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This paper analyzes the random fluctuations obtained by a heterogeneous multi-scale first-order finite element method applied to solve elliptic equations with a random potential. We show that the random fluctuations of such solutions are…

Numerical Analysis · Mathematics 2019-02-20 Guillaume Bal , Wenjia Jing

We derive computable error estimates for finite element approximations of linear elliptic partial differential equations (PDE) with rough stochastic coefficients. In this setting, the exact solutions contain high frequency content that…

Numerical Analysis · Mathematics 2018-09-18 Eric Joseph Hall , Håkon Hoel , Mattias Sandberg , Anders Szepessy , Raúl Tempone

Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the…

Numerical Analysis · Mathematics 2015-08-19 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

We introduce a new Partition of Unity Method for the numerical homogenization of elliptic partial differential equations with arbitrarily rough coefficients. We do not restrict to a particular ansatz space or the existence of a finite…

Numerical Analysis · Mathematics 2016-05-04 Daniel Peterseim , Patrick Henning , Philipp Morgenstern

We describe the numerical scheme for the discretization and solution of 2D elliptic equations with strongly varying piecewise constant coefficients arising in the stochastic homogenization of multiscale composite materials. An efficient…

Numerical Analysis · Mathematics 2019-04-01 Venera Khoromskaia , Boris N. Khoromskij , Felix Otto

In this work we propose and analyze a weighted proper orthogonal decomposition method to solve elliptic partial differential equations depending on random input data, for stochastic problems that can be transformed into parametric systems.…

Numerical Analysis · Mathematics 2023-08-08 Luca Venturi , Francesco Ballarin , Gianluigi Rozza

This work investigates an elliptic optimal control problem defined on uncertain domains and discretized by a fictitious domain finite element method and cut elements. Key ingredients of the study are to manage cases considering the usually…

Numerical Analysis · Mathematics 2022-04-06 Aikaterini Aretaki , Efthymios N. Karatzas

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

Numerical Analysis · Mathematics 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

We address multiscale elliptic problems with random coefficients that are a perturbation of multiscale deterministic problems. Our approach consists in taking benefit of the perturbative context to suitably modify the classical Finite…

Numerical Analysis · Mathematics 2011-11-08 C. Le Bris , F. Legoll , F. Thomines

We consider a randomised implementation of the finite element method (FEM) for elliptic partial differential equations on high-dimensional models. This is motivated by applications where model predictions are essential for real-time process…

Numerical Analysis · Mathematics 2019-07-30 Yue Wu , Dimitris Kamilis , Nick Polydorides

In this paper we study rare events associated to solutions of elliptic partial differential equations with spatially varying random coefficients. The random coefficients follow the lognormal distribution, which is determined by a Gaussian…

Numerical Analysis · Mathematics 2014-04-17 Jingchen Liu , Jianfeng Lu , Xiang Zhou

The implementation of the finite element method for linear elliptic equations requires to assemble the stiffness matrix and the load vector. In general, the entries of this matrix-vector system are not known explicitly but need to be…

Numerical Analysis · Mathematics 2019-08-26 Raphael Kruse , Nick Polydorides , Yue Wu

A central question in numerical homogenization of partial differential equations with multiscale coefficients is the accurate computation of effective quantities, such as the homogenized coefficients. Computing homogenized coefficients…

Numerical Analysis · Mathematics 2020-07-22 Assyr Abdulle , Doghonay Arjmand , Edoardo Paganoni

We consider a sketched implementation of the finite element method for elliptic partial differential equations on high-dimensional models. Motivated by applications in real-time simulation and prediction we propose an algorithm that…

Numerical Analysis · Mathematics 2020-04-22 Robert Lung , Yue Wu , Dimitris Kamilis , Nick Polydorides

A multilevel adaptive refinement strategy for solving linear elliptic partial differential equations with random data is recalled in this work. The strategy extends the a posteriori error estimation framework introduced by Guignard and…

Numerical Analysis · Mathematics 2022-02-21 Alex Bespalov , David J. Silvester

Partial differential equations (PDEs) are used, with huge success, to model phenomena arising across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDE models fail to…

Numerical Analysis · Mathematics 2020-12-16 Marta D'Elia , Qiang Du , Christian Glusa , Max Gunzburger , Xiaochuan Tian , Zhi Zhou

Inspired by applications in optimal control of semilinear elliptic partial differential equations and physics-integrated imaging, differential equation constrained optimization problems with constituents that are only accessible through…

Optimization and Control · Mathematics 2020-08-26 Guozhi Dong , Michael Hintermueller , Kostas Papafitsoros

We consider the application of multilevel Monte Carlo methods to elliptic PDEs with random coefficients. We focus on models of the random coefficient that lack uniform ellipticity and boundedness with respect to the random parameter, and…

Numerical Analysis · Mathematics 2012-04-17 A. L. Teckentrup , R. Scheichl , M. B. Giles , E. Ullmann

An accurate approximation of solutions to elliptic problems in infinite domains is challenging from a computational point of view. This is due to the need to replace the infinite domain with a sufficiently large and bounded computational…

Numerical Analysis · Mathematics 2024-10-22 Doghonay Arjmand , Filip Marttala

We consider the problem of solving partial differential equations (PDEs) in domains with complex microparticle geometry that is impractical, or intractable, to model explicitly. Drawing inspiration from volume rendering, we propose tackling…

Graphics · Computer Science 2025-06-11 Bailey Miller , Rohan Sawhney , Keenan Crane , Ioannis Gkioulekas