The Euler-Lagrange equation plays an important role in the minimization problems of the calculus of variations. This paper employs the differential transformation method (DTM) for finding the solution of the Euler-Lagrange equation which arise from problems of calculus of variations. DTM provides an analytical solution in the form of an infinite power series with easily computable components. S...

A practical and accessible introduction to numerical methods for stochastic differential equations is given. The reader is assumed to be familiar with Euler’s method for deterministic differential equations and to have at least an intuitive feel for the concept of a random variable; however, no knowledge of advanced probability theory or stochastic processes is assumed. The article is built aro...

We consider initial/boundary value problems for the subdiffusion and diffusionwave equations involving a Caputo fractional derivative in time. We develop two fully discrete schemes based on the piecewise linear Galerkin finite element method in space and convolution quadrature in time with the generating function given by the backward Euler method/second-order backward difference method, and es...

A multi-component reactive transport model, coupled to an existing thermal, hydraulic and mechanical model is investigated. The model is based on conservation of mass/energy principles for the flow and stress strain equilibrium for the mechanical behaviour. The resultant model is coupled to a geochemical model in order to capture geochemical interactions. Numerically, the Galerkin finite elemen...

We analyze the Euler approximation to a state constrained control problem. We show that if the active constraints satisfy an independence condition and the Lagrangian satisfies a coercivity condition, then locally there exists a solution to the Euler discretization, and the error is bounded by a constant times the mesh size. The proof couples recent stability results for state constrained contr...

We consider a time-dependent and a steady linear convection-diffusion equation. These equations are approximately solved by a combined finite element – finite volume method: the diffusion term is discretized by Crouzeix-Raviart piecewise linear finite elements on a triangular grid, and the convection term by upwind barycentric finite volumes. In the unsteady case, the implicit Euler method is u...

This paper deals with the numerical approximation of the solution of 1D parabolic singularly perturbed problems of reaction–diffusion type. The numerical method combines the standard implicit Euler method on a uniform mesh to discretize in time and a HODIE compact fourth order finite difference scheme to discretize in space, which is defined on a priori special meshes condensing the grid points...

A new iterative algorithm for solving initial data inverse problems from partial observations has been recently proposed in Ramdani, Tucsnak and Weiss [24]. Based on the concept of observers (also called Luenberger observers), this algorithm covers a large class of abstract evolution PDE’s. In this paper, we are concerned with the convergence analysis of this algorithm. More precisely, we provi...

This paper formulates and analyzes a weak solution to the coupling of time-dependent Navier-Stokes flow with Darcy flow under certain boundary conditions, one of them being the Beaver-Joseph-Saffman law on the interface. Existence and a priori estimates for the weak solution are shown under additional regularity assumptions. We introduce a fully discrete scheme with the unknowns being the Navie...

This is the first in a series of papers on implementing a discontinuous Galerkin method as a MATLAB /GNUOctave toolbox. The main goal is the development of techniques that deliver optimized computational performance combined with a compact, user-friendly interface. Our implementation relies on fully vectorized matrix / vector operations and is carefully documented; in addition, a direct mapping...