English
Related papers

Related papers: Adaptive solution of initial value problems by a d…

200 papers

Critical points of energy functionals, which are of broad interest, for instance, in physics and chemistry, in solid and quantum mechanics, in material science, or in general diffusion-reaction models arise as solutions to the associated…

Numerical Analysis · Mathematics 2025-10-20 Pascal Heid , Thomas P. Wihler

Existence and uniqueness for semilinear stochastic evolution equations with additive noise by means of finite dimensional Galerkin approximations is established and the convergence rate of the Galerkin approximations to the solution of the…

Numerical Analysis · Mathematics 2021-11-02 Dirk Blömker , Arnulf Jentzen

We propose an Exponential DG approach for numerically solving partial differential equations (PDEs). The idea is to decompose the governing PDE operators into linear (fast dynamics extracted by linearization) and nonlinear (the remaining…

Numerical Analysis · Mathematics 2021-08-11 Shinhoo Kang , Tan Bui-Thanh

Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…

Numerical Analysis · Mathematics 2023-03-22 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

The numerical solution of time-dependent radiative transfer problems is challenging, both, due to the high dimension as well as the anisotropic structure of the underlying integro-partial differential equation. In this paper we propose a…

Numerical Analysis · Mathematics 2015-12-04 Herbert Egger , Matthias Schlottbom

The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…

Numerical Analysis · Mathematics 2021-06-15 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

We present a general abstract framework for the systematic numerical approximation of dissipative evolution problems. The approach is based on rewriting the evolution problem in a particular form that complies with an underlying energy or…

Numerical Analysis · Mathematics 2018-04-25 Herbert Egger

Multi-adaptive Galerkin methods are extensions of the standard continuous and discontinuous Galerkin methods for the numerical solution of initial value problems for ordinary or partial differential equations. In particular, the…

Numerical Analysis · Mathematics 2012-05-15 Johan Jansson , Anders Logg

We deal with the numerical solution of the time-dependent partial differential equations using the adaptive space-time discontinuous Galerkin (DG) method. The discretization leads to a nonlinear algebraic system at each time level, the size…

Numerical Analysis · Mathematics 2026-01-29 Vit Dolejsi , Jakub Sistek

Delay differential equations (DDEs) are infinite-dimensional systems, so even a scalar, unforced nonlinear DDE can exhibit chaos. Lyapunov exponents are indicators of chaos and can be computed by comparing the evolution of infinitesimally…

Computational Physics · Physics 2018-10-04 Anwar Sadath , Thomas K. Uchida , C. P. Vyasarayani

Training nonlinear parametrizations such as deep neural networks to numerically approximate solutions of partial differential equations is often based on minimizing a loss that includes the residual, which is analytically available in…

Numerical Analysis · Mathematics 2023-06-28 Yuxiao Wen , Eric Vanden-Eijnden , Benjamin Peherstorfer

This article revisits the approximation problem of systems of nonlinear delay differential equations (DDEs) by a set of ordinary differential equations (ODEs). We work in Hilbert spaces endowed with a natural inner product including a point…

Chaotic Dynamics · Physics 2015-09-11 Mickaël D. Chekroun , Michael Ghil , Honghu Liu , Shouhong Wang

In this paper, we use an implicit two-derivative deferred correction time discretization approach and combine it with a spatial discretization of the discontinuous Galerkin spectral element method to solve (non-)linear PDEs. The resulting…

Numerical Analysis · Mathematics 2022-07-13 Jonas Zeifang , Jochen Schuetz

We introduce a multitree-based adaptive wavelet Galerkin algorithm {for} space-time discretized linear parabolic partial differential equations, focusing on time-periodic problems. It is shown that the method converges with the best…

Numerical Analysis · Mathematics 2014-01-23 Sebastian Kestler , Kristina Steih , Karsten Urban

On the basis of additive schemes (splitting schemes) we construct efficient numerical algorithms to solve approximately the initial-boundary value problems for systems of time-dependent partial differential equations (PDEs). In many applied…

Numerical Analysis · Computer Science 2011-12-07 Petr N. Vabishchevich

We consider the semilinear stochastic heat equation perturbed by additive noise. After time-discretization by Euler's method the equation is split into a linear stochastic equation and a non-linear random evolution equation. The linear…

Numerical Analysis · Mathematics 2014-03-14 M. Kovács , S. Larsson , K. Urban

This work is devoted to the study of a posteriori error estimation and adaptivity in parabolic problems with a particular focus on spatial discontinuous Galerkin (dG) discretisations. We begin by deriving an a posteriori error estimator for…

Numerical Analysis · Mathematics 2015-04-13 Stephen Arthur Metcalfe

A general framework for the numerical approximation of evolution problems is presented that allows to preserve exactly an underlying Hamiltonian- or gradient structure. The approach relies on rewriting the evolution problem in a particular…

Numerical Analysis · Mathematics 2018-12-12 Herbert Egger

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

This paper focuses on the adaptive discontinuous Galerkin (DG) methods for the tempered fractional (convection) diffusion equations. The DG schemes with interior penalty for the diffusion term and numerical flux for the convection term are…

Numerical Analysis · Mathematics 2020-06-16 Xudong Wang , Weihua Deng
‹ Prev 1 2 3 10 Next ›