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For linear transport and radiative heat transfer equations with random inputs, we develop new generalized polynomial chaos based Asymptotic-Preserving stochastic Galerkin schemes that allow efficient computation for the problems that…

Numerical Analysis · Mathematics 2017-03-14 Shi Jin , Hanqing Lu , Lorenzo Pareschi

This paper presents a numerical approach to the stochastic obstacle problem using the stochastic Galerkin (SG) method. Due to the low regularity of the solution, linear finite elements are employed in both the physical and random variable…

Numerical Analysis · Mathematics 2026-04-29 Chenhui Zhu , Fei Wang , Weimin Han

Numerical simulations of waves in highly heterogeneous media have important applications, but direct computations are prohibitively expensive. In this paper, we develop a new generalized multiscale finite element method with the aim of…

Numerical Analysis · Mathematics 2015-09-09 Eric T. Chung , Wing Tat Leung

We propose and analyze novel adaptive algorithms for the numerical solution of elliptic partial differential equations with parametric uncertainty. Four different marking strategies are employed for refinement of stochastic Galerkin finite…

Numerical Analysis · Mathematics 2019-10-08 Alex Bespalov , Dirk Praetorius , Leonardo Rocchi , Michele Ruggeri

We propose a generalized multiscale finite element method (GMsFEM) based on clustering algorithm to study the elliptic PDEs with random coefficients in the multi-query setting. Our method consists of offline and online stages. In the…

Numerical Analysis · Mathematics 2018-08-01 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Zhiwen Zhang

This paper develops and analyzes an efficient numerical method for solving elliptic partial differential equations, where the diffusion coefficients are random perturbations of deterministic diffusion coefficients. The method is based upon…

Numerical Analysis · Mathematics 2016-03-30 X. Feng , J. Lin. , C. Lorton

We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…

Numerical Analysis · Mathematics 2024-02-27 Nicolas L. Guidotti , Juan Acebrón , José Monteiro

We present a full space-time numerical solution of the advection-diffusion equation using a continuous Galerkin finite element method on conforming meshes. The Galerkin/least-square method is employed to ensure stability of the discrete…

Numerical Analysis · Mathematics 2024-11-25 Biswajit Khara , Kumar Saurabh , Robert Dyja , Anupam Sharma , Baskar Ganapathysubramanian

We begin by addressing the time-domain full-waveform inversion using the adjoint method. Next, we derive the scaled boundary semi-weak form of the scalar wave equation in heterogeneous media through the Galerkin method. Unlike conventional…

Numerical Analysis · Mathematics 2025-01-14 Alireza Daneshyar , Stefan Kollmannsberger

We propose efficient and parallel algorithms for the implementation of the high-order continuous time Galerkin method for dissipative and wave propagation problems. By using Legendre polynomials as shape functions, we obtain a special…

Numerical Analysis · Mathematics 2023-03-10 Zhiming Chen , Yong Liu

This paper introduces a new weak Galerkin (WG) finite element method for second order elliptic equations on polytopal meshes. This method, called WG-FEM, is designed by using a discrete weak gradient operator applied to discontinuous…

Numerical Analysis · Mathematics 2012-08-20 Lin Mu , Junping Wang , Xiu Ye

Stochastic differential equation mixed-effects models (SDEMEMs) are flexible hierarchical models that are able to account for random variability inherent in the underlying time-dynamics, as well as the variability between experimental units…

Computation · Statistics 2021-01-22 Samuel Wiqvist , Andrew Golightly , Ashleigh T. McLean , Umberto Picchini

The Generalized Finite Element Method (GFEM) is an extension of the Finite Element Method (FEM), where the standard finite element space is augmented with a space of non-polynomial functions, called the enrichment space. The functions in…

Numerical Analysis · Mathematics 2016-03-30 Kenan Kergrene , Ivo Babuška , Uday Banerjee

The Smoluchowski diffusion equation describes diffusion in the presence of external forces. Studying the mechanical response of soft materials to linear forces, such as shear, results in a boundary value problem involving an…

Numerical Analysis · Mathematics 2026-04-29 Ignacio Labarca-Figueroa , Heiko Gimperlein

Spacetime discontinuous Galerkin (SDG) finite element methods are used to solve such PDEs involving space and time variables arising from wave propagation phenomena in important applications in science and engineering. To support an…

Computational Geometry · Computer Science 2008-04-08 Shripad Thite

We propose a multiscale spectral generalized finite element method (MS-GFEM) for discontinuous Galerkin (DG) discretizations. The method builds local approximations on overlapping subdomains as the sum of a local source solution and a…

Numerical Analysis · Mathematics 2026-01-15 Christian Alber , Lukas Holbach

We introduce a general framework for approximating parabolic Stochastic Partial Differential Equations (SPDEs) based on fluctuation-dissipation balance. Using this approach we formulate Stochastic Discontinuous Galerkin Methods (SDGM). We…

Numerical Analysis · Mathematics 2023-02-28 Will Pazner , Nathaniel Trask , Paul J. Atzberger

We provide a concise review of the exponentially convergent multiscale finite element method (ExpMsFEM) for efficient model reduction of PDEs in heterogeneous media without scale separation and in high-frequency wave propagation. ExpMsFEM…

Numerical Analysis · Mathematics 2023-02-07 Yifan Chen , Thomas Y. Hou , Yixuan Wang

We consider the initial boundary value problem for the inhomogeneous time-fractional diffusion equation with a homogeneous Dirichlet boundary condition and a nonsmooth right hand side data in a bounded convex polyhedral domain. We analyze…

Numerical Analysis · Mathematics 2013-07-04 Bangti Jin , Raytcho Lazarov , Joseph Pasciak , Zhi Zhou

The accuracy and stability of the least squares finite element method (LSFEM) and the Galerkin finite element method (GFEM) for solving radiative transfer in homogeneous and inhomogeneous media are studied theoretically via a frequency…

Computational Physics · Physics 2015-06-04 J. M. Zhao , J. Y. Tan , L. H. Liu