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We overview a series of recent works addressing numerical simulations of partial differential equations in the presence of some elements of randomness. The specific equations manipulated are linear elliptic, and arise in the context of…

Numerical Analysis · Mathematics 2016-04-19 Claude Le Bris , Frederic Legoll

We propose and analyze an unfitted finite element method for solving elliptic problems on domains with curved boundaries and interfaces. The approximation space on the whole domain is obtained by the direct extension of the finite element…

Numerical Analysis · Mathematics 2021-12-28 Fanyi Yang , Xiaoping Xie

We describe a numerical framework that uses random sampling to efficiently capture low-rank local solution spaces of multiscale PDE problems arising in domain decomposition. In contrast to existing techniques, our method does not rely on…

Numerical Analysis · Mathematics 2020-02-06 Ke Chen , Qin Li , Jianfeng Lu , Stephen J. Wright

This paper interprets the stabilized finite element method via residual minimization as a variational multiscale method. We approximate the solution to the partial differential equations using two discrete spaces that we build on a…

Computational Engineering, Finance, and Science · Computer Science 2023-05-23 Juan F. Giraldo , Victor M. Calo

The ultimate goal of any numerical scheme for partial differential equations (PDEs) is to compute an approximation of user-prescribed accuracy at quasi-minimal computational time. To this end, algorithmically, the standard adaptive finite…

Numerical Analysis · Mathematics 2025-01-30 Philipp Bringmann , Michael Feischl , Ani Miraci , Dirk Praetorius , Julian Streitberger

A nonlinear Helmholtz (NLH) equation with high frequencies and corner singularities is discretized by the linear finite element method (FEM). After deriving some wave-number-explicit stability estimates and the singularity decomposition for…

Numerical Analysis · Mathematics 2024-05-28 Run Jiang , Haijun Wu , Yifeng Xu , Jun Zou

The finite element method (FEM) is among the most commonly used numerical methods for solving engineering problems. Due to its computational cost, various ideas have been introduced to reduce computation times, such as domain decomposition,…

Computational Engineering, Finance, and Science · Computer Science 2019-11-07 Andrea Mendizabal , Pablo Márquez-Neila , Stéphane Cotin

We consider an elliptic partial differential equation with a random diffusion parameter discretized by a stochastic collocation method in the parameter domain and a finite element method in the spatial domain. We prove convergence of an…

Numerical Analysis · Mathematics 2025-06-03 Michael Feischl , Andrea Scaglioni

A new field of numerical astrophysics is introduced which addresses the solution of large, multidimensional structural or slowly-evolving problems (rotating stars, interacting binaries, thick advective accretion disks, four dimensional…

Astrophysics · Physics 2009-10-30 David L. Meier

In this paper we use a splitting technique to develop new multiscale basis functions for the multiscale finite element method (MsFEM). The multiscale basis functions are iteratively generated using a Green's kernel. The Green's kernel is…

Numerical Analysis · Mathematics 2012-08-17 Lijian Jiang , Michael Presho

Stability and optimal convergence analysis of a non-uniform implicit-explicit L1 finite element method (IMEX-L1-FEM) is studied for a class of time-fractional linear partial differential/integro-differential equations with non-self-adjoint…

Numerical Analysis · Mathematics 2024-03-19 Aditi Tomar , Lok Pati Tripathi , Amiya K. Pani

This paper concerns the inclusion of Newton's method into an adaptive finite element method (FEM) for the solution of nonlinear partial differential equations (PDEs). It features an adaptive choice of the damping parameter in the Newton…

Numerical Analysis · Mathematics 2025-12-23 Philipp Bringmann , Maximilian Brunner , Dirk Praetorius

This paper develops and analyzes an efficient numerical method for solving elliptic partial differential equations, where the diffusion coefficients are random perturbations of deterministic diffusion coefficients. The method is based upon…

Numerical Analysis · Mathematics 2016-03-30 X. Feng , J. Lin. , C. Lorton

The conformal formulation of the Einstein constraint equations is first reviewed, and we then consider the design, analysis, and implementation of adaptive multilevel finite element-type numerical methods for the resulting coupled nonlinear…

General Relativity and Quantum Cosmology · Physics 2009-04-07 Burak Aksoylu , David Bernstein , Stephen Bond , Michael Holst

We introduce a new concept of sparsity for the stochastic elliptic operator $-{\rm div}\left(a(x,\omega)\nabla(\cdot)\right)$, which reflects the compactness of its inverse operator in the stochastic direction and allows for spatially…

Numerical Analysis · Mathematics 2015-06-22 Thomas Y. Hou , Pengfei Liu

Inverse problems for Partial Differential Equations (PDEs) are crucial in numerous applications such as geophysics, biomedical imaging, and material science, where unknown physical properties must be inferred from indirect measurements. In…

Numerical Analysis · Mathematics 2025-11-12 Dabin Park , Sanghyun Lee , Sunghwan Moon

Transport and mixing properties of aperiodic flows are crucial to a dynamical analysis of the flow, and often have to be carried out with limited information. Finite-time coherent sets are regions of the flow that minimally mix with the…

Dynamical Systems · Mathematics 2018-02-12 Gary Froyland , Oliver Junge

This paper presents a new finite difference method, called {\varphi}-FD, inspired by the {\phi}-FEM approach for solving elliptic partial differential equations (PDEs) on general geometries. The proposed method uses Cartesian grids,…

Numerical Analysis · Mathematics 2025-05-28 Michel Duprez , Vanessa Lleras , Alexei Lozinski , Vincent Vigon , Killian Vuillemot

A novel boundary element method (BEM) removes the classical dependence on explicit fundamental solutions and extends quasi-optimal BEM discretisations to strongly elliptic operators with variable coefficients. The approach constructs a…

Numerical Analysis · Mathematics 2026-05-22 Benedikt Gräßle , Stefan A. Sauter

The subject of this work is an adaptive stochastic Galerkin finite element method for parametric or random elliptic partial differential equations, which generates sparse product polynomial expansions with respect to the parametric…

Numerical Analysis · Mathematics 2025-03-28 Markus Bachmayr , Martin Eigel , Henrik Eisenmann , Igor Voulis