Subjects -> MATHEMATICS (Total: 1119 journals)
    - APPLIED MATHEMATICS (92 journals)
    - GEOMETRY AND TOPOLOGY (23 journals)
    - MATHEMATICS (822 journals)
    - MATHEMATICS (GENERAL) (45 journals)
    - NUMERICAL ANALYSIS (25 journals)

MATHEMATICS (822 journals)            First | 1 2 3 4 5     

Showing 401 - 538 of 538 Journals sorted alphabetically
Journal of Computer Engineering, System and Science (CESS)     Open Access  
Journal of Contemporary Mathematical Analysis     Hybrid Journal  
Journal of Cryptology     Hybrid Journal   (Followers: 5)
Journal of Difference Equations and Applications     Hybrid Journal  
Journal of Differential Equations     Full-text available via subscription   (Followers: 1)
Journal of Discrete Algorithms     Hybrid Journal   (Followers: 4)
Journal of Discrete Mathematics     Open Access   (Followers: 1)
Journal of Dynamics and Differential Equations     Hybrid Journal  
Journal of Engineering Mathematics     Hybrid Journal   (Followers: 2)
Journal of Evolution Equations     Hybrid Journal  
Journal of Experimental Algorithmics     Full-text available via subscription   (Followers: 1)
Journal of Flood Risk Management     Hybrid Journal   (Followers: 14)
Journal of Formalized Reasoning     Open Access   (Followers: 2)
Journal of Function Spaces     Open Access  
Journal of Functional Analysis     Full-text available via subscription   (Followers: 2)
Journal of Geochemical Exploration     Hybrid Journal   (Followers: 1)
Journal of Geological Research     Open Access   (Followers: 1)
Journal of Geovisualization and Spatial Analysis     Hybrid Journal  
Journal of Global Optimization     Hybrid Journal   (Followers: 7)
Journal of Global Research in Mathematical Archives     Open Access   (Followers: 1)
Journal of Group Theory     Hybrid Journal   (Followers: 2)
Journal of Homotopy and Related Structures     Hybrid Journal  
Journal of Honai Math     Open Access  
Journal of Humanistic Mathematics     Open Access   (Followers: 1)
Journal of Hyperbolic Differential Equations     Hybrid Journal  
Journal of Indian Council of Philosophical Research     Hybrid Journal  
Journal of Industrial Mathematics     Open Access   (Followers: 2)
Journal of Inequalities and Applications     Open Access  
Journal of Infrared, Millimeter and Terahertz Waves     Hybrid Journal   (Followers: 3)
Journal of Integrable Systems     Open Access   (Followers: 1)
Journal of K-Theory     Full-text available via subscription  
Journal of Knot Theory and Its Ramifications     Hybrid Journal   (Followers: 1)
Journal of Kufa for Mathematics and Computer     Open Access   (Followers: 1)
Journal of Liquid Chromatography & Related Technologies     Hybrid Journal   (Followers: 7)
Journal of Logical and Algebraic Methods in Programming     Hybrid Journal  
Journal of Manufacturing Systems     Full-text available via subscription   (Followers: 4)
Journal of Mathematical Analysis and Applications     Full-text available via subscription   (Followers: 5)
Journal of mathematical and computational science     Open Access   (Followers: 7)
Journal of Mathematical and Fundamental Sciences     Open Access  
Journal of Mathematical Behavior     Hybrid Journal   (Followers: 3)
Journal of Mathematical Chemistry     Hybrid Journal   (Followers: 3)
Journal of Mathematical Cryptology     Hybrid Journal   (Followers: 1)
Journal of Mathematical Extension     Open Access   (Followers: 3)
Journal of Mathematical Finance     Open Access   (Followers: 9)
Journal of Mathematical Imaging and Vision     Hybrid Journal   (Followers: 6)
Journal of Mathematical Logic     Hybrid Journal   (Followers: 3)
Journal of Mathematical Modelling and Algorithms     Hybrid Journal   (Followers: 1)
Journal of Mathematical Neuroscience     Open Access   (Followers: 10)
Journal of Mathematical Sciences     Hybrid Journal  
Journal of Mathematical Sciences and Applications     Open Access   (Followers: 2)
Journal of Mathematical Sociology     Hybrid Journal   (Followers: 3)
Journal of Mathematics     Open Access  
Journal of Mathematics and Statistics     Open Access   (Followers: 8)
Journal of Mathematics and Statistics Studies     Open Access   (Followers: 3)
Journal of Mathematics and the Arts     Hybrid Journal   (Followers: 2)
Journal of Mathematics Education at Teachers College     Open Access   (Followers: 3)
Journal of Mathematics in Industry     Open Access  
Journal of Mathematics Research     Open Access   (Followers: 6)
Journal of Metallurgy     Open Access   (Followers: 8)
Journal of Modern Mathematics Frontier     Open Access  
Journal of Multidisciplinary Modeling and Optimization     Open Access  
Journal of Multivariate Analysis     Hybrid Journal   (Followers: 13)
Journal of Natural Sciences and Mathematics Research     Open Access  
Journal of Nonlinear Analysis and Optimization : Theory & Applications     Open Access   (Followers: 4)
Journal of Nonlinear Mathematical Physics     Hybrid Journal   (Followers: 1)
Journal of Nonlinear Science     Hybrid Journal   (Followers: 1)
Journal of Numerical Cognition     Open Access   (Followers: 1)
Journal of Numerical Mathematics     Hybrid Journal   (Followers: 2)
Journal of Optimization     Open Access   (Followers: 5)
Journal of Peridynamics and Nonlocal Modeling     Hybrid Journal  
Journal of Problem Solving     Open Access   (Followers: 2)
Journal of Progressive Research in Mathematics     Open Access   (Followers: 5)
Journal of Pseudo-Differential Operators and Applications     Hybrid Journal  
Journal of Pure and Applied Algebra     Full-text available via subscription   (Followers: 4)
Journal of Quantitative Analysis in Sports     Hybrid Journal   (Followers: 9)
Journal of Quantitative Linguistics     Hybrid Journal   (Followers: 6)
Journal of Scientific Computing     Hybrid Journal   (Followers: 18)
Journal of Scientific Research     Open Access  
Journal of Symbolic Computation     Hybrid Journal   (Followers: 1)
Journal of the Australian Mathematical Society     Full-text available via subscription  
Journal of the Egyptian Mathematical Society     Open Access  
Journal of the European Mathematical Society     Full-text available via subscription   (Followers: 1)
Journal of the Indian Mathematical Society     Hybrid Journal   (Followers: 1)
Journal of the Institute of Mathematics of Jussieu     Hybrid Journal  
Journal of the London Mathematical Society     Hybrid Journal   (Followers: 2)
Journal of the Nigerian Mathematical Society     Open Access   (Followers: 1)
Journal of Theoretical and Applied Physics     Open Access   (Followers: 8)
Journal of Topology and Analysis     Hybrid Journal  
Journal of Transport and Supply Chain Management     Open Access   (Followers: 16)
Journal of Turbulence     Hybrid Journal   (Followers: 9)
Journal of Uncertainty Analysis and Applications     Open Access   (Followers: 1)
Journal of Universal Mathematics     Open Access  
Journal of Urban Regeneration & Renewal     Full-text available via subscription   (Followers: 11)
JRAMathEdu : Journal of Research and Advances in Mathematics Education     Open Access   (Followers: 6)
JUMLAHKU : Jurnal Matematika Ilmiah STKIP Muhammadiyah Kuningan     Open Access   (Followers: 2)
JURING (Journal for Research in Mathematics Learning)     Open Access   (Followers: 1)
Jurnal Ilmiah AdMathEdu     Open Access  
Jurnal Matematika     Open Access   (Followers: 1)
Jurnal Matematika Integratif     Open Access  
Jurnal Matematika, Sains, Dan Teknologi     Open Access  
Jurnal Natural     Open Access  
Jurnal Pendidikan Matematika Raflesia     Open Access  
Jurnal Penelitian Pembelajaran Matematika Sekolah     Open Access  
Jurnal Penelitian Sains (JPS)     Open Access  
Jurnal Riset Pendidikan Matematika     Open Access  
Jurnal Sains Matematika dan Statistika     Open Access  
Jurnal Tadris Matematika     Open Access  
Jurnal Teknologi dan Sistem Komputer     Open Access  
Kontinu : Jurnal Penelitian Didaktik Matematika     Open Access   (Followers: 3)
Kreano, Jurnal Matematika Kreatif-Inovatif     Open Access   (Followers: 6)
Le Matematiche     Open Access  
Learning and Teaching Mathematics     Full-text available via subscription   (Followers: 7)
Lettera Matematica     Hybrid Journal  
Lietuvos Matematikos Rinkinys     Open Access   (Followers: 3)
Limits : Journal of Mathematics and Its Applications     Open Access   (Followers: 1)
Linear Algebra and its Applications     Full-text available via subscription   (Followers: 23)
Linear and Multilinear Algebra     Hybrid Journal   (Followers: 8)
Lithuanian Mathematical Journal     Hybrid Journal  
LMS Journal of Computation and Mathematics     Free  
Lobachevskii Journal of Mathematics     Open Access  
Logic and Analysis     Hybrid Journal   (Followers: 1)
Logic Journal of the IGPL     Hybrid Journal   (Followers: 1)
Logica Universalis     Hybrid Journal  
manuscripta mathematica     Hybrid Journal  
MaPan : Jurnal Matematika dan Pembelajaran     Open Access  
Marine Genomics     Hybrid Journal   (Followers: 2)
Matemáticas, Educación y Sociedad     Open Access  
Matematicheskie Zametki     Full-text available via subscription  
Matematychni Studii     Open Access  
Mathematica Eterna     Open Access  
Mathematica Scandinavica     Full-text available via subscription   (Followers: 1)
Mathematica Slovaca     Hybrid Journal   (Followers: 1)
Mathematical and Computational Forestry & Natural-Resource Sciences     Free  
Mathematical Communications     Open Access  
Mathematical Computation     Open Access   (Followers: 1)
Mathematical Geosciences     Hybrid Journal   (Followers: 3)
Mathematical Journal of Interdisciplinary Sciences     Open Access   (Followers: 1)
Mathematical Medicine and Biology: A Journal of the IMA     Hybrid Journal   (Followers: 1)
Mathematical Methods in the Applied Sciences     Hybrid Journal   (Followers: 4)
Mathematical Methods of Statistics     Hybrid Journal   (Followers: 4)
Mathematical Modelling and Analysis     Open Access   (Followers: 1)
Mathematical Modelling in Civil Engineering     Open Access   (Followers: 5)
Mathematical Modelling of Natural Phenomena     Full-text available via subscription   (Followers: 1)
Mathematical Models and Methods in Applied Sciences     Hybrid Journal   (Followers: 2)
Mathematical Models in Engineering     Open Access   (Followers: 1)
Mathematical Notes     Hybrid Journal  
Mathematical Proceedings of the Cambridge Philosophical Society     Full-text available via subscription   (Followers: 2)
Mathematical Programming Computation     Hybrid Journal   (Followers: 3)
Mathematical Sciences     Open Access  
Mathematical Social Sciences     Hybrid Journal   (Followers: 1)
Mathematical Theory and Modeling     Open Access   (Followers: 13)
Mathematical Thinking and Learning     Hybrid Journal   (Followers: 4)
Mathematics and Statistics     Open Access   (Followers: 5)
Mathematics Education Forum Chitwan     Open Access   (Followers: 2)
Mathematics Education Journal     Open Access   (Followers: 3)
Mathematics Education Research Journal     Partially Free   (Followers: 20)
Mathematics in Science and Engineering     Full-text available via subscription  
Mathematics of Control, Signals, and Systems (MCSS)     Hybrid Journal   (Followers: 5)
Mathematics of Quantum and Nano Technologies     Open Access  
Mathématiques et sciences humaines     Open Access   (Followers: 6)
Mathematische Annalen     Hybrid Journal   (Followers: 1)
Mathematische Nachrichten     Hybrid Journal   (Followers: 1)
Mathematische Semesterberichte     Hybrid Journal  
Mathematische Zeitschrift     Hybrid Journal   (Followers: 1)
MathLAB Journal     Open Access   (Followers: 5)
MATICS     Open Access   (Followers: 2)
Matrix Science Mathematic     Open Access   (Followers: 1)
Measurement Science Review     Open Access   (Followers: 3)
Mediterranean Journal of Mathematics     Hybrid Journal  
Memetic Computing     Hybrid Journal  
Mendel : Soft Computing Journal     Open Access  
Metaheuristics     Hybrid Journal  
Metals and Materials International     Hybrid Journal  
Metascience     Hybrid Journal   (Followers: 1)
Metrology and Instruments / Метрологія та прилади     Open Access  
Milan Journal of Mathematics     Hybrid Journal  
Mitteilungen der DMV     Hybrid Journal  
MLQ- Mathematical Logic Quarterly     Hybrid Journal   (Followers: 1)
MONA : Matematik- og Naturfagsdidaktik     Hybrid Journal   (Followers: 5)
Monatshefte fur Mathematik     Hybrid Journal  
Moroccan Journal of Pure and Applied Analysis     Open Access   (Followers: 4)
Moscow University Mathematics Bulletin     Hybrid Journal  
MSOR Connections     Open Access   (Followers: 1)
Multiscale Modeling and Simulation     Hybrid Journal   (Followers: 3)
MUST : Journal of Mathematics Education, Science and Technology     Open Access   (Followers: 2)
Nagoya Mathematical Journal     Hybrid Journal  
Nano Research     Hybrid Journal   (Followers: 4)
Nanotechnologies in Russia     Hybrid Journal   (Followers: 1)
Natural Resource Modeling     Hybrid Journal   (Followers: 1)
New Mathematics and Natural Computation     Hybrid Journal  
Nonlinear Analysis : Modelling and Control     Open Access   (Followers: 1)
Nonlinear Analysis : Theory, Methods & Applications     Hybrid Journal   (Followers: 1)
Nonlinear Analysis: Hybrid Systems     Hybrid Journal  
Nonlinear Analysis: Real World Applications     Hybrid Journal   (Followers: 2)
Nonlinear Differential Equations and Applications NoDEA     Hybrid Journal  
Nonlinear Engineering     Open Access  
Nonlinear Oscillations     Hybrid Journal   (Followers: 1)
North Carolina Journal of Mathematics and Statistics     Open Access  
North-Holland Mathematical Library     Full-text available via subscription   (Followers: 1)
North-Holland Mathematics Studies     Full-text available via subscription  

  First | 1 2 3 4 5     

Similar Journals
Journal Cover
Journal of Scientific Computing
Journal Prestige (SJR): 1.675
Citation Impact (citeScore): 2
Number of Followers: 18  
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 1573-7691 - ISSN (Online) 0885-7474
Published by Springer-Verlag Homepage  [2656 journals]
  • Linearized Galerkin FEMs for Nonlinear Time Fractional Parabolic Problems
           with Non-smooth Solutions in Time Direction
    • Abstract: A Newton linearized Galerkin finite element method is proposed to solve nonlinear time fractional parabolic problems with non-smooth solutions in time direction. Iterative processes or corrected schemes become dispensable by the use of the Newton linearized method and graded meshes in the temporal direction. The optimal error estimate in the \(L^2\) -norm is obtained without any time step restrictions dependent on the spatial mesh size. Such unconditional convergence results are proved by including the initial time singularity into concern, while previous unconditional convergent results always require continuity and boundedness of the temporal derivative of the exact solution. Numerical experiments are conducted to confirm the theoretical results.
      PubDate: 2019-03-22
      DOI: 10.1007/s10915-019-00943-0
  • Analysis and Entropy Stability of the Line-Based Discontinuous Galerkin
    • Abstract: We develop a discretely entropy-stable line-based discontinuous Galerkin method for hyperbolic conservation laws based on a flux differencing technique. By using standard entropy-stable and entropy-conservative numerical flux functions, this method guarantees that the discrete integral of the entropy is non-increasing. This nonlinear entropy stability property is important for the robustness of the method, in particular when applied to problems with discontinuous solutions or when the mesh is under-resolved. This line-based method is significantly less computationally expensive than a standard DG method. Numerical results are shown demonstrating the effectiveness of the method on a variety of test cases, including Burgers’ equation and the Euler equations, in one, two, and three spatial dimensions.
      PubDate: 2019-03-20
      DOI: 10.1007/s10915-019-00942-1
  • A Pressure-Correction Ensemble Scheme for Computing Evolutionary
           Boussinesq Equations
    • Abstract: We study a pressure-correction ensemble scheme for fast calculation of thermal flow ensembles. The proposed scheme (1) decouples the Boussinesq system into two smaller subphysics problems; (2) decouples the nonlinearity from the incompressibility condition in the Navier–Stokes equations and linearizes the momentum equation so that it reduces to a system of scalar equations; (3) results in linear systems with the same coefficient matrix for all realizations. This reduces the size of linear systems to be solved at each time step and allows efficient direct/iterative linear solvers for fast computation. We prove the scheme is long time stable and first order in time convergent under a time step condition. Numerical tests are provided to confirm the theoretical results and demonstrate the efficiency of the scheme.
      PubDate: 2019-03-19
      DOI: 10.1007/s10915-019-00939-w
  • High-Order Low-Dissipation Targeted ENO Schemes for Ideal
    • Abstract: The recently proposed targeted ENO (TENO) schemes (Fu et al. J Comput Phys 305:333–359, 2016) are demonstrated to feature the controllable low numerical dissipation and sharp shock-capturing property in compressible gas dynamic simulations. However, the application of low-dissipation TENO schemes to ideal magnetohydrodynamics (MHD) is not straightforward. The complex interaction between fluid mechanics and electromagnetism induces extra numerical challenges, including simultaneously preserving the ENO-property, maintaining good numerical robustness and low dissipation as well as controlling divergence errors. In this paper, based on an unstaggered constrained transport framework to control the divergence error, we extend a set of high-order low-dissipation TENO schemes ranging from 5-point to 8-point stencils to solving the ideal MHD equations. A unique set of built-in parameters for each TENO scheme is determined. Different from the TENO schemes in Fu et al.  (2016), a modified scale-separation formula is developed. The new formula can achieve stronger scale separation, and it is simpler and more efficient than the previous version as the computation cost of high-order global smoothness measure \({\tau _K}\) is avoided. The performances of tailored schemes are systematically studied by several benchmark simulations. Numerical experiments demonstrate that the TENO schemes in the constrained transport framework are promising to simulate more complex MHD flows.
      PubDate: 2019-03-18
      DOI: 10.1007/s10915-019-00941-2
  • Leapfrog Time-Stepping for Hermite Methods
    • Abstract: We introduce Hermite-leapfrog methods for first order linear wave systems. The new Hermite-leapfrog methods pair leapfrog time-stepping with the Hermite methods of Goodrich and co-authors et al. (Math Comput 75(254):595–630, 2006). The new schemes stagger field variables in both time and space and are high-order accurate for equations with smooth solutions and coefficients. We provide a detailed description of the method and demonstrate that the method conserves variable quantities. Higher dimensional versions of the method are constructed via tensor products. Numerical evidence and rigorous analysis in one space dimension establish stability and high-order convergence. Experiments demonstrating efficient implementations on a graphics processing unit are also presented.
      PubDate: 2019-03-18
      DOI: 10.1007/s10915-019-00938-x
  • Dynamic Programming for Finite Ensembles of Nanomagnetic Particles
    • Abstract: We use optimal control via a distributed exterior field to steer the dynamics of an ensemble of N interacting ferromagnetic particles which are immersed into a heat bath by minimizing a quadratic functional. Using the dynamic programming principle, we show the existence of a unique strong solution of the optimal control problem. By the Hopf–Cole transformation, the associated Hamilton–Jacobi–Bellman equation of the dynamic programming principle may be re-cast into a linear PDE on the manifold \({\mathcal {M}} = ({\mathbb {S}}^{2})^{N}\) , whose classical solution may be represented via Feynman–Kac formula. We use this probabilistic representation for Monte-Carlo simulations to illustrate optimal switching dynamics.
      PubDate: 2019-03-16
      DOI: 10.1007/s10915-019-00940-3
  • An Arbitrary-Order Discontinuous Galerkin Method with One Unknown Per
    • Abstract: We propose an arbitrary-order discontinuous Galerkin method for second-order elliptic problem on general polygonal mesh with only one degree of freedom per element. This is achieved by locally solving a discrete least-squares over a neighboring element patch. Under a geometrical condition on the element patch, we prove an optimal a priori error estimates in the energy norm and in the \(\hbox {L}^2\) norm. The accuracy and the efficiency of the method up to order six on several polygonal meshes are illustrated by a set of benchmark problems.
      PubDate: 2019-03-14
      DOI: 10.1007/s10915-019-00937-y
  • An Iteration-Free Approach to Solving the Navier–Stokes Equations by
           Implicit Finite Difference Schemes in the Vorticity-Stream Function
    • Abstract: The paper introduces a new algorithm for solving the finite difference equations at the upper time level of an implicit scheme that approximates the Navier–Stokes system in the vorticity-stream function formulation. The algorithm requires no iterations and computes the corresponding discrete solution exactly. It is based on the method of difference potentials and allows one to efficiently address the well-known difficulties typical for this type of formulations—two boundary conditions for the stream function and no boundary conditions for vorticity. for the translation The paper is translated from the Russian by S. Tsynkov ( The original [12] was published more than 20 years ago (the actual Russian citation is [14]). It has not been previously translated into English and went largely unnoticed by the numerical analysis and scientific computing research community. Yet it presents an important contribution to the discipline as it offers a full answer to the question that has long been outstanding. The incompressible Navier–Stokes equations in the vorticity-stream function formulation require two boundary conditions for the stream function and no boundary conditions for vorticity. A standard approach to addressing numerically the apparent overdetermination in one variable and underdetermination in the other was through the use of iterations. Instead, work [12] shows the unambiguous way of discretizing the Navier–Stokes system implicitly and solving the resulting finite difference equations on the upper time level exactly. It is equivalent to deriving the correct non-local boundary condition for vorticity. Note from the translator My Ph.D. advisor Prof. Ryaben’kii and my postdoc mentor Prof. Abarbanel were friends. They interacted closely and participated in joint projects at ICASE (NASA Langley Research Center) in the late 1990s and early 2000s. Prof. Ryaben’kii visited Tel Aviv several times, and Prof. Abarbanel traveled to Moscow in 2013 to celebrate Prof. Ryaben’kii’s 90th birthday. This paper, which was written by Prof. Ryaben’kii with his Ph.D. student at the time, V. Torgashov, provides a well-deserved tribute to a friend from a friend.
      PubDate: 2019-03-11
      DOI: 10.1007/s10915-019-00926-1
  • Fractional Sensitivity Equation Method: Application to Fractional Model
    • Abstract: Fractional differential equations provide a tractable mathematical framework to describe anomalous behavior in complex physical systems, yet they introduce new sensitive model parameters, i.e. derivative orders, in addition to model coefficients. We formulate a sensitivity analysis of fractional models by developing a fractional sensitivity equation method. We obtain the adjoint fractional sensitivity equations, in which we present a fractional operator associated with logarithmic-power law kernel. We further construct a gradient-based optimization algorithm to compute an accurate parameter estimation in fractional model construction. We develop a fast, stable, and convergent Petrov–Galerkin spectral method to numerically solve the coupled system of original fractional model and its corresponding adjoint fractional sensitivity equations.
      PubDate: 2019-03-09
      DOI: 10.1007/s10915-019-00935-0
  • Numerical Approximation of a Phase-Field Surfactant Model with Fluid Flow
    • Abstract: Modeling interfacial dynamics with soluble surfactants in a multiphase system is a challenging task. Here, we consider the numerical approximation of a phase-field surfactant model with fluid flow. The nonlinearly coupled model consists of two Cahn–Hilliard-type equations and incompressible Navier–Stokes equation. With the introduction of two auxiliary variables, the governing system is transformed into an equivalent form, which allows the nonlinear potentials to be treated efficiently and semi-explicitly. By certain subtle explicit-implicit treatments to stress and convective terms, we construct first and second-order time marching schemes, which are extremely efficient and easy-to-implement, for the transformed governing system. At each time step, the schemes involve solving only a sequence of linear elliptic equations, and computations of phase-field variables, velocity and pressure are fully decoupled. We further establish a rigorous proof of unconditional energy stability for the first-order scheme. Numerical results in both two and three dimensions are obtained, which demonstrate that the proposed schemes are accurate, efficient and unconditionally energy stable. Using our schemes, we investigate the effect of surfactants on droplet deformation and collision under a shear flow, where the increase of surfactant concentration can enhance droplet deformation and inhibit droplet coalescence.
      PubDate: 2019-03-07
      DOI: 10.1007/s10915-019-00934-1
  • On Multilevel Picard Numerical Approximations for High-Dimensional
           Nonlinear Parabolic Partial Differential Equations and High-Dimensional
           Nonlinear Backward Stochastic Differential Equations
    • Abstract: Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) are key ingredients in a number of models in physics and financial engineering. In particular, parabolic PDEs and BSDEs are fundamental tools in pricing and hedging models for financial derivatives. The PDEs and BSDEs appearing in such applications are often high-dimensional and nonlinear. Since explicit solutions of such PDEs and BSDEs are typically not available, it is a very active topic of research to solve such PDEs and BSDEs approximately. In the recent article (E et al., Multilevel Picard iterations for solving smooth semilinear parabolic heat equations, arXiv:1607.03295) we proposed a family of approximation methods based on Picard approximations and multilevel Monte Carlo methods and showed under suitable regularity assumptions on the exact solution of a semilinear heat equation that the computational complexity is bounded by \(O( d \, {\varepsilon }^{-(4+\delta )})\) for any \(\delta \in (0,\infty )\) where d is the dimensionality of the problem and \({\varepsilon }\in (0,\infty )\) is the prescribed accuracy. In this paper, we test the applicability of this algorithm on a variety of 100-dimensional nonlinear PDEs that arise in physics and finance by means of numerical simulations presenting approximation accuracy against runtime. The simulation results for many of these 100-dimensional example PDEs are very satisfactory in terms of both accuracy and speed. Moreover, we also provide a review of other approximation methods for nonlinear PDEs and BSDEs from the scientific literature.
      PubDate: 2019-03-07
      DOI: 10.1007/s10915-018-00903-0
  • Efficient Stochastic Galerkin Methods for Maxwell’s Equations with
           Random Inputs
    • Abstract: In this paper, we are concerned with the stochastic Galerkin methods for time-dependent Maxwell’s equations with random input. The generalized polynomial chaos approach is first adopted to convert the original random Maxwell’s equation into a system of deterministic equations for the expansion coefficients (the Galerkin system). It is shown that the stochastic Galerkin approach preserves the energy conservation law. Then, we propose a finite element approach in the physical space to solve the Galerkin system, and error estimates is presented. For the time domain approach, we propose two discrete schemes, namely, the Crank–Nicolson scheme and the leap-frog type scheme. For the Crank–Nicolson scheme, we show the energy preserving property for the fully discrete scheme. While for the classic leap-frog scheme, we present a conditional energy stability property. It is well known that for the stochastic Galerkin approach, the main challenge is how to efficiently solve the coupled Galerkin system. To this end, we design a modified leap-frog type scheme in which one can solve the coupled system in a decouple way—yielding a very efficient numerical approach. Numerical examples are presented to support the theoretical finding.
      PubDate: 2019-03-07
      DOI: 10.1007/s10915-019-00936-z
  • New Mixed Finite Element Methods for Natural Convection with Phase-Change
           in Porous Media
    • Abstract: This article is concerned with the mathematical and numerical analysis of a steady phase change problem for non-isothermal incompressible viscous flow. The system is formulated in terms of pseudostress, strain rate and velocity for the Navier–Stokes–Brinkman equation, whereas temperature, normal heat flux on the boundary, and an auxiliary unknown are introduced for the energy conservation equation. In addition, and as one of the novelties of our approach, the symmetry of the pseudostress is imposed in an ultra-weak sense, thanks to which the usual introduction of the vorticity as an additional unknown is no longer needed. Then, for the mathematical analysis two variational formulations are proposed, namely mixed-primal and fully-mixed approaches, and the solvability of the resulting coupled formulations is established by combining fixed-point arguments, Sobolev embedding theorems and certain regularity assumptions. We then construct corresponding Galerkin discretizations based on adequate finite element spaces, and derive optimal a priori error estimates. Finally, numerical experiments in 2D and 3D illustrate the interest of this scheme and validate the theory.
      PubDate: 2019-03-06
      DOI: 10.1007/s10915-019-00931-4
  • Entropy Stable Space–Time Discontinuous Galerkin Schemes with
           Summation-by-Parts Property for Hyperbolic Conservation Laws
    • Abstract: This work examines the development of an entropy conservative (for smooth solutions) or entropy stable (for discontinuous solutions) space–time discontinuous Galerkin (DG) method for systems of nonlinear hyperbolic conservation laws. The resulting numerical scheme is fully discrete and provides a bound on the mathematical entropy at any time according to its initial condition and boundary conditions. The crux of the method is that discrete derivative approximations in space and time are summation-by-parts (SBP) operators. This allows the discrete method to mimic results from the continuous entropy analysis and ensures that the complete numerical scheme obeys the second law of thermodynamics. Importantly, the novel method described herein does not assume any exactness of quadrature in the variational forms that naturally arise in the context of DG methods. Typically, the development of entropy stable schemes is done on the semidiscrete level ignoring the temporal dependence. In this work, we demonstrate that creating an entropy stable DG method in time is similar to the spatial discrete entropy analysis, but there are important (and subtle) differences. Therefore, we highlight the temporal entropy analysis throughout this work. For the compressible Euler equations, the preservation of kinetic energy is of interest besides entropy stability. The construction of kinetic energy preserving (KEP) schemes is, again, typically done on the semidiscrete level similar to the construction of entropy stable schemes. We present a generalization of the KEP condition from Jameson to the space–time framework and provide the temporal components for both entropy stability and kinetic energy preservation. The properties of the space–time DG method derived herein are validated through numerical tests for the compressible Euler equations. Additionally, we provide, in appendices, how to construct the temporal entropy stable components for the shallow water or ideal magnetohydrodynamic (MHD) equations.
      PubDate: 2019-03-04
      DOI: 10.1007/s10915-019-00933-2
  • A High-Order Algorithm for Time-Caputo-Tempered Partial Differential
           Equation with Riesz Derivatives in Two Spatial Dimensions
    • Abstract: A novel second-order numerical approximation for the Riemann–Liouville tempered fractional derivative, called the tempered fractional-compact difference formula is derived by using the tempered Grünwald difference operator and its asymptotic expansion. Using the relationship between Riemann–Liouville and the Caputo tempered fractional derivatives, then the constructed approximation formula is applied to deal with the time-Caputo-tempered partial differential equation in time, while the spatial Riesz derivative are discretized by the fourth-order compact numerical differential formulas. By using the energy method, it is proved that the proposed algorithm to be unconditionally stable and convergent with order \({\mathcal {O}}\left( \tau ^2+h_1^4+h_2^4\right) \) , where \(\tau \) is the temporal stepsize and \(h_1,h_2\) are the spatial stepsizes respectively. Finally, some numerical examples are performed to testify the effectiveness of the obtained algorithm.
      PubDate: 2019-03-02
      DOI: 10.1007/s10915-019-00930-5
  • Virtual Element Methods for Elliptic Variational Inequalities of the
           Second Kind
    • Abstract: This paper is devoted to virtual element methods for solving elliptic variational inequalities (EVIs) of the second kind. First, a general framework is provided for the numerical solution of the EVIs and for its error analysis. Then virtual element methods are applied to solve two representative EVIs: a simplified friction problem and a frictional contact problem. Optimal order error estimates are derived for the virtual element solutions of the two representative EVIs, including the effects of numerical integration for the non-smooth term in the EVIs. A fast solver is introduced to solve the discrete problems. Several numerical examples are included to show the numerical performance of the proposed methods.
      PubDate: 2019-03-01
      DOI: 10.1007/s10915-019-00929-y
  • A Jacobi Spectral Method for Solving Multidimensional Linear Volterra
           Integral Equation of the Second Kind
    • Abstract: The subject of the present paper is to apply the Jacobi spectral collocation method for multidimensional linear Volterra integral equation with a weakly singular kernel. Here, we assume that the solution is sufficiently smooth. An error analysis has been provided which justifies that the approximate solution converges exponentially to the exact solution. Finally, two numerical examples are given to clarify the efficiency and accuracy of the method.
      PubDate: 2019-02-25
      DOI: 10.1007/s10915-019-00912-7
  • Maximal Convex Combinations of Sequential Steklov Eigenvalues
    • Abstract: In this paper, we study a shape optimization problem in two dimensions where the objective function is the convex combination of two sequential Steklov eigenvalues of a domain with a fixed area constraint. We show the existence of the optimal domain and the nondecreasing, Lipschitz continuity, and convexity of the optimal objective function with respect to the convex combination constant. On one-parameter family of rectangular domains, asymptotic behaviors of lower eigenvalues are found. For general shapes, numerical approaches are used to find optimal shapes. The range of the first two Steklov eigenvalues are discussed for several one-parameter families of shapes including Cassini oval shapes and Hippopede shapes.
      PubDate: 2019-02-23
      DOI: 10.1007/s10915-019-00925-2
  • Efficient Numerical Algorithms Based on Difference Potentials for
           Chemotaxis Systems in 3D
    • Abstract: In this work, we propose efficient and accurate numerical algorithms based on difference potentials method for numerical solution of chemotaxis systems and related models in 3D. The developed algorithms handle 3D irregular geometry with the use of only Cartesian meshes and employ Fast Poisson Solvers. In addition, to further enhance computational efficiency of the methods, we design a difference-potentials-based domain decomposition approach which allows mesh adaptivity and easy parallelization of the algorithm in space. Extensive numerical experiments are presented to illustrate the accuracy, efficiency and robustness of the developed numerical algorithms.
      PubDate: 2019-02-20
      DOI: 10.1007/s10915-019-00928-z
  • Tensor Representation of Non-linear Models Using Cross Approximations
    • Abstract: Tensor representations allow compact storage and efficient manipulation of multi-dimensional data. Based on these, tensor methods build low-rank subspaces for the solution of multi-dimensional and multi-parametric models. However, tensor methods cannot always be implemented efficiently, specially when dealing with non-linear models. In this paper, we discuss the importance of achieving a tensor representation of the model itself for the efficiency of tensor-based algorithms. We investigate the adequacy of interpolation rather than projection-based approaches as a means to enforce such tensor representation, and propose the use of cross approximations for models in moderate dimension. Finally, linearization of tensor problems is analyzed and several strategies for the tensor subspace construction are proposed.
      PubDate: 2019-02-19
      DOI: 10.1007/s10915-019-00917-2
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