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Linear stationary reaction-convection-diffusion equations with Dirichlet boundary conditions are approximated using a simple finite difference method corresponding to central differences and the addition of a high-order stabilization term…

数值分析 · 数学 2025-02-07 T. Lewis , X. Xue

Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups and discontinuities.…

In earlier work we have studied a method for discretization in time of a parabolic problem which consists in representing the exact solution as an integral in the complex plane and then applying a quadrature formula to this integral. In…

数值分析 · 数学 2016-02-02 William McLean , Vidar Thomée

The advection-diffusion and wave equations are the fundamental equations governing any physical law and therefore arise in many areas of physics and astrophysics. For complex problems and geometries, only numerical simulations can give…

计算物理 · 物理学 2014-01-08 J. Pétri

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

数值分析 · 数学 2008-04-04 F. Cavalli , M. Semplice

We study the positive stationary solutions of a standard finite-difference discretization of the semilinear heat equation with nonlinear Neumann boundary conditions. We prove that, if \emph{the absorption is small enough}, compared with the…

数值分析 · 数学 2011-03-03 Ezequiel Dratman

Recent applications (e.g. active gels and self-assembly of elastic sheets) motivate the need to efficiently simulate the dynamics of thin elastic sheets. We present semi-implicit time stepping algorithms to improve the time step constraints…

计算物理 · 物理学 2019-10-23 Silas Alben , Alex A. Gorodetsky , Donghak Kim , Robert D. Deegan

We consider a numerical approximation of a linear quadratic control problem constrained by the stochastic heat equation with non-homogeneous Neumann boundary conditions. This involves a combination of distributed and boundary control, as…

数值分析 · 数学 2021-09-28 Peter Benner , Tony Stillfjord , Christoph Trautwein

We present a parametric family of semi-implicit second order accurate numerical methods for non-conservative and conservative advection equation for which the numerical solutions can be obtained in a fixed number of forward and backward…

数值分析 · 数学 2023-12-01 Peter Frolkovič , Svetlana Krišková , Michaela Rohová , Michal Žeravý

We consider a finite element discretization for the reconstruction of the final state of the heat equation, when the initial data is unknown, but additional data is given in a sub domain in the space time. For the discretization in space we…

数值分析 · 数学 2017-07-24 Erik Burman , Jonathan Ish-Horowicz , Lauri Oksanen

In this work, we obtain the numerical temperature field to a thermally developing fluid flow inside parallel plates problem with a quantum computing method. The physical problem deals with the heat transfer of a steady state,…

We establish sharp energy decay rates for a large class of nonlinearly first-order damped systems, and we design discretization schemes that inherit of the same energy decay rates, uniformly with respect to the space and/or time…

偏微分方程分析 · 数学 2015-12-17 Fatiha Alabau-Boussouira , Yannick Privat , Emmanuel Trélat

In this work we propose a nonlinear stabilization technique for convection-diffusion-reaction and pure transport problems discretized with space-time isogeometric analysis. The stabilization is based on a graph-theoretic artificial…

数值分析 · 计算机科学 2019-11-18 Jesús Bonilla , Santiago Badia

In this paper we propose a new method to stabilise non-symmetric indefinite problems. The idea is to solve a forward and an adjoint problem simultaneously using a suitable stabilised finite element method. Both stabilisation of the element…

数值分析 · 数学 2013-08-05 Erik Burman

A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…

数值分析 · 数学 2017-12-01 Rikard Anton , David Cohen , Lluis Quer-Sardanyons

We introduce a time-implicit, finite-element based space-time discretization scheme for the backward stochastic heat equation, and for the forward-backward stochastic heat equation from stochastic optimal control, and prove strong rates of…

最优化与控制 · 数学 2020-12-21 Andreas Prohl , Yanqing Wang

Time fractional PDEs have been used in many applications for modeling and simulations. Many of these applications are multiscale and contain high contrast variations in the media properties. It requires very small time step size to perform…

数值分析 · 数学 2021-08-31 Jiuhua Hu , Anatoly Alikhanov , Yalchin Efendiev , Wing Tat Leung

We propose a new class of semi-implicit methods for solving nonlinear fractional differential equations and study their stability. Several versions of our new schemes are proved to be unconditionally stable by choosing suitable parameters.…

数值分析 · 数学 2018-08-14 Fanhai Zeng , Ian Turner , Kevin Burrage , George Em Karniadakis

A novel numerical approach to solving the shallow-water equations on the sphere using high-order numerical discretizations in both space and time is proposed. A space-time tensor formalism is used to express the equations of motion…

数值分析 · 数学 2021-11-12 Stéphane Gaudreault , Martin Charron , Valentin Dallerit , Mayya Tokman

We study numerical methods for dissipative particle dynamics (DPD), which is a system of stochastic differential equations and a popular stochastic momentum-conserving thermostat for simulating complex hydrodynamic behavior at mesoscales.…

数值分析 · 数学 2021-06-08 Xiaocheng Shang