We consider a stable unique continuation problem for the wave equation that has been discretized so far using fairly sophisticated space-time methods. Here, we propose to solve this problem using a standard discontinuous Galerkin method for the temporal discretization. Error estimates are established under a geometric control condition. We also investigate two preconditioning strategies that can be

In this paper we propose and analyse a second-order accurate (in both time and space) numerical scheme for the Poisson–Nernst–Planck–Navier–Stokes system, which describes the ion electro-diffusion in fluids. In particular, the Poisson–Nernst–Planck (PNP) equation is reformulated as a nonconstant mobility gradient flow in the energetic variational approach. The marker and cell finite difference method

Miura surfaces are the solutions of a constrained nonlinear elliptic system of equations. This system is derived by homogenization from the Miura fold, which is a type of origami fold with multiple applications in engineering. A previous inquiry gave suboptimal conditions for existence of solutions and proposed an $H^{2}$-conformal finite element method to approximate them. In this paper the existence

In this paper we devise and analyze a Banach-spaced mixed virtual element scheme for the steady motion of $\rho $-type Brinkman–Forchheimer equation with strongly symmetric stress. Our approach introduces stress and vorticity as additional variables, enabling the elimination of pressure from the original unknowns, which can later be recovered using a postprocessing formula based solely on the stress

This paper considers robust solutions to a class of nonlinear least squares problems using a min-max optimization approach. We give an explicit formula for the value function of the inner maximization problem and show the existence of global minimax points. We establish error bounds from any solution of the nonlinear least squares problem to the solution set of the robust nonlinear least squares problem

Inspired by the idea of ‘walk-on-sphere’ algorithm, we propose a novel finite-difference framework for solving the fractional Poisson equation under the help of the Feynman-Kac representation of its solution, i.e., walk-on-sphere-motivated finite-difference scheme. By choosing suitable basis functions in interpolatory quadrature and using graded meshes, the convergence rates can achieve up to $O(h^{2})$

Consider the interaction of biharmonic waves with a periodic array of cavities, characterized by the Kirchhoff–Love model. This paper investigates the perfectly matched layer (PML) formulation and its numerical solution to the governing biharmonic wave equation. The study establishes the well-posedness of the associated variational problem employing the Fredholm alternative theorem. Based on the examination

We present and analyze three distinct semidiscrete schemes for solving nonlocal geometric flows incorporating perimeter terms. These schemes are based on the finite difference method, the finite element method and the finite element method with a specific tangential motion. We offer rigorous proofs of quadratic convergence under $H^{1}$-norm for the first scheme and linear convergence under $H^{1}$-norm

In this work we propose a novel backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations (BSDEs), where the deep neural network (DNN) models are trained, not only on the inputs and labels, but also on the differentials of the corresponding labels. This is motivated by the fact that differential deep learning can provide an

We give a structure preserving spatio-temporal discretization for incompressible magnetohydrodynamics (MHD) on the sphere. Discretization in space is based on the theory of geometric quantization, which yields a spatially discretized analogue of the MHD equations as a finite-dimensional Lie–Poisson system on the dual of the magnetic extension Lie algebra $\mathfrak{f}=\mathfrak{su}(N)\ltimes \mathfrak{su}(N)^{*}$

This article is devoted to constructing an asymptotic preserving method for the defocusing Davey–Stewartson II equation in the semiclassical limit. First, we introduce the Wentzel–Kramers–Brillouin ansatz $\varPsi =A^\varepsilon e^{i\phi ^\varepsilon /\varepsilon }$ for the equation and obtain the new system for both $A^\varepsilon $ and $\phi ^\varepsilon $, where the complex-valued amplitude function

In this paper, we describe an algorithm for approximating functions of the form $f(x)=\int _{a}^{b} x^{\mu } \sigma (\mu ) \, {\text{d}} \mu $ over $[0,1]$, where $\sigma (\mu )$ is some signed Radon measure, or, more generally, of the form $f(x) = {{\langle \sigma (\mu ), x^\mu \rangle }}$, where $\sigma (\mu )$ is some distribution supported on $[a,b]$, with $0

We consider a hybrid FEM-BEM method to compute approximations of full-space linear elliptic transmission problems. First, we derive a priori and a posteriori error estimates. Then, building on the latter, we present an adaptive algorithm and prove that it converges at optimal rates with respect to the number of mesh elements. Finally, we provide numerical experiments, demonstrating the practical performance

We analyze a space-time hybridizable discontinuous Galerkin method to solve the time-dependent advection-diffusion equation. We prove stability of the discretization in the advection-dominated regime by using weighted test functions and derive a priori space-time error estimates. Numerical examples illustrate the theoretical results.

We present and analyze a hybridizable discontinuous Galerkin method for coupling Stokes and Darcy equations, whose domains are discretized by two independent triangulations. This causes nonconformity at the intersection of the subdomains or leaves a gap (unmeshed region) between them. In order to properly couple the two different discretizations and obtain a high-order scheme, we propose suitable transmission

In this paper, we consider a state constrained optimal control problem governed by the transient Stokes equations. The state constraint is given by an $L^{2}$ functional in space, which is required to fulfill a pointwise bound in time. The discretization scheme for the Stokes equations consists of inf-sup stable finite elements in space and a discontinuous Galerkin method in time, for which we have

We consider a general family of nonlocal in space and time diffusion equations with space-time dependent diffusivity and prove convergence of finite difference schemes in the context of viscosity solutions under very mild conditions. The proofs, based on regularity properties and compactness arguments on the numerical solution, allow to inherit a number of interesting results for the limit equation

In this paper a staggered mixed method based on the first-order system is proposed and analysed. The proposed method uses piecewise polynomial spaces enjoying partial continuity properties and hinges on a careful balancing of the involved finite element spaces. It supports polygonal meshes of arbitrary shapes and is free of stabilization. All the variables converge optimally with respect to the polynomial

A proof of optimal-order error estimates is given for the full discretization of the Cahn–Hilliard equation with Cahn–Hilliard-type dynamic boundary conditions in a smooth domain. The numerical method combines a linear bulk–surface finite element discretization in space and linearly implicit backward difference formulae of order 1 to 5 in time. Optimal-order error estimates are proven. The error estimates

The randomized unbiased estimators of Rhee & Glynn (2015, Unbiased estimation with square root convergence for SDE models. Oper. Res, 63, 1026–1043) can be highly efficient at approximating expectations of path functionals associated with stochastic differential equations. However, algorithms for calculating the optimal distributions with an infinite horizon are lacking. In this article, based on the

In this work, we are interested in a class of numerical schemes for certain phase field models. It is well known that unconditional energy stability (energy decays in time regardless of the size of the time step) provides a fidelity check in practical numerical simulations. In recent work (Li, D. (2022b, Why large time-stepping methods for the Cahn–Hilliard equation is stable. Math. Comp., 91, 2501–2515))

We construct and analyse finite element approximations of the Einstein tensor in dimension $N \ge 3$. We focus on the setting where a smooth Riemannian metric tensor $g$ on a polyhedral domain $\varOmega \subset \mathbb{R}^{N}$ has been approximated by a piecewise polynomial metric $g_{h}$ on a simplicial triangulation $\mathcal{T}$ of $\varOmega $ having maximum element diameter $h$. We assume that

Optimal-order convergence in the $H^{1}$ norm is proved for an arbitrary Lagrangian–Eulerian (ALE) interface tracking finite element method (FEM) for the sharp interface model of two-phase Navier–Stokes flow without surface tension, using high-order curved evolving mesh. In this method, the interfacial mesh points move with the fluid’s velocity to track the sharp interface between two phases of the

Complex Gaussian quadrature rules for oscillatory integral transforms have the advantage that they can achieve optimal asymptotic order. However, their existence for Hankel transform can only be guaranteed when the order of the transform belongs to $[0,1/2]$. In this paper we introduce a new family of Gaussian quadrature rules for Hankel transforms of integer order. We show that, if adding certain

We consider the numerical approximation for a class of radial Dunkl processes corresponding to arbitrary (reduced) root systems in $\mathbb{R}^{d}$. This class contains well-known processes such as Bessel processes, Dyson’s Brownian motions and square root of Wishart processes. We propose some semi-implicit and truncated Euler–Maruyama schemes for radial Dunkl processes and study their convergence

We study a first-order system formulation of the (acoustic) wave equation and prove that the operator of this system is an isomorphism from an appropriately defined graph space to $L^{2}$. The results rely on well-posedness and stability of the weak and ultraweak formulation of the second-order wave equation. As an application, we define and analyze a space-time least-squares finite element method

We prove rigorous a-posteriori error estimates for first-order finite-volume approximations of nonlinear systems of hyperbolic conservation laws in one spatial dimension. Our estimators rely on recent stability results by Bressan, Chiri and Shen, a new way to localize residuals and a novel method to compute negative-order norms of these local residuals. Computing negative-order norms becomes possible

In this paper, we analyze a nonconforming virtual element method to approximate the eigenfunctions and eigenvalues of the two dimensional Oseen eigenvalue problem. The spaces under consideration lead to a divergence-free method that is capable to capture properly the divergence at discrete level and the eigenvalues and eigenfunctions. Under the compact theory for operators, we prove convergence and

We consider the interaction between a poroelastic structure, described using the Biot model in primal form, and a free-flowing fluid, modelled with the time-dependent incompressible Stokes equations. We propose a diffuse interface model in which a phase field function is used to write each integral in the weak formulation of the coupled problem on the entire domain containing both the Stokes and Biot

In Heimann, Lehrenfeld, and Preuß (2023, SIAM J. Sci. Comp., 45(2), B139–B165), new geometrically unfitted space–time Finite Element methods for partial differential equations posed on moving domains of higher-order accuracy in space and time have been introduced. For geometrically higher-order accuracy a parametric mapping on a background space–time tensor-product mesh has been used. In this paper

We introduce the definition of tensorized block rational Krylov subspace and its relation with multivariate rational functions, extending the formulation of tensorized Krylov subspaces introduced in Kressner, D. & Tobler, C. (2010) Krylov subspace methods for linear systems with tensor product structure. SIAM J. Matrix Anal. Appl., 31,$1688$–$1714$. Moreover, we develop methods for the solution of

We consider an extension of the Newton-MR algorithm for nonconvex unconstrained optimization to the settings where Hessian information is approximated. Under a particular noise model on the Hessian matrix, we investigate the iteration and operation complexities of this variant to achieve appropriate sub-optimality criteria in several nonconvex settings. We do this by first considering functions that

A convincing feature of least-squares finite element methods is the built-in a posteriori error estimator for any conforming discretization. In order to generalize this property to discontinuous finite element ansatz functions, this paper introduces a least-squares principle on piecewise Sobolev functions by the example of the Poisson model problem with mixed boundary conditions. It allows for fairly

In this work we present a parametric finite element approximation of two-phase Navier–Stokes flow with viscoelasticity. The free boundary problem is given by the viscoelastic Navier–Stokes equations in the two fluid phases, connected by jump conditions across the interface. The elasticity in the fluids is characterized using the Oldroyd-B model with possible stress diffusion. The model was originally

We consider the computational efficiency of Monte Carlo (MC) and Multilevel Monte Carlo (MLMC) methods applied to partial differential equations with random coefficients. These arise, for example, in groundwater flow modelling, where a commonly used model for the unknown parameter is a random field. We use the circulant embedding procedure for sampling from the aforementioned coefficient. To improve

In this paper, we present a novel approach to the low rank matrix recovery (LRMR) problem by casting it as a group sparsity problem. Specifically, we propose a flexible group sparse regularizer (FLGSR) that can group any number of matrix columns as a unit, whereas existing methods group each column as a unit. We prove the equivalence between the matrix rank and the FLGSR under some mild conditions

This paper presents a numerical integration approach that can be used to approximate on a finite interval, the integrals of functions that contain Jacobi weights with variable exponents. A modification of the integrand close to the singularities is needed, and a new modification is proposed. An application of such a rule to the numerical solution of variable-exponent weakly singular Volterra integral

We present a comprehensive discretization scheme for linear and nonlinear stochastic differential equations (SDEs) driven by either Brownian motions or $\alpha $-stable processes. Our approach utilizes compound Poisson particle approximations, allowing for simultaneous discretization of both the time and space variables in McKean–Vlasov SDEs. Notably, the approximation processes can be represented

In highly diffusion regimes when the mean free path $\varepsilon $ tends to zero, the radiative transfer equation has an asymptotic behavior which is governed by a diffusion equation and the corresponding boundary condition. Generally, a numerical scheme for solving this problem has the truncation error containing an $\varepsilon ^{-1}$ contribution that leads to a nonuniform convergence for small

In this paper, we propose a fast algorithm for smooth convex minimization problems in a real Hilbert space whose objective functionals have Lipschitz continuous Fréchet derivatives. The main advantage of the proposed algorithm is that it has the optimal-order convergence rate and faster than Nesterov’s algorithm with the best setting. To demonstrate the efficiency of the proposed algorithm, we compare

Trefftz schemes are high-order Galerkin methods whose discrete spaces are made of elementwise exact solutions of the underlying partial differential equation (PDE). Trefftz basis functions can be easily computed for many PDEs that are linear, homogeneous and have piecewise-constant coefficients. However, if the equation has variable coefficients, exact solutions are generally unavailable. Quasi-Trefftz

This work is concerned with the analysis of a space–time finite element discontinuous Galerkin method on polytopal meshes (XT-PolydG) for the numerical discretization of wave propagation in coupled poroelastic–elastic media. The mathematical model consists of the low-frequency Biot’s equations in the poroelastic medium and the elastodynamics equation for the elastic one. To realize the coupling suitable

The dynamics of the magnetization in ferromagnetic materials is governed by the Landau–Lifshitz–Gilbert equation, which is highly nonlinear with the nonconvex sphere constraint $|{\textbf{m}}|=1$. A crucial issue in designing numerical schemes is to preserve this sphere constraint in the discrete level. A popular numerical method is the normalized tangent plane finite element method (NTP-FEM), which

We study a higher-order surface finite-element penalty-based discretization of the tangential surface Stokes problem. Several discrete formulations are investigated, which are equivalent in the continuous setting. The impact of the choice of discretization of the diffusion term and of the divergence term on numerical accuracy and convergence, as well as on implementation advantages, is discussed. We

In this article, convergence and quasi-optimal rate of convergence of an Adaptive Finite Element Method is shown for the Dirichlet boundary control problem that was proposed by Chowdhury et al. (2017, Error bounds for a Dirichlet boundary control problem based on energy spaces, Math. Comp., 86, 1103–1126). The theoretical results are illustrated by numerical experiments.

In this paper, we propose a conforming multi-domain spectral method that combines mapping techniques to solve the diffusive-viscous wave equation in the exterior domain of two complex obstacles. First, we confine the exterior domain within a relatively large rectangular computational domain. Then, we decompose the rectangular domain into two sub-domains, each containing one obstacle. By applying coordinate

We study the $L^{p}$ rate of convergence of the Milstein scheme for stochastic differential equations when the drift coefficients possess only Hölder regularity. If the diffusion is elliptic and sufficiently regular, we obtain rates consistent with the additive case. The proof relies on regularization by noise techniques, particularly stochastic sewing, which in turn requires (at least asymptotically)

In this work we study the asymptotic consistency of the weak-form sparse identification of nonlinear dynamics algorithm (WSINDy) in the identification of differential equations from noisy samples of solutions. We prove that the WSINDy estimator is unconditionally asymptotically consistent for a wide class of models that includes the Navier–Stokes, Kuramoto–Sivashinsky and Sine–Gordon equations. We

A framework for Chebyshev spectral collocation methods for the numerical solution of functional and delay differential equations (FDEs and DDEs) is described. The framework combines interpolation via the barycentric resampling matrix with a multidomain approach used to resolve isolated discontinuities propagated by nonsmooth initial data. Geometric convergence in the number of degrees of freedom is

In this paper, we examine a finite element approximation of the steady $p(\cdot )$-Navier–Stokes equations ($p(\cdot )$ is variable dependent) and prove orders of convergence by assuming natural fractional regularity assumptions on the velocity vector field and the kinematic pressure. Compared to previous results, we treat the convective term and employ a more practicable discretization of the power-law

We prove a priori and a posteriori error estimates for physics-informed neural networks (PINNs) for linear PDEs. We analyze elliptic equations in primal and mixed form, elasticity, parabolic, hyperbolic and Stokes equations, and a PDE constrained optimization problem. For the analysis, we propose an abstract framework in the common language of bilinear forms, and we show that coercivity and continuity

This work delves into the exponential time differencing (ETD) schemes for the matrix-valued Allen–Cahn equation. In fact, the maximum bound principle (MBP) for the first- and second-order ETD schemes is presented in a prior publication [SIAM Review, 63(2), 2021], assuming a symmetric initial matrix field. Noteworthy is our novel contribution, demonstrating that the first- and second-order ETD schemes

Stability of the BDF methods of order up to 5 for parabolic equations can be established by the energy technique via Nevanlinna–Odeh multipliers. The nonexistence of Nevanlinna–Odeh multipliers makes the six-step BDF method special; however, the energy technique was recently extended by the authors in Akrivis et al. (2021, SIAM J. Numer. Anal., 59, 2449–2472) and covers all six stable BDF methods.

Helmholtz decompositions of elastic fields is a common approach for the solution of Navier scattering problems. Used in the context of boundary integral equations (BIE), this approach affords solutions of Navier problems via the simpler Helmholtz boundary integral operators (BIOs). Approximations of Helmholtz Dirichlet-to-Neumann (DtN) can be employed within a regularizing combined field strategy to

We define positive and strictly positive definite functions on a domain and study these functions on a list of regular domains. The list includes the unit ball, conic surface, hyperbolic surface, solid hyperboloid and the simplex. Each of these domains is embedded in a quadrant or a union of quadrants of the unit sphere by a distance-preserving map, from which characterizations of positive definite

The nonlocality of the fractional operator causes numerical difficulties for long time computation for time-fractional evolution equations. This paper develops a high-order fast time-stepping discontinuous Galerkin (DG) finite element method for a time-fractional diffusion equation, which saves storage and computational time. An optimal error estimate of the form $O(N^{-p-1} + h^{m+1} + \varepsilon

In this work, we propose and analyze an extension of the approximate component mode synthesis (ACMS) method to the two-dimensional heterogeneous Helmholtz equation. The ACMS method has originally been introduced by Hetmaniuk and Lehoucq as a multiscale method to solve elliptic partial differential equations. The ACMS method uses a domain decomposition to separate the numerical approximation by splitting

This paper studies time-dependent electromagnetic scattering from obstacles that are described by dispersive material laws. We consider the numerical treatment of a scattering problem in which a dispersive material law, for a causal and passive homogeneous material, determines the wave–material interaction in the scatterer. The resulting problem is nonlocal in time inside the scatterer and is posed

For the approximation of solutions for stochastic partial differential equations, numerical methods that obtain a high order of convergence and at the same time involve reasonable computational cost are of particular interest. We therefore propose a new numerical method of exponential stochastic Runge–Kutta type that allows for convergence with a temporal order of up to $\frac{3}/{2}$ and that can

Trefftz methods are numerical methods for the approximation of solutions to boundary and/or initial value problems. They are Galerkin methods with particular test and trial functions, which solve locally the governing partial differential equation (PDE). This property is called the Trefftz property. Quasi-Trefftz methods were introduced to leverage the advantages of Trefftz methods for problems governed