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Stochastic Galerkin methods for non-affine coefficient representations are known to cause major difficulties from theoretical and numerical points of view. In this work, an adaptive Galerkin FE method for linear parametric PDEs with…

Numerical Analysis · Mathematics 2018-11-02 Martin Eigel , Manuel Marschall , Max Pfeffer , Reinhold Schneider

This paper is concerned with a posteriori error bounds for linear transport equations and related questions of contriving corresponding adaptive solution strategies in the context of Discontinuous-Petrov-Galerkin schemes. After indicating…

Numerical Analysis · Mathematics 2019-02-22 W. Dahmen , R. P. Stevenson

We introduce a general, analytical framework to express and to approximate partial differential equations (PDEs) numerically on graphs and networks of surfaces---generalized by the term hypergraphs. To this end, we consider PDEs on…

Numerical Analysis · Mathematics 2022-07-04 Andreas Rupp , Markus Gahn , Guido Kanschat

The generalized polynomial chaos method is applied to the Buckley-Leverett equation. We consider a spatially homogeneous domain modeled as a random field. The problem is projected onto stochastic basis functions which yields an extended…

Numerical Analysis · Mathematics 2016-08-24 Per Pettersson , Hamdi A. Tchelepi

Markov expanding maps, a class of simple chaotic systems, are commonly used as models for chaotic dynamics, but existing numerical methods to study long-time statistical properties such as invariant measures have a poor trade-off between…

Dynamical Systems · Mathematics 2020-11-02 Caroline L. Wormell

Presented here is a preliminary study of a strictly linear, discontinuous-Petrov-Galerkin scheme for the discrete-ordinates method in slab geometry. By ``linear'', we mean the discretization does not depend on the solution itself as is the…

Numerical Analysis · Mathematics 2024-03-15 Jeremy A. Roberts

We introduce a novel spectral, finite-dimensional approximation of general Sobolev spaces in terms of Chebyshev polynomials. Based on this polynomial surrogate model (PSM), we realise a variational formulation, solving a vast class of…

Numerical Analysis · Mathematics 2023-01-13 Juan-Esteban Suarez Cardona , Phil-Alexander Hofmann , Michael Hecht

This paper develops and analyses semi-discrete numerical method for two dimensional Vlasov-Stokes' system with periodic boundary condition. The method is based on coupling of semi-discrete discontinuous Galerkin method for the Vlasov…

Numerical Analysis · Mathematics 2023-12-18 Harsha Hutridurga , Krishan Kumar , Amiya K. Pani

Galerkin and Petrov-Galerkin projection-based reduced-order models (ROMs) of transient partial differential equations are typically obtained by performing a dimension reduction and projection process that is defined at either the spatially…

Numerical Analysis · Mathematics 2023-02-23 Eric Parish , Masayuki Yano , Irina Tezaur , Traian Iliescu

In this work, a class of non-linear weakly singular fractional integro-differential equations is considered, and we first prove existence, uniqueness, and smoothness properties of the solution under certain assumptions on the given data. We…

Numerical Analysis · Mathematics 2022-07-14 Amin Faghih , Magda Rebelo

Two numerical methods with graded temporal grids are analyzed for fractional evolution equations. One is a low-order discontinuous Galerkin (DG) discretization in the case of fractional order $0<\alpha<1$, and the other one is a low-order…

Numerical Analysis · Mathematics 2020-03-09 Binjie Li , Tao Wang , Xiaoping Xie

We propose a novel framework of generalised Petrov-Galerkin Dynamical Low Rank Approximations (DLR) in the context of random PDEs. It builds on the standard Dynamical Low Rank Approximations in their Dynamically Orthogonal formulation. It…

Numerical Analysis · Mathematics 2024-07-02 Fabio Nobile , Thomas Trigo Trindade

This paper is concerned with the approximation of linear and nonlinearinitial-boundary-value problems of pseudo-parabolic equations with Dirichlet boundary conditions. They are discretized in space by spectral Galerkin and collocation…

Numerical Analysis · Mathematics 2020-02-26 Eduardo Abreu , Angel Durán

We consider Galerkin finite element methods for semilinear stochastic partial differential equations (SPDEs) with multiplicative noise and Lipschitz continuous nonlinearities. We analyze the strong error of convergence for spatially…

Numerical Analysis · Mathematics 2014-11-26 Raphael Kruse

We extend the Deep Galerkin Method (DGM) introduced in Sirignano and Spiliopoulos (2018)} to solve a number of partial differential equations (PDEs) that arise in the context of optimal stochastic control and mean field games. First, we…

Computational Finance · Quantitative Finance 2022-04-20 Ali Al-Aradi , Adolfo Correia , Danilo de Frietas Naiff , Gabriel Jardim , Yuri Saporito

This paper presents a multiscale Petrov-Galerkin finite element method for time-harmonic acoustic scattering problems with heterogeneous coefficients in the high-frequency regime. We show that the method is pollution- free also in the case…

Numerical Analysis · Mathematics 2015-12-01 Donald L. Brown , Dietmar Gallistl , Daniel Peterseim

In this paper, we develop a Bernstein dual-Petrov-Galerkin method for the numerical simulation of a two-dimensional fractional diffusion equation. A spectral discretization is applied by introducing suitable combinations of dual Bernstein…

Numerical Analysis · Mathematics 2017-05-16 Mostafa Jani , Shahnam Javadi , Esmail Babolian , Dambaru Bhatta

This paper develops a discontinuous Galerkin (DG) finite element differential calculus theory for approximating weak derivatives of Sobolev functions and piecewise Sobolev functions. By introducing numerical one-sided derivatives as…

Numerical Analysis · Mathematics 2013-03-06 Xiaobing Feng , Thomas Lewis , Michael Neilan

We propose a new approach to the numerical solution of radiative transfer equations with certified a posteriori error bounds. A key role is played by stable Petrov--Galerkin type variational formulations of parametric transport equations…

Numerical Analysis · Mathematics 2019-10-29 Wolfgang Dahmen , Felix Gruber , Olga Mula

The functional distributions of particle trajectories have wide applications, including the occupation time in half-space, the first passage time, and the maximal displacement, etc. The models discussed in this paper are for characterizing…

Numerical Analysis · Mathematics 2017-07-27 Zhijiang Zhang , Weihua Deng
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