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We extend the Deep Galerkin Method (DGM) introduced in Sirignano and Spiliopoulos (2018)} to solve a number of partial differential equations (PDEs) that arise in the context of optimal stochastic control and mean field games. First, we…

Computational Finance · Quantitative Finance 2022-04-20 Ali Al-Aradi , Adolfo Correia , Danilo de Frietas Naiff , Gabriel Jardim , Yuri Saporito

In this work a solver for instationary two-phase flows on the basis of the extended Discontinuous Galerkin (extended DG/XDG) method is presented. The XDG method adapts the approximation space conformal to the position of the interface. This…

Numerical Analysis · Mathematics 2020-10-19 Martin Smuda , Florian Kummer

We present a new numerical tool for solving the special relativistic ideal MHD equations that is based on the combination of the following three key features: (i) a one-step ADER discontinuous Galerkin (DG) scheme that allows for an…

High Energy Astrophysical Phenomena · Physics 2015-08-12 Olindo Zanotti , Francesco Fambri , Michael Dumbser

We devise and analyze a class of the primal discontinuous Galerkin methods for the magnetic advection-diffusion problems based on the weighted-residual approach. In addition to the upwind stabilization, we find a new mechanism under the…

Numerical Analysis · Mathematics 2022-08-03 Jindong Wang , Shuonan Wu

In this paper, we present convergence analysis of high-order finite element based methods, in particular, we focus on a discontinuous Galerkin scheme using summation-by-parts operators. To this end, it is crucial that structure preserving…

Numerical Analysis · Mathematics 2022-03-07 Mária Lukácová-Medvidová , Philipp Öffner

A discontinuous Galerkin method for the ideal 5 moment two-fluid plasma system is presented. The method uses a second or third order discontinuous Galerkin spatial discretization and a third order TVD Runge-Kutta time stepping scheme. The…

Plasma Physics · Physics 2016-08-24 John Loverich , Ammar Hakim , Uri Shumlak

In this contribution we present a local discontinuous Galerkin (LDG) pressure-correction scheme for the incompressible Navier-Stokes equations. The scheme does not need penalty parameters and satisfies the discrete continuity equation…

Numerical Analysis · Mathematics 2020-03-30 Janick Thomas Gerstenberger , Samuel Burbulla , Dietmar Kröner

We present a high-order accurate reconstructed discontinuous Galerkin (rDG) method in arbitrary Lagrangian-Eulerian (ALE) formulation, for solving two-dimensional compressible flows on moving and deforming domains with unstructured curved…

Computational Physics · Physics 2020-05-26 Chuanjin Wang , Hong Luo

This paper proposes a fully implicit numerical scheme for immiscible incompressible two-phase flow in porous media taking into account gravity, capillary effects, and heterogeneity. The objective is to develop a fully implicit stable…

Numerical Analysis · Mathematics 2022-02-16 M. S. Joshaghani , B. Riviere , M. Sekachev

In this work we present an a posteriori error indicator for approximation schemes of Runge-Kutta-discontinuous-Galerkin type arising in applications of compressible fluid flows. The purpose of this indicator is not only for mesh adaptivity,…

Numerical Analysis · Mathematics 2017-09-08 Jan Giesselmann , Tristan Pryer

We apply the local discontinuous Galerkin (LDG for short) method to solve a mixed boundary value problems for the Helmholtz equation in bounded polygonal domain in 2D. Under some assumptions on regularity of the solution of an adjoint…

Numerical Analysis · Mathematics 2013-10-11 T. P. Barrios , R. Bustinza , V. Dominguez

In recent years, high-order discontinuous Galerkin (DG) methods have emerged as an attractive approach for numerical simulations of compressible flows. This paper presents an overview of the recent development of DG methods for compressible…

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…

Numerical Analysis · Mathematics 2012-12-04 Xiaobing Feng , Thomas Lewis

We present a posteriori error estimates for inconsistent and non-hierarchical Galerkin methods for linear parabolic problems, allowing them to be used in conjunction with very general mesh modification for the first time. We treat schemes…

Numerical Analysis · Mathematics 2020-05-13 Andrea Cangiani , Emmanuil H. Georgoulis , Oliver J. Sutton

Based on the Jacobi polynomial expansion, an arbitrary high-order Discontinuous Galerkin solver for compressible flows on unstructured meshes is proposed in the present work. First, we construct orthogonal polynomials for 2D and 3D…

Computational Physics · Physics 2024-11-26 Yu-Xiang Peng , Biao Wang , Peng-Nan Sun , A-Man Zhang

The Discontinuous Galerkin time-domain method is well suited for adaptive algorithms to solve the time-domain Maxwell's equations and depends on robust and economically computable drivers. Adaptive algorithms utilize local indicators to…

Computational Physics · Physics 2025-05-02 Apurva Tiwari , Avijit Chatterjee

This article introduces a novel residual-based a posteriori error estimators for the Modified Weak Galerkin (MWG) finite element method applied to the obstacle problem. To the best of the author's knowledge, this work represents the first…

Numerical Analysis · Mathematics 2025-02-10 Tanvi Wadhawan

A recent line of research has exploited pre-trained generative diffusion models as priors for solving Bayesian inverse problems. We contribute to this research direction by designing a sequential Monte Carlo method for linear-Gaussian…

Machine Learning · Computer Science 2025-10-13 Filip Ekström Kelvinius , Zheng Zhao , Fredrik Lindsten

We present a new approach to using neural networks to approximate the solutions of variational equations, based on the adaptive construction of a sequence of finite-dimensional subspaces whose basis functions are realizations of a sequence…

Machine Learning · Computer Science 2021-06-01 Mark Ainsworth , Justin Dong

We present a reduced basis technique for long-time integration of parametrized incompressible turbulent flows. The new contributions are threefold. First, we propose a constrained Galerkin formulation that corrects the standard Galerkin…

Numerical Analysis · Mathematics 2017-10-11 Lambert Fick , Yvon Maday , Anthony T Patera , Tommaso Taddei