A spectral method for parabolic differential equations

We present a spectral method for parabolic partial differential equations with zero Dirichlet boundary conditions. The region Ω for the problem is assumed to be simply-connected and bounded, and its boundary is assumed to be a smooth surface. An error analysis is given, showing that spectral convergence is obtained for sufficiently smooth solution functions. Numerical examples are given in both ?² and ?³.     

A qualocation method for parabolic partial differential equations

In this paper a qualocation method is analysed for parabolicpartial differential equations in one space dimension. Thismethod may be described as a discrete H¹-Galerkin method inwhich the discretization is achieved by approximating the integralsby a composite Gauss quadrature rule. An O (h^4-i) rate of convergencein the W^i.p norm for i = 0, 1 and 1 p is derived for a semidiscretescheme without any quasi-uniformity assumption on the finiteelement mesh. Further, an optimal error estimate in the H² normis also proved. Finally, the linearized backward Euler methodand extrapolated Crank-Nicolson scheme are examined and analysed.     

Quasi-periodic solutions of nonlinear elliptic partial differential equations

In a recent paper [9] the KAM theory has been extended to non-linear partial differential equations, to construct quasi-periodic solutions. In this article this theory is illustrated with three typical examples: an elliptic partial differential equation, an ordinary differential equation and a difference equation related to monotone twist mappings.     

Continuity of weak solutions of elliptic partial differential equations

The continuity of weak solutions of elliptic partial differential equations

Coiflet interpolation and approximate solutions of elliptic partial differential equations

In this article, we prove a higher order interpolation result for square–integrable functions by using generalized coiflets. Convergence of approximation by using generalized coiflets is shown. Applications to wavelet–Galerkin approximation of elliptic partial differential equations and some numerical examples are also given. © 1997 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 13:303–320, 1997.     

Multilevel Monte Carlo method for parabolic stochastic partial differential equations

We analyze the convergence and complexity of multilevel Monte Carlo discretizations of a class of abstract stochastic, parabolic equations driven by square integrable martingales. We show under low regularity assumptions on the solution that the judicious combination of low order Galerkin discretizations in space and an Euler–Maruyama discretization in time yields mean square convergence of order one in space and of order 1/2 in time to the expected value of the mild solution. The complexity of the multilevel estimator is shown to scale log-linearly with respect to the corresponding work to generate a single path of the solution on the finest mesh, resp. of the corresponding deterministic parabolic problem on the finest mesh.     

Discontinuous Legendre wavelet element method for elliptic partial differential equations

By incorporating the Legendre multiwavelet into the discontinuous Galerkin (DG) method, this paper presents a novel approach for solving Poisson’s equation with Dirichlet boundary, which is known as the discontinuous Legendre multiwavelet element (DLWE) method, derive an adaptive algorithm for the method, and estimate the approximating error of its numerical fluxes. One striking advantage of our method is that the differential operator, boundary conditions and numerical fluxes involved in the elementwise computation can be done with lower time cost. Numerical experiments demonstrate the validity of this method. Furthermore, this paper generalizes the DLWE method to the general elliptic equations defined on a bounded domain and describes the possibilities of constructing optimal adaptive algorithm. The proposed method and its generalizations are also applicable to some other kinds of partial differential equations.     

Periodic solutions of semilinear partial differential equations of parabolic type

Summary In this paper we obtain necessary and sufficient conditions for the existence of solutions of a class of periodic-Dirichlet problems for parabolic- partial differential equations. The structure of the solution set and the asymptotic behaviour of the solution is also studied.Entrata in Redazione il 17 giugno 1983.     

Bounds for the fundamental solutions of elliptic and parabolic equations

It is shown that any elloptic or parabolic operator in nondivergence form with measurable coefficients has a global fundamental solution verifying certain pointwise bounds.     

Hamiltonian identities for elliptic partial differential equations

New identities for elliptic partial differential equations are obtained. Several applications are discussed. In particular, Young's law for the contact angles in triple junction formation is proven rigorously. Structure of level curves of saddle solutions to Allen-Cahn equation are also carefully analyzed.     

A diagonal splitting method for solving semidiscretized parabolic partial differential equations

In this work, a diagonal splitting idea is presented for solving linear systems of ordinary differential equations. The resulting methods are specially efficient for solving systems which have arisen from semidiscretization of parabolic partial differential equations (PDEs). Unconditional stability of methods for heat equation and advection–diffusion equation is shown in maximum norm. Generalization of the methods in higher dimensions is discussed. Some illustrative examples are presented to show efficiency of the new methods.     

Hopscotch methods for elliptic partial differential equations

This paper analyses hopscotch algorithms when used to solve elliptic partial differential equations. A comparison with standard methods is made for the model problem.     

A fast discrete spectral method for stochastic partial differential equations

The goal of this paper is to construct an efficient numerical algorithm for computing the coefficient matrix and the right hand side of the linear system resulting from the spectral Galerkin approximation of a stochastic elliptic partial differential equation. We establish that the proposed algorithm achieves an exponential convergence with requiring only O\((n\log _{2}^{d+1}n)\) number of arithmetic operations, where n is the highest degree of the one dimensional orthogonal polynomial used in the algorithm, d+1 is the number of terms in the finite Karhunen–Loéve (K-L) expansion. Numerical experiments confirm the theoretical estimates of the proposed algorithm and demonstrate its computational efficiency.