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Differential Dynamic Programming (DDP) is one of the indirect methods for solving an optimal control problem. Several extensions to DDP have been proposed to add stagewise state and control constraints, which can mainly be classified as…

Optimization and Control · Mathematics 2024-09-19 Siddharth Prabhu , Srinivas Rangarajan , Mayuresh Kothare

We perform an error analysis of a fully discretised Streamline Upwind Petrov Galerkin Dynamical Low Rank (SUPG-DLR) method for random time-dependent advection-dominated problems. The time integration scheme has a splitting-like nature,…

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

In this paper, a time-domain discontinuous Galerkin (TDdG) finite element method for the full system of Maxwell's equations in optics and photonics is investigated, including a complete proof of a semi-discrete error estimate. The new…

Numerical Analysis · Mathematics 2026-02-04 Asad Anees , Lutz Angermann

This paper is concerned with developing accurate and efficient numerical methods for one-dimensional fully nonlinear second order elliptic and parabolic partial differential equations (PDEs). In the paper we present a general framework for…

Numerical Analysis · Mathematics 2012-12-04 Xiaobing Feng , Thomas Lewis

A Petrov-Galerkin finite element method is constructed for a singularly perturbed elliptic problem in two space dimensions. The solution contains a regular boundary layer and two characteristic boundary layers. Exponential splines are used…

Numerical Analysis · Mathematics 2023-11-02 Alan F. Hegarty , Eugene O'Riordan

This article introduces a new primal-dual weak Galerkin (PDWG) finite element method for second order elliptic interface problems with ultra-low regularity assumptions on the exact solution and the interface and boundary data. It is proved…

Numerical Analysis · Mathematics 2020-10-29 Waixiang Cao , Chunmei Wang , Junping Wang

Minimum residual methods such as the least-squares finite element method (FEM) or the discontinuous Petrov--Galerkin method with optimal test functions (DPG) usually exclude singular data, e.g., non square-integrable loads. We consider a…

Numerical Analysis · Mathematics 2021-11-02 Thomas Führer , Norbert Heuer , Michael Karkulik

In the framework of ODEs, we uncover a new link between the continuous Galerkin method (see Math. Comp. (1972), 26 (118 and 120), 415-426 and 881-891) and the discontinuous Galerkin method (see Mathematical Aspects of Finite elements in…

Numerical Analysis · Mathematics 2025-09-29 Bernardo Cockburn

We develop and analyze an ultraweak variational formulation for a variant of the Kirchhoff-Love plate bending model. Based on this formulation, we introduce a discretization of the discontinuous Petrov-Galerkin type with optimal test…

Numerical Analysis · Mathematics 2018-05-22 Thomas Führer , Norbert Heuer , Antti H. Niemi

We introduce a new overlapping Domain Decomposition Method (DDM) to solve the fully nonlinear Monge-Amp\`ere equation. While DDMs have been extensively studied for linear problems, their application to fully nonlinear partial differential…

Numerical Analysis · Mathematics 2023-06-05 Yassine Boubendir , Jake Brusca , Brittany Froese Hamfeldt , Tadanaga Takahashi

In this paper, the discontinuous Petrov--Galerkin approximation of the Laplace eigenvalue problem is discussed. We consider in particular the primal and ultra weak formulations of the problem and prove the convergence together with a priori…

Numerical Analysis · Mathematics 2020-12-15 Fleurianne Bertrand , Daniele Boffi , Henrik Schneider

We present a domain decomposition formulation based on hybridization which is inspired by hybridized discontinuous Galerkin (HDG) methods, that enhance mixed domain decomposition methods by incorporating stabilization terms. Unlike…

Numerical Analysis · Mathematics 2026-04-27 Kersten Schmidt , Timon Seibel , Sebastian Schöps

In this paper we propose a new finite element method for solving elliptic optimal control problems with pointwise state constraints, including the distributed controls and the Dirichlet or Neumann boundary controls. The main idea is to use…

Numerical Analysis · Mathematics 2023-06-07 Wei Gong , Zhiyu Tan

We extend a primal-dual fixed point algorithm (PDFP) proposed in [5] to solve two kinds of separable multi-block minimization problems, arising in signal processing and imaging science. This work shows the flexibility of applying PDFP…

Optimization and Control · Mathematics 2016-02-02 Peijun Chen , Jianguo Huang , Xiaoqun Zhang

This paper analyzes a class of globally divergence-free (and therefore pressure-robust) hybridizable discontinuous Galerkin (HDG) finite element methods for stationary Navier-Stokes equations. The methods use the…

Numerical Analysis · Mathematics 2022-04-08 Gang Chen , Xiaoping Xie

In the numerical simulation of ideal MHD, keeping the pressure and density positive is essential for both physical considerations and numerical stability. This is a challenge, due to the underlying relation between such…

Numerical Analysis · Mathematics 2022-03-29 Kailiang Wu , Haili Jiang , Chi-Wang Shu

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

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

In this article a simplified weak Galerkin finite element method is developed for the Dirichlet boundary value problem of convection-diffusion-reaction equations. The simplified weak Galerkin method utilizes only the degrees of freedom on…

Numerical Analysis · Mathematics 2018-08-29 Yujie Liu , Junping Wang

A simplified primal-dual weak Galerkin (S-PDWG) finite element method is designed for the Fokker-Planck type equation with non-smooth diffusion tensor and drift vector. The discrete system resulting from S-PDWG method has significantly…

Numerical Analysis · Mathematics 2020-06-29 Dan Li , Chunmei Wang
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