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A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…

Numerical Analysis · Mathematics 2015-05-28 A. Abdulle , G. A. Pavliotis

We consider a linear elliptic partial differential equation (PDE) with a generic uniformly bounded parametric coefficient. The solution to this PDE problem is approximated in the framework of stochastic Galerkin finite element methods. We…

Numerical Analysis · Mathematics 2020-06-05 Alex Bespalov , Feng Xu

Realistic physical phenomena exhibit random fluctuations across many scales in the input and output processes. Models of these phenomena require stochastic PDEs. For three-dimensional coupled (vector-valued) stochastic PDEs (SPDEs), for…

Computational Engineering, Finance, and Science · Computer Science 2022-08-24 Ajit Desai , Mohammad Khalil , Chris L. Pettit , Dominique Poirel , Abhijit Sarkar

This work proposes a unified $hp$-adaptivity framework for hybridized discontinuous Galerkin (HDG) method for a large class of partial differential equations (PDEs) of Friedrichs' type. In particular, we present unified $hp$-HDG…

Numerical Analysis · Mathematics 2023-12-22 Jau-Uei Chen , Shinhoo Kang , Tan Bui-Thanh , John N. Shadid

The high-frequency Helmholtz equation on the entire space is truncated into a bounded domain using the perfectly matched layer (PML) technique and subsequently, discretized by the higher-order finite element method (FEM) and the continuous…

Numerical Analysis · Mathematics 2023-12-06 Yonglin Li , Haijun Wu

In this thesis we develop techniques to efficiently solve numerical Partial Differential Equations (PDEs) using Graphical Processing Units (GPUs). Focus is put on both performance and re--usability of the methods developed, to this end a…

Numerical Analysis · Mathematics 2021-01-19 Andrew Gloster

We present a framework to solve non-linear eigenvalue problems suitable for a Finite Element discretization. The implementation is based on the open-source finite element software GetDP and the open-source library SLEPc. As template…

Computational Physics · Physics 2020-12-24 Guillaume Demésy , André Nicolet , Boris Gralak , Christophe Geuzaine , Carmen Campos , Jose E. Roman

Spectral methods for solving partial differential equations (PDEs) and stochastic partial differential equations (SPDEs) often use Fourier or polynomial spectral expansions on either uniform and non-uniform grids. However, while very widely…

Numerical Analysis · Mathematics 2025-07-30 Channa Hatharasinghe , Run Yan Teh , Jesse van Rhijn , Peter D. Drummond , Margaret D. Reid

Applying proper orthogonal decomposition to a usual finite element (FE) formulation for space fractional partial differential equation, we get a reduced FE model, which greatly reduces the complexity of computation. Then, the stability…

Numerical Analysis · Mathematics 2019-01-04 Jing Sun , Daxin Nie , Weihua Deng

Deriving governing equations in Electromagnetic (EM) environment based on first principles can be quite tough when there are some unknown sources of noise and other uncertainties in the system. For nonlinear multiple-physics electromagnetic…

Computational Physics · Physics 2019-10-31 Bing Xiong , Haiyang Fu , Feng Xu , Yaqiu Jin

Functional Differential Equations (FDEs) play a fundamental role in many areas of mathematical physics, including fluid dynamics (Hopf characteristic functional equation), quantum field theory (Schwinger-Dyson equation), and statistical…

Numerical Analysis · Mathematics 2024-03-11 Abram Rodgers , Daniele Venturi

Numerical solutions of partial differential equations (PDEs) on manifolds continues to generate a lot of interest among scientists in the natural and applied sciences. On the other hand, recent developments of 3D scanning and computer…

Numerical Analysis · Mathematics 2016-01-08 E. O. Asante-Asamani , Lei Wang , Zeyun Yu

In this paper, we develop an adaptive high-order surface finite element method (FEM) incorporating the spectral deferred correction method for chain contour discretization to solve polymeric self-consistent field equations on general curved…

Numerical Analysis · Mathematics 2021-08-03 Kai Jiang , Xin Wang , Jianggang Liu , Huayi Wei

We analyze optimal complexity of adaptive finite element methods (AFEMs) for general second-order linear elliptic partial differential equations (PDEs) in the Lax-Milgram setting. To this end, we formulate an adaptive algorithm which steers…

Numerical Analysis · Mathematics 2026-04-21 Thomas Führer , Paula Hilbert , Ani Miraçi , Dirk Praetorius

Analyzing electromagnetic fields in complex, multi-material environments presents substantial computational challenges. To address these, we propose a hybrid numerical method that couples discrete exterior calculus (DEC) with surface…

Numerical Analysis · Mathematics 2026-02-09 Amgad Abdrabou , Luis J. Gomez

Methods for solving Maxwell's equations are integral part of optical metrology and computational lithography setups. Applications require accurate geometrical resolution, high numerical accuracy and/or low computation times. We present a…

Optics · Physics 2015-03-24 S. Burger , L. Zschiedrich , J. Pomplun , S. Herrmann , F. Schmidt

We demonstrate an application of the spectral method as a numerical approximation for solving Hyperbolic PDEs. In this method a finite basis is used for approximating the solutions. In particular, we demonstrate a set of such solutions for…

Mathematical Physics · Physics 2008-11-26 P. Pedram , M. Mirzaei , S. S. Gousheh

The majority of the most common physical phenomena can be described using partial differential equations (PDEs). However, they are very often characterized by strong nonlinearities. Such features lead to the coexistence of multiple…

Numerical Analysis · Mathematics 2022-05-04 Moreno Pintore , Federico Pichi , Martin Hess , Gianluigi Rozza , Claudio Canuto

Neural operators (NOs) struggle with high-contrast multiscale partial differential equations (PDEs), where fine-scale heterogeneities cause large errors. To address this, we use the Generalized Multiscale Finite Element Method (GMsFEM) that…

We propose a methodology to address two analysis problems concerning complex systems, namely bounding state functionals of stochastic differential equations (SDEs) and verifying set avoidance of systems described by partial differential…

Optimization and Control · Mathematics 2016-03-30 Mohamadreza Ahmadi , Giorgio Valmorbida , Antonis Papachristodoulou