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Related papers: On Galerkin Approximations for the Zakai Equation …

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The connection between forward backward doubly stochastic differential equations and the optimal filtering problem is established without using the Zakai's equation. The solutions of forward backward doubly stochastic differential equations…

Probability · Mathematics 2017-04-07 Feng Bao , Yanzhao Cao , Xiaoping Han

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…

Numerical Analysis · Mathematics 2024-10-30 Xiaojuan Wang , Jihong Xiao , Xiaoping Xie , Shiquan Zhang

We apply the discontinuous Galerkin finite element method with a degree $p$ polynomial basis to the linear advection equation and derive a PDE which the numerical solution solves exactly. We use a Fourier approach to derive polynomial…

Numerical Analysis · Mathematics 2015-01-22 Noel Chalmers , Lilia Krivodonova

A Galerkin finite element method for the membrane elasticity problem on a meshed surface is constructed by using two-dimensional elements extended into three dimensions. The membrane finite element model is established using the intrinsic…

Numerical Analysis · Mathematics 2012-03-16 Peter Hansbo , Mats G. Larson

Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…

Probability · Mathematics 2011-04-22 Benjamin Gess

We propose a procedure for the numerical approximation of invariance equations arising in the moment matching technique associated with reduced-order modeling of high-dimensional dynamical systems. The Galerkin residual method is employed…

Optimization and Control · Mathematics 2026-03-31 Carlos Doebeli , Alessandro Astolfi , Dante Kalise , Alessio Moreschini , Giordano Scarciotti , Joel Simard

In this paper we propose a novel arbitrary high order accurate semi-implicit space-time discontinuous Galerkin method for the solution of the two dimensional incompressible Navier-Stokes equations on staggered unstructured triangular…

Numerical Analysis · Mathematics 2014-12-04 Maurizio Tavelli , Michael Dumbser

In this article we present an a posteriori error estimator for the spatial-stochastic error of a Galerkin-type discretisation of an initial value problem for a random hyperbolic conservation law. For the stochastic discretisation we use the…

Numerical Analysis · Mathematics 2019-02-22 Jan Giesselmann , Fabian Meyer , Christian Rohde

In many applications of practical interest, solutions of partial differential equation models arise as critical points of an underlying (energy) functional. If such solutions are saddle points, rather than being maxima or minima, then the…

Numerical Analysis · Mathematics 2020-09-07 Pascal Heid , Thomas P. Wihler

Fast Fourier transform (FFT) based methods have turned out to be an effective computational approach for numerical homogenisation. In particular, Fourier-Galerkin methods are computational methods for partial differential equations that are…

Numerical Analysis · Mathematics 2020-04-22 Jaroslav Vondřejc , Dishi Liu , Martin Ladecký , Hermann G. Matthies

This paper develops and analyses semi-discrete numerical method for two dimensional Vlasov-Stokes' system with periodic boundary condition. The method is based on coupling of semi-discrete discontinuous Galerkin method for the Vlasov…

Numerical Analysis · Mathematics 2023-12-18 Harsha Hutridurga , Krishan Kumar , Amiya K. Pani

The development of fast and accurate image reconstruction algorithms is a central aspect of computed tomography. In this paper we address this issue for photoacoustic computed tomography in circular geometry. We investigate the Galerkin…

Numerical Analysis · Mathematics 2017-10-23 Johannes Schwab , Sergiy Pereverzyev , Markus Haltmeier

An implicit high-order discontinuous Galerkin (DG) method is developed to find steady-state solution of rarefied gas flow described by the Boltzmann equation with full collision operator. In the physical space, velocity distribution…

Computational Physics · Physics 2019-01-08 Wei Su , Peng Wang , Yonghao Zhang , Lei Wu

Integro-differential equations, analyzed in this work, comprise an important class of models of continuum media with nonlocal interactions. Examples include peridynamics, population and opinion dynamics, the spread of disease models, and…

Numerical Analysis · Mathematics 2023-12-13 Georgi S. Medvedev

A non-negativity-preserving cut-cell discontinuous Galerkin method for the degenerate parabolic diffusive wave approximation of the shallow water equation is presented. The method can handle continuous and discontinuous bathymmetry as well…

Numerical Analysis · Mathematics 2025-12-19 Panasun Manorost , Peter Bastian

We propose a new discretization method for the Stokes equations. The method is an improved version of the method recently presented in [C. Lehrenfeld, J. Sch\"oberl, Comp. Meth. Appl. Mech. Eng., 361 (2016)] which is based on an…

Numerical Analysis · Mathematics 2018-03-29 Philip L. Lederer , Christoph Lehrenfeld , Joachim Schöberl

Stochastic Galerkin methods can quantify uncertainty at a fraction of the computational expense of conventional Monte Carlo techniques, but such methods have rarely been studied for modelling shallow water flows. Existing stochastic shallow…

Numerical Analysis · Mathematics 2019-07-16 James Shaw , Georges Kesserwani

Cross-diffusion systems are systems of nonlinear parabolic partial differential equations that are used to describe dynamical processes in several application, including chemical concentrations and cell biology. We present a space-time…

Analysis of PDEs · Mathematics 2022-05-19 Marcel Braukhoff , Ilaria Perugia , Paul Stocker

There has been an arising trend of adopting deep learning methods to study partial differential equations (PDEs). This article is to propose a Deep Learning Galerkin Method (DGM) for the closed-loop geothermal system, which is a new coupled…

Numerical Analysis · Mathematics 2022-04-19 Wen Zhang , Jian Li

High-dimensional transport equations frequently occur in science and engineering. Computing their numerical solution, however, is challenging due to its high dimensionality. In this work we develop an algorithm to efficiently solve the…

Numerical Analysis · Mathematics 2023-08-02 Andreas Zeiser