相关论文: Constraint-satisfying Krylov solvers for structure…
We study an asymptotic preserving scheme for the temporal discretization of a system of parabolic semilinear SPDEs with two time scales. Owing to the averaging principle, when the time scale separation $\epsilon$ vanishes, the slow…
In this paper, we propose stochastic structure-preserving schemes to compute the effective diffusivity for particles moving in random flows. We first introduce the motion of particles using the Lagrangian formulation, which is modeled by…
We introduce the concept of data-driven finite element methods. These are finite-element discretizations of partial differential equations (PDEs) that resolve quantities of interest with striking accuracy, regardless of the underlying mesh…
This paper builds on the algebraic theory in the companion paper [Algebraic Error Analysis for Mixed-Precision Multigrid Solvers] to obtain discretization-error-accurate solutions for linear elliptic partial differential equations (PDEs) by…
In this paper, we focus on constructing numerical schemes preserving the averaged energy evolution law for nonlinear stochastic wave equations driven by multiplicative noise. We first apply the compact finite difference method and the…
Modeling real-world problems with partial differential equations (PDEs) is a prominent topic in scientific machine learning. Classic solvers for this task continue to play a central role, e.g. to generate training data for deep learning…
Common techniques for the spatial discretisation of PDEs on a macroscale grid include finite difference, finite elements and finite volume methods. Such methods typically impose assumed microscale structures on the subgrid fields, so…
In this paper, we introduce and analyse numerical schemes for the homogeneous and the kinetic L\'evy-Fokker-Planck equation. The discretizations are designed to preserve the main features of the continuous model such as conservation of…
Krylov methods provide a fast and highly parallel numerical tool for the iterative solution of many large-scale sparse linear systems. To a large extent, the performance of practical realizations of these methods is constrained by the…
This paper discusses the computation of derivatives for optimization problems governed by linear hyperbolic systems of partial differential equations (PDEs) that are discretized by the discontinuous Galerkin (dG) method. An efficient and…
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…
Consider solving large sparse range symmetric singular linear systems $ A {\bf x}= {\bf b} $ which arise, for instance, in the discretization of convection diffusion equations with periodic boundary conditions, and partial differential…
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 design a consistent Galerkin scheme for the approximation of the vectorial modified Korteweg-de Vries equation. We demonstrate that the scheme conserves energy up to machine precision. In this sense the method is consistent with the…
Galerkin and Petrov-Galerkin projection-based reduced-order models (ROMs) of transient partial differential equations are typically obtained by performing a dimension reduction and projection process that is defined at either the spatially…
The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…
We introduce a novel structure-preserving vertex-staggered semi-implicit four-split discretization of a unified first order hyperbolic formulation of continuum mechanics that is able to describe at the same time fluid and solid materials…
Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinear Partial Differential Equations (PDEs). The connection…
This paper aims at developing exactly energy-conservative and structure-preserving finite volume schemes for the discretisation of first-order symmetric-hyperbolic and thermodynamically compatible (SHTC) systems of partial differential…
Propagation characteristics of a wave are defined by the dispersion relationship, from which the governing partial differential equation (PDE) can be recovered. PDEs are commonly solved numerically using the finite-difference (FD) method,…