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In this paper, we develop and analyze a stochastic algorithm for solving space-time fractional diffusion models, which are widely used to describe anomalous diffusion dynamics. These models pose substantial numerical challenges due to the…

数值分析 · 数学 2025-08-29 Tengteng Cui , Chengtao Sheng , Bihao Su , Zhi Zhou

We consider a class of time dependent second order partial differential equations governed by a decaying entropy. The solution usually corresponds to a density distribution, hence positivity (non-negativity) is expected. This class of…

数值分析 · 数学 2018-11-28 Zheng Sun , José A. Carrillo , Chi-Wang Shu

This work is concerned with the analysis of a space-time finite element discontinuous Galerkin method on polytopal meshes (XT-PolydG) for the numerical discretization of wave propagation in coupled poroelastic-elastic media. The…

数值分析 · 数学 2023-12-05 Paola F. Antonietti , Michele Botti , Ilario Mazzieri

We present and analyze for a scalar linear evolution model problem a time multigrid algorithm for DG-discretizations in time. We derive asymptotically optimized parameters for the smoother, and also an asymptotically sharp convergence…

数值分析 · 数学 2014-10-02 Martin J. Gander , Martin Neumüller

We introduce a multitree-based adaptive wavelet Galerkin algorithm {for} space-time discretized linear parabolic partial differential equations, focusing on time-periodic problems. It is shown that the method converges with the best…

数值分析 · 数学 2014-01-23 Sebastian Kestler , Kristina Steih , Karsten Urban

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

机器学习 · 统计学 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

We develop a cut Discontinuous Galerkin method (cutDGM) for a diffusion-reaction equation in a bulk domain which is coupled to a corresponding equation on the boundary of the bulk domain. The bulk domain is embedded into a structured,…

数值分析 · 数学 2017-07-10 Andre Massing

This paper is devoted to the multigrid convergence analysis for the linear systems arising from the conforming linear finite element discretization of the second order elliptic equations with anisotropic diffusion. The multigrid convergence…

数值分析 · 数学 2011-05-09 Guozhu Yu , Jinchao Xu , Ludmil Zikatanov

As CPU clock speeds have stagnated, and high performance computers continue to have ever higher core counts, increased parallelism is needed to take advantage of these new architectures. Traditional serial time-marching schemes are a…

数值分析 · 数学 2022-01-26 David A. Vargas , Robert D. Falgout , Stefanie Günther , Jacob B. Schroder

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

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…

数值分析 · 数学 2017-05-12 Helena Zarin , Hans-Goerg Roos

We propose a space-time scheme that combines an unfitted finite element method in space with a discontinuous Galerkin time discretisation for the accurate numerical approximation of parabolic problems with moving domains or interfaces. We…

数值分析 · 数学 2023-01-23 Santiago Badia , Hridya Dilip , Francesc Verdugo

This paper presents a novel space-time topology optimisation framework for time-dependent thermal conduction problems, aiming to significantly reduce the time-to-solution. By treating time as an additional spatial dimension, we discretise…

计算工程、金融与科学 · 计算机科学 2025-08-14 Joe Alexandersen , Magnus Appel

We introduce some sparse grids interpolations used in Semi-Lagrangian schemes for linear and fully non-linear diffusion Hamilton Jacobi Bellman equations arising in stochastic control. We prove that the method introduced converges toward…

最优化与控制 · 数学 2014-08-20 Xavier Warin

A convergence result for a discontinuous Galerkin multiscale method for a second order elliptic problem is presented. We consider a heterogeneous and highly varying diffusion coefficient in $L^\infty(\Omega,\mathbb{R}^{d\times d}_{sym})$…

In this paper, we study the problem of finding the solution of a multi-dimensional time fractional reactiondiffusion equation with nonlinear source from the final value data. We prove that the present problem is not well-posed. Then…

偏微分方程分析 · 数学 2020-03-17 Nguyen Huy Tuan , Tran Ngoc Thach , Donal O'Regan , Nguyen Huu Can

Coupled nonlinear system of reaction-diffusion equations describing multi-component (species) interactions with heterogeneous coefficients is considered. Finite volume method based approximation for the space is used to construct…

数值分析 · 数学 2022-09-13 Maria Vasilyeva , Alexey Sadovski , D. Palaniappan

In this paper, we consider a class of discontinuous Galerkin (DG) methods for one-dimensional nonlocal diffusion (ND) problems. The nonlocal models, which are integral equations, are widely used in describing many physical phenomena with…

数值分析 · 数学 2024-08-15 Qiang Du , Lili Ju , Jianfang Lu , Xiaochuan Tian

This paper presents a novel parallel-in-time algorithm able to compute time-periodic solutions of problems where the period is not given. Exploiting the idea of the multiple shooting method, the proposed approach calculates the initial…

数值分析 · 数学 2020-07-08 Iryna Kulchytska-Ruchka , Sebastian Schöps

In this work, we apply a fast and accurate numerical method for solving fractional reaction-diffusion equations in unbounded domains. By using the Fourier-like spectral approach in space, this method can effectively handle the fractional…

数值分析 · 数学 2021-02-03 Huifang Yuan