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A numerical method is proposed for a class of stochastic control problems including singular behavior. This method solves an infinite-dimensional linear program equivalent to the stochastic control problem using a finite element type…

Probability · Mathematics 2018-06-11 Martin G. Vieten , Richard H. Stockbridge

In this work, we propose an efficient adaptive multilevel preconditioned Jacobi-Davidson (PJD) method for eigenvalue problems with singularity. Our multilevel method utilizes a local smoothing strategy to solve the preconditioned…

Numerical Analysis · Mathematics 2026-05-14 Jianing Guo , Qigang Liang , Xuejun Xu

In this paper, the generalized finite element method (GFEM) for solving second order elliptic equations with rough coefficients is studied. New optimal local approximation spaces for GFEMs based on local eigenvalue problems involving a…

Numerical Analysis · Mathematics 2021-12-22 Chupeng Ma , Robert Scheichl , Tim Dodwell

A hydraulic fracturing system with super-hydrophobic proppants is characterized by a transient triple-porosity Navier-Stokes model. For this complex multiphysics system, particularly in the context of three-dimensional space, a local…

Numerical Analysis · Mathematics 2023-11-10 Luling Cao , Jian Li , Zhangxin Chen , Guangzhi Du

In this paper, we propose an efficient two-level additive Schwarz method for solving large-scale eigenvalue problems arising from the finite element discretization of symmetric elliptic operators, which may compute efficiently more interior…

Numerical Analysis · Mathematics 2026-04-16 Qigang Liang , Xuejun Xu

An expandable local and parallel two-grid finite element scheme based on superposition principle for elliptic problems is proposed and analyzed in this paper by taking example of Poisson equation. Compared with the usual local and parallel…

Numerical Analysis · Mathematics 2015-09-10 Yanren Hou , Guangzhi Du

We present a new direct logarithmically optimal in theory and fast in practice algorithm to implement the high order finite element method on multi-dimensional rectangular parallelepipeds for solving PDEs of the Poisson kind. The key points…

Numerical Analysis · Mathematics 2026-01-05 Alexander Zlotnik , Ilya Zlotnik

In this paper, we present a multi-level mixed element scheme for the Helmholtz transmission eigenvalue problem on polygonal domains that are not necessarily able to be covered by rectangle grids. We first construct an equivalent linear…

Numerical Analysis · Mathematics 2017-07-04 Y. Xi , X. Ji , S. Zhang

The locally modified finite element method, which is introduced in [Frei, Richter: SINUM 52(2014), p. 2315-2334], is a simple fitted finite element method that is able to resolve weak discontinuities in interface problems. The method is…

Numerical Analysis · Mathematics 2023-05-01 Stefan Frei , Gozel Judakova , Thomas Richter

In this paper, we examine a number of additive and multiplicative multilevel iterative methods and preconditioners in the setting of two-dimensional local mesh refinement. While standard multilevel methods are effective for uniform…

Numerical Analysis · Mathematics 2010-01-12 Burak Aksoylu , Stephen Bond , Michael Holst

This paper proposes an efficient algorithm for solving the Hartree--Fock equation combining a multilevel correction scheme with an adaptive refinement technique to improve computational efficiency. The algorithm integrates a multilevel…

Numerical Analysis · Mathematics 2025-10-14 Fei Xu

In this paper, a symmetrized two-scale finite element method is proposed for a class of partial differential equations with symmetric solutions. With this method, the finite element approximation on a fine tensor product grid is reduced to…

Numerical Analysis · Mathematics 2022-06-01 Pengyu Hou , Fang Liu , Aihui Zhou

This paper introduces a novel method for eigenvalue computation using a distributed cooperative neural network framework. Unlike traditional techniques that face scalability challenges in large systems, our decentralized algorithm enables…

Machine Learning · Computer Science 2024-09-20 Ronald Katende

The solution to partial differential equations using deep learning approaches has shown promising results for several classes of initial and boundary-value problems. However, their ability to surpass, particularly in terms of accuracy,…

Numerical Analysis · Mathematics 2023-08-23 Ziad Aldirany , Régis Cottereau , Marc Laforest , Serge Prudhomme

The multi-level hp-refinement scheme is a powerful extension of the finite element method that allows local mesh adaptation without the trouble of constraining hanging nodes. This is achieved through hierarchical high-order overlay meshes,…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-12-05 John N. Jomo , Nils Zander , Mohamed Elhaddad , Ali Özcan , Stefan Kollmannsberger , Ralf-Peter Mundani , Ernst Rank

We propose a linear finite-element discretization of Dirichlet problems for static Hamilton-Jacobi equations on unstructured triangulations. The discretization is based on simplified localized Dirichlet problems that are solved by a local…

Numerical Analysis · Mathematics 2025-10-20 Folkmar Bornemann , Christian Rasch

We propose, analyze, and test new robust iterative solvers for systems of linear algebraic equations arising from the space-time finite element discretization of reduced optimality systems defining the approximate solution of hyperbolic…

Numerical Analysis · Mathematics 2024-04-08 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

In this paper, we present a finite element method (FEM) framework enhanced by an operator-adapted wavelet decomposition algorithm designed for the efficient analysis of multiscale electromagnetic problems. Usual adaptive FEM approaches,…

Computational Physics · Physics 2026-02-18 F. Şık , F. L. Teixeira , B. Shanker

In this paper we design efficient quadrature rules for finite element discretizations of nonlocal diffusion problems with compactly supported kernel functions. Two of the main challenges in nonlocal modeling and simulations are the…

Numerical Analysis · Mathematics 2021-09-23 Eugenio Aulisa , Giacomo Capodaglio , Andrea Chierici , Marta D'Elia

The first step when solving an infinite-dimensional eigenvalue problem is often to discretize it. We show that one must be extremely careful when discretizing nonlinear eigenvalue problems. Using examples, we show that discretization can:…

Numerical Analysis · Mathematics 2023-05-04 Matthew J. Colbrook , Alex Townsend