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In this paper, we use an implicit two-derivative deferred correction time discretization approach and combine it with a spatial discretization of the discontinuous Galerkin spectral element method to solve (non-)linear PDEs. The resulting…

Numerical Analysis · Mathematics 2022-07-13 Jonas Zeifang , Jochen Schuetz

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…

Numerical Analysis · Mathematics 2016-07-07 Mario Amrein , Thomas P. Wihler

We present a family of discretizations for the Variable Eddington Factor (VEF) equations that have high-order accuracy on curved meshes and efficient preconditioned iterative solvers. The VEF discretizations are combined with a high-order…

Numerical Analysis · Mathematics 2023-01-13 Samuel Olivier , Will Pazner , Terry S. Haut , Ben C. Yee

This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…

Numerical Analysis · Mathematics 2024-08-26 Xiaobing Feng , Yukun Li , Liet Vo

Numerical methods for stochastic partial differential equations typically estimate moments of the solution from sampled paths. Instead, we shall directly target the deterministic equations satisfied by the first and second moments, as well…

Numerical Analysis · Mathematics 2020-11-17 Kristin Kirchner

We study discretizations of Hamiltonian systems on the probability density manifold equipped with the $L^2$-Wasserstein metric. Based on discrete optimal transport theory, several Hamiltonian systems on graph (lattice) with different…

Numerical Analysis · Mathematics 2020-06-17 Jianbo Cui , Luca Dieci , Haomin Zhou

This paper presents a numerical method for variable coefficient elliptic PDEs with mostly smooth solutions on two dimensional domains. The PDE is discretized via a multi-domain spectral collocation method of high local order (order 30 and…

Numerical Analysis · Mathematics 2016-12-09 Tracy Babb , Adrianna Gillman , Sijia Hao , Per-Gunnar Martinsson

The aim of this work is to consider multiscale algorithms for solving PDEs with Galerkin methods on bounded domains. We provide results on convergence and condition numbers. We show how to handle PDEs with Dirichlet boundary conditions. We…

Numerical Analysis · Mathematics 2012-11-08 Andrew Chernih , Quoc Thong Le Gia

We consider the finite element discretization and the iterative solution of singularly perturbed elliptic reaction-diffusion equations in three-dimensional computational domains. These equations arise from the optimality conditions for…

Numerical Analysis · Mathematics 2021-02-09 Ulrich Langer , Olaf Steinbach , Huidong Yang

We study regularity and numerical methods for two-sided fractional diffusion equations with a lower-order term. We show that the regularity of the solution in weighted Sobolev spaces can be greatly improved compared to that in standard…

Numerical Analysis · Mathematics 2017-05-23 Zhaopeng Hao , Guang Lin , Zhongqiang Zhang

To ensure the discrete maximum principle or solution positivity in finite volume schemes, diffusive flux is sometimes discretized as a conical combination of finite differences. Such a combination may be impossible to construct along…

Computational Physics · Physics 2015-06-19 D. Vidović , M. Dotlić , M. Pušić , B. Pokorni

We present a priori and a posteriori error analysis of a high order hybridizable discontinuous Galerkin (HDG) method applied to a semi-linear elliptic problem posed on a piecewise curved, non polygonal domain. We approximate $\Omega$ by a…

Numerical Analysis · Mathematics 2021-07-29 Nestor Sánchez , Tonatiuh Sánchez-Vizuet , Manuel E. Solano

In this work, we analyze an unfitted discontinuous Galerkin discretization for the numerical solution of the Stokes system based on equal higher-order discontinuous velocities and pressures. This approach combines the best from both worlds,…

Numerical Analysis · Mathematics 2022-04-06 Aikaterini Aretaki , Efthymios N. Karatzas , Georgios Katsouleas

A wide variety of (fixed-point) iterative methods for the solution of nonlinear equations (in Hilbert spaces) exists. In many cases, such schemes can be interpreted as iterative local linearization methods, which, as will be shown, can be…

Numerical Analysis · Mathematics 2019-10-16 Pascal Heid , Thomas P. Wihler

We consider the solution to the biharmonic equation in mixed form discretized by the Hybrid High-Order (HHO) methods. The two resulting second-order elliptic problems can be decoupled via the introduction of a new unknown, corresponding to…

Numerical Analysis · Mathematics 2024-09-06 Paola F. Antonietti , Pierre Matalon , Marco Verani

The proximal Galerkin finite element method is a high-order, low-iteration complexity, nonlinear numerical method that preserves the geometric and algebraic structure of point-wise bound constraints in infinite-dimensional function spaces.…

Numerical Analysis · Mathematics 2024-12-18 Brendan Keith , Thomas M. Surowiec

We consider geometric multigrid methods for the solution of linear systems arising from isogeometric discretizations of elliptic partial differential equations. For classical finite elements, such methods are well known to be fast solvers…

Numerical Analysis · Mathematics 2017-05-16 Clemens Hofreither , Stefan Takacs , Walter Zulehner

In this paper we study the harmonic map heat flow problem for a radially symmetric case. The corresponding partial dfferential equation plays a key role in many analyses of harmonic map heat flow problems. We consider a basic discretization…

Numerical Analysis · Mathematics 2025-07-16 Nam Anh Nguyen , Arnold Reusken

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

We consider a control-constrained parabolic optimal control problem without Tikhonov term in the tracking functional. For the numerical treatment, we use variational discretization of its Tikhonov regularization: For the state and the…

Optimization and Control · Mathematics 2017-12-08 Nikolaus von Daniels , Michael Hinze