Related papers: Preserving Hyperbolicity in Stochastic Galerkin Me…
This paper studies Galerkin approximations applied to the Zakai equation of stochastic filtering. The basic idea of this approach is to project the infinite-dimensional Zakai equation onto some finite-dimensional subspace generated by…
In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the…
We equip a high-order continuous Galerkin discretization of a general hyperbolic problem with a nonlinear stabilization term and introduce a new methodology for enforcing preservation of invariant domains. The amount of shock-capturing…
We propose a limiting procedure to preserve invariant domains with time explicit discrete high-order spectral discontinuous approximate solutions to hyperbolic systems of conservation laws. Provided the scheme is discretely conservative and…
In this paper we present a family of high order cut finite element methods with bound preserving properties for hyperbolic conservation laws in one space dimension. The methods are based on the discontinuous Galerkin framework and use a…
In this work we present a framework for enforcing discrete maximum principles in discontinuous Galerkin (DG) discretizations. The developed schemes are applicable to scalar conservation laws as well as hyperbolic systems. Our methodology…
Cross-diffusion systems are systems of nonlinear parabolic partial differential equations that are used to describe dynamical processes in several application, including chemical concentrations and cell biology. We present a space-time…
In this paper, we consider the numerical solution of the one-dimensional Schr\"odinger equation with a periodic lattice potential and a random external potential. This is an important model in solid state physics where the randomness is…
When nonconforming discontinuous Galerkin methods are implemented for hyperbolic equations using quadrature, exponential energy growth can result even when the underlying scheme with exact integration does not support such growth. Using…
The dynamics of many important high-dimensional dynamical systems are both chaotic and complex, meaning that strong reducing hypotheses are required to understand the dynamics. The highly influential chaotic hypothesis of Gallavotti and…
This paper is devoted to the construction of structure preserving stochastic Galerkin schemes for Fokker-Planck type equations with uncertainties and interacting with an external distribution, that we refer to as a background distribution.…
We propose energy-conserving discontinuous Galerkin (DG) methods for symmetric linear hyperbolic systems on general unstructured meshes. Optimal a priori error estimates of order $k+1$ are obtained for the semi-discrete scheme in one…
Gaseous flows show a diverse set of behaviors on different characteristic scales. Given the coarse-grained modeling in theories of fluids, considerable uncertainties may exist between the flow-field solutions and the real physics. To study…
In this article we present an a posteriori error estimator for the spatial-stochastic error of a Galerkin-type discretisation of an initial value problem for a random hyperbolic conservation law. For the stochastic discretisation we use the…
In this paper, we present and analyze a weak Galerkin finite element (WG) method for solving the symmetric hyperbolic systems. This method is highly flexible by allowing the use of discontinuous finite elements on element and its boundary…
We propose a numerical method for the Vlasov-Poisson-Fokker-Planck model written as an hyperbolic system thanks to a spectral decomposition in the basis of Hermite functions with respect to the velocity variable and a structure preserving…
In this paper the nonlinear multi-species Boltzmann equation with random uncertainty coming from the initial data and collision kernel is studied. Well-posedness and long-time behavior - exponential decay to the global equilibrium - of the…
This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…
In this paper, we study diagonal hyperbolic systems in one space dimension. Based on a new gradient entropy estimate, we prove the global existence of a continuous solution, for large and non-decreasing initial data. We remark that these…
We study the general dynamics of the spherically symmetric gravitational collapse of a massless scalar field. We apply the Galerkin projection method to transform a system of partial differential equations into a set of ordinary…