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Randomness is ubiquitous in modern engineering. The uncertainty is often modeled as random coefficients in the differential equations that describe the underlying physics. In this work, we describe a two-step framework for numerically…

Numerical Analysis · Mathematics 2021-02-03 Ting Wang , Jaroslaw Knap

In this paper we propose and analyze a new Multiscale Method for solving semi-linear elliptic problems with heterogeneous and highly variable coefficient functions. For this purpose we construct a generalized finite element basis that spans…

Numerical Analysis · Mathematics 2019-02-20 Patrick Henning , Axel Malqvist , Daniel Peterseim

A local weighted discontinuous Galerkin gradient discretization method for solving elliptic equations is introduced. The local scheme is based on a coarse grid and successively improves the solution solving a sequence of local elliptic…

Numerical Analysis · Mathematics 2018-07-30 Assyr Abdulle , Giacomo Rosilho de Souza

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…

Numerical Analysis · Mathematics 2025-12-16 Leonardo A. Poveda , Shubin Fu , Guanglian Li , Eric Chung

We present a new solver for coupled nonlinear elliptic partial differential equations (PDEs). The solver is based on pseudo-spectral collocation with domain decomposition and can handle one- to three-dimensional problems. It has three…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Harald P. Pfeiffer , Lawrence E. Kidder , Mark A. Scheel , Saul A. Teukolsky

We describe a numerical framework that uses random sampling to efficiently capture low-rank local solution spaces of multiscale PDE problems arising in domain decomposition. In contrast to existing techniques, our method does not rely on…

Numerical Analysis · Mathematics 2020-02-06 Ke Chen , Qin Li , Jianfeng Lu , Stephen J. Wright

In this work, we propose a high-order multiscale method for an elliptic model problem with rough and possibly highly oscillatory coefficients. Convergence rates of higher order are obtained using the regularity of the right-hand side only.…

Numerical Analysis · Mathematics 2023-04-18 Zhaonan Dong , Moritz Hauck , Roland Maier

In this paper, we propose and analyze a multiscale method for a class of quasilinear elliptic problems of nonmonotone type with spatially multiscale coefficient. The numerical approach is inspired by the Localized Orthogonal Decomposition…

Numerical Analysis · Mathematics 2025-07-28 Maher Khrais , Barbara Verfürth

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

Stochastic sampling methods are arguably the most direct and least intrusive means of incorporating parametric uncertainty into numerical simulations of partial differential equations with random inputs. However, to achieve an overall error…

Numerical Analysis · Mathematics 2014-04-09 Hans-Werner van Wyk

Many nonlinear differential equations arising from practical problems may permit nontrivial multiple solutions relevant to applications, and these multiple solutions are helpful to deeply understand these practical problems and to improve…

Optimization and Control · Mathematics 2025-04-17 Lin Li , Yuheng Zhou , Pengcheng Xie , Huiyuan Li

In this article, we analyse the domain mapping method approach to approximate statistical moments of solutions to linear elliptic partial differential equations posed over random geometries including smooth surfaces and bulk-surface…

Numerical Analysis · Mathematics 2019-03-18 Lewis Church , Ana Djurdjevac , Charles M. Elliott

In this paper, we propose a model reduction method for solving multiscale elliptic PDEs with random coefficients in the multiquery setting using an optimization approach. The optimization approach enables us to construct a set of localized…

Numerical Analysis · Mathematics 2018-07-09 Thomas Y. Hou , Dingjiong Ma , Zhiwen Zhang

In this paper, neural network approximation methods are developed for elliptic partial differential equations with multi-frequency solutions. Neural network work approximation methods have advantages over classical approaches in that they…

Numerical Analysis · Mathematics 2023-11-08 Deok-Kyu Jang , Hyea Hyun Kim , Kyungsoo Kim

We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…

Numerical Analysis · Mathematics 2020-03-31 S. Armstrong , A. Hannukainen , T. Kuusi , J. -C. Mourrat

Nonlinear elliptic problems arise in many fields, including plasma physics, astrophysics, and optimal transport. In this article, we propose a novel operator-splitting/finite element method for solving such problems. We begin by introducing…

Numerical Analysis · Mathematics 2025-09-12 Jingyu Yang , Shingyu Leung , Jianliang Qian , Hao Liu

We propose a multiscale approach for an elliptic multiscale setting with general unstructured diffusion coefficients that is able to achieve high-order convergence rates with respect to the mesh parameter and the polynomial degree. The…

Numerical Analysis · Mathematics 2020-09-03 Roland Maier

This paper presents a novel multi-scale method for elliptic partial differential equations with arbitrarily rough coefficients. In the spirit of numerical homogenization, the method constructs problem-adapted ansatz spaces with uniform…

Numerical Analysis · Mathematics 2024-08-05 Philip Freese , Moritz Hauck , Tim Keil , Daniel Peterseim

The Neumann--Neumann method is a commonly employed domain decomposition method for linear elliptic equations. However, the method exhibits slow convergence when applied to semilinear equations and does not seem to converge at all for…

Numerical Analysis · Mathematics 2023-12-19 Emil Engström , Eskil Hansen

In many applications of practical interest, solutions of partial differential equation models arise as critical points of an underlying (energy) functional. If such solutions are saddle points, rather than being maxima or minima, then the…

Numerical Analysis · Mathematics 2020-09-07 Pascal Heid , Thomas P. Wihler
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