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We consider an optimal control problem on a bounded domain $\Omega\subset\mathbb{R}^2,$ governed by a parabolic convection--diffusion--reaction equation with pointwise control constraints. We follow the optimize--then--discretize approach,…

Numerical Analysis · Mathematics 2025-12-11 Christos Pervolianakis

We consider the discretization of a class of nonlinear parabolic equations by discontinuous Galerkin time-stepping methods and establish a priori as well as conditional a posteriori error estimates. Our approach is motivated by the error…

Numerical Analysis · Mathematics 2024-12-12 Georgios Akrivis , Stig Larsson

We study the effect of the streamline upwind/Petrov Galerkin (SUPG) stabilized finite element method on the discretization of optimal control problems governed by linear advection-diffusion equations. We compare two approaches for the…

Numerical Analysis · Mathematics 2024-11-18 S. Scott Collis , Matthias Heinkenschloss

This paper provides the semi-discrete scheme by the central local discontinuous Galerkin method for space fractional diffusion equation on two sets of overlapping cells, and then we give the stability analysis and error estimates for the…

Numerical Analysis · Mathematics 2019-08-05 Jing Sun , Daxin Nie , Weihua Deng

We perform a complete Fourier analysis of the semi-discrete 1-d wave equation obtained through a P1 discontinuous Galerkin (DG) approximation of the continuous wave equation on an uniform grid. The resulting system exhibits the interaction…

Analysis of PDEs · Mathematics 2010-08-03 Aurora-Mihaela Marica , Enrique Zuazua

We develop efficient hierarchical preconditioners for optimal control problems governed by partial differential equations with uncertain coefficients. Adopting a discretize-then-optimize framework that integrates finite element…

Optimization and Control · Mathematics 2026-02-24 Zhendong Li , Akwum Onwunta , Bedřich Sousedík

Some properties of a Local discontinuous Galerkin (LDG) algorithm are demonstrated for the problem of evaluting a second derivative $g = f_{xx}$ for a given $f$. (This is a somewhat unusual problem, but it is useful for understanding the…

Computational Physics · Physics 2014-05-26 A. H. Hakim , G. W. Hammett , E. L. Shi

A discontinuous Galerkin method for the ideal 5 moment two-fluid plasma system is presented. The method uses a second or third order discontinuous Galerkin spatial discretization and a third order TVD Runge-Kutta time stepping scheme. The…

Plasma Physics · Physics 2016-08-24 John Loverich , Ammar Hakim , Uri Shumlak

A numerical method based on the hybridizable discontinuous Galerkin method in space and backward Euler in time is formulated and analyzed for solving the miscible displacement problem. Under low regularity assumptions, convergence is…

Numerical Analysis · Mathematics 2025-05-19 Keegan L. A. Kirk , Beatrice Riviere

We study a multigrid method for solving large linear systems of equations with tensor product structure. Such systems are obtained from stochastic finite element discretization of stochastic partial differential equations such as the…

Numerical Analysis · Mathematics 2017-04-11 Howard C. Elman , Tengfei Su

This paper discusses the computation of derivatives for optimization problems governed by linear hyperbolic systems of partial differential equations (PDEs) that are discretized by the discontinuous Galerkin (dG) method. An efficient and…

Numerical Analysis · Mathematics 2013-11-28 Lucas C. Wilcox , Georg Stadler , Tan Bui-Thanh , Omar Ghattas

We discuss the mathematical modeling and numerical discretization of transport problems on one-dimensional networks. Suitable coupling conditions are derived that guarantee conservation of mass across network junctions and dissipation of a…

Numerical Analysis · Mathematics 2020-01-23 Herbert Egger , Nora Philippi

A method is presented for the numerical solution of optimal boundary control problems governed by parabolic partial differential equations. The continuous space-time optimal control problem is transcribed into a sparse nonlinear programming…

Optimization and Control · Mathematics 2026-03-17 Alexander M. Davies , Sara Pollock , Miriam E. Dennis , Anil V. Rao

In this paper, we develop a theoretical framework for nonlinear stochastic optimal control problems with optimal stopping by establishing a density-based deterministic representation of the underlying diffusion. For state-independent…

Optimization and Control · Mathematics 2026-04-15 Akan Selim , Siddhartha Ganguly , Ali Pakniyat , Panagiotis Tsiotras

We consider a distributed optimal control problem governed by an elliptic PDE, and propose an embedded discontinuous Galerkin (EDG) method to approximate the solution. We derive optimal a priori error estimates for the state, dual state,…

Numerical Analysis · Mathematics 2018-07-25 Xiao Zhang , Yangwen Zhang , John R. Singler

The application of discontinuous Galerkin (DG) schemes to hyperbolic systems of conservation laws requires a careful interplay between space discretization, carried out with local polynomials and numerical fluxes at inter-cells, and…

Numerical Analysis · Mathematics 2025-11-11 Maya Briani , Gabriella Puppo , Giuseppe Visconti

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 consider the problem of finite-horizon optimal control of a discrete linear time-varying system subject to a stochastic disturbance and fully observable state. The initial state of the system is drawn from a known Gaussian distribution,…

Optimization and Control · Mathematics 2017-11-08 Maxim Goldshtein , Panagiotis Tsiotras

We develop a stable and high-order accurate discontinuous Galerkin method for the second order wave equation, specifically designed to handle nonsmooth solutions. Our approach integrates the energy-based discontinuous Galerkin method with…

Numerical Analysis · Mathematics 2025-07-03 Yangxin Fu , Yan Jiang , Siyang Wang

We carry out a stability and convergence analysis for the fully discrete scheme obtained by combining a finite or virtual element spatial discretization with the upwind-discontinuous Galerkin time-stepping applied to the time-dependent…

Numerical Analysis · Mathematics 2025-01-28 Lourenço Beirão Da Veiga , Franco Dassi , Sergio Gómez