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Discontinuous Galerkin (DG) methods for the numerical solution of partial differential equations have enjoyed considerable success because they are both flexible and robust: They allow arbitrary unstructured geometries and easy control of…

Numerical Analysis · Mathematics 2009-11-18 Andreas Klöckner , Tim Warburton , Jeffrey Bridge , Jan S. Hesthaven

This paper focuses on the adaptive discontinuous Galerkin (DG) methods for the tempered fractional (convection) diffusion equations. The DG schemes with interior penalty for the diffusion term and numerical flux for the convection term are…

Numerical Analysis · Mathematics 2020-06-16 Xudong Wang , Weihua Deng

The development and application of the Discontinuous Galerkin (DG) method have attracted great attention in computational fluid dynamics (CFD) com- munity in the past decades. The underlying reason for such an intensive investigation is due…

Numerical Analysis · Mathematics 2016-01-20 Kun Xu , Chang Liu , Xiaodong Ren

The finite element method, finite difference method, finite volume method and spectral method have achieved great success in solving partial differential equations. However, the high accuracy of traditional numerical methods is at the cost…

Numerical Analysis · Mathematics 2020-09-25 Jian Li , Jing Yue , Wen Zhang , Wansuo Duan

In this paper, we propose and analyze a numerically stable and convergent scheme for a convection-diffusion-reaction equation in the convection-dominated regime. Discontinuous Galerkin (DG) methods are considered since standard finite…

Numerical Analysis · Mathematics 2024-04-10 Satyajith Bommana Boyana , Thomas Lewis , Sijing Liu , Yi Zhang

In this work we apply the Deep Galerkin Method (DGM) described in Sirignano and Spiliopoulos (2018) to solve a number of partial differential equations that arise in quantitative finance applications including option pricing, optimal…

Computational Finance · Quantitative Finance 2018-11-22 Ali Al-Aradi , Adolfo Correia , Danilo Naiff , Gabriel Jardim , Yuri Saporito

We develop a numerical solver for three-dimensional wave propagation in coupled poroelastic-elastic media, based on a high-order discontinuous Galerkin (DG) method, with the Biot poroelastic wave equation formulated as a first order…

Computational Physics · Physics 2021-06-21 Nick Dudley Ward , Simon Eveson , Timo Lahivaara

This paper reviews the adaptive sparse grid discontinuous Galerkin (aSG-DG) method for computing high dimensional partial differential equations (PDEs) and its software implementation. The C\texttt{++} software package called AdaM-DG,…

Numerical Analysis · Mathematics 2022-11-04 Juntao Huang , Wei Guo , Yingda Cheng

We extend the discontinuous Galerkin (DG) framework to the analysis of first-order hyperbolic and advection-dominated problems posed on implicitly defined surfaces. The focus will be on the hyperbolic part, which is discretised using a…

Numerical Analysis · Mathematics 2015-05-27 Andreas Dedner , Pravin Madhavan

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…

Numerical Analysis · Mathematics 2018-04-25 Qingguo Hong , Fei Wang , Shuonan Wu , Jinchao Xu

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

Discontinuous Galerkin (DG) methods for the numerical solution of partial differential equations have enjoyed considerable success because they are both flexible and robust: They allow arbitrary unstructured geometries and easy control of…

Mathematical Software · Computer Science 2012-11-06 Andreas Klöckner , Timothy Warburton , Jan S. Hesthaven

Understanding fundamental kinetic processes is important for many problems, from plasma physics to gas dynamics. A first-principles approach to these problems requires a statistical description via the Boltzmann equation, coupled to…

Computational Physics · Physics 2020-09-02 Ammar Hakim , James Juno

In this paper, the discontinuous Galerkin based high-order gas-kinetic schemes (DG-HGKS) are developed for the three-dimensional Euler and Navier-Stokes equations. Different from the traditional discontinuous Galerkin (DG) methods with…

Numerical Analysis · Mathematics 2022-03-01 Yuhang Wang , Liang Pan

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

The fully discrete adjoint equations and the corresponding adjoint method are derived for a globally high- order accurate discretization of conservation laws on parametrized, deforming domains. The conservation law on the deforming domain…

Optimization and Control · Mathematics 2016-09-20 Matthew J. Zahr , Per-Olof Persson

For a class of convection-diffusion equations with variable diffusivity, we construct third order accurate discontinuous Galerkin (DG) schemes on both one and two dimensional rectangular meshes. The DG method with an explicit time stepping…

Numerical Analysis · Mathematics 2019-07-30 Hui Yu , Hailiang Liu

We propose a new family of high order staggered semi-implicit discontinuous Galerkin (DG) methods for the simulation of natural convection problems. Assuming small temperature fluctuations, the Boussinesq approximation is valid and the flow…

Computational Physics · Physics 2019-12-05 Saray Busto , Maurizio Tavelli , Walter Boscheri , Michael Dumbser

We consider learning an undirected graphical model from sparse data. While several efficient algorithms have been proposed for graphical lasso (GL), the alternating direction method of multipliers (ADMM) is the main approach taken…

Optimization and Control · Mathematics 2021-12-15 Jie Chen , Ryosuke Shimmura , Joe Suzuki

In this paper, we present an embedded staggered discontinuous Galerkin method for the convection-diffusion equation. The new method combines the advantages of staggered discontinuous Galerkin (SDG) and embedded discontinuous Galerkin (EDG)…

Numerical Analysis · Mathematics 2018-06-20 Siu Wun Cheung , Eric T. Chung