Related papers: Stochastic Galerkin method and port-Hamiltonian fo…
Wave propagation problems for heterogeneous media are known to have many applications in physics and engineering. Recently, there has been an increasing interest in stochastic effects due to the uncertainty, which may arise from impurities…
A new discontinuous Galerkin finite element method for the Stokes equations is developed in the primary velocity-pressure formulation. This method employs discontinuous polynomials for both velocity and pressure on general…
This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…
We propose, analyze, and investigate numerically a novel two-level Galerkin reduced order model (2L-ROM) for the efficient and accurate numerical simulation of the steady Navier-Stokes equations. In the first step of the 2L-ROM, a…
Intrusive Uncertainty Quantification methods such as stochastic Galerkin are gaining popularity, whereas the classical stochastic Galerkin approach is not ensured to preserve hyperbolicity of the underlying hyperbolic system. We apply a…
We develop a stochastic Galerkin method for a coupled Navier-Stokes-cloud system that models dynamics of warm clouds. Our goal is to explicitly describe the evolution of uncertainties that arise due to unknown input data, such as model…
We investigate a numerical behaviour of robust deterministic optimal control problem subject to a convection diffusion equation containing uncertain inputs. Stochastic Galerkin approach, turning the original optimization problem containing…
In this note, we consider port-Hamiltonian structures in numerical optimal control of ordinary differential equations. By introducing a novel class of nonlinear monotone port-Hamiltonian (pH) systems, we show that the primal-dual gradient…
The generalized polynomial chaos method is applied to the Buckley-Leverett equation. We consider a spatially homogeneous domain modeled as a random field. The problem is projected onto stochastic basis functions which yields an extended…
This paper presents a numerical approach to the stochastic obstacle problem using the stochastic Galerkin (SG) method. Due to the low regularity of the solution, linear finite elements are employed in both the physical and random variable…
In this paper we explore one of the most important features of the Galerkin method, which is to achieve high accuracy with a relatively modest computational effort, in the dynamics of Robinson-Trautman spacetimes.
Continuous Galerkin Petrov time discretization scheme is tested on some Hamiltonian systems including simple harmonic oscillator, Kepler's problem with different eccentricities and molecular dynamics problem. In particular, we implement the…
In this work we consider a discontinuous Galerkin method for the discretization of the Stokes problem. We use $H(\textrm{div})$-conforming finite elements as they provide major benefits such as exact mass conservation and…
We present a novel methodology for constructing arbitrarily high-order structure-preserving methods tailored for damped Hamiltonian systems. This method combines the idea of exponential integrator and energy-preserving collocation methods,…
We construct a high order discontinuous Galerkin method for solving general hyperbolic systems of conservation laws. The method is CFL-less, matrix-free, has the complexity of an explicit scheme and can be of arbitrary order in space and…
In this note we shall devise a variable-order continuous Galerkin time stepping method which is especially geared towards norm-preserving dynamical systems. In addition, we will provide an a posteriori estimate for the $L^\infty$-error.
The second-order Green's function method (GF2) was shown recently to be an accurate self-consistent approach for electronic structure of correlated systems since the self-energy accounts for both the weak and some of the strong correlation.…
Hamiltonian systems are known to conserve the Hamiltonian function, which describes the energy evolution over time. Obtaining a numerical spatio-temporal scheme that accurately preserves the discretized Hamiltonian function is often a…
In this article we present an a posteriori error estimator for the spatial-stochastic error of a Galerkin-type discretisation of an initial value problem for a random hyperbolic conservation law. For the stochastic discretisation we use the…
We derive a second-order realizability-preserving scheme for moment models for linear kinetic equations. We apply this scheme to the first-order continuous and discontinuous models in slab and three-dimensional geometry derived in a…