Related papers: Higher-order Adaptive Finite Difference Methods fo…
High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…
There has been an arising trend of adopting deep learning methods to study partial differential equations (PDEs). In this paper, we introduce a deep recurrent framework for solving time-dependent PDEs without generating large scale data…
Based on neural network and adaptive subspace approximation method, we propose a new machine learning method for solving partial differential equations. The neural network is adopted to build the basis of the finite dimensional subspace.…
A numerical procedure providing guaranteed two-sided bounds on the effective coefficients of elliptic partial differential operators is presented. The upper bounds are obtained in a standard manner through the variational formulation of the…
In this paper we investigate the application of pseudo-transient-continuation (PTC) schemes for the numerical solution of semilinear elliptic partial differential equations, with possible singular perturbations. We will outline a residual…
Fourth-order differential equations play an important role in many applications in science and engineering. In this paper, we present a three-field mixed finite-element formulation for fourth-order problems, with a focus on the effective…
The state-of-the art proof of a global inf-sup condition on mixed finite element schemes does not allow for an analysis of truly indefinite, second-order linear elliptic PDEs. This paper, therefore, first analyses a nonconforming finite…
We propose and analyze novel adaptive algorithms for the numerical solution of elliptic partial differential equations with parametric uncertainty. Four different marking strategies are employed for refinement of stochastic Galerkin finite…
$L^1$ based optimization is widely used in image denoising, machine learning and related applications. One of the main features of such approach is that it naturally provide a sparse structure in the numerical solutions. In this paper, we…
We consider an adaptive algorithm for finite element methods for the isogeometric analysis (IGAFEM) of elliptic (possibly non-symmetric) second-order partial differential equations in arbitrary space dimension $d\ge2$. We employ…
We introduce a framework for the design of finite element methods for two-dimensional moving boundary problems with prescribed boundary evolution that have arbitrarily high order of accuracy, both in space and in time. At the core of our…
We propose in this paper a multilevel correction method to solve optimal control problems constrained by elliptic equations with the finite element method. In this scheme, solving optimization problem on the finest finite element space is…
The paper presents a numerical study for the finite element method with anisotropic meshes. We compare the accuracy of the numerical solutions on quasi-uniform, isotropic, and anisotropic meshes for a test problem which combines several…
We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…
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…
Elliptic interface problems whose solutions are $C^0$ continuous have been well studied over the past two decades. The well-known numerical methods include the strongly stable generalized finite element method (SGFEM) and immersed FEM…
This paper presents compact, symmetric, and high-order finite difference methods (FDMs) for the variable Poisson equation on a $d$-dimensional hypercube. Our scheme produces a symmetric linear system: an important property that does not…
In this paper, we study a generalized finite element method for solving second-order elliptic partial differential equations with rough coefficients. The method uses local approximation spaces computed by solving eigenvalue problems on…
In this paper, we define new unfitted finite element methods for numerically approximating the solution of surface partial differential equations using bulk finite elements. The key idea is that the $n$-dimensional hypersurface, $\Gamma…
In this note we study the convergence of monotone P1 finite element methods on unstructured meshes for fully non-linear Hamilton-Jacobi-Bellman equations arising from stochastic optimal control problems with possibly degenerate, isotropic…