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This paper constitutes our initial effort in developing sparse grid discontinuous Galerkin (DG) methods for high-dimensional partial differential equations (PDEs). Over the past few decades, DG methods have gained popularity in many…

Numerical Analysis · Mathematics 2016-04-20 Zixuan Wang , Qi Tang , Wei Guo , Yingda Cheng

Parametric partial differential equations (PDEs) are fundamental for modeling a wide range of physical and engineering systems influenced by uncertain or varying parameters. Traditional neural network-based solvers, such as Physics-Informed…

Machine Learning · Computer Science 2025-12-29 Qiuqi Li , Yiting Liu , Jin Zhao , Wencan Zhu

This paper is concerned with developing accurate and efficient numerical methods for fully nonlinear second order elliptic and parabolic partial differential equations (PDEs) in multiple spatial dimensions. It presents a general framework…

Numerical Analysis · Mathematics 2018-01-19 Xiaobing Feng , Thomas Lewis

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

We propose a multiscale spectral generalized finite element method (MS-GFEM) for discontinuous Galerkin (DG) discretizations. The method builds local approximations on overlapping subdomains as the sum of a local source solution and a…

Numerical Analysis · Mathematics 2026-01-15 Christian Alber , Lukas Holbach

In this paper, we propose a novel numerical method for Path-Dependent Partial Differential Equations (PPDEs). These equations firstly appeared in the seminal work of Dupire [2009], where the functional It\^o calculus was developed to deal…

Computational Finance · Quantitative Finance 2020-04-07 Yuri F. Saporito , Zhaoyu Zhang

Discontinuous Galerkin (DG) discretizations with exact representation of the geometry and local polynomial degree adaptivity are revisited. Hybridization techniques are employed to reduce the computational cost of DG approximations and…

Numerical Analysis · Mathematics 2019-08-20 Matteo Giacomini , Ruben Sevilla

Deep neural networks have been shown to provide accurate function approximations in high dimensions. However, fitting network parameters requires informative training data that are often challenging to collect in science and engineering…

Numerical Analysis · Mathematics 2024-03-01 Joan Bruna , Benjamin Peherstorfer , Eric Vanden-Eijnden

We present an entropy stable nodal discontinuous Galerkin spectral element method (DGSEM) for the two-layer shallow water equations on two dimensional curvilinear meshes. We mimic the continuous entropy analysis on the semi-discrete level…

Numerical Analysis · Mathematics 2024-02-14 Patrick Ersing , Andrew R. Winters

The implementation of discontinuous Galerkin finite element methods (DGFEMs) represents a very challenging computational task, particularly for systems of coupled nonlinear PDEs, including multiphysics problems, whose parameters may consist…

Numerical Analysis · Computer Science 2018-04-09 Paul Houston , Nathan Sime

We present a new approach to using neural networks to approximate the solutions of variational equations, based on the adaptive construction of a sequence of finite-dimensional subspaces whose basis functions are realizations of a sequence…

Machine Learning · Computer Science 2021-06-01 Mark Ainsworth , Justin Dong

Nonlinear differential equations are challenging to solve numerically and are important to understanding the dynamics of many physical systems. Deep neural networks have been applied to help alleviate the computational cost that is…

Numerical Analysis · Mathematics 2020-10-27 Bryce Chudomelka , Youngjoon Hong , Hyunwoo Kim , Jinyoung Park

Identifying parameters in partial differential equations (PDEs) represents a very broad class of applied inverse problems. In recent years, several unsupervised learning approaches using (deep) neural networks have been developed to solve…

Numerical Analysis · Mathematics 2025-08-22 Siyu Cen , Bangti Jin , Qimeng Quan , Zhi Zhou

In this paper, we develop an adaptive Generalized Multiscale Discontinuous Galerkin Method (GMs-DGM) for a class of high-contrast flow problems, and derive a-priori and a-posteriori error estimates for the method. Based on the a-posteriori…

Numerical Analysis · Mathematics 2014-09-12 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung

We present and analyze a discontinuous Galerkin method for the numerical modelling of the non-linear fully-coupled thermo-poroelastic problem. For the spatial discretization, we design a high-order discontinuous Galerkin method on polygonal…

Numerical Analysis · Mathematics 2022-05-27 Paola F. Antonietti , Stefano Bonetti , Michele Botti

We present a neural network-based method for solving linear and nonlinear partial differential equations, by combining the ideas of extreme learning machines (ELM), domain decomposition and local neural networks. The field solution on each…

Numerical Analysis · Mathematics 2021-09-22 Suchuan Dong , Zongwei Li

Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are nonparametric probabilistic models…

In this article, an efficient transient electricalthermal co-simulation method based on the finite element method (FEM) and the discontinuous Galerkin time-domain (DGTD) method is developed for electrical-thermal coupling analysis of…

Numerical Analysis · Mathematics 2023-04-06 Kai Zhu , Shunchuan Yang

High-order accurate discontinuous Galerkin (DG) methods have emerged as powerful tools for solving partial differential equations such as the compressible Navier-Stokes equations due to their excellent dispersion-dissipation properties and…

Numerical Analysis · Mathematics 2025-11-12 Patrick Kopper , Anna Schwarz , Jens Keim , Andrea Beck

The purpose of this research work is to employ the Optimal Auxiliary Function Method (OAFM) for obtaining numerical approximations of time-dependent nonlinear partial differential equations (PDEs) that arise in many disciplines of science…

Numerical Analysis · Mathematics 2023-06-13 Nilormy Gupta Trisha , Md. Shafiqul Islam