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In this paper, we consider low-rank approximations for the solutions to the stochastic Helmholtz equation with random coefficients. A Stochastic Galerkin finite element method is used for the discretization of the Helmholtz problem.…

Numerical Analysis · Mathematics 2023-02-17 Adem Kaya , Melina A. Freitag

This paper aims at the efficient numerical solution of stochastic eigenvalue problems. Such problems often lead to prohibitively high dimensional systems with tensor product structure when discretized with the stochastic Galerkin method.…

Numerical Analysis · Mathematics 2018-09-28 Peter Benner , Akwum Onwunta , Martin Stoll

Stochastic Galerkin finite element method (SGFEM) provides an efficient alternative to traditional sampling methods for the numerical solution of linear elliptic partial differential equations with parametric or random inputs. However,…

Numerical Analysis · Mathematics 2021-02-16 Alex Bespalov , Daniel Loghin , Rawin Youngnoi

In this paper, we consider the numerical solution of the one-dimensional Schr\"odinger equation with a periodic lattice potential and a random external potential. This is an important model in solid state physics where the randomness is…

Numerical Analysis · Mathematics 2016-06-22 Zhizhang Wu , Zhongyi Huang

We study the performance of a stochastic algorithm based on the power method that adaptively learns the large deviation functions characterizing the fluctuations of additive functionals of Markov processes, used in physics to model…

Statistical Mechanics · Physics 2023-03-30 Francesco Coghi , Hugo Touchette

We study two inexact methods for solutions of random eigenvalue problems in the context of spectral stochastic finite elements. In particular, given a parameter-dependent, symmetric matrix operator, the methods solve for eigenvalues and…

Numerical Analysis · Mathematics 2018-12-27 Kookjin Lee , Bedřich Sousedík

In this paper we study elliptic partial differential equations with rapidly varying diffusion coefficient that can be represented as a perturbation of a reference coefficient. We develop a numerical method for efficiently solving multiple…

Numerical Analysis · Mathematics 2020-12-21 Fredrik Hellman , Tim Keil , Axel Målqvist

We consider a linear elliptic partial differential equation (PDE) with a generic uniformly bounded parametric coefficient. The solution to this PDE problem is approximated in the framework of stochastic Galerkin finite element methods. We…

Numerical Analysis · Mathematics 2020-06-05 Alex Bespalov , Feng Xu

This paper is concerned with a kineitc-fluid model with random initial inputs in the fine particle regime, which is a system coupling the incompressible Navier-Stokes equations and the Vlasov-Fokker-Planck equations that model dispersed…

Analysis of PDEs · Mathematics 2022-04-25 Shi Jin , Yiwen Lin

Acoustic emission or scattering problems naturally involve uncertainties about the sound sources or boundary conditions. This article initiates the study of time domain boundary elements for such stochastic boundary problems for the…

Numerical Analysis · Mathematics 2024-07-23 Heiko Gimperlein , Fabian Meyer , Ceyhun Özdemir

In the study of geometric surface evolutions, stochastic reaction-diffusion equation provides a powerful tool for capturing and simulating complex dynamics. A critical challenge in this area is developing numerical approximations that…

Numerical Analysis · Mathematics 2025-01-16 Jianbo Cui , Feng-Yu Wang

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled

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 paper presents a generalized weak Galerkin (gWG) finite element method for linear elasticity problems on general polygonal and polyhedral meshes. The proposed framework is flexible and efficient, allowing for the use of nonpolynomial…

Numerical Analysis · Mathematics 2026-01-27 Junping Wang , Yue Wang

We propose an discontinuous Galerkin local orthogonal decomposition multiscale method for convection-diffusion problems with rough, heterogeneous, and highly varying coefficients. The properties of the multiscale method and the…

Numerical Analysis · Mathematics 2015-09-14 Daniel Elfverson

We propose a high-order adaptive numerical solver for the semilinear elliptic boundary value problem modelling magnetic plasma equilibrium in axisymmetric confinement devices. In the fixed boundary case, the equation is posed on curved…

Computational Physics · Physics 2021-05-28 Tonatiuh Sánchez-Vizuet , Manuel E. Solano , Antoine J. Cerfon

It is well-known that the standard Galerkin formulation, which is often the formulation of choice under the finite element method for solving self-adjoint diffusion equations, does not meet maximum principles and the non-negative constraint…

Numerical Analysis · Computer Science 2018-02-22 J. Chang , S. Karra , K. B. Nakshatrala

This paper proposes a novel computational framework for the solution of geometrically parametrised flow problems governed by the Stokes equation. The proposed method uses a high-order hybridisable discontinuous Galerkin formulation and the…

Numerical Analysis · Mathematics 2020-09-10 Ruben Sevilla , Luca Borchini , Matteo Giacomini , Antonio Huerta

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

In this work, the authors introduce a generalized weak Galerkin (gWG) finite element method for the time-dependent Oseen equation. The generalized weak Galerkin method is based on a new framework for approximating the gradient operator.…

Numerical Analysis · Mathematics 2022-09-14 Wenya Qi , Padmanabhan Seshaiyer , Junping Wang
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