Related papers: On Galerkin Approximations for the Zakai Equation …
In this paper we study the numerical method for approximating the random periodic solution of semiliear stochastic evolution equations. The main challenge lies in proving a convergence over an infinite time horizon while simulating…
We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…
We introduce a family of discontinuous Galerkin methods to approximate the eigenvalues and eigenfunctions of a Stokes-Brinkman type of problem based in the interior penalty strategy. Under the standard assumptions on the meshes and a…
We consider a class of time dependent second order partial differential equations governed by a decaying entropy. The solution usually corresponds to a density distribution, hence positivity (non-negativity) is expected. This class of…
The proximal Galerkin finite element method is a high-order, low-iteration complexity, nonlinear numerical method that preserves the geometric and algebraic structure of point-wise bound constraints in infinite-dimensional function spaces.…
The paper focuses on numerical solution of parametrized diffusion equations with scalar parameter-dependent coefficient function by the stochastic (spectral) Galerkin method. We study preconditioning of the related discretized problems…
We discuss a multiscale Galerkin approximation scheme for a system of coupled quasilinear parabolic equations. These equations arise from the upscaling of a pore scale filtration combustion model under the assumptions of large Damkh\"oler…
An approximation to the solution of a stochastic parabolic equation is constructed using the Galerkin approximation followed by the Wiener Chaos decomposition. The result is applied to the nonlinear filtering problem for the time…
In parametric equations - stochastic equations are a special case - one may want to approximate the solution such that it is easy to evaluate its dependence of the parameters. Interpolation in the parameters is an obvious possibility, in…
These lecture notes introduce the Galerkin method to approximate solutions to partial differential and integral equations. We begin with some analysis background to introduce this method in a Hilbert Space setting, and subsequently…
In this work, we propose and investigate stable high-order collocation-type discretisations of the discontinuous Galerkin method on equidistant and scattered collocation points. We do so by incorporating the concept of discrete least…
In recent years, stochastic effects have become increasingly relevant for describing fluid behaviour, particularly in the context of turbulence. The most important model for inviscid fluids in computational fluid dynamics are the Euler…
In this paper, we concentrate on the superconvergence of the local discontinuous Galerkin method with generalized numerical fluxes for one-dimensional linear time-dependent fourth-order equations. The adjustable numerical viscosity of the…
We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…
In this paper we establish a best approximation property of fully discrete Galerkin finite element solutions of second order parabolic problems on convex polygonal and polyhedral domains in the $L^\infty$ norm. The discretization method…
This paper constitutes our initial effort in developing sparse grid discontinuous Galerkin (DG) methods for high-dimensional partial differential equations (PDEs). Over the past few decades, DG methods have gained popularity in many…
We consider a linear elliptic partial differential equation (PDE) with a generic uniformly bounded parametric coefficient. The solution to this PDE problem is approximated in the framework of stochastic Galerkin finite element methods. We…
Complementarity problems and variational inequalities arise in a wide variety of areas, including machine learning, planning, game theory, and physical simulation. In all of these areas, to handle large-scale problem instances, we need fast…
Existence and uniqueness for semilinear stochastic evolution equations with additive noise by means of finite dimensional Galerkin approximations is established and the convergence rate of the Galerkin approximations to the solution of the…
We present a continuous/discontinuous Galerkin method for approximating solutions to a fourth order elliptic PDE on a surface embedded in $\mathbb{R}^3$. A priori error estimates, taking both the approximation of the surface and the…