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In this paper we study the numerical method for approximating the random periodic solution of semiliear stochastic evolution equations. The main challenge lies in proving a convergence over an infinite time horizon while simulating…

Probability · Mathematics 2022-05-12 Yue Wu , Chenggui Yuan

We develop a convergence analysis of a multi-level algorithm combining higher order quasi-Monte Carlo (QMC) quadratures with general Petrov-Galerkin discretizations of countably affine parametric operator equations of elliptic and parabolic…

Numerical Analysis · Mathematics 2015-08-11 Josef Dick , Frances Kuo , Quoc Thong Le Gia , Christoph Schwab

This paper is concerned with the development of weak Galerkin (WG) finite element method for optimal control problems governed by second order elliptic partial differential equations (PDEs). It is advantageous to use discontinuous finite…

Numerical Analysis · Mathematics 2023-10-03 Chunmei Wang , Junping Wang , Shangyou Zhang

We develop a conservative cut finite element method for an elliptic coupled bulk-interface problem. The method is based on a discontinuous Galerkin framework where stabilization is added in such a way that we retain conservation on macro…

Numerical Analysis · Mathematics 2021-05-06 Mats G. Larson , Sara Zahedi

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

This work presents a numerical analysis of computing transition states of semilinear elliptic partial differential equations (PDEs) via the index-1 saddle dynamics, or equivalently, the gentlest ascent dynamics. To establish clear…

Numerical Analysis · Mathematics 2025-11-25 Lei Zhang , Xiangcheng Zheng , Shangqin Zhu

This paper is concerned with the construction, analysis and realization of a numerical method to approximate the solution of high dimensional elliptic partial differential equations. We propose a new combination of an Adaptive Wavelet…

Numerical Analysis · Mathematics 2018-05-31 Mazen Ali , Karsten Urban

In this work, we develop variational formulations of Petrov-Galerkin type for one-dimensional fractional boundary value problems involving either a Riemann-Liouville or Caputo derivative of order $\alpha\in(3/2, 2)$ in the leading term and…

Numerical Analysis · Mathematics 2015-12-18 Bangti Jin , Raytcho Lazarov , Zhi Zhou

A linearized numerical scheme is proposed to solve the nonlinear time fractional parabolic problems with time delay. The scheme is based on the standard Galerkin finite element method in the spatial direction, the fractional Crank-Nicolson…

Numerical Analysis · Mathematics 2021-09-10 Lili Li , Mianfu She , Yuanling Niu

In this paper we will consider distributed Linear-Quadratic Optimal Control Problems dealing with Advection-Diffusion PDEs for high values of the P\'eclet number. In this situation, computational instabilities occur, both for steady and…

Numerical Analysis · Mathematics 2024-05-03 Fabio Zoccolan , Maria Strazzullo , Gianluigi Rozza

This paper establishes convergence rates for learning elliptic pseudo-differential operators, a fundamental operator class in partial differential equations and mathematical physics. In a wavelet-Galerkin framework, we formulate learning…

Statistics Theory · Mathematics 2026-01-09 Jiaheng Chen , Daniel Sanz-Alonso

The goal of this paper is to create a fruitful bridge between the numerical methods for approximating partial differential equations (PDEs) in fluid dynamics and the (iterative) numerical methods for dealing with the resulting large linear…

Numerical Analysis · Mathematics 2016-12-15 M. Dumbser , F. Fambri , I. Furci , M. Mazza , M. Tavelli , S. Serra-Capizzano

In this paper, we develop an efficient spectral-Galerkin-type search extension method (SGSEM) for finding multiple solutions to semilinear elliptic boundary value problems. This method constructs effective initial data for multiple…

Numerical Analysis · Mathematics 2023-08-15 Wei Liu , Ziqing Xie , Yongjun Yuan

We use the ideas of goal-oriented error estimation and adaptivity to design and implement an efficient adaptive algorithm for approximating linear quantities of interest derived from solutions to elliptic partial differential equations…

Numerical Analysis · Mathematics 2019-03-21 Alex Bespalov , Dirk Praetorius , Leonardo Rocchi , Michele Ruggeri

This paper develops a discontinuous Galerkin (DG) finite element differential calculus theory for approximating weak derivatives of Sobolev functions and piecewise Sobolev functions. By introducing numerical one-sided derivatives as…

Numerical Analysis · Mathematics 2013-03-06 Xiaobing Feng , Thomas Lewis , Michael Neilan

This article considers the extension of two-grid $hp$-version discontinuous Galerkin finite element methods for the numerical approximation of second-order quasilinear elliptic boundary value problems of monotone type to the case when…

Numerical Analysis · Mathematics 2021-12-10 Scott Congreve , Paul Houston

We consider a pointwise tracking optimal control problem for a semilinear elliptic partial differential equation. We derive the existence of optimal solutions and analyze first and, necessary and sufficient, second order optimality…

Numerical Analysis · Mathematics 2021-12-16 Alejandro Allendes , Francisco Fuica , Enrique Otarola

We provide a mathematical framework for studying different versions of discontinuous Galerkin (DG) approaches for solving 2D Riemann-Liouville fractional elliptic problems on a finite domain. The boundedness and stability analysis of the…

Numerical Analysis · Mathematics 2018-04-19 Tarek Aboelenen

Near-optimal computational complexity of an adaptive stochastic Galerkin method with independently refined spatial meshes for elliptic partial differential equations is shown. The method takes advantage of multilevel structure in expansions…

Numerical Analysis · Mathematics 2025-03-25 Markus Bachmayr , Henrik Eisenmann , Igor Voulis

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