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In this work we present an a priori error analysis for solving the unsteady advection equation on cut cell meshes along a straight ramp in two dimensions. The space discretization uses a lowest order upwind-type discontinuous Galerkin…

Numerical Analysis · Mathematics 2024-11-18 Gunnar Birke , Christian Engwer , Jan Giesselmann , Sandra May

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

We introduce a general framework for approximating parabolic Stochastic Partial Differential Equations (SPDEs) based on fluctuation-dissipation balance. Using this approach we formulate Stochastic Discontinuous Galerkin Methods (SDGM). We…

Numerical Analysis · Mathematics 2023-02-28 Will Pazner , Nathaniel Trask , Paul J. Atzberger

This paper studies clustering algorithms for dynamically evolving graphs $\{G_t\}$, in which new edges (and potential new vertices) are added into a graph, and the underlying cluster structure of the graph can gradually change. The paper…

Data Structures and Algorithms · Computer Science 2024-06-06 Steinar Laenen , He Sun

Numerically solving high-dimensional random parametric PDEs poses a challenging computational problem. It is well-known that numerical methods can greatly benefit from adaptive refinement algorithms, in particular when functional…

Numerical Analysis · Mathematics 2024-07-29 Martin Eigel , Nando Hegemann

We introduce the proximal Galerkin (PG) method for non-symmetric variational inequalities. The proposed approach is asymptotically mesh-independent and yields constraint-preserving approximations. We present both a conforming PG formulation…

Numerical Analysis · Mathematics 2026-02-17 Guosheng Fu , Brendan Keith , Dohyun Kim , Rami Masri , Will Pazner

Time-stepping $hp$-versions discontinuous Galerkin (DG) methods for the numerical solution of fractional subdiffusion problems of order $-\alpha$ with $-1<\alpha<0$ will be proposed and analyzed. Generic $hp$-version error estimates are…

Numerical Analysis · Mathematics 2014-09-25 Kassem Mustapha

In this work, we propose an easy-to-implement fixed-point algorithm for reconstructing a space-time dependent source in a subdiffusion model from lateral boundary measurements. The numerical scheme combines a Galerkin finite element method…

Numerical Analysis · Mathematics 2026-05-08 Siyu Cen , Bangti Jin , Yavar Kian , Zhi Zhou

We study differentially private (DP) algorithms for recovering clusters in well-clustered graphs, which are graphs whose vertex set can be partitioned into a small number of sets, each inducing a subgraph of high inner conductance and small…

Data Structures and Algorithms · Computer Science 2024-03-22 Weiqiang He , Hendrik Fichtenberger , Pan Peng

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…

Numerical Analysis · Mathematics 2016-06-16 Guanglian Li , Daniel Peterseim , Mira Schedensack

We present a new approach to using neural networks to approximate the solutions of variational equations, based on the adaptive construction of a sequence of finite-dimensional subspaces whose basis functions are realizations of a sequence…

Machine Learning · Computer Science 2021-06-01 Mark Ainsworth , Justin Dong

We consider radial complex scaling/perfectly matched layer methods for scalar resonance problems in homogeneous exterior domains. We introduce a new abstract framework to analyze the convergence of domain truncations and discretizations.…

Numerical Analysis · Mathematics 2020-07-21 Martin Halla

Dust grains play a significant role in several astrophysical processes, including gas/dust dynamics, chemical reactions, and radiative transfer. Replenishment of small-grain populations is mainly governed by fragmentation during pair-wise…

Solar and Stellar Astrophysics · Physics 2024-08-27 Maxime Lombart , Charles-Edouard Bréhier , Mark Hutchison , Yueh-Ning Lee

In this paper, we are concerned with a nonlinear optimal control problem of ordinary differential equations. We consider a discretization of the problem with the discontinuous Galerkin method with arbitrary order $r \in \mathbb{N}\cup…

Numerical Analysis · Mathematics 2020-05-25 Woocheol Choi , Young-Pil Choi

We extend the Deep Galerkin Method (DGM) introduced in Sirignano and Spiliopoulos (2018)} to solve a number of partial differential equations (PDEs) that arise in the context of optimal stochastic control and mean field games. First, we…

Computational Finance · Quantitative Finance 2022-04-20 Ali Al-Aradi , Adolfo Correia , Danilo de Frietas Naiff , Gabriel Jardim , Yuri Saporito

We study an identification problem which estimates the parameters of the underlying random distribution for uncertain scalar conservation laws. The hyperbolic equations are discretized with the so-called discontinuous stochastic Galerkin…

Numerical Analysis · Mathematics 2020-06-18 Louisa Schlachter , Claudia Totzeck

We introduce an automatic variationally stable analysis (AVS) for finite element (FE) computations of scalar-valued convection-diffusion equations with non-constant and highly oscillatory coefficients. In the spirit of least squares FE…

Numerical Analysis · Mathematics 2019-04-16 Victor M. Calo , Albert Romkes , Eirik Valseth

For a general class of nonlinear port-Hamiltonian systems we develop a high-order time discretization scheme with certain structure preservation properties. The finite or infinite-dimensional system under consideration possesses a…

Numerical Analysis · Mathematics 2024-07-23 Jan Giesselmann , Attila Karsai , Tabea Tscherpel

Numerical integration of the stiffness matrix in higher order finite element (FE) methods is recognized as one of the heaviest computational tasks in a FE solver. The problem becomes even more relevant when computing the Gram matrix in the…

Numerical Analysis · Mathematics 2017-11-06 Jaime Mora , Leszek Demkowicz

The feedback particle filter (FPF) is a promising nonlinear filtering (NLF) method, but its practical implementation is hindered by the intractability of the gain function, which satisfies a boundary value problem (BVP). This paper proposes…

Numerical Analysis · Mathematics 2026-04-06 Ruoyu Wang , Peng Sun , Xue Luo