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In this work, we are interested in building the fully discrete scheme for stochastic fractional diffusion equation driven by fractional Brownian sheet which is temporally and spatially fractional with Hurst parameters $H_{1}, H_{2} \in(0,\frac{1}{2}]$. We first provide the regularity of the solution. Then we employ the Wong-Zakai approximation to regularize the rough noise and discuss the convergence of the approximation. Next, the finite element and backward Euler convolution quadrature methods are used to discretize spatial and temporal operators for the obtained regularized equation, and the detailed error analyses are developed. Finally, some numerical examples are presented to confirm the theory.

The $P_1$--nonconforming quadrilateral finite element space with periodic boundary condition is investigated. The dimension and basis for the space are characterized with the concept of minimally essential discrete boundary conditions. We show that the situation is totally different based on the parity of the number of discretization on coordinates. Based on the analysis on the space, we propose several numerical schemes for elliptic problems with periodic boundary condition. Some of these numerical schemes are related with solving a linear equation consisting of a non-invertible matrix. By courtesy of the Drazin inverse, the existence of corresponding numerical solutions is guaranteed. The theoretical relation between the numerical solutions is derived, and it is confirmed by numerical results. Finally, the extension to the three dimensional is provided.

We introduce simple quadrature rules for the family of nonparametric nonconforming quadrilateral element with four degrees of freedom. Our quadrature rules are motivated by the work of Meng {\it et al.} \cite{meng2018new}. First, we introduce a family of MVP (Mean Value Property)-preserving four DOFs nonconforming elements on the intermediate reference domain introduced by Meng {\it et al.}. Then we design two--points and three--points quadrature rules on the intermediate reference domain. Under the assumption on equal quadrature weights, the deviation from the quadrilateral center of the Gauss points for the two points and three points rules assumes the same quadratic polynomials with constant terms modified. Thus, the two--points rule and three--points rule are constructed at one stroke. The quadrature rules are asymptotically optimal as the mesh size is sufficiently small. Several numerical experiments are carried out, which show efficiency and convergence properties of the new quadrature rules.

In this article, a numerical scheme to find approximate solutions to the McKendrick-Von Foerster equation with diffusion (M-V-D) is presented. The main difficulty in employing the standard analysis to study the properties of this scheme is due to presence of nonlinear and nonlocal term in the Robin boundary condition in the M-V-D. To overcome this, we use the abstract theory of discretizations based on the notion of stability threshold to analyze the scheme. Stability, and convergence of the proposed numerical scheme are established.

Numerical solving differential equations with fractional derivatives requires elimination of the singularity which is inherent in the standard definition of fractional derivatives. The method of integration by parts to eliminate this singularity is well known. It allows to solve some equations but increases the order of the equation and sometimes leads to wrong numerical results or instability. We suggest another approach: the elimination of singularity by substitution. It does not increase the order of equation and its numerical implementation provides the opportunity to define fractional derivative as the limit of discretization. We present a sufficient condition for the substitution-generated difference approximation to be well-conditioned. We demonstrate how some equations can be solved using this method with full confidence that the solution is accurate with at least second order of approximation.

We introduced the least-squares ReLU neural network (LSNN) method for solving the linear advection-reaction problem with discontinuous solution and showed that the method outperforms mesh-based numerical methods in terms of the number of degrees of freedom. This paper studies the LSNN method for scalar nonlinear hyperbolic conservation law. The method is a discretization of an equivalent least-squares (LS) formulation in the set of neural network functions with the ReLU activation function. Evaluation of the LS functional is done by using numerical integration and conservative finite volume scheme. Numerical results of some test problems show that the method is capable of approximating the discontinuous interface of the underlying problem automatically through the free breaking lines of the ReLU neural network. Moreover, the method does not exhibit the common Gibbs phenomena along the discontinuous interface.

We demonstrate the effectiveness of an adaptive explicit Euler method for the approximate solution of the Cox-Ingersoll-Ross model. This relies on a class of path-bounded timestepping strategies which work by reducing the stepsize as solutions approach a neighbourhood of zero. The method is hybrid in the sense that a convergent backstop method is invoked if the timestep becomes too small, or to prevent solutions from overshooting zero and becoming negative. Under parameter constraints that imply Feller's condition, we prove that such a scheme is strongly convergent, of order at least 1/2. Control of the strong error is important for multi-level Monte Carlo techniques. Under Feller's condition we also prove that the probability of ever needing the backstop method to prevent a negative value can be made arbitrarily small. Numerically, we compare this adaptive method to fixed step implicit and explicit schemes, and a novel semi-implicit adaptive variant. We observe that the adaptive approach leads to methods that are competitive in a domain that extends beyond Feller's condition, indicating suitability for the modelling of stochastic volatility in Heston-type asset models.

Trefftz methods are high-order Galerkin schemes in which all discrete functions are elementwise solution of the PDE to be approximated. They are viable only when the PDE is linear and its coefficients are piecewise constant. We introduce a 'quasi-Trefftz' discontinuous Galerkin method for the discretisation of the acoustic wave equation with piecewise-smooth wavespeed: the discrete functions are elementwise approximate PDE solutions. We show that the new discretisation enjoys the same excellent approximation properties as the classical Trefftz one, and prove stability and high-order convergence of the DG scheme. We introduce polynomial basis functions for the new discrete spaces and describe a simple algorithm to compute them. The technique we propose is inspired by the generalised plane waves previously developed for time-harmonic problems with variable coefficients; it turns out that in the case of the time-domain wave equation under consideration the quasi-Trefftz approach allows for polynomial basis functions.

We develop a stable finite difference method for the elastic wave equation in bounded media, where the material properties can be discontinuous at curved interfaces. The governing equation is discretized in second order form by a fourth or sixth order accurate summation-by-parts operator. The mesh size is determined by the velocity structure of the material, resulting in nonconforming grid interfaces with hanging nodes. We use order-preserving interpolation and the ghost point technique to couple adjacent mesh blocks in an energy-conserving manner, which is supported by a fully discrete stability analysis. In our previous work for the wave equation, two pairs of order-preserving interpolation operators are needed when imposing the interface conditions weakly by a penalty technique. Here, we only use one pair in the ghost point method. In numerical experiments, we demonstrate that the convergence rate is optimal, and is the same as when a globally uniform mesh is used in a single domain. In addition, with a predictor-corrector time integration method, we obtain time stepping stability with stepsize almost the same as given by the usual Courant-Friedrichs-Lewy condition.

We derive a posteriori error estimates for a fully discrete finite element approximation of the stochastic Cahn-Hilliard equation. The a posteriori bound is obtained by a splitting of the equation into a linear stochastic partial differential equation (SPDE) and a nonlinear random partial differential equation (RPDE). The resulting estimate is robust with respect to the interfacial width parameter and is computable since it involves the discrete principal eigenvalue of a linearized (stochastic) Cahn-Hilliard operator. Furthermore, the estimate is robust with respect to topological changes as well as the intensity of the stochastic noise. We provide numerical simulations to demonstrate the practicability of the proposed adaptive algorithm.