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In this paper, a new variational formulation based on discontinuous Galerkin technique for a reaction-diffusion problem is introduced, and the discontinuous Galerkin technique of this work is different from the general discontinuous…

Numerical Analysis · Mathematics 2012-04-19 Zhihao Ge , Jiwei Cao

Novel fully discrete schemes are developed to numerically approximate a semilinear stochastic wave equation driven by additive space-time white noise. Spectral Galerkin method is proposed for the spatial discretization, and exponential time…

Numerical Analysis · Mathematics 2020-08-10 Xiaojie Wang , Siqing Gan , Jingtian Tang

Nonlinear Fokker-Planck equations play a major role in modeling large systems of interacting particles with a proved effectiveness in describing real world phenomena ranging from classical fields such as fluids and plasma to social and…

Numerical Analysis · Mathematics 2023-11-23 Giacomo Dimarco , Lorenzo Pareschi , Mattia Zanella

We develop generalized polynomial chaos (gPC) based stochastic Galerkin (SG) methods for a class of highly oscillatory transport equations that arise in semiclassical modeling of non-adiabatic quantum dynamics. These models contain…

Numerical Analysis · Mathematics 2017-04-05 Nicolas Crouseilles , Shi Jin , Mohammed Lemou , Liu Liu

The study of uncertainty propagation poses a great challenge to design numerical solvers with high fidelity. Based on the stochastic Galerkin formulation, this paper addresses the idea and implementation of the first flux reconstruction…

Computational Physics · Physics 2021-12-14 Tianbai Xiao , Jonas Kusch , Julian Koellermeier , Martin Frank

Block-Oriented Nonlinear (BONL) models, particularly Wiener models, are widely used for their computational efficiency and practicality in modeling nonlinear behaviors in physical systems. Filtering and smoothing methods for Wiener systems,…

Systems and Control · Electrical Eng. & Systems 2025-05-14 Angel L. Cedeño , Rodrigo A. González , Juan C. Agüero

Uncertainty Quantification for nonlinear hyperbolic problems becomes a challenging task in the vicinity of shocks. Standard intrusive methods lead to oscillatory solutions and can result in non-hyperbolic moment systems. The intrusive…

Numerical Analysis · Mathematics 2018-10-03 Jonas Kusch , Ryan G. McClarren , Martin Frank

The high-order accurate continuous Galerkin finite element method offers attractive computational efficiency for computational fluid dynamics. A challenge is however spurious oscillations which result for convection dominated flows over…

Numerical Analysis · Mathematics 2023-11-10 Arnaud G. Malan , Jan Nordstrom

For linear transport and radiative heat transfer equations with random inputs, we develop new generalized polynomial chaos based Asymptotic-Preserving stochastic Galerkin schemes that allow efficient computation for the problems that…

Numerical Analysis · Mathematics 2017-03-14 Shi Jin , Hanqing Lu , Lorenzo Pareschi

This work presents a deep learning-based framework for the solution of partial differential equations on complex computational domains described with computer-aided design tools. To account for the underlying distribution of the training…

Computational Engineering, Finance, and Science · Computer Science 2022-03-18 Moritz von Tresckow , Stefan Kurz , Herbert De Gersem , Dimitrios Loukrezis

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

We study a class of stochastic semilinear damped wave equations driven by additive Wiener noise. Owing to the damping term, under appropriate conditions on the nonlinearity, the solution admits a unique invariant distribution. We apply…

Numerical Analysis · Mathematics 2023-06-27 Ziyi Lei , Charles-Edouard Bréhier , Siqing Gan

We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener…

Numerical Analysis · Mathematics 2022-03-02 Zhihui Liu , Zhonghua Qiao

In this paper, we present results of a discontinuous Galerkin (DG) scheme applied to deterministic computations of the transients for the Boltzmann-Poisson system describing electron transport in semiconductor devices. The collisional term…

Numerical Analysis · Mathematics 2015-05-13 Yingda Cheng , Irene M. Gamba , Armando Majorana , Chi-Wang Shu

Intrusive Uncertainty Quantification methods such as stochastic Galerkin are gaining popularity, whereas the classical stochastic Galerkin approach is not ensured to preserve hyperbolicity of the underlying hyperbolic system. We apply a…

Numerical Analysis · Mathematics 2019-12-20 Jakob Dürrwächter , Thomas Kuhn , Fabian Meyer , Louisa Schlachter , Florian Schneider

We present an approach to the simulation of quantum systems driven by classical stochastic processes that is based on the polynomial chaos expansion, a well-known technique in the field of uncertainty quantification. The polynomial chaos…

Quantum Physics · Physics 2013-12-17 Kevin C. Young , Matthew D. Grace

A novel mixed spectral-Galerkin method based on generalized ball polynomials is proposed for solving the biharmonic equation on a unit ball. By introducing an auxiliary variable to decouple the biharmonic equation into a system of…

Numerical Analysis · Mathematics 2026-05-29 Mengxue Gao , Bing Su , Jianwei Zhou

Molecular orbitals based on the linear combination of Gaussian type orbitals are arguably the most employed discretization in quantum chemistry simulations, both on quantum and classical devices. To circumvent a potentially dense two-body…

Computational Physics · Physics 2020-11-03 Fabian M. Faulstich , Xiaojie Wu , Lin Lin

Near-optimal computational complexity of an adaptive stochastic Galerkin method with independently refined spatial meshes for elliptic partial differential equations is shown. The method takes advantage of multilevel structure in expansions…

Numerical Analysis · Mathematics 2025-03-25 Markus Bachmayr , Henrik Eisenmann , Igor Voulis

In this paper the numerical solution of non-autonomous semilinear stochastic evolution equations driven by an additive Wiener noise is investigated. We introduce a novel fully discrete numerical approximation that combines a standard…

Numerical Analysis · Mathematics 2019-07-01 Raphael Kruse , Yue Wu