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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…

Numerical Analysis · Mathematics 2019-10-08 Alex Bespalov , Dirk Praetorius , Leonardo Rocchi , Michele Ruggeri

We consider a class of time dependent second order partial differential equations governed by a decaying entropy. The solution usually corresponds to a density distribution, hence positivity (non-negativity) is expected. This class of…

Numerical Analysis · Mathematics 2018-11-28 Zheng Sun , José A. Carrillo , Chi-Wang Shu

A novel framework for resolving discontinuous solutions of conservation laws, e.g., contact lines, shock waves, and interfaces, using implicit tracking and a high-order discontinuous Galerkin (DG) discretization was introduced in [38].…

Numerical Analysis · Mathematics 2020-04-22 Matthew J. Zahr , Andrew Shi , Per-Olof Persson

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

Quantifying uncertainties in hyperbolic equations is a source of several challenges. First, the solution forms shocks leading to oscillatory behaviour in the numerical approximation of the solution. Second, the number of unknowns required…

Numerical Analysis · Mathematics 2021-05-11 Jonas Kusch , Gianluca Ceruti , Lukas Einkemmer , Martin Frank

In this paper we propose a novel numerical approach for the Boltzmann equation with uncertainties. The method combines the efficiency of classical direct simulation Monte Carlo (DSMC) schemes in the phase space together with the accuracy of…

Numerical Analysis · Mathematics 2020-10-28 Lorenzo Pareschi , Mattia Zanella

This study discusses a class of linear systems of fractional differential equations with non-constant coefficients, with a particular focus on problems exhibiting highly oscillatory and non-smooth behavior. We first establish the regularity…

Numerical Analysis · Mathematics 2025-11-11 Amin Faghih

We consider the discontinuous Galerkin method for hyperbolic conservation laws, with some particular attention to the linear acoustic equation, using Bernstein polynomials as local bases. Adapting existing techniques leads to…

Numerical Analysis · Mathematics 2015-04-16 Robert C. Kirby

This paper proposes and analyzes a class of essentially non-oscillatory central discontinuous Galerkin (CDG) methods for general hyperbolic conservation laws. First, we introduce a novel compact, non-oscillatory stabilization mechanism that…

Numerical Analysis · Mathematics 2025-03-18 Manting Peng , Kailiang Wu , Caiyou Yuan

Uncertainties have become a major concern in integrated circuit design. In order to avoid the huge number of repeated simulations in conventional Monte Carlo flows, this paper presents an intrusive spectral simulator for statistical circuit…

Computational Engineering, Finance, and Science · Computer Science 2016-11-18 Zheng Zhang , Tarek A. El-Moselhy , Ibrahim , M. Elfadel , Luca Daniel

We construct quasi-Monte Carlo methods to approximate the expected values of linear functionals of Galerkin discretizations of parametric operator equations which depend on a possibly infinite sequence of parameters. Such problems arise in…

Numerical Analysis · Mathematics 2015-03-10 Josef Dick , Frances Y. Kuo , Quoc T. Le Gia , Dirk Nuyens , Christoph Schwab

We study the high-order local discontinuous Galerkin (LDG) method for the $p$-Laplace equation. We reformulate our spatial discretization as an equivalent convex minimization problem and use a preconditioned gradient descent method as the…

Numerical Analysis · Mathematics 2025-04-16 Yue Wu , Yan Xu

We consider a linear parabolic problem with random elliptic operator in the usual Gelfand triple setting. We do not assume uniform bounds on the coercivity and boundedness constants, but allow them to be random variables. The parabolic…

Analysis of PDEs · Mathematics 2016-04-26 Stig Larsson , Christian Mollet , Matteo Molteni

We investigate the numerical performance of a Discontinuous Galerkin (DG) hydrodynamics implementation when applied to the problem of driven, isothermal supersonic turbulence. While the high-order element-based spectral approach of DG is…

Instrumentation and Methods for Astrophysics · Physics 2024-10-03 Miha Cernetic , Volker Springel , Thomas Guillet , Rüdiger Pakmor

We present a static-condensation method for time-implicit discretizations of the Discontinuous Galerkin Spectral Element Method on Gauss-Lobatto points (GL-DGSEM). We show that, when solving the compressible Navier-Stokes equations, it is…

Computational Physics · Physics 2019-12-16 Andrés M. Rueda-Ramírez , Esteban Ferrer , David A. Kopriva , Gonzalo Rubio , Eusebio Valero

We present an analysis of stationary discrete shock profiles for a discontinuous Galerkin method approximating scalar nonlinear hyperbolic conservation laws with a convex flux. Using the Godunov method for the numerical flux, we…

Numerical Analysis · Mathematics 2015-04-24 Florent Renac

This paper develops and analyzes some interior penalty discontinuous Galerkin methods using piecewise linear polynomials for the Helmholtz equation with the first order absorbing boundary condition in the two and three dimensions. It is…

Numerical Analysis · Mathematics 2008-10-09 Xiaobing Feng , Haijun Wu

We develop an entropy-stable high-order numerical method for the two-dimensional compressible Euler equations on general curvilinear meshes. The proposed approach is based on a nodal discontinuous Galerkin spectral element method (DGSEM)…

Numerical Analysis · Mathematics 2026-02-20 Jielin Yang , Guosheng Fu

In this paper we study the numerical method for approximating the random periodic solution of semiliear stochastic evolution equations. The main challenge lies in proving a convergence over an infinite time horizon while simulating…

Probability · Mathematics 2022-05-12 Yue Wu , Chenggui Yuan

We theoretically analyze the superconvergence of the upwind discontinuous Galerkin (DG) method for both the steady-state and time-dependent radiative transfer equation (RTE), and apply the Smooth-Increasing Accuracy-Conserving (SIAC)…

Numerical Analysis · Mathematics 2025-09-03 Andres Galindo-Olarte , Zhichao Peng , Jennifer K. Ryan