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We investigate a numerical behaviour of robust deterministic optimal control problem subject to a convection diffusion equation containing uncertain inputs. Stochastic Galerkin approach, turning the original optimization problem containing…

Numerical Analysis · Mathematics 2023-03-01 Pelin Çiloğlu , Hamdullah Yücel

The proximal Galerkin finite element method is a high-order, low-iteration complexity, nonlinear numerical method that preserves the geometric and algebraic structure of point-wise bound constraints in infinite-dimensional function spaces.…

Numerical Analysis · Mathematics 2024-12-18 Brendan Keith , Thomas M. Surowiec

The radiative transfer equation is a fundamental equation in transport theory and applications, which is a 5-dimensional PDE in the stationary one-velocity case, leading to great difficulties in numerical simulation. To tackle this…

Numerical Analysis · Mathematics 2022-01-05 Jianguo Huang , Yue Yu

In this paper we propose a novel arbitrary high order accurate semi-implicit space-time discontinuous Galerkin method for the solution of the two dimensional incompressible Navier-Stokes equations on staggered unstructured triangular…

Numerical Analysis · Mathematics 2014-12-04 Maurizio Tavelli , Michael Dumbser

In this paper we establish best approximation property of fully discrete Galerkin solutions of second order parabolic problems on convex polygonal and polyhedral domains in the $L^\infty(I;W^{1,\infty}(\Om))$ norm. The discretization method…

Numerical Analysis · Mathematics 2018-08-20 Dmitriy Leykekhman , Boris Vexler

High-dimensional PDEs have been a longstanding computational challenge. We propose to solve high-dimensional PDEs by approximating the solution with a deep neural network which is trained to satisfy the differential operator, initial…

Mathematical Finance · Quantitative Finance 2018-10-17 Justin Sirignano , Konstantinos Spiliopoulos

In this paper, we present and analyze an interior penalty discontinuous Galerkin method for the distributed elliptic optimal control problems. It is based on a reconstructed discontinuous approximation which admits arbitrarily high-order…

Numerical Analysis · Mathematics 2026-01-05 Ruo Li , Haoyang Liu , Jun Yin

In this paper, we introduce and analyze a lowest-order locking-free weak Galerkin (WG) finite element scheme for the grad-div formulation of linear elasticity problems. The scheme uses linear functions in the interior of mesh elements and…

Numerical Analysis · Mathematics 2023-09-12 Fuchang Huo , Ruishu Wang , Yanqiu Wang , Ran Zhang

A new space-time discontinuous Galerkin (dG) method utilising special Trefftz polynomial basis functions is proposed and fully analysed for the scalar wave equation in a second order formulation. The dG method considered is motivated by the…

Numerical Analysis · Mathematics 2016-10-07 Lehel Banjai , Emmanuil H. Georgoulis , Oluwaseun Lijoka

This article proposes a novel least-squares weak Galerkin (LS-WG) method for second-order elliptic equations in non-divergence form. The approach leverages a locally defined discrete weak Hessian operator constructed within the weak…

Numerical Analysis · Mathematics 2026-05-13 Chunmei Wang , Shangyou Zhang

In this paper, we study superconvergence properties of the discontinuous Galerkin (DG) method for one-dimensional linear hyperbolic equation when upwind fluxes are used. We prove, for any polynomial degree $k$, the $2k+1$th (or $2k+1/2$th)…

Numerical Analysis · Mathematics 2013-11-28 Cao Waixiang , Zhang Zhimin , Zou Qingsong

In this paper, we present an embedded staggered discontinuous Galerkin method for the convection-diffusion equation. The new method combines the advantages of staggered discontinuous Galerkin (SDG) and embedded discontinuous Galerkin (EDG)…

Numerical Analysis · Mathematics 2018-06-20 Siu Wun Cheung , Eric T. Chung

We propose a nodal discontinuous Galerkin method for solving the nonlinear Riesz space fractional Schr\"{o}dinger equation and the strongly coupled nonlinear Riesz space fractional Schr\"{o}dinger equations. These problems have been…

Numerical Analysis · Mathematics 2017-06-28 Tarek Aboelenen

A spacetime Discontinuous Petrov Galerkin (DPG) method for the linear time-dependent Schrodinger equation is proposed. The spacetime approach is particularly attractive for capturing irregular solutions. Motivated by the fact that some…

Numerical Analysis · Mathematics 2017-07-25 Leszek Demkowicz , Jay Gopalakrishnan , Sriram Nagaraj , Paulina Sepulveda

This work develops an energy-based discontinuous Galerkin (EDG) method for the nonlinear Schr\"odinger equation with the wave operator. The focus of the study is on the energy-conserving or energy-dissipating behavior of the method with…

Numerical Analysis · Mathematics 2023-11-14 Kui Ren , Lu Zhang , Yin Zhou

The $hp$ local discontinuous Galerkin (LDG) method proposed by Castillo et al. [Math. Comp.,~71 (238): 455-478, 2002] has been shown to be an efficient approach for solving convection-diffusion equations. However, theoretical analysis…

Numerical Analysis · Mathematics 2026-03-05 Wenjie Liu , Ruiyi Xie , Li-Lian Wang , Zhimin Zhang

Discontinuous Galerkin (DG) methods are known to suffer from increasingly restrictive explicit time-step constraints as the polynomial order increases, limiting their efficiency at high orders for explicit time-stepping schemes. In this…

Numerical Analysis · Mathematics 2025-12-03 Kieran Ricardo , Kenneth Duru

High order schemes are known to be unstable in the presence of shock discontinuities or under-resolved solution features, and have traditionally required additional filtering, limiting, or artificial viscosity to avoid solution blow up.…

Numerical Analysis · Mathematics 2021-12-16 Xinhui Wu , Nathaniel Trask , Jesse Chan

A discrete divergence-free weak Galerkin finite element method is developed for the Stokes equations based on a weak Galerkin (WG) method introduced in the reference [15]. Discrete divergence-free bases are constructed explicitly for the…

Numerical Analysis · Mathematics 2016-03-01 Lin Mu , Junping Wang , Xiu Ye

In this paper, we introduce novel discontinuous Galerkin (DG) schemes for the Cahn-Hilliard equation, which arises in many applications. The method is designed by integrating the mixed DG method for the spatial discretization with the…

Numerical Analysis · Mathematics 2021-01-11 Hailiang Liu , Peimeng Yin