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The functional distributions of particle trajectories have wide applications, including the occupation time in half-space, the first passage time, and the maximal displacement, etc. The models discussed in this paper are for characterizing…

Numerical Analysis · Mathematics 2017-07-27 Zhijiang Zhang , Weihua Deng

In this paper we propose and analyze a Discontinuous Galerkin method for a linear parabolic problem with dynamic boundary conditions. We present the formulation and prove stability and optimal a priori error estimates for the fully discrete…

Numerical Analysis · Mathematics 2015-01-21 Paola F. Antonietti , Maurizio Grasselli , Simone Stangalino , Marco Verani

In this work, we apply the adaptive discontinuous Galerkin (DGAFEM) method to the convection dominated non-linear, quasi-stationary diffusion-convection-reaction equations. We propose an efficient preconditioner using a matrix reordering…

Numerical Analysis · Mathematics 2014-09-16 Murat Uzunca , Bülent Karasözen , Murat Manguoğlu

In this work we investigate the numerical identification of the diffusion coefficient in elliptic and parabolic problems using neural networks. The numerical scheme is based on the standard output least-squares formulation where the…

Numerical Analysis · Mathematics 2023-02-22 Siyu Cen , Bangti Jin , Qimeng Quan , Zhi Zhou

The proximal Galerkin (PG) method is a finite element method for solving variational problems with inequality constraints. It has several advantages, including constraint-preserving approximations and mesh independence. This paper presents…

Numerical Analysis · Mathematics 2026-02-09 Brendan Keith , Rami Masri , Marius Zeinhofer

In this paper, we propose and analyze an inexact version of the symmetric proximal alternating direction method of multipliers (ADMM) for solving linearly constrained optimization problems. Basically, the method allows its first subproblem…

Optimization and Control · Mathematics 2020-06-05 Vando A. Adona , Max L. N. Gonçalves

This paper presents an overview of the functionalities and applications of Exasim, an open-source code for generating high-order discontinuous Galerkin codes to numerically solve parametrized partial differential equations (PDEs). The…

Mathematical Software · Computer Science 2022-05-17 Jordi Vila-Pérez , R. Loek Van Heyningen , Ngoc-Cuong Nguyen , Jaume Peraire

This article concerns the weak Galerkin mixed finite element method (WG-MFEM) for second order elliptic equations on 2D domains with curved boundary. The Neumann boundary condition is considered since it becomes the essential boundary…

Numerical Analysis · Mathematics 2022-11-09 Yi Liu , Wenbin Chen , Yanqiu Wang

This paper aims to present a local discontinuous Galerkin (LDG) method for solving backward stochastic partial differential equations (BSPDEs) with Neumann boundary conditions. We establish the $L^2$-stability and optimal error estimates of…

Numerical Analysis · Mathematics 2024-09-18 Yixiang Dai , Yunzhang Li , Jing Zhang

An adaptive direct collocation method is developed for solving optimal control problems constrained by parabolic partial differential equations. The partial differential equation is first reformulated in a variational setting, where the…

Optimization and Control · Mathematics 2026-03-18 Alexander M. Davies , Sara Pollock , Miriam E. Dennis , Anil V. Rao

We formulate probabilistic numerical approximations to solutions of ordinary differential equations (ODEs) as problems in Gaussian process (GP) regression with non-linear measurement functions. This is achieved by defining the measurement…

Methodology · Statistics 2019-04-25 Filip Tronarp , Hans Kersting , Simo Särkkä , Philipp Hennig

The main goal of the paper is to establish time semidiscrete and space-time fully discrete maximal parabolic regularity for the lowest order time discontinuous Galerkin solution of linear parabolic equations with time-dependent…

Numerical Analysis · Mathematics 2018-08-20 Dmitriy Leykekhman , Boris Vexler

We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and finite differences scheme without appealing to the theory of…

Probability · Mathematics 2010-08-26 Arash Fahim , Nizar Touzi , Xavier Warin

In this paper we will consider distributed Linear-Quadratic Optimal Control Problems dealing with Advection-Diffusion PDEs for high values of the P\'eclet number. In this situation, computational instabilities occur, both for steady and…

Numerical Analysis · Mathematics 2024-05-03 Fabio Zoccolan , Maria Strazzullo , Gianluigi Rozza

In this paper we consider a linearized variable-time-step two-step backward differentiation formula (BDF2) scheme for solving nonlinear parabolic equations. The scheme is constructed by using the variable time-step BDF2 for the linear term…

Numerical Analysis · Mathematics 2025-08-29 Chengchao Zhao , Nan Liu , Yuheng Ma , Jiwei Zhang

In recent years, high-order finite element methods on high-order meshes have attracted considerable attention. This work investigates the isoparametric upwind discontinuous Galerkin method for the radiation transport equation on a bounded…

Numerical Analysis · Mathematics 2026-05-06 Changhui Yao , Yunpan Ma , Lingxiao Li

This paper concerns with numerical approximations of solutions of second order fully nonlinear partial differential equations (PDEs). A new notion of weak solutions, called moment solutions, is introduced for second order fully nonlinear…

Numerical Analysis · Mathematics 2007-08-14 Xiaobing Feng , Michael Neilan

We consider fully discrete finite element approximations for a semilinear optimal control system of partial differential equations in two cases: for distributed and Robin boundary control. The ecological predator-prey optimal control model…

Numerical Analysis · Mathematics 2024-04-25 EFthymios N. Karatzas

In this work, approximate solutions to the nonlinear Klein-Gordon equation are constructed by means of the Galerkin method. Specifically, it is shown how the dynamics of a real scalar field in $1+1$ dimensions subjected to Dirichlet…

Mathematical Physics · Physics 2025-09-04 Annibal D. de Figueiredo Neto , Caio C. Holanda Ribeiro , Luana L. Silva Ribeiro

In this paper, in order to improve the spatial accuracy, the exponential integrator Fourier Galerkin method (EIFG) is proposed for solving semilinear parabolic equations in rectangular domains. In this proposed method, the spatial…

Numerical Analysis · Mathematics 2024-12-02 Jianguo Huang , Yuejin Xu
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