English
Related papers

Related papers: Generalized Multiscale Finite Element Methods. Non…

200 papers

In this work we apply the Deep Galerkin Method (DGM) described in Sirignano and Spiliopoulos (2018) to solve a number of partial differential equations that arise in quantitative finance applications including option pricing, optimal…

Computational Finance · Quantitative Finance 2018-11-22 Ali Al-Aradi , Adolfo Correia , Danilo Naiff , Gabriel Jardim , Yuri Saporito

Partial differential equations (PDEs) with inputs that depend on infinitely many parameters pose serious theoretical and computational challenges. Sophisticated numerical algorithms that automatically determine which parameters need to be…

Numerical Analysis · Mathematics 2018-06-18 Adam J. Crowder , Catherine E. Powell , Alex Bespalov

The finite element method, finite difference method, finite volume method and spectral method have achieved great success in solving partial differential equations. However, the high accuracy of traditional numerical methods is at the cost…

Numerical Analysis · Mathematics 2020-09-25 Jian Li , Jing Yue , Wen Zhang , Wansuo Duan

In this paper, we consider a poroelasticity problem in heterogeneous multicontinuum media that is widely used in simulations of the unconventional hydrocarbon reservoirs and geothermal fields. Mathematical model contains a coupled system of…

Numerical Analysis · Mathematics 2019-08-07 Aleksei Tyrylgin , Maria Vasilyeva , Denis Spiridonov , Eric T. Chung

A new weak Galerkin (WG) finite element method for solving the second-order elliptic problems on polygonal meshes by using polynomials of boundary continuity is introduced and analyzed. The WG method is utilizing weak functions and their…

Numerical Analysis · Mathematics 2015-09-30 Qilong Zhai , Xiu Ye , Ruishu Wang , Ran Zhang

In this paper we introduce a procedure, based on the method of equivariant moving frames, for formulating continuous Galerkin finite element schemes that preserve the Lie point symmetries of initial value problems for ordinary differential…

Numerical Analysis · Mathematics 2020-04-02 Alex Bihlo , James Jackaman , Francis Valiquette

In this paper, we derive a priori error estimates for a class of interior penalty discontinuous Galerkin (DG) methods using immersed finite element (IFE) functions for a classic second-order elliptic interface problem. The error estimation…

Numerical Analysis · Mathematics 2016-11-02 Tao Lin , Qing Yang , Xu Zhang

Numerical homogenization and multiscale finite element methods construct effective properties on a coarse grid by solving local problems and extracting the average effective properties from these local solutions. In some cases, the…

Numerical Analysis · Mathematics 2016-06-21 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Maria Vasilyeva

Element Method. The Finite Volume Method guarantees local and global mass conservation. A property not satisfied by the Finite Volume Method. On the down side, the Finite Volume Method requires non trivial modifications to attain high order…

Numerical Analysis · Mathematics 2022-01-12 Danalie Azofeifa , Miguel Angel Moreles , Federico Angel Velazquez-Muñoz

A new hybrid mixed discontinuous Galerkin finite element (HMDGFE) method is constructed for incompressible miscible displacement problem. In this method, the hybrid mixed finite element (HMFE) procedure is considered to solve pressure and…

Numerical Analysis · Mathematics 2022-09-07 Jiansong Zhang , Yun Yu , Jiang Zhu , Rong Qin , Yue Yu , Maosheng Jiang

In this work, we employ the Constraint Energy Minimizing Generalized Multiscale Finite Element Method (CEM-GMsFEM) to solve the problem of linear heterogeneous poroelasticity with coefficients of high contrast. The proposed method makes use…

Numerical Analysis · Mathematics 2019-09-04 Shubin Fu , Robert Altmann , Eric T. Chung , Roland Maier , Daniel Peterseim , Sai-Mang Pun

We introduce a nodally bound-preserving Galerkin method for second-order elliptic problems on general polygonal/polyhedral, henceforth collectively termed as \emph{polytopic}, meshes. Starting from an interior penalty discontinuous Galerkin…

Numerical Analysis · Mathematics 2025-10-03 Abdolreza Amiri , Gabriel R. Barrenechea , Emmanuil H. Georgoulis , Tristan Pryer

In this paper, we propose a coupled Discrete Empirical Interpolation Method (DEIM) and Generalized Multiscale Finite element method (GMsFEM) to solve nonlinear parabolic equations with application to the Allen-Cahn equation. The Allen-Cahn…

Numerical Analysis · Mathematics 2020-06-26 Yiran Wang , Eric Chung , Shubin Fu

The subject of this work is an adaptive stochastic Galerkin finite element method for parametric or random elliptic partial differential equations, which generates sparse product polynomial expansions with respect to the parametric…

Numerical Analysis · Mathematics 2025-03-28 Markus Bachmayr , Martin Eigel , Henrik Eisenmann , Igor Voulis

In this work, we propose a generalized multiscale inversion algorithm for heterogeneous problems that aims at solving an inverse problem on a computational coarse grid. Previous inversion techniques for multiscale problems seek a…

Numerical Analysis · Mathematics 2017-07-27 Eric T. Chung , Yalchin Efendiev , Bangti Jin , Wing Tat Leung , Maria Vasilyeva

Discontinuous Galerkin (DG) methods offer an enormous flexibility regarding local grid refinement and variation of polynomial degrees for a variety of different problem classes. With a focus on diffusion problems, we consider DG…

Numerical Analysis · Mathematics 2013-01-01 Kolja Brix , Claudio Canuto , Wolfgang Dahmen

The Galerkin difference (GD) basis is a set of continuous, piecewise polynomials defined using a finite difference like grid of degrees of freedom. The one dimensional GD basis functions are naturally extended to multiple dimensions using…

Numerical Analysis · Mathematics 2021-06-03 Jeremy E. Kozdon , Lucas C. Wilcox , Thomas Hagstrom , Jeffrey W. Banks

In this paper we present a new multiscale discontinuous Petrov--Galerkin method (MsDPGM) for multiscale elliptic problems. This method utilizes the classical oversampling multiscale basis in the framework of Petrov--Galerkin version of…

Numerical Analysis · Mathematics 2017-02-09 Song Fei , Deng Weibing

In this paper, we propose and analyze an efficient preconditioning method for the elliptic problem based on the reconstructed discontinuous approximation method. We reconstruct a high-order piecewise polynomial space that arbitrary order…

Numerical Analysis · Mathematics 2024-07-16 Ruo Li , Qicheng Liu , Fanyi Yang

We propose an unfitted interface penalty Discontinuous Galerkin-Finite Element Method (UIPDG-FEM) for elliptic interface problems. This hybrid method combines the interior penalty discontinuous Galerkin (IPDG) terms near the…

Numerical Analysis · Mathematics 2025-05-27 Juan Han , Haijun Wu , Yuanming Xiao