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In this work, we present a positivity-preserving entropy-based adaptive filtering method for shock capturing in discontinuous spectral element methods. By adapting the filter strength to enforce positivity and a local discrete minimum…
We study solutions to nonlinear hyperbolic systems with fully nonlinear relaxation terms in the limit of, both, infinitely stiff relaxation and arbitrary late time. In this limit, the dynamics is governed by effective systems of parabolic…
We propose a hybrid moment method for the multi-scale kinetic equations in the framework of the regularized moment method [7]. In this method, the fourth order moment system is chosen as the governing equations in the fluid region. When…
In this paper we present the theoretical framework needed to justify the use of a kernel-based collocation method (meshfree approximation method) to estimate the solution of high-dimensional stochastic partial differential equations…
Heterogeneous anisotropic diffusion problems arise in the various areas of science and engineering including plasma physics, petroleum engineering, and image processing. Standard numerical methods can produce spurious oscillations when they…
We propose and analyze a general framework for space-time finite element methods that is based on least-squares finite element methods for solving a first-order reformulation of the thick parabolic obstacle problem. Discretizations based on…
We propose a new algorithm for solving parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) in high dimension, by making an analogy between the BSDE and reinforcement learning with the…
Elliptic partial differential equations (PDEs) with discontinuous diffusion coefficients occur in application domains such as diffusions through porous media, electro-magnetic field propagation on heterogeneous media, and diffusion…
We present a fully adaptive multiresolution scheme for spatially one-dimensional quasilinear strongly degenerate parabolic equations with zero-flux and periodic boundary conditions. The numerical scheme is based on a finite volume…
This paper is concerned with developing accurate and efficient numerical methods for fully nonlinear second order elliptic and parabolic partial differential equations (PDEs) in multiple spatial dimensions. It presents a general framework…
Using standard tools of harmonic analysis, we state and solve the problem of moments for non-negative measures supported on the unit ball of a Sobolev space of multivariate periodic trigonometric functions. We describe outer and inner…
In this paper we propose a new Eulerian modeling and related accurate and robust numerical methods, describing polydisperse evaporating sprays, based on high order moment methods in size. The main novelty of this model is its capacity to…
We approximate the homogenization of fully nonlinear, convex, uniformly elliptic Partial Differential Equations in the periodic setting, using a variational formula for the optimal invariant measure, which may be derived via…
In this paper, a few dual least-squares finite element methods and their application to scalar linear hyperbolic problems are studied. The purpose is to obtain $L^2$-norm approximations on finite element spaces of the exact solutions to…
This work aims at making a comprehensive contribution in the general area of parametric inference for discretely observed diffusion processes. Established approaches for likelihood-based estimation invoke a time-discretisation scheme for…
This paper presents a concurrent global-local numerical method for solving multiscale parabolic equations in divergence form. The proposed method employs hybrid coefficient to provide accurate macroscopic information while preserving…
We consider a parameter dependent family of damped hyperbolic equations with interesting limit behavior: the system approaches steady states exponentially fast and for parameter to zero the solutions converge to that of a parabolic limit…
In this paper, we propose a novel algorithm called Neuron-wise Parallel Subspace Correction Method (NPSC) for the finite neuron method that approximates numerical solutions of partial differential equations (PDEs) using neural network…
We seek to define statistical solutions of hyperbolic systems of conservation laws as time-parametrized probability measures on $p$-integrable functions. To do so, we prove the equivalence between probability measures on $L^p$ spaces and…
In this paper, we introduce a general constructive method to compute solutions of initial value problems of semilinear parabolic partial differential equations on hyper-rectangular domains via semigroup theory and computer-assisted proofs.…