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A framework for performing dynamic mesh adaptation with the discontinuous Galerkin method (DGM) is presented. Adaptations include modifications of the local mesh step size (h-adaptation) and the local degree of the approximating polynomials…

Computational Physics · Physics 2013-01-29 Sascha M. Schnepp , Thomas Weiland

In the context of Galerkin discretizations of a partial differential equation (PDE), the modes of the classical method of Proper Orthogonal Decomposition (POD) can be interpreted as the ansatz and trial functions of a low-dimensional…

Optimization and Control · Mathematics 2020-03-11 Manuel Baumann , Peter Benner , Jan Heiland

The propagation of electromagnetic waves in general media is modeled by the time-dependent Maxwell's partial differential equations (PDEs), coupled with constitutive laws that describe the response of the media. In this work, we focus on…

Numerical Analysis · Mathematics 2017-10-11 Vrushali A. Bokil , Yingda Cheng , Yan Jiang , Fengyan Li

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

Numerical Analysis · Mathematics 2018-06-18 Lehel Banjai , Enrique Otarola

Time integration of ODEs or time-dependent PDEs with required resolution of the fastest time scales of the system, can be very costly if the system exhibits multiple time scales of different magnitudes. If the different time scales are…

Numerical Analysis · Mathematics 2012-05-15 Anders Logg

In this work, we present a hybrid numerical method for solving evolution partial differential equations (PDEs) by merging the time finite element method with deep neural networks. In contrast to the conventional deep learning-based…

Numerical Analysis · Mathematics 2024-09-05 Xiaodong Feng , Haojiong Shangguan , Tao Tang , Xiaoliang Wan , Tao Zhou

In the present work, we consider weakly-singular integral equations arising from linear second-order strongly-elliptic PDE systems with constant coefficients, including, e.g., linear elasticity. We introduce a general framework for optimal…

Numerical Analysis · Mathematics 2022-04-29 Gregor Gantner , Dirk Praetorius

We develop a numerical strategy to solve multi-dimensional Poisson equations on dynamically adapted grids for evolutionary problems disclosing propagating fronts. The method is an extension of the multiresolution finite volume scheme used…

Analysis of PDEs · Mathematics 2015-05-12 Max Duarte , Zdenek Bonaventura , Marc Massot , Anne Bourdon

In this paper we develop an adaptive procedure for the numerical solution of semilinear parabolic problems, with possible singular perturbations. Our approach combines a linearization technique using Newton's method with an adaptive…

Numerical Analysis · Mathematics 2015-10-05 Mario Amrein , Thomas P. Wihler

In this paper we consider fully discrete approximations of abstract evolution equations, by means of a quasi non-conforming spatial approximation and finite differences in time (Rothe-Galerkin method). The main result is the convergence of…

Analysis of PDEs · Mathematics 2021-07-20 Luigi C. Berselli , Alex Kaltenbach , Michael Ruzicka

In this paper, we consider a fully-discrete approximation of an abstract evolution equation deploying a non-conforming spatial approximation and finite differences in time (Rothe-Galerkin method). The main result is the convergence of the…

Numerical Analysis · Mathematics 2022-12-14 Alex Kaltenbach , Michael Růžička

Computer simulations of differential equations require a time discretization, which inhibits to identify the exact solution with certainty. Probabilistic simulations take this into account via uncertainty quantification. The construction of…

Numerical Analysis · Mathematics 2020-10-15 Philipp Frank , Torsten A. Enßlin

We consider stochastic semi-linear evolution equations which are driven by additive, spatially correlated, Wiener noise, and in particular consider problems of heat equation (analytic semigroup) and damped-driven wave equations (bounded…

Probability · Mathematics 2016-07-13 Charles-Edouard Bréhier , Martin Hairer , Andrew M. Stuart

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…

Numerical Analysis · Mathematics 2017-11-15 Olivier Bokanowski , Giorevinus Simarmata

In this paper, we develop an adaptive multiresolution discontinuous Galerkin (DG) scheme for time-dependent transport equations in multi-dimensions. The method is constructed using multiwavlelets on tensorized nested grids. Adaptivity is…

Numerical Analysis · Mathematics 2016-07-08 Wei Guo , Yingda Cheng

In this paper, we study numerical methods for the solution of partial differential equations on evolving surfaces. The evolving hypersurface in $\Bbb{R}^d$ defines a $d$-dimensional space-time manifold in the space-time continuum…

Numerical Analysis · Mathematics 2014-04-09 Maxim A. Olshanskii , Arnold Reusken , Xianmin Xu

Discontinuous Galerkin methods of higher order are applied as temporal discretizations for the transient Navier--Stokes equations. The spatial discretization based on inf-sup stable pairs of finite element spaces is stabilised using a…

Numerical Analysis · Mathematics 2019-10-29 Naveed Ahmed , Gunar Matthies

The Local Randomized Neural Networks with Discontinuous Galerkin (LRNN-DG) methods, introduced in [42], were originally designed for solving linear partial differential equations. In this paper, we extend the LRNN-DG methods to solve…

Numerical Analysis · Mathematics 2024-10-01 Jingbo Sun , Fei Wang

We propose a projection-based model order reduction method for the solution of parameter-dependent dynamical systems. The proposed method relies on the construction of time-dependent reduced spaces generated from evaluations of the solution…

Numerical Analysis · Mathematics 2019-09-11 Marie Billaud-Friess , Anthony Nouy

We extend the Deep Galerkin Method (DGM) introduced in Sirignano and Spiliopoulos (2018)} to solve a number of partial differential equations (PDEs) that arise in the context of optimal stochastic control and mean field games. First, we…

Computational Finance · Quantitative Finance 2022-04-20 Ali Al-Aradi , Adolfo Correia , Danilo de Frietas Naiff , Gabriel Jardim , Yuri Saporito