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We introduce the proximal Galerkin (PG) method for non-symmetric variational inequalities. The proposed approach is asymptotically mesh-independent and yields constraint-preserving approximations. We present both a conforming PG formulation…

Numerical Analysis · Mathematics 2026-02-17 Guosheng Fu , Brendan Keith , Dohyun Kim , Rami Masri , Will Pazner

High-dimensional PDEs have been a longstanding computational challenge. We propose to solve high-dimensional PDEs by approximating the solution with a deep neural network which is trained to satisfy the differential operator, initial…

Mathematical Finance · Quantitative Finance 2018-10-17 Justin Sirignano , Konstantinos Spiliopoulos

While many methods exist to discretize nonlinear time-dependent partial differential equations (PDEs), the rigorous estimation and adaptive control of their discretization errors remains challenging. In this paper, we present a methodology…

Numerical Analysis · Mathematics 2017-06-15 Xunxun Wu , Kristoffer van der Zee , Gorkem Simsek , Harald Van Brummelen

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

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

Delay differential equations (DDEs) are infinite-dimensional systems, so even a scalar, unforced nonlinear DDE can exhibit chaos. Lyapunov exponents are indicators of chaos and can be computed by comparing the evolution of infinitesimally…

Computational Physics · Physics 2018-10-04 Anwar Sadath , Thomas K. Uchida , C. P. Vyasarayani

We investigate semi-discrete numerical schemes based on the standard Galerkin and lumped mass Galerkin finite element methods for an initial-boundary value problem for homogeneous fractional diffusion problems with non-smooth initial data.…

Numerical Analysis · Mathematics 2013-03-13 Bangti Jin , Raytcho Lazarov , Joseph Pasciak , Zhi Zhou

We use a concept of weak asymptotic solution for homogeneous as well as non-homogeneous fractional advection dispersion type equations. Using Legendre scaling functions as basis, a numerical method based on Galerkin approximation is…

Numerical Analysis · Mathematics 2015-05-01 Harendra Singh , Manas Ranjan Sahoo , Om Prakash Singh

We present a new tunably-accurate Laguerre Petrov-Galerkin spectral method for solving linear multi-term fractional initial value problems with derivative orders at most one and constant coefficients on the half line. Our method results in…

Numerical Analysis · Mathematics 2016-07-29 Anna Lischke , Mohsen Zayernouri , George Em Karniadakis

We consider the initial boundary value problem for the homogeneous time-fractional diffusion equation $\partial^\alpha_t u - \De u =0$ ($0< \alpha < 1$) with initial condition $u(x,0)=v(x)$ and a homogeneous Dirichlet boundary condition in…

Numerical Analysis · Mathematics 2012-04-18 Bangti Jin , Raytcho Lazarov , Zhi Zhou

In this study, we examine numerical approximations for 2nd-order linear-nonlinear differential equations with diverse boundary conditions, followed by the residual corrections of the first approximations. We first obtain numerical results…

Numerical Analysis · Mathematics 2023-06-19 Shovan Sourav Datta Pranta , Md. Shafiqul Islam

Deep neural networks are powerful tools for approximating functions, and they are applied to successfully solve various problems in many fields. In this paper, we propose a neural network-based numerical method to solve partial differential…

Numerical Analysis · Mathematics 2022-02-01 Yong Shang , Fei Wang , Jingbo Sun

We consider the numerical approximation of a generalized fractional Oldroyd-B fluid problem involving two Riemann-Liouville fractional derivatives in time. We establish regularity results for the exact solution which play an important role…

Numerical Analysis · Mathematics 2018-11-06 Mariam Al-Maskari , Samir Karaa

These lecture notes introduce the Galerkin method to approximate solutions to partial differential and integral equations. We begin with some analysis background to introduce this method in a Hilbert Space setting, and subsequently…

Analysis of PDEs · Mathematics 2011-12-07 Raghavendra Venkatraman

Neural networks are increasingly recognized as a powerful numerical solution technique for partial differential equations (PDEs) arising in diverse scientific computing domains, including quantum many-body physics. In the context of…

Numerical Analysis · Mathematics 2023-11-22 Chuhao Sun , Asaf Cohen , James Stokes , Shravan Veerapaneni

Numerically solving high-dimensional partial differential equations (PDEs) is a major challenge. Conventional methods, such as finite difference methods, are unable to solve high-dimensional PDEs due to the curse-of-dimensionality. A…

Numerical Analysis · Mathematics 2023-05-11 Deqing Jiang , Justin Sirignano , Samuel N. Cohen

We present a new analytical and numerical framework for solution of Partial Differential Equations (PDEs) that is based on an exact transformation that moves the boundary constraints into the dynamics of the corresponding governing…

Numerical Analysis · Mathematics 2023-02-14 Yulia T. Peet , Matthew M. Peet

In this paper, we present a numerical scheme to solve the initial-boundary value problem for backward stochastic partial differential equations of parabolic type. Based on the Galerkin method, we approximate the original equation by a…

Optimization and Control · Mathematics 2015-07-16 Yanqing Wang

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