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Discontinuous Galerkin (DG) methods for the numerical solution of partial differential equations have enjoyed considerable success because they are both flexible and robust: They allow arbitrary unstructured geometries and easy control of…

Numerical Analysis · Mathematics 2009-11-18 Andreas Klöckner , Tim Warburton , Jeffrey Bridge , Jan S. Hesthaven

Discontinuous Galerkin (DG) methods for the numerical solution of partial differential equations have enjoyed considerable success because they are both flexible and robust: They allow arbitrary unstructured geometries and easy control of…

Mathematical Software · Computer Science 2012-11-06 Andreas Klöckner , Timothy Warburton , Jan S. Hesthaven

This paper reviews the adaptive sparse grid discontinuous Galerkin (aSG-DG) method for computing high dimensional partial differential equations (PDEs) and its software implementation. The C\texttt{++} software package called AdaM-DG,…

Numerical Analysis · Mathematics 2022-11-04 Juntao Huang , Wei Guo , Yingda Cheng

The shallow water equations (SWE) are a commonly used model to study tsunamis, tides, and coastal ocean circulation. However, there exist various approaches to discretize and solve them efficiently. Which of them is best for a certain…

Mathematical Software · Computer Science 2019-04-19 Sara Faghih-Naini , Sebastian Kuckuk , Vadym Aizinger , Daniel Zint , Roberto Grosso , Harald Köstler

In this work we apply the Deep Galerkin Method (DGM) described in Sirignano and Spiliopoulos (2018) to solve a number of partial differential equations that arise in quantitative finance applications including option pricing, optimal…

Computational Finance · Quantitative Finance 2018-11-22 Ali Al-Aradi , Adolfo Correia , Danilo Naiff , Gabriel Jardim , Yuri Saporito

In the Exa-Dune project we have developed, implemented and optimised numerical algorithms and software for the scalable solution of partial differential equations (PDEs) on future exascale systems exhibiting a heterogeneous massively…

At present, deep learning based methods are being employed to resolve the computational challenges of high-dimensional partial differential equations (PDEs). But the computation of the high order derivatives of neural networks is costly,…

Numerical Analysis · Mathematics 2021-03-17 Quanhui Zhu , Jiang Yang

Physics-informed neural networks (PINNs) have successfully addressed various computational physics problems based on partial differential equations (PDEs). However, while tackling issues related to irregularities like singularities and…

Machine Learning · Computer Science 2024-11-25 Hang Hu , Sidi Wu , Guoxiong Cai , Na Liu

The numerical solution of partial differential equations is at the heart of many grand challenges in supercomputing. Solvers based on high-order discontinuous Galerkin (DG) discretisation have been shown to scale on large supercomputers…

Mathematical Software · Computer Science 2020-11-12 Carsten Uphoff , Michael Bader

In this thesis we develop techniques to efficiently solve numerical Partial Differential Equations (PDEs) using Graphical Processing Units (GPUs). Focus is put on both performance and re--usability of the methods developed, to this end a…

Numerical Analysis · Mathematics 2021-01-19 Andrew Gloster

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 scalable iterative solvers and preconditioning strategies for Hybridizable Discontinuous Galerkin (HDG) discretizations of partial differential equations (PDEs) on graphics processing units (GPUs). The HDG method is implemented…

Numerical Analysis · Mathematics 2025-12-16 Andrew Welter , Ngoc Cuong Nguyen

A compiler approach for generating low-level computer code from high-level input for discontinuous Galerkin finite element forms is presented. The input language mirrors conventional mathematical notation, and the compiler generates…

Mathematical Software · Computer Science 2011-04-05 Kristian B. Ølgaard , Anders Logg , Garth N. Wells

This paper is concerned with developing accurate and efficient numerical methods for one-dimensional fully nonlinear second order elliptic and parabolic partial differential equations (PDEs). In the paper we present a general framework for…

Numerical Analysis · Mathematics 2012-12-04 Xiaobing Feng , Thomas Lewis

This paper is concerned with developing accurate and efficient discontinuous Galerkin methods for fully nonlinear second order elliptic and parabolic partial differential equations (PDEs) in the case of one spatial dimension. The primary…

Numerical Analysis · Mathematics 2012-12-05 Xiaobing Feng , Thomas Lewis

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

This work presents GALAEXI as a novel, energy-efficient flow solver for the simulation of compressible flows on unstructured meshes leveraging the parallel computing power of modern Graphics Processing Units (GPUs). GALAEXI implements the…

Mathematical Software · Computer Science 2024-10-14 Daniel Kempf , Marius Kurz , Marcel Blind , Patrick Kopper , Philipp Offenhäuser , Anna Schwarz , Spencer Starr , Jens Keim , Andrea Beck

The discontinuous Galerkin (DG) algorithm is a representative high order method in Computational Fluid Dynamics (CFD) area which possesses considerable mathematical advantages such as high resolution, low dissipation, and dispersion.…

Mathematical Software · Computer Science 2022-09-07 Zhe Dai , Liang D , Yueqin Wang , Fang Wang , Li Ming , Jian Zhang

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

Machine learning methods have been lately used to solve partial differential equations (PDEs) and dynamical systems. These approaches have been developed into a novel research field known as scientific machine learning in which techniques…

Machine Learning · Computer Science 2022-12-12 Junho Choi , Namjung Kim , Youngjoon Hong
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