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High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…
This paper is concerned with developing accurate and efficient numerical methods for one-dimensional fully nonlinear second order elliptic and parabolic partial differential equations (PDEs). In the paper we present a general framework for…
Weak Galerkin methods refer to general finite element methods for PDEs in which differential operators are approximated by their weak forms as distributions. Such weak forms give rise to desirable flexibilities in enforcing boundary and…
A new finite element method with discontinuous approximation is introduced for solving second order elliptic problem. Since this method combines the features of both conforming finite element method and discontinuous Galerkin (DG) method,…
We propose and analyze a space-time finite element method for Westervelt's quasilinear model of ultrasound waves in second-order formulation. The method combines conforming finite element spatial discretizations with a…
This article proposes a new numerical algorithm for second order elliptic equations in non-divergence form. The new method is based on a discrete weak Hessian operator locally constructed by following the weak Galerkin strategy. The…
The weak Galerkin (WG) finite element method is an effective and flexible general numerical techniques for solving partial differential equations. A simple weak Galerkin finite element method is introduced for second order elliptic…
This paper develops and analyzes a class of semi-discrete and fully discrete weak Galerkin finite element methods for unsteady incompressible convective Brinkman-Forchheimer equations. For the spatial discretization, the methods adopt the…
A new modified Galerkin / Finite Element Method is proposed for the numerical solution of the fully nonlinear shallow water wave equations. The new numerical method allows the use of low-order Lagrange finite element spaces, despite the…
This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…
We consider the "moment vanishing problem" for a general class of piecewise-analytic functions which satisfy on each continuity interval a linear ODE with polynomial coefficients. This problem, which essentially asks how many zero first…
In this paper we study the finite element approximation of systems of second-order nonlinear hyperbolic equations. The proposed numerical method combines a $hp$-version discontinuous Galerkin finite element approximation in the time…
A new weak Galerkin (WG) method is introduced and analyzed for the second order elliptic equation formulated as a system of two first order linear equations. This method, called WG-MFEM, is designed by using discontinuous piecewise…
We review the construction and analysis of numerical methods for strongly nonlinear PDEs, with an emphasis on convex and nonconvex fully nonlinear equations and the convergence to viscosity solutions. We begin by describing a fundamental…
This paper introduces a new weak Galerkin (WG) finite element method for second order elliptic equations on polytopal meshes. This method, called WG-FEM, is designed by using a discrete weak gradient operator applied to discontinuous…
In this article, we develop the $C^1$-nonconforming $C^0$-conforming virtual element method (VEM) for the vanishing moment approximation of the second-order fully nonlinear Monge-Amp\`ere equation in two dimensions. In the vanishing moment…
This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…
We introduce a method-of-lines formulation of the closest point method, a numerical technique for solving partial differential equations (PDEs) defined on surfaces. This is an embedding method, which uses an implicit representation of the…
In this paper we develop a new approximation method valid for a wide family of nonlinear wave equations of Nonlinear Schr\"odinger type. The result is a reduced set of ordinary differential equations for a finite set of parameters measuring…
The purpose of the research is to find the numerical solutions to the system of time dependent nonlinear parabolic partial differential equations (PDEs) utilizing the Modified Galerkin Weighted Residual Method (MGWRM) with the help of…