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Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…

Probability · Mathematics 2014-03-24 Hye-Won Kang , Thomas G. Kurtz , Lea Popovic

In this paper, we develop a sparse grid discontinuous Galerkin (DG) scheme for transport equations and applied it to kinetic simulations. The method uses the weak formulations of traditional Runge-Kutta DG (RKDG) schemes for hyperbolic…

Numerical Analysis · Mathematics 2016-02-08 Wei Guo , Yingda Cheng

We present a reduced basis technique for long-time integration of parametrized incompressible turbulent flows. The new contributions are threefold. First, we propose a constrained Galerkin formulation that corrects the standard Galerkin…

Numerical Analysis · Mathematics 2017-10-11 Lambert Fick , Yvon Maday , Anthony T Patera , Tommaso Taddei

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

Embedded, or immersed, approaches have the goal of reducing to the minimum the computational costs associated with the generation of body-fitted meshes by only employing fixed, possibly Cartesian, meshes over which complex boundaries can…

Numerical Analysis · Mathematics 2025-10-28 Mirco Ciallella

We combine the newly-constructed Galerkin difference basis with the energy-based discontinuous Galerkin method for wave equations in second order form. The approximation properties of the resulting method are excellent and the allowable…

Numerical Analysis · Mathematics 2021-05-06 Lu Zhang , Daniel Appelö , Thomas Hagstrom

In this work we present a novel linear and positivity preserving upwind discontinuous Galerkin (DG) approximation of a class of chemotaxis models with damping gradient nonlinearities. In particular, both a local and a nonlocal model…

Numerical Analysis · Mathematics 2026-05-18 Daniel Acosta-Soba , Alessandro Columbu , J. Rafael Rodríguez-Galván

We consider the synthesis of control policies from temporal logic specifications for robots that interact with multiple dynamic environment agents. Each environment agent is modeled by a Markov chain whereas the robot is modeled by a finite…

Robotics · Computer Science 2012-03-07 Tichakorn Wongpiromsarn , Alphan Ulusoy , Calin Belta , Emilio Frazzoli , Daniela Rus

This paper is devoted to the numerical analysis of a control constrained distributed optimal control problem subject to a time fractional diffusion equation with non-smooth initial data. The solutions of state and co-state are decomposed…

Numerical Analysis · Mathematics 2020-10-06 Tao Wang , Binjie Li , Xiaoping Xie

The discontinuous Galerkin time-stepping method has many advantageous properties for solving parabolic equations. However, it requires the solution of a large nonsymmetric system at each time-step. This work develops a fully robust and…

Numerical Analysis · Mathematics 2025-01-29 Iain Smears

Cross-diffusion systems are systems of nonlinear parabolic partial differential equations that are used to describe dynamical processes in several application, including chemical concentrations and cell biology. We present a space-time…

Analysis of PDEs · Mathematics 2022-05-19 Marcel Braukhoff , Ilaria Perugia , Paul Stocker

We discuss a multiscale Galerkin approximation scheme for a system of coupled quasilinear parabolic equations. These equations arise from the upscaling of a pore scale filtration combustion model under the assumptions of large Damkh\"oler…

Analysis of PDEs · Mathematics 2018-04-06 Ekeoma R. Ijioma , Stephen E. Moore

Translations or, more generally, coordinate transformations of scalar fields arise in several applications, such as weather, accretion disk and magnetized plasma turbulence modeling. In local studies of accretion disks and magnetized…

Plasma Physics · Physics 2021-10-07 Manaure Francisquez , Noah R. Mandell , Ammar Hakim , Gregory W. Hammett

We consider time discretization methods for abstract parabolic problems with inhomogeneous linear constraints. Prototype examples that fit into the general framework are the heat equation with inhomogeneous (time dependent) Dirichlet…

Numerical Analysis · Mathematics 2018-06-14 Igor Voulis , Arnold Reusken

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…

Numerical Analysis · Mathematics 2015-06-18 Bangti Jin , Raytcho Lazarov , Yikan Liu , Zhi Zhou

A discontinuous Galerkin method for approximating the Vlasov-Poisson system of equations describing the time evolution of a collisionless plasma is proposed. The method is mass conservative and, in the case that piecewise constant functions…

Plasma Physics · Physics 2011-10-04 R. E. Heath , I. M. Gamba , P. J. Morrison , C. Michler

We consider a time-dependent linear diffusion equation together with a related inverse boundary value problem. The aim of the inverse problem is to determine, based on observations on the boundary, the non-homogeneous diffusion coefficient…

Numerical Analysis · Mathematics 2016-09-21 Lauri Mustonen

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

We introduce an extension of finite mixture models by incorporating skew-normal distributions within a Hidden Markov Model framework. By assuming a constant transition probability matrix and allowing emission distributions to vary according…

Methodology · Statistics 2025-09-25 Andrea Nigri , Marco Forti , Han Lin Shang

For a system in contact with several reservoirs $r$ at different inverse-temperatures $\beta_r$, we describe how the Markov jump dynamics with the generalized detailed balance condition can be analyzed via a statistical physics approach of…

Statistical Mechanics · Physics 2021-05-12 Cecile Monthus