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These lecture notes for a graduate course present an introduction to the mathematical theory of finite element methods for the numerical solution of partial differential equations. Covered are conforming and nonconforming (in particular,…

Numerical Analysis · Mathematics 2021-08-20 Christian Clason

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…

Numerical Analysis · Mathematics 2015-10-14 Chunmei Wang , Junping Wang

This paper is concerned with finite element approximations of $W^{2,p}$ strong solutions of second-order linear elliptic partial differential equations (PDEs) in non-divergence form with continuous coefficients. A nonstandard (primal)…

Numerical Analysis · Mathematics 2015-05-13 Xiaobing Feng , Lauren Hennings , Michael Neilan

In this paper, we introduce a numerical solution of a stochastic partial differential equation (SPDE) of elliptic type using polynomial chaos along side with polynomial approximation at Sinc points. These Sinc points are defined by a…

Numerical Analysis · Mathematics 2019-04-08 Maha Youssef , Roland Pulch

This article is devoted to long-time weak approximations of stochastic partial differential equations (SPDEs) evolving in a bounded domain $\mathcal{D} \subset \mathbb{R}^d$, $d \leq 3$, with non-globally Lipschitz and possibly…

Numerical Analysis · Mathematics 2025-07-15 Yingsong Jiang , Xiaojie Wang

In this article, a finite element Galerkin method is applied to the Kelvin-Voigt viscoelastic fluid model, when its forcing function is in $L^{\infty}(\bL^2)$. Some new {\it a priori} bounds for the velocity as well as for the pressure are…

Numerical Analysis · Mathematics 2019-03-05 Saumya Bajpai , Ambit K. Pany

The main difficulty in studying numerical method for stochastic evolution equations (SEEs) lies in the treatment of the time discretization (J. Printems. [ESAIM Math. Model. Numer. Anal. (2001)]). Although fruitful results on numerical…

Numerical Analysis · Mathematics 2023-04-03 Jialin Hong , Derui Sheng , Tau Zhou

In this work, we present an abstract error analysis framework for the approximation of linear partial differential equation (PDE) problems in weak formulation. We consider approximation methods in fully discrete formulation, where the…

Numerical Analysis · Mathematics 2018-11-15 Daniele A. Di Pietro , Jérôme Droniou

The subject of this work is a new stochastic Galerkin method for second-order elliptic partial differential equations with random diffusion coefficients. It combines operator compression in the stochastic variables with tree-based spline…

Numerical Analysis · Mathematics 2022-06-02 Markus Bachmayr , Igor Voulis

This paper focuses on unconditionally optimal error analysis of an uncoupled and linearized Crank--Nicolson Galerkin finite element method for the time-dependent nonlinear thermistor equations in $d$-dimensional space, $d=2,3$. We split the…

Numerical Analysis · Mathematics 2012-11-09 Buyang Li , Weiwei Sun

We present and analyse a new conforming space-time Galerkin discretisation of a semi-linear wave equation, based on a variational formulation derived from De Giorgi's elliptic regularisation viewpoint of the wave equation in second-order…

Numerical Analysis · Mathematics 2025-10-22 Lehel Banjai , Emmanuil H. Georgoulis , Brian Hennessy

This paper is concerned with high moment and pathwise error estimates for both velocity and pressure approximations of the Euler-Maruyama scheme for time discretization and its two fully discrete mixed finite element discretizations. The…

Numerical Analysis · Mathematics 2021-07-01 Liet Vo

In this paper we consider fully discrete approximations with inf-sup stable mixed finite element methods in space to approximate the Navier-Stokes equations. A continuous downscaling data assimilation algorithm is analyzed in which…

Numerical Analysis · Mathematics 2019-04-15 Bosco García-Archilla , Julia Novo

Stochastic Galerkin methods for non-affine coefficient representations are known to cause major difficulties from theoretical and numerical points of view. In this work, an adaptive Galerkin FE method for linear parametric PDEs with…

Numerical Analysis · Mathematics 2018-11-02 Martin Eigel , Manuel Marschall , Max Pfeffer , Reinhold Schneider

This paper focuses on explicit approximations for nonlinear stochastic delay differential equations (SDDEs). Under the weakly local Lipschitz and some suitable conditions, a generic truncated Euler-Maruyama (TEM) scheme for SDDEs is…

Numerical Analysis · Mathematics 2020-08-20 Guoting Song , Junhao Hu , Shuaibin Gao , Xiaoyue Li

The paper addresses a numerical method for solving second order elliptic partial differential equations that describe fields inside heterogeneous media. The scope is general and treats the case of rough coefficients, i.e. coefficients with…

Numerical Analysis · Mathematics 2010-11-30 Ivo Babuska , Robert Lipton

The aim of this paper is to apply a high-order discontinuous-in-time scheme to second-order hyperbolic partial differential equations (PDEs). We first discretize the PDEs in time while keeping the spatial differential operators…

Numerical Analysis · Mathematics 2021-11-30 Aili Shao

In this paper, an error analysis of a three steps two level Galekin finite element method for the two dimensional transient Navier-Stokes equations is discussed. First of all, the problem is discretized in spatial direction by employing…

Numerical Analysis · Mathematics 2014-01-23 Saumya Bajpai , Amiya K. Pani

In this paper, we are concerned with a nonlinear optimal control problem of ordinary differential equations. We consider a discretization of the problem with the discontinuous Galerkin method with arbitrary order $r \in \mathbb{N}\cup…

Numerical Analysis · Mathematics 2020-05-25 Woocheol Choi , Young-Pil Choi

In this paper, we present an energy-preserving exponentially integrable numerical method for stochastic wave equation with cubic nonlinearity and additive noise. We first apply the spectral Galerkin method to discretizing the original…

Numerical Analysis · Mathematics 2021-04-14 Jianbo Cui , Jialin Hong , Lihai Ji , Liying Sun