Related papers: Superconvergence of Galerkin variational integrato…
Explicit, unconditionally stable, high-order schemes for the approximation of some first- andsecond-order linear, time-dependent partial differential equations (PDEs) are proposed.The schemes are based on a weak formulation of a…
We study the numerical approximation of a coupled hyperbolic-parabolic system by a family of discontinuous Galerkin space-time finite element methods. The model is rewritten as a first-order evolutionary problem that is treated by the…
In this work, we analyse the discretisation of a recently proposed new Lagrangian approach to optimal control problems of affine-controlled second-order differential equations with cost functions quadratic in the controls. We propose exact…
We construct quasi-Monte Carlo methods to approximate the expected values of linear functionals of Galerkin discretizations of parametric operator equations which depend on a possibly infinite sequence of parameters. Such problems arise in…
In this work, we present a new approach to the construction of variational integrators. In the general case, the estimation of the action integral in a time interval $[q_k,q_{k+1}]$ is used to construct a symplectic map $(q_k,q_{k+1})\to…
This paper studies Galerkin approximations applied to the Zakai equation of stochastic filtering. The basic idea of this approach is to project the infinite-dimensional Zakai equation onto some finite-dimensional subspace generated by…
We provide the convergence analysis for a sinc-Galerkin method to solve the fractional Dirichlet problem. This can be understood as a follow-up of an earlier article by the same authors, where the authors presented a sinc-function based…
A new algorithm for the efficient numerical approximation of weakly singular integrals over convex polytopes is introduced. Such integrals appear in the Galerkin discretizations of integral equations and nonlocal partial differential…
We develop efficient numerical integration methods for computing an integral whose integrand is a product of a smooth function and the Gaussian function with a small standard deviation. Traditional numerical integration methods applied to…
We use a concept of weak asymptotic solution for homogeneous as well as non-homogeneous fractional advection dispersion type equations. Using Legendre scaling functions as basis, a numerical method based on Galerkin approximation is…
We study the convergence of higher order schemes for the Cauchy problem associated to the KdV equation. More precisely, we design a Galerkin type implicit scheme which has higher order accuracy in space and first order accuracy in time. The…
In this paper, the discontinuous Petrov--Galerkin approximation of the Laplace eigenvalue problem is discussed. We consider in particular the primal and ultra weak formulations of the problem and prove the convergence together with a priori…
In this paper, we present and study $C^1$ Petrov-Galerkin and Gauss collocation methods with arbitrary polynomial degree $k$ ($\ge 3$) for one-dimensional elliptic equations. We prove that, the solution and its derivative approximations…
Integral discriminants provide a simple and fundamental model for non-Gaussian integrals, associated with homogeneous polynomials of degree r in n variables. We argue that, in this context, the study of correlators is equally if not more…
Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. In this paper we present a method to construct symplectic-momentum integrators for…
The convergence and optimality theory of adaptive Galerkin methods is almost exclusively based on the D\"orfler marking. This entails a fixed parameter and leads to a contraction constant bounded below away from zero. For spectral Galerkin…
We study an approximation method for the one-dimensional nonlinear filtering problem, with discrete time and continuous time observation. We first present the method applied to the Fokker-Planck equation. The convergence of the…
A rigorous convergence analysis of the Strang splitting algorithm with a discontinuous Galerkin approximation in space for the Vlasov--Poisson equations is provided. It is shown that under suitable assumptions the error is of order…
Variational integrators are momentum-preserving and symplectic numerical methods used to propagate the evolution of Hamiltonian systems. In this paper, we introduce a new class of variational integrators that achieve fourth-order…
We analyze the superconvergence properties of ultra-weak discontinuous Galerkin (UWDG) methods with various choices of flux parameters for one-dimensional linear Schr\"odinger equation. In our previous work [10], stability and optimal…