Related papers: Convergence of the Deep Galerkin Method for Mean F…
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…
We consider a discontinuous Galerkin method for the numerical solution of boundary value problems in two-dimensional domains with curved boundaries. A key challenge in this setting is the potential loss of convergence order due to…
In recent years, a significant amount of attention has been paid to solve partial differential equations (PDEs) by deep learning. For example, deep Galerkin method (DGM) uses the PDE residual in the least-squares sense as the loss function…
We develop a convergence theory for non-monotone approximation schemes for fully nonlinear parabolic partial differential equations. Modern computational methods such as kernel-based collocation, spectral methods, physics-informed neural…
At present, deep learning based methods are being employed to resolve the computational challenges of high-dimensional partial differential equations (PDEs). But the computation of the high order derivatives of neural networks is costly,…
We study Hibridizable Discontinuous Galerkin (HDG) discretizations for a class of non-linear interior elliptic boundary value problems posed in curved domains where both the source term and the diffusion coefficient are non-linear. We…
Stochastic optimal principle leads to the resolution of a partial differential equation (PDE), namely the Hamilton-Jacobi-Bellman (HJB) equation. In general, this equation cannot be solved analytically, thus numerical algorithms are the…
A unified study is presented in this paper for the design and analysis of different finite element methods (FEMs), including conforming and nonconforming FEMs, mixed FEMs, hybrid FEMs,discontinuous Galerkin (DG) methods, hybrid…
Accurate and rapid prediction of flow-fields is crucial for aerodynamic design. This work proposes a discontinuous Galerkin method (DGM) whose performance enhances with increasing data, for rapid simulation of transonic flow around airfoils…
The method of generalized Hamilton-Jacobi-Bellman equations (GHJB) is a powerful way of creating near-optimal controllers by learning. It is based on the fact that if we have a feedback controller, and we learn to compute the gradient…
This paper develops and analyzes a class of semi-discrete and fully discrete weak Galerkin finite element methods for unsteady incompressible convective Brinkman-Forchheimer equations. For the spatial discretization, the methods adopt the…
Numerical simulation of flow problems and wave propagation in heterogeneous media has important applications in many engineering areas. However, numerical solutions on the fine grid are often prohibitively expensive, and multiscale model…
Anomalous diffusions are ubiquitous in nature, whose functional distributions are governed by the backward Feynman-Kac equation. In this paper, the local discontinuous Galerkin (LDG) method is used to solve the 2D backward Feynman-Kac…
We develop a high-order hybridized discontinuous Galerkin (HDG) method for a linear degenerate elliptic equation arising from a two-phase mixture of mantle convection or glacier dynamics. We show that the proposed HDG method is well-posed…
Numerical solution of nonlocal constrained value problems with integrable kernels are considered. These nonlocal problems arise in nonlocal mechanics and nonlocal diffusion. The structure of the true solution to the problem is analyzed…
We propose a hydridizable discontinuous Galerkin (HDG) method for solving the Cahn-Hilliard equation. The temporal discretization can be based on either the backward Euler method or the convex-splitting method. We show that the fully…
We present a novel high-order accurate nodal discontinuous Galerkin (DG) method for solving nonlinear hyperbolic systems of partial differential equations (PDEs) on fully unstructured three-dimensional polyhedral meshes. A mesh generator is…
The ergodic control problem for a non-degenerate controlled diffusion controlled through its drift is considered under a uniform stability condition that ensures the well-posedness of the associated Hamilton-Jacobi-Bellman (HJB) equation. A…
A novel discontinuous Galerkin (DG) method is developed to solve time-dependent bi-harmonic type equations involving fourth derivatives in one and multiple space dimensions. We present the spatial DG discretization based on a mixed…
We examine mean field control problems on a finite state space, in continuous time and over a finite time horizon. We characterize the value function of the mean field control problem as the unique viscosity solution of a…