Related papers: The Vanishing Moment Method for Fully Nonlinear Se…
This paper concerns with numerical approximations of solutions of second order fully nonlinear partial differential equations (PDEs). A new notion of weak solutions, called moment solutions, is introduced for second order fully nonlinear…
This paper is concerned with continuous and discrete approximations of $W^{2,p}$ strong solutions of second-order linear elliptic partial differential equations (PDEs) in non-divergence form. The continuous approximation of these equations…
This paper develops and analyzes finite element Galerkin and spectral Galerkin methods for approximating viscosity solutions of the fully nonlinear Monge-Amp\`ere equation $\det(D^2u^0)=f$ based on the vanishing moment method which was…
This paper studies mixed finite element approximations of the viscosity solution to the Dirichlet problem for the fully nonlinear Monge-Amp\`ere equation $\det(D^2u^0)=f$ based on the vanishing moment method which was proposed recently by…
This paper is concerned with developing accurate and efficient numerical methods for fully nonlinear second order elliptic and parabolic partial differential equations (PDEs) in multiple spatial dimensions. It presents a general framework…
This paper develops a new framework for designing and analyzing convergent finite difference methods for approximating both classical and viscosity solutions of second order fully nonlinear partial differential equations (PDEs) in 1-D. The…
This paper is concerned with developing accurate and efficient discontinuous Galerkin methods for fully nonlinear second order elliptic and parabolic partial differential equations (PDEs) in the case of one spatial dimension. The primary…
This paper presents a new narrow-stencil finite difference method for approximating the viscosity solution of second order fully nonlinear elliptic partial differential equations including Hamilton-Jacobi-Bellman equations. The proposed…
We propose a numerical method to solve parameter-dependent hyperbolic partial differential equations (PDEs) with a moment approach, based on a previous work from Marx et al. (2020). This approach relies on a very weak notion of solution of…
This paper develops a unified general framework for designing convergent finite difference and discontinuous Galerkin methods for approximating viscosity and regular solutions of fully nonlinear second order PDEs. Unlike the well-known…
Numerical methods for stochastic partial differential equations typically estimate moments of the solution from sampled paths. Instead, we shall directly target the deterministic equations satisfied by the first and second moments, as well…
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…
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…
We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…
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)…
A newly developed weak Galerkin method is proposed to solve parabolic equations. This method allows the usage of totally discontinuous functions in approximation space and preserves the energy conservation law. Both continuous and…
A systematic numerical study on weak Galerkin (WG) finite element method for second order linear parabolic problems is presented by allowing polynomial approximations with various degrees for each local element. Convergence of both…
In this paper, authors shall introduce a finite element method by using a weakly defined gradient operator over discontinuous functions with heterogeneous properties. The use of weak gradients and their approximations results in a new…
We propose a numerical method to approximate the solution of second order elliptic problems in nonvariational form. The method is of Galerkin type using conforming finite elements and applied directly to the nonvariational (nondivergence)…
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,…