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The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…

Statistics Theory · Mathematics 2024-12-09 Michel Caffarel , Pierre del Moral , Luc de Montella

This study presents the Fourier-Gegenbauer Integral-Galerkin (FGIG) method, a novel and efficient numerical framework for solving the one-dimensional advection-diffusion equation with periodic boundary conditions. The FGIG method uniquely…

Numerical Analysis · Mathematics 2025-01-07 Kareem T. Elgindy

This work is concerned with the analysis of a space-time finite element discontinuous Galerkin method on polytopal meshes (XT-PolydG) for the numerical discretization of wave propagation in coupled poroelastic-elastic media. The…

Numerical Analysis · Mathematics 2023-12-05 Paola F. Antonietti , Michele Botti , Ilario Mazzieri

We propose a hybrid spatial discretization for the radiative transport equation that combines a second-order discontinuous Galerkin (DG) method and a second-order finite volume (FV) method. The strategy relies on a simple operator splitting…

Numerical Analysis · Mathematics 2020-02-10 Vincent Heningburg , Cory D. Hauck

A procedure is described for defining a generalized solution for stochastic differential equations using the Cameron-Martin version of the Wiener Chaos expansion. Existence and uniqueness of this Wiener Chaos solution is established for…

Probability · Mathematics 2007-06-19 S. V. Lototsky , B. L. Rozovskii

We present a new enriched Galerkin (EG) scheme for the Stokes equations based on piecewise linear elements for the velocity unknowns and piecewise constant elements for the pressure. The proposed EG method augments the conforming piecewise…

Numerical Analysis · Mathematics 2022-04-12 Son-Young Yi , Xiaozhe Hu , Sanghyun Lee , James H. Adler

We study random eigenvalue problems in the context of spectral stochastic finite elements. In particular, given a parameter-dependent, symmetric positive-definite matrix operator, we explore the performance of algorithms for computing its…

Numerical Analysis · Mathematics 2016-03-09 Bedřich Sousedík , Howard C. Elman

The accurate prediction of aerodynamic drag on satellites orbiting in the upper atmosphere is critical to the operational success of modern space technologies, such as satellite-based communication or navigation systems, which have become…

Space Physics · Physics 2023-06-05 Jordi Vila-Pérez , Ngoc Cuong Nguyen , Jaume Peraire

In this article we introduce a new method for the construction of unique strong solutions of a larger class of stochastic delay equations driven by a discontinuous drift vector field and a Wiener process. The results obtained in this paper…

Probability · Mathematics 2017-09-22 D. Baños , H. H. Haferkorn , F. Proske

We extend the finite element method introduced by Lakkis and Pryer [2011] to approximate the solution of second order elliptic problems in nonvariational form to incorporate the discontinuous Galerkin (DG) framework. This is done by viewing…

Numerical Analysis · Mathematics 2013-04-09 Andreas Dedner , Tristan Pryer

In this note we present a new numerical method for solving Lattice Quantum Field Theory. This Source Galerkin Method is fundamentally different in concept and application from Monte Carlo based methods which have been the primary mode of…

High Energy Physics - Phenomenology · Physics 2009-10-22 S. Garcia , G. S. Guralnik , J. Lawson

In this paper we present a numerical method for the Boltzmann equation. It is a spectral discretization in the velocity and a discontinuous Galerkin discretization in physical space. To obtain uniform approximation properties in the mach…

Numerical Analysis · Mathematics 2019-03-06 Gerhard Kitzler , Joachim Schöberl

We propose an unbiased Monte-Carlo estimator for $\mathbb{E}[g(X_{t_1}, \cdots, X_{t_n})]$, where $X$ is a diffusion process defined by a multi-dimensional stochastic differential equation (SDE). The main idea is to start instead from a…

Probability · Mathematics 2016-03-08 Pierre Henry-Labordere , Xiaolu Tan , Nizar Touzi

L\"uscher's local bosonic algorithm for Monte Carlo simulations of quantum field theories with fermions is applied to the simulation of a possibly supersymmetric Yang-Mills theory with a Majorana fermion in the adjoint representation.…

High Energy Physics - Lattice · Physics 2009-10-28 I. Montvay

A discontinuous Galerkin method for the ideal 5 moment two-fluid plasma system is presented. The method uses a second or third order discontinuous Galerkin spatial discretization and a third order TVD Runge-Kutta time stepping scheme. The…

Plasma Physics · Physics 2016-08-24 John Loverich , Ammar Hakim , Uri Shumlak

This paper generalizes the earlier work on the energy-based discontinuous Galerkin method for second-order wave equations to fourth-order semilinear wave equations. We first rewrite the problem into a system with a second-order spatial…

Numerical Analysis · Mathematics 2022-07-25 Lu Zhang

Simulations of relativistic hydrodynamics often need both high accuracy and robust shock-handling properties. The discontinuous Galerkin method combines these features --- a high order of convergence in regions where the solution is smooth…

General Relativity and Quantum Cosmology · Physics 2018-08-29 François Hébert , Lawrence E. Kidder , Saul A. Teukolsky

In recent years several research efforts focused on the development of high-order discontinuous Galerkin (dG) methods for scale resolving simulations of turbulent flows. Nevertheless, in the context of incompressible flow computations, the…

Computational Physics · Physics 2019-05-14 Matteo Franciolini , Lorenzo Botti , Alessandro Colombo , Andrea Crivellini

There has been an arising trend of adopting deep learning methods to study partial differential equations (PDEs). This article is to propose a Deep Learning Galerkin Method (DGM) for the closed-loop geothermal system, which is a new coupled…

Numerical Analysis · Mathematics 2022-04-19 Wen Zhang , Jian Li

In astrophysics, the two main methods traditionally in use for solving the Euler equations of ideal fluid dynamics are smoothed particle hydrodynamics and finite volume discretization on a stationary mesh. However, the goal to efficiently…

Instrumentation and Methods for Astrophysics · Physics 2016-03-01 Andreas Bauer , Kevin Schaal , Volker Springel , Praveen Chandrashekar , Rüdiger Pakmor , Christian Klingenberg
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