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We analyze a novel multi-level version of a recently introduced compressed sensing (CS) Petrov-Galerkin (PG) method from [H. Rauhut and Ch. Schwab: Compressive Sensing Petrov-Galerkin approximation of high-dimensional parametric operator…
High-dimensional Partial Differential Equations (PDEs) are a popular mathematical modelling tool, with applications ranging from finance to computational chemistry. However, standard numerical techniques for solving these PDEs are typically…
The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…
Fourier series multiscale method, a concise and efficient analytical approach for multiscale computation, will be developed out of this series of papers. In the fourth paper, the application of the Fourier series multiscale method to the…
We present a new stabilization technique for multiscale convection diffusion problems. Stabilization for these problems has been a challenging task, especially for the case with high Peclet numbers. Our method is based on a constraint…
We formulate a stabilized quasi-optimal Petrov-Galerkin method for singularly perturbed convection-diffusion problems based on the variational multiscale method. The stabilization is of Petrov-Galerkin type with a standard finite element…
We develop a Petrov-Galerkin stabilization method for multiscale convection-diffusion transport systems. Existing stabilization techniques add a limited number of degrees of freedom in the form of bubble functions or a modified diffusion,…
In this paper we investigate the variable coefficient two-sided fractional diffusion, advection, reaction equations on a bounded interval. It is known that the fractional diffusion operator may lose coercivity due to the variable…
This paper presents a multi-scale method for convection-dominated diffusion problems in the regime of large P\'eclet numbers. The application of the solution operator to piecewise constant right-hand sides on some arbitrary coarse mesh…
For a model convection-diffusion problem, we obtain new error estimates for a general upwinding finite element discretization based on bubble modification of the test space. The key analysis tool is based on finding representations of the…
We analyze the convergence of compressive sensing based sampling techniques for the efficient evaluation of functionals of solutions for a class of high-dimensional, affine-parametric, linear operator equations which depend on possibly…
We propose a seamless multiscale method which approximates the macroscopic behavior of the passive advection-diffusion equations with steady incompressible velocity fields with multi-spatial scales. The method uses decompositions of the…
We study the numerical approximation of advection-diffusion equations with highly oscillatory coefficients and possibly dominant advection terms by means of the Multiscale Finite Element Method. The latter method is a now classical, finite…
Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…
We study the computation of coupled advection-diffusion-reaction equations by the Schwarz waveform relaxation method. The study starts with linear equations, and it analyzes the convergence of the computation with a Dirichlet condition, a…
In this paper we investigate the numerical approximation of the fractional diffusion, advection, reaction equation on a bounded interval. Recently the explicit form of the solution to this equation was obtained. Using the explicit form of…
A method is developed within an adaptive framework to solve quasilinear diffusion problems with internal and possibly boundary layers starting from a coarse mesh. The solution process is assumed to start on a mesh where the problem is badly…
This work is motivated by the difficulty in assembling the Galerkin matrix when solving Partial Differential Equations (PDEs) with Isogeometric Analysis (IGA) using B-splines of moderate-to-high polynomial degree. To mitigate this problem,…
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In this paper, we propose and analyze a numerically stable and convergent scheme for a convection-diffusion-reaction equation in the convection-dominated regime. Discontinuous Galerkin (DG) methods are considered since standard finite…