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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…

Numerical Analysis · Mathematics 2013-03-06 Rüdiger Frey , Thorsten Schmidt , Ling Xu

This chapter reviews and compares discontinuous Galerkin time-stepping methods for the numerical approximation of second-order ordinary differential equations, particularly those stemming from space finite element discretization of wave…

Numerical Analysis · Mathematics 2025-05-12 Paola F. Antonietti , Alberto Artoni , Gabriele Ciaramella , Ilario Mazzieri

We present the analysis for an $hp$ weak Galerkin-FEM for singularly perturbed reaction-convection-diffusion problems in one-dimension. Under the analyticity of the data assumption, we establish robust exponential convergence, when the…

Numerical Analysis · Mathematics 2022-11-09 Torsten Linß , Christos Xenophontos

The conforming finite element Galerkin method is applied to discretise in the spatial direction for a class of strongly nonlinear parabolic problems. Using elliptic projection of the associated linearised stationary problem with Gronwall…

Numerical Analysis · Mathematics 2021-08-04 Ambit Kumar Pany , Morrakot Khebchareon , Amiya K. Pani

In this article a simplified weak Galerkin finite element method is developed for the Dirichlet boundary value problem of convection-diffusion-reaction equations. The simplified weak Galerkin method utilizes only the degrees of freedom on…

Numerical Analysis · Mathematics 2018-08-29 Yujie Liu , Junping Wang

In this paper, we rewrite the Stokes eigenvalue problem as an Elliptic eigenvalue problem restricted to subspace, and introduce an abstract framework of solving abstract elliptic eigenvalue problem to give the WG scheme, error estimates and…

Numerical Analysis · Mathematics 2023-07-19 Yunying Fan , Qilong Zhai

We consider stochastic semi-linear evolution equations which are driven by additive, spatially correlated, Wiener noise, and in particular consider problems of heat equation (analytic semigroup) and damped-driven wave equations (bounded…

Probability · Mathematics 2016-07-13 Charles-Edouard Bréhier , Martin Hairer , Andrew M. Stuart

We consider the numerical solution of parameterized linear systems where the system matrix, the solution, and the right-hand side are parameterized by a set of uncertain input parameters. We explore spectral methods in which the solutions…

Numerical Analysis · Mathematics 2017-01-09 Kookjin Lee , Kevin Carlberg , Howard C. Elman

We provide convergence rates for space approximations of semi-linear stochastic differential equations with multiplicative noise in a Hilbert space. The space approximations we consider are spectral Galerkin and finite elements, and the…

Numerical Analysis · Mathematics 2018-12-19 Sonja Cox , Erika Hausenblas

A new weak Galerkin (WG) finite element method for solving the second-order elliptic problems on polygonal meshes by using polynomials of boundary continuity is introduced and analyzed. The WG method is utilizing weak functions and their…

Numerical Analysis · Mathematics 2015-09-30 Qilong Zhai , Xiu Ye , Ruishu Wang , Ran Zhang

In this article we consider a generalized equal width wave (GEW) equation which is a significant nonlinear wave equation as it can be used to model many problems occurring in applied sciences. As the analytic solution of the (GEW) equation…

Numerical Analysis · Mathematics 2019-04-11 Samir Kumar Bhowmik , Seydi Battal Gazi Karakoc

This work considers weak approximations of stochastic partial differential equations (SPDEs) driven by L\'evy noise. The SPDEs at hand are parabolic with additive noise processes. A weak-convergence rate for the corresponding Galerkin…

Probability · Mathematics 2016-03-09 Tobias Stüwe , Andrea Barth

This paper analyzes the convergence rate of a deep Galerkin method for the weak solution (DGMW) of second-order elliptic partial differential equations on $\mathbb{R}^d$ with Dirichlet, Neumann, and Robin boundary conditions, respectively.…

Numerical Analysis · Mathematics 2023-02-07 Yuling Jiao , Yanming Lai , Yang Wang , Haizhao Yang , Yunfei Yang

Weak Galerkin methods refer to general finite element methods for PDEs in which differential operators are approximated by their weak forms as distributions. Such weak forms give rise to desirable flexibilities in enforcing boundary and…

Numerical Analysis · Mathematics 2013-06-10 Lin Mu , Junping Wang , Guowei Wei , Xiu Ye , Shan Zhao

This work is concerned with a singularly perturbed stochastic nonlinear wave equation with a random dynamical boundary condition. A splitting skill is used to derive the approximating equation of the system in the sense of probability…

Analysis of PDEs · Mathematics 2012-08-30 Guanggan Chen , Jinqiao Duan , Jian Zhang

The authors propose and analyze a well-posed numerical scheme for a type of ill-posed elliptic Cauchy problem by using a constrained minimization approach combined with the weak Galerkin finite element method. The resulting Euler-Lagrange…

Numerical Analysis · Mathematics 2018-06-06 Chunmei Wang , Junping Wang

In this paper, authors shall introduce a finite element method by using a weakly defined gradient operator over discontinuous functions with heterogeneous properties. The use of weak gradients and their approximations results in a new…

Numerical Analysis · Mathematics 2012-11-14 Junping Wang , Xiu Ye

For semilinear stochastic evolution equations whose coefficients are more general than the classical global Lipschitz, we present results on the strong convergence rates of numerical discretizations. The proof of them provides a new…

Numerical Analysis · Mathematics 2019-06-11 Jialin Hong , Chuying Huang , Zhihui Liu

This paper presents a new weak Galerkin (WG) method for elliptic interface problems on general curved polygonal partitions. The method's key innovation lies in its ability to transform the complex interface jump condition into a more…

Numerical Analysis · Mathematics 2023-10-12 Dan Li , Chunmei Wang , Shangyou Zhang

This paper introduces a numerical scheme for time harmonic Maxwell's equations by using weak Galerkin (WG) finite element methods. The WG finite element method is based on two operators: discrete weak curl and discrete weak gradient, with…

Numerical Analysis · Mathematics 2013-12-10 Lin Mu , Junping Wang , Xiu Ye , Shangyou Zhang