and Correction M…
In this work, we study the numerical approximation of a class of singular fully coupled forward backward stochastic differential equations. These equations have a degenerate forward component and non-smooth terminal condition. They are…
Several recently developed multisymplectic schemes for Hamiltonian PDEs have been shown to preserve associated local conservation laws and constraints very well in long time numerical simulations. Backward error analysis for PDEs, or the…
This paper presents the formulation and analysis of a mixed finite element method for a hemivariational inequality arising from the stationary convective Brinkman-Forchheimer extended Darcy (CBFeD) equations. This model extends the…
A new asymptotic expansion scheme for backward SDEs (BSDEs) is proposed.The perturbation parameter is introduced just to scale the forward stochastic variables within a BSDE. In contrast to the standard small-diffusion asymptotic expansion…
There is a wide range of stabilized finite element methods for stationary and non-stationary convection-diffusion equations such as streamline diffusion methods, local projection schemes, subgrid-scale techniques, and continuous interior…
A general high-order fully explicit scheme based on projective integration methods is here presented to solve systems of degenerate parabolic equations in general dimensions. The method is based on a BGK approximation of the…
Finite Difference (FD) schemes are widely used in science and engineering for approximating solutions of partial differential equations (PDEs). Error analysis of FD schemes relies on estimating the truncation error at each time step. This…
In this paper we present two unconditionally energy stable finite difference schemes for the Modified Phase Field Crystal (MPFC) equation, a sixth-order nonlinear damped wave equation, of which the purely parabolic Phase Field Crystal (PFC)…
An exponential time-integrator scheme of second-order accuracy based on the predictor-corrector methodology, denoted PCEXP, is developed to solve multi-dimensional nonlinear partial differential equations pertaining to fluid dynamics. The…
The energy stable flux reconstruction (ESFR) method provides an efficient and flexible framework to devise high-order linearly stable numerical schemes which can achieve high levels of accuracy on unstructured grids. While superconvergent…
In this paper, we present and analyze a linear fully discrete second order scheme with variable time steps for the phase field crystal equation. More precisely, we construct a linear adaptive time stepping scheme based on the second order…
A backstepping-based compensator design is developed for a system of $2\times2$ first-order linear hyperbolic partial differential equations (PDE) in the presence of an uncertain long input delay at boundary. We introduce a transport PDE to…
The backward differentiation formula (BDF) is a useful family of implicit methods for the numerical integration of stiff differential equations. It is well noticed that the stability and convergence of the $A$-stable BDF1 and BDF2 schemes…
We present a second-order ensemble method based on a blended three-step backward differentiation formula (BDF) timestepping scheme to compute an ensemble of Navier-Stokes equations. Compared with the only existing second-order ensemble…
We propose a new method for the numerical solution of backward stochastic differential equations (BSDEs) which finds its roots in Fourier analysis. The method consists of an Euler time discretization of the BSDE with certain conditional…
In this paper, we propose a deep learning based numerical scheme for strongly coupled FBSDEs, stemming from stochastic control. It is a modification of the deep BSDE method in which the initial value to the backward equation is not a free…
Finite Difference methods (FD) are one of the oldest and simplest methods for solving partial differential equations (PDE). Block Finite Difference methods (BFD) are FD methods in which the domain is divided into blocks, or cells,…
Finite Difference methods (FD) are one of the oldest and simplest methods for solving partial differential equations (PDE). Block Finite Difference methods (BFD) are FD methods in which the domain is divided into blocks, or cells,…
We develop a family of stabilized backward differentiation formula (sBDF) schemes of orders one through four for semilinear parabolic equations. The proposed methods are designed to achieve three properties that are rarely available…
This paper is concerned with the construction of high order schemes on irregular grids for balance laws, including a discussion of an a-posteriori error indicator based on the numerical entropy production. We also impose well-balancing on…