Related papers: Multidimensional Summation-By-Parts Operators: Gen…
In this article, we propose a Milstein finite difference scheme for a stochastic partial differential equation (SPDE) describing a large particle system. We show, by means of Fourier analysis, that the discretisation on an unbounded domain…
We use the framework of upwind summation-by-parts (SBP) operators developed by Mattsson (2017, doi:10.1016/j.jcp.2017.01.042) and study different flux vector splittings in this context. To do so, we introduce discontinuous-Galerkin-like…
Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…
Highly accurate simulations of problems including second derivatives on complex geometries are of primary interest in academia and industry. Consider for example the Navier-Stokes equations or wave propagation problems of acoustic or…
In the research community, there exists the strong belief that a continuous Galerkin scheme is notoriously unstable and additional stabilization terms have to be added to guarantee stability. In the first part of the series [6], the…
In this paper we begin by discussing the simple bilevel programming problem (SBP) and its extension the simple mathematical programming problem under equilibrium constraints (SMPEC). Here we first define both these problems and study their…
We describe high order accurate and stable fully-discrete finite difference schemes for the initial-boundary value problem associated with the magnetic induction equations. These equations model the evolution of a magnetic field due to a…
We develop a numerical method for solving the acoustic wave equation in covariant form on staggered curvilinear grids in an energy conserving manner. The use of a covariant basis decomposition leads to a rotationally invariant scheme that…
The Generalized Finite Element Method (GFEM) is a Partition of Unity Method (PUM), where the trial space of standard Finite Element Method (FEM) is augmented with non-polynomial shape functions with compact support. These shape functions,…
We study superconvergent discretization of the Laplace-Beltrami operator on time-space product manifolds with Neumann temporal boundary values, which arise in the context of dynamic optimal transport on general surfaces. We propose a…
We introduce a new family of discontinuous Galerkin (DG) finite element schemes for the discretization of first order systems of hyperbolic partial differential equations (PDE) on unstructured simplex meshes in two and three space…
This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…
This work introduces and rigorously analyzes a novel operator-splitting finite element scheme for approximating viscosity solutions of a broad class of constrained second-order partial differential equations. By decoupling the primary PDE…
A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…
A semidefinite program (SDP) is a particular kind of convex optimization problem with applications in operations research, combinatorial optimization, quantum information science, and beyond. In this work, we propose variational quantum…
We consider singularly perturbed boundary value problems with a simple interior turning point whose solutions exhibit an interior layer. These problems are discretised using higher order finite elements on layer-adapted piecewise…
Semidefinite programming (SDP) is a fundamental class of convex optimization problems with diverse applications in mathematics, engineering, machine learning, and related disciplines. This paper investigates the application of the…
We propose, analyze mathematically, and study numerically a novel approach for the finite element approximation of the spectrum of second-order elliptic operators. The main idea is to reduce the stiffness of the problem by subtracting a…
High order methods based on diagonal-norm summation by parts operators can be shown to satisfy a discrete conservation or dissipation of entropy for nonlinear systems of hyperbolic PDEs. These methods can also be interpreted as nodal…
The present paper proposes new fully discrete schemes for long-time approximations of stochastic partial differential equations (SPDEs) with non-globally Lipschitz coefficients in a bounded domain $D \subset \R^d, d =1,2,3 $. A novel family…