相关论文: Mathematical properties and numerical approximatio…
A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…
Existing theoretical stabilization results for linear, hyperbolic multi-dimensional problems are extended to the discretized multi-dimensional problems. In contrast to existing theoretical and numerical analysis in the spatially…
This paper discusses the initial-boundary value problem (with a nonhomogeneous boundary condition) for a multi-dimensional scalar first-order conservation law with a multiplicative noise. One introduces a notion of kinetic formulations in…
This work is concerned with the quantification of the epistemic uncertainties induced the discretization of partial differential equations. Following the paradigm of probabilistic numerics, we quantify this uncertainty probabilistically.…
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…
We derive novel algorithms for optimization problems constrained by partial differential equations describing multiscale particle dynamics, including non-local integral terms representing interactions between particles. In particular, we…
In this article, we analyze semi-discrete finite element approximation and full discretization of a fourth-order stochastic pseudo-parabolic equation in a bounded convex polygonal domain driven by additive Wiener noise. We use the finite…
Admissible states in hyperbolic systems and related equations often form a convex invariant domain. Numerical violations of this domain can lead to loss of hyperbolicity, resulting in illposedness and severe numerical instabilities. It is…
Sticky diffusion models a Markovian particle experiencing reflection and temporary adhesion phenomena at the boundary. Numerous numerical schemes exist for approximating stopped or reflected stochastic differential equations (SDEs), but…
In this paper, we propose the first of its kind space-time dual-pairing summation by parts (DP-SBP) numerical framework for forward and adjoint wave propagation problems. This novel approach enables us to achieve spatial and temporal high…
In this paper we consider nonlinear parabolic systems with elliptic part which can be also degenerate. We prove optimal error estimates for smooth enough solutions. The main novelty, with respect to previous results, is that we obtain the…
We consider parabolic evolution equations with Lipschitz continuous and strongly monotone spatial operators. By introducing an additional variable, we construct an equivalent system where the operator is a Lipschitz continuous mapping from…
This paper studies bulk-surface splitting methods of first order for (semi-linear) parabolic partial differential equations with dynamic boundary conditions. The proposed Lie splitting scheme is based on a reformulation of the problem as a…
The $P_1$--nonconforming quadrilateral finite element space with periodic boundary condition is investigated. The dimension and basis for the space are characterized with the concept of minimally essential discrete boundary conditions. We…
We present a numerical discretisation of the coupled moment systems, previously introduced in Dahm and Helzel, which approximate the kinetic multi-scale model by Helzel and Tzavaras for sedimentation in suspensions of rod-like particles for…
This paper investigates an inverse boundary value problem for a semilinear strongly damped wave equation with Dirichlet boundary conditions in Sobolev spaces of functions bounded in time on $\R$, including periodic and almost periodic…
In this contribution we present recent developments in the formulation and solution of Initial Boundary Value Problems (IBVPs). Building upon a modern variational action formulation of classical dynamics, we treat Initial Boundary Value…
We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…
In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…
We consider the discretization of a semilinear damped wave equation arising, for instance, in the modeling of gas transport in pipeline networks. For time invariant boundary data, the solutions of the problem are shown to converge…