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Nonlinear Fokker-Planck equations play a major role in modeling large systems of interacting particles with a proved effectiveness in describing real world phenomena ranging from classical fields such as fluids and plasma to social and…

Numerical Analysis · Mathematics 2023-11-23 Giacomo Dimarco , Lorenzo Pareschi , Mattia Zanella

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

We propose and rigorously analyse semi- and fully discrete discontinuous Galerkin methods for an initial and boundary value problem describing inertial viscoelasticity in terms of elastic and viscoelastic stress components, and with mixed…

Numerical Analysis · Mathematics 2023-06-27 Salim Meddahi , Ricardo Ruiz-Baier

This paper is concerned with generalized polynomial chaos (gPC) approximation for a general system of quasilinear hyperbolic conservation laws with uncertainty. The one-dimensional (1D) hyperbolic system is first symmetrized with the aid of…

Numerical Analysis · Mathematics 2019-02-12 Kailiang Wu , Huazhong Tang , Dongbin Xiu

In this paper the author reviews a version of the global Galerkin that was developed and applied in a series of earlier publications. The method is based on divergence-free basis functions satisfying all the linear and homogeneous boundary…

Fluid Dynamics · Physics 2018-04-13 Alexander Gelfgat

We study a chemical kinetic system with uncertainty modeling a gene regulatory network in biology. Specifically, we consider a system of two equations for the messenger RNA and micro RNA content of a cell. Our target is to provide a simple…

Numerical Analysis · Mathematics 2019-10-17 Pierre Degond , Shi Jin , Yuhua Zhu

In the research community, there exists the strong belief that a continuous Galerkin scheme is notoriously unstable and additional stabilization terms have to be added to guarantee stability. In the first part of the series [6], the…

Numerical Analysis · Mathematics 2019-12-19 Rémi Abgrall , Jan Nordström , Philipp Öffner , Svetlana Tokareva

This paper is a continuation of the work presented in [Chertock et al., Math. Cli. Weather Forecast. 5, 1 (2019), 65--106]. We study uncertainty propagation in warm cloud dynamics of weakly compressible fluids. The mathematical model is…

Numerical Analysis · Mathematics 2023-03-22 A. Chertock , A. Kurganov , M. Lukáčová-Medviďová , P. Spichtinger , B. Wiebe

The study of uncertainty propagation is of fundamental importance in plasma physics simulations. To this end, in the present work we propose a novel stochastic Galerkin (sG) particle {method} for collisional kinetic models of plasmas under…

Numerical Analysis · Mathematics 2023-03-22 Andrea Medaglia , Lorenzo Pareschi , Mattia Zanella

The goal of this paper is to create a fruitful bridge between the numerical methods for approximating partial differential equations (PDEs) in fluid dynamics and the (iterative) numerical methods for dealing with the resulting large linear…

Numerical Analysis · Mathematics 2016-12-15 M. Dumbser , F. Fambri , I. Furci , M. Mazza , M. Tavelli , S. Serra-Capizzano

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

Recent work has explored solver strategies for the linear system of equations arising from a spectral Galerkin approximation of the solution of PDEs with parameterized (or stochastic) inputs. We consider the related problem of a matrix…

Numerical Analysis · Mathematics 2014-07-22 Paul G. Constantine , David F. Gleich , Gianluca Iaccarino

We investigate numerical behaviour of a convection diffusion equation with random coefficients by approximating statistical moments of the solution. Stochastic Galerkin approach, turning the original stochastic problem to a system of…

Numerical Analysis · Mathematics 2021-10-19 Pelin Çiloğlu , Hamdullah Yücel

Error estimates with optimal convergence orders are proved for a stabilized Lagrange-Galerkin scheme for the Navier-Stokes equations. The scheme is a combination of Lagrange-Galerkin method and Brezzi-Pitkaranta's stabilization method. It…

Numerical Analysis · Mathematics 2015-05-26 Hirofumi Notsu , Masahisa Tabata

We study a low-rank iterative solver for the unsteady Navier-Stokes equations for incompressible flows with a stochastic viscosity. The equations are discretized using the stochastic Galerkin method, and we consider an all-at-once…

Numerical Analysis · Mathematics 2020-04-22 Howard C. Elman , Tengfei Su

In this paper, we provide a general framework to study general class of linear and nonlinear kinetic equations with random uncertainties from the initial data or collision kernels, and their stochastic Galerkin approximations, in both…

Analysis of PDEs · Mathematics 2018-05-24 Liu Liu , Shi Jin

Stochastic Galerkin methods can quantify uncertainty at a fraction of the computational expense of conventional Monte Carlo techniques, but such methods have rarely been studied for modelling shallow water flows. Existing stochastic shallow…

Numerical Analysis · Mathematics 2019-07-16 James Shaw , Georges Kesserwani

A novel approach for the stabilization of the discontinuous Galerkin method based on the Dafermos entropy rate crition is presented. The approach is centered around the efficient solution of linear or nonlinear optimization problems in…

Numerical Analysis · Mathematics 2022-08-02 Simon-Christian Klein

Uncertainty Quantification through stochastic spectral methods is rising in popularity. We derive a modification of the classical stochastic Galerkin method, that ensures the hyperbolicity of the underlying hyperbolic system of partial…

Numerical Analysis · Mathematics 2018-09-26 Louisa Schlachter , Florian Schneider

We investigate the propagation of uncertainties in the Aw-Rascle-Zhang model, which belongs to a class of second order traffic flow models described by a system of nonlinear hyperbolic equations. The stochastic quantities are expanded in…

Numerical Analysis · Mathematics 2021-05-06 Stephan Gerster , Michael Herty , Elisa Iacomini