Related papers: A Low-Rank Multigrid Method for the Stochastic Ste…
This article discusses the uncertainty quantification (UQ) for time-independent linear and nonlinear partial differential equation (PDE)-based systems with random model parameters carried out using sampling-free intrusive stochastic…
In ecological studies of pattern formation, models of the competitive-diffusion type are generally singularly perturbed, and the numerical approximation of such models is challenging. In this paper, we present finite element discretization…
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…
Of all the possible projection methods for solving large-scale Lyapunov matrix equations, Galerkin approaches remain much more popular than minimal-residual ones. This is mainly due to the different nature of the projected problems stemming…
We study Hibridizable Discontinuous Galerkin (HDG) discretizations for a class of non-linear interior elliptic boundary value problems posed in curved domains where both the source term and the diffusion coefficient are non-linear. We…
We study in this paper a multilayer discretization of second order elliptic problems, aimed at providing reliable multilayer discretizations of shallow fluid flow problems with diffusive effects. This discretization is based upon the…
We formulate a stabilized quasi-optimal Petrov-Galerkin method for singularly perturbed convection-diffusion problems based on the variational multiscale method. The stabilization is of Petrov-Galerkin type with a standard finite element…
In this paper, we develop a class of high-order conservative methods for simulating non-equilibrium radiation diffusion problems. Numerically, this system poses significant challenges due to strong nonlinearity within the stiff source terms…
This study presents a fair performance comparison of the continuous finite element method, the symmetric interior penalty discontinuous Galerkin method, and the hybridized discontinuous Galerkin method. Modern implementations of high-order…
In this paper, we investigate a large-scale stochastic system with bilinear drift and linear diffusion term. Such high dimensional systems appear for example when discretizing a stochastic partial differential equations in space. We study a…
In this paper, a space-time discontinuous Galerkin finite element method for distributed optimal control problems governed by unsteady diffusion-convection-reaction equations with control constraints is studied. Time discretization is…
In this paper, we study dimension reduction techniques for large-scale controlled stochastic differential equations (SDEs). The drift of the considered SDEs contains a polynomial term satisfying a one-sided growth condition. Such…
The widely used density matrix renormalization group (DRMG) method often fails to converge in systems with multiple length scales, such as lattice discretizations of continuum models and dilute or weakly doped lattice models. The local…
We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…
In this paper, we develop a low-rank method with high-order temporal accuracy using spectral deferred correction (SDC) to compute linear matrix differential equations. In [1], a low rank numerical method is proposed to correct the modeling…
We study the numerical approximation of advection-diffusion equations with highly oscillatory coefficients and possibly dominant advection terms by means of the Multiscale Finite Element Method. The latter method is a now classical, finite…
In this paper, we propose an efficient high order semi-Lagrangian (SL) discontinuous Galerkin (DG) method for solving linear convection-diffusion equations. The method generalizes our previous work on developing the SLDG method for…
We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…
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…
We present a geometric multigrid solver based on adaptive smoothed aggregation suitable for Discontinuous Galerkin (DG) discretisations. Mesh hierarchies are formed via domain decomposition techniques, and the method is applicable to fully…