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In this note we describe a space-time boundary element discretization of the heat equation and an efficient and robust preconditioning strategy which is based on the use of boundary integral operators of opposite orders, but which requires…

数值分析 · 数学 2018-11-14 Stefan Dohr , Olaf Steinbach

In this article we present a parallel algorithm for simulation of the heat conduction process inside the so-called pulse cryogenic cell. This simulation is important for designing the device for portion injection of working gases into…

计算工程、金融与科学 · 计算机科学 2019-12-10 A. Ayriyan , J. Buša

We consider partitioned time integration for heterogeneous coupled heat equations. First and second order multirate, as well as time-adaptive Dirichlet-Neumann Waveform relaxation (DNWR) methods are derived. In 1D and for implicit Euler…

数值分析 · 数学 2021-07-28 Peter Meisrimel , Azahar Monge , Philipp Birken

We develop an approach to solving numerically the time-dependent Schrodinger equation when it includes source terms and time-dependent potentials. The approach is based on the generalized Crank-Nicolson method supplemented with an…

计算物理 · 物理学 2015-06-23 W. van Dijk , F. M. Toyama

Hybrid systems, and Piecewise Deterministic Markov Processes in particular, are widely used to model and numerically study systems exhibiting multiple time scales in biochemical reaction kinetics and related areas. In this paper an almost…

数值分析 · 数学 2011-12-07 Martin G. Riedler

In this paper, we use stochastic polynomial optimization to derive high-performance operating strategies for heating networks with uncertain or variable demand. The heat flow in district heating networks can be regulated by varying the…

最优化与控制 · 数学 2019-02-05 Marc Hohmann , Joseph Warrington , John Lygeros

We propose an energetic interpretation ofstochastic processes described by Langevin equations with non-uniform temperature. In order to avoid It\^{o}-Stratonovich dilemma, we start with a Kramers equation, and derive a Fokker-Plank equation…

统计力学 · 物理学 2007-05-23 Miki Matsuo , Shin-ichi Sasa

We propose a high-order hybridizable discontinuous Galerkin (HDG) formulation for the fully dynamic, linear thermo-poroelasticity problem. The governing equations are formulated as a first-order hyperbolic system incorporating solid and…

数值分析 · 数学 2025-06-24 Salim Meddahi

We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…

计算金融 · 定量金融 2011-02-17 Jan Hendrik Witte , Christoph Reisinger

We consider a linear hybrid system composed by two rods connected by a thin wall of length 2{\epsilon} and density 1/2{\epsilon}. By passing to a limit, we obtain a system describing heat flow of two rods connected by a singular point whose…

偏微分方程分析 · 数学 2015-09-24 Scott W. Hansen , Jose de Jesus Martinez

The iterated Crank-Nicolson is a predictor-corrector algorithm commonly used in numerical relativity for the solution of both hyperbolic and parabolic partial differential equations. We here extend the recent work on the stability of this…

广义相对论与量子宇宙学 · 物理学 2009-11-11 Gregor Leiler , Luciano Rezzolla

In this paper we study the harmonic map heat flow problem for a radially symmetric case. The corresponding partial dfferential equation plays a key role in many analyses of harmonic map heat flow problems. We consider a basic discretization…

数值分析 · 数学 2025-07-16 Nam Anh Nguyen , Arnold Reusken

We consider a finite element method with symmetric stabilisation for the discretisation of the transient convection--diffusion equation. For the time-discretisation we consider either the second order backwards differentiation formula or…

数值分析 · 数学 2020-12-11 Erik Burman , Johnny Guzman

In this paper we consider a one-dimensional one-phase Stefan problem corresponding to the solidification process of a semi-infinite material with a convective boundary condition at the fixed face. The exact solution of this problem,…

偏微分方程分析 · 数学 2018-08-09 Julieta Bollati , José A. Semitiel , Domingo A. Tarzia

This paper proposes a novel iterative algorithm to compute the stabilizing solution of regime-switching stochastic game-theoretic Riccati differential equations with periodic coefficients. The method decomposes the original complex…

数值分析 · 数学 2025-11-11 Yiyuan Wang

In this paper we study the approximation of the distribution of $X_t$ Hilbert--valued stochastic process solution of a linear parabolic stochastic partial differential equation written in an abstract form as $$ dX_t+AX_t dt = Q^{1/2} d W_t,…

数值分析 · 数学 2007-10-30 Arnaud Debussche , Jacques Printems

We develop a virtual element method to solve a convective Brinkman-Forchheimer problem coupled with a heat equation. This coupled model may allow for thermal diffusion and viscosity as a function of temperature. Under standard…

数值分析 · 数学 2024-09-05 Danilo Amigo , Felipe Lepe , Enrique Otarola , Gonzalo Rivera

The aim of this paper is to establish the convergence and error bounds to the fully discrete solution for a class of nonlinear systems of reaction-diffusion nonlocal type with moving boundaries, using a linearized Crank-Nicolson-Galerkin…

数值分析 · 数学 2014-02-03 Rui M. P. Almeida , José C. M. Duque , Jorge Ferreira , Rui J. Robalo

We review and compare numerical methods that simultaneously control temperature while preserving the momentum, a family of particle simulation methods commonly used for the modelling of complex fluids and polymers. The class of methods…

计算物理 · 物理学 2020-02-14 Benedict Leimkuhler , Xiaocheng Shang

We present a numerical method to compute an optimal maintenance date for the test case of the heated hold-up tank. The system consists of a tank containing a fluid whose level is controlled by three components: two inlet pumps and one…

最优化与控制 · 数学 2013-05-28 Benoîte de Saporta , Huilong Zhang