相关论文: On numerical solutions to stochastic Volterra equa…

Uncertainty Quantification through stochastic spectral methods is rising in popularity. We derive a modification of the classical stochastic Galerkin method, that ensures the hyperbolicity of the underlying hyperbolic system of partial…

The present study proposed a method for numerical solution of linear Volterra integral equations (VIEs) of the third kind, before only analytical solution methods had been discussed with reference to previous research and review of the…

The variational iteration method is used to solve nonlinear Volterra integral equations. Two approaches are presented distinguished by the method to compute the Lagrange multiplier.

This paper develops and analyses semi-discrete numerical method for two dimensional Vlasov-Stokes' system with periodic boundary condition. The method is based on coupling of semi-discrete discontinuous Galerkin method for the Vlasov…

In this work, a new approach has been developed to obtain numerical solution of linear Volterra type integral equations by obtaining asymptotic approximation to solutions. Using the classical Bernoulli polynomials, a set of orthonormal…

In this paper, the exponential B-spline functions are used for the numerical solution of the advection-diffusion equation. Two numerical examples\ related to pure advection in a finitely long channel and the distribution of an initial…

This paper is dedicated to the development of numerical analysis for high-order methods solving partial differential equations on scattered point clouds. We build a novel geometric error analysis framework by estimating the error in the…

An integro-differential equation, modeling dynamic fractional order viscoelasticity, with a Mittag-Leffler type convolution kernel is considered. A discontinuous Galerkin method, based on piecewise constant polynomials is formulated for…

The numerical method for solution of the weakly regular scalar Volterra integral equation of the 1st kind is proposed. The kernels of such equations have jump discontinuities on the continuous curves which starts at the origin. The…

In this paper, a computational method is developed to find an approximate solution of the stochastic Volterra-Fredholm integral equation using the Walsh function approximation and its operational matrix. Moreover, convergence and error…

The subject of this work is a new stochastic Galerkin method for second-order elliptic partial differential equations with random diffusion coefficients. It combines operator compression in the stochastic variables with tree-based spline…

Intrusive Uncertainty Quantification methods such as stochastic Galerkin are gaining popularity, whereas the classical stochastic Galerkin approach is not ensured to preserve hyperbolicity of the underlying hyperbolic system. We apply a…

We investigate stochastic Volterra equations and their limiting laws. The stochastic Volterra equations we consider are driven by a Hilbert space valued \Levy noise and integration kernels may have non-linear dependence on the current state…

This paper adopts a highly effective numerical approach for approximating non-linear stochastic Volterra integral equations (NLSVIEs) based on the operational matrices of the Walsh function and the collocation method. The method transforms…

We present the first numerical code based on the Galerkin and Collocation methods to integrate the field equations of the Bondi problem. The Galerkin method like all spectral methods provide high accuracy with moderate computational effort.…

A new modified Galerkin / Finite Element Method is proposed for the numerical solution of the fully nonlinear shallow water wave equations. The new numerical method allows the use of low-order Lagrange finite element spaces, despite the…

We develop and analyse a numerical method for the time-fractional nonlocal thermistor problem. By rigorous proofs, some error estimates in different contexts are derived, showing that the combination of the backward differentiation in time…

We develop a high order accurate numerical method for solving the elastic wave equation in second-order form. We hybridize the computationally efficient Cartesian grid formulation of finite differences with geometrically flexible…

This paper presents stochastic virtual element methods for propagating uncertainty in linear elastic stochastic problems. We first derive stochastic virtual element equations for 2D and 3D linear elastic problems that may involve…

In this paper we present a numerical method for the Boltzmann equation. It is a spectral discretization in the velocity and a discontinuous Galerkin discretization in physical space. To obtain uniform approximation properties in the mach…