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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

We consider Galerkin finite element methods for semilinear stochastic partial differential equations (SPDEs) with multiplicative noise and Lipschitz continuous nonlinearities. We analyze the strong error of convergence for spatially…

Numerical Analysis · Mathematics 2014-11-26 Raphael Kruse

In this paper, we study the well-posedness of the nonlinear deterministic constrained modified Swift-Hohenberg equation; this equation belongs to class of amplitude equations which describe the appearance of pattern formation in nature. The…

Analysis of PDEs · Mathematics 2025-07-22 Saeed Ahmed , Javed Hussain

We extend the Deep Galerkin Method (DGM) introduced in Sirignano and Spiliopoulos (2018)} to solve a number of partial differential equations (PDEs) that arise in the context of optimal stochastic control and mean field games. First, we…

Computational Finance · Quantitative Finance 2022-04-20 Ali Al-Aradi , Adolfo Correia , Danilo de Frietas Naiff , Gabriel Jardim , Yuri Saporito

This paper constitutes our initial effort in developing sparse grid discontinuous Galerkin (DG) methods for high-dimensional partial differential equations (PDEs). Over the past few decades, DG methods have gained popularity in many…

Numerical Analysis · Mathematics 2016-04-20 Zixuan Wang , Qi Tang , Wei Guo , Yingda Cheng

We introduce a general framework for approximating parabolic Stochastic Partial Differential Equations (SPDEs) based on fluctuation-dissipation balance. Using this approach we formulate Stochastic Discontinuous Galerkin Methods (SDGM). We…

Numerical Analysis · Mathematics 2023-02-28 Will Pazner , Nathaniel Trask , Paul J. Atzberger

Discontinuous Galerkin methods of higher order are applied as temporal discretizations for the transient Navier--Stokes equations. The spatial discretization based on inf-sup stable pairs of finite element spaces is stabilised using a…

Numerical Analysis · Mathematics 2019-10-29 Naveed Ahmed , Gunar Matthies

This paper analyzes the numerical approximation of the Lindblad master equation on infinite-dimensional Hilbert spaces. We employ a classical Galerkin approach for spatial discretization and investigate the convergence of the discretized…

Numerical Analysis · Mathematics 2026-05-05 Rémi Robin , Pierre Rouchon

Dynamical low-rank approximation (DLRA) is an emerging tool for reducing computational costs and provides memory savings when solving high-dimensional problems. In this work, we propose and analyze a semi-implicit dynamical low-rank…

Numerical Analysis · Mathematics 2023-08-14 Peimeng Yin , Eirik Endeve , Cory D. Hauck , Stefan R. Schnake

Explicit, unconditionally stable, high-order schemes for the approximation of some first- andsecond-order linear, time-dependent partial differential equations (PDEs) are proposed.The schemes are based on a weak formulation of a…

Numerical Analysis · Mathematics 2017-11-15 Olivier Bokanowski , Giorevinus Simarmata

We present a scalable and efficient iterative solver for high-order hybridized discontinuous Galerkin (HDG) discretizations of hyperbolic partial differential equations. It is an interplay between domain decomposition methods and HDG…

Numerical Analysis · Mathematics 2016-01-29 Sriramkrishnan Muralikrishnan , Minh-Binh Tran , Tan Bui-Thanh

In this paper, we consider the asymptotic behavior of weak solutions for non-autonomous diffusion equations with delay in time-dependent spaces when the nonlinear function $f$ is critical growth, the delay term $g(t, u_t)$ contains some…

Analysis of PDEs · Mathematics 2023-08-01 Bin Yang , Yuming Qin , Alain Miranville , Ke Wang

In "I. Smears, E. S\"{u}li, \emph{Discontinuous Galerkin finite element approximation of nondivergence form elliptic equations with Cord\'{e}s coefficients. SIAM J. Numer Anal., 51(4):2088-2106, 2013}" the authors designed and analysed a…

Numerical Analysis · Mathematics 2018-02-19 Ellya Kawecki

A finite element method for the solution of the time-dependent Maxwell equations in mixed form is presented. The method allows for local $hp$-refinement in space and in time. To this end, a space-time Galerkin approach is employed. In…

Numerical Analysis · Mathematics 2014-12-18 Martin Lilienthal , Sascha M. Schnepp , Thomas Weiland

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

We investigate mathematically a nonlinear approximation type approach recently introduced in [A. Ammar et al., J. Non-Newtonian Fluid Mech., 2006] to solve high dimensional partial differential equations. We show the link between the…

Numerical Analysis · Mathematics 2008-11-05 C. Le Bris , T. Lelievre , Y. Maday

Identifying parameters in partial differential equations (PDEs) represents a very broad class of applied inverse problems. In recent years, several unsupervised learning approaches using (deep) neural networks have been developed to solve…

Numerical Analysis · Mathematics 2025-08-22 Siyu Cen , Bangti Jin , Qimeng Quan , Zhi Zhou

We propose a method for solving constrained fixed point problems involving compositions of Lipschitz pseudo contractive and firmly nonexpansive operators in Hilbert spaces. Each iteration of the method uses separate evaluations of these…

Optimization and Control · Mathematics 2011-01-10 Luis M. Briceño-Arias

Integro-differential equations, analyzed in this work, comprise an important class of models of continuum media with nonlocal interactions. Examples include peridynamics, population and opinion dynamics, the spread of disease models, and…

Numerical Analysis · Mathematics 2023-12-13 Georgi S. Medvedev

Time-stepping $hp$-versions discontinuous Galerkin (DG) methods for the numerical solution of fractional subdiffusion problems of order $-\alpha$ with $-1<\alpha<0$ will be proposed and analyzed. Generic $hp$-version error estimates are…

Numerical Analysis · Mathematics 2014-09-25 Kassem Mustapha