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In this paper, we propose an efficient high order semi-Lagrangian (SL) discontinuous Galerkin (DG) method for solving linear convection-diffusion equations. The method generalizes our previous work on developing the SLDG method for…

Numerical Analysis · Mathematics 2020-03-18 Mingchang Ding , Xiaofeng Cai , Wei Guo , Jing-Mei Qiu

In this paper, we present a new adaptive rank approximation technique for computing solutions to the high-dimensional linear kinetic transport equation. The approach we propose is based on a macro-micro decomposition of the kinetic model in…

Numerical Analysis · Mathematics 2025-09-09 William A. Sands , Wei Guo , Jing-Mei Qiu , Tao Xiong

This paper focuses on adaptive control of the discrete-time linear quadratic regulator (adaptive LQR). Recent literature has made significant contributions in proving non-asymptotic convergence rates, but existing approaches have a few…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Peter A. Fisher , Anuradha M. Annaswamy

We present unconditionally energy stable Runge-Kutta (RK) discontinuous Galerkin (DG) schemes for solving a class of fourth order gradient flows. Our algorithm is geared toward arbitrarily high order approximations in both space and time,…

Numerical Analysis · Mathematics 2021-01-05 Hailiang Liu , Peimeng Yin

We propose a numerical integrator for determining low-rank approximations to solutions of large-scale matrix differential equations. The considered differential equations are semilinear and stiff. Our method consists of first splitting the…

Numerical Analysis · Mathematics 2019-06-03 Alexander Ostermann , Chiara Piazzola , Hanna Walach

We introduce a filtering technique for Discontinuous Galerkin approximations of hyperbolic problems. Following an approach already proposed for the Hamilton-Jacobi equations by other authors, we aim at reducing the spurious oscillations…

Numerical Analysis · Mathematics 2023-05-18 Giuseppe Orlando

We consider dynamical low-rank approximations to parabolic problems on higher-order tensor manifolds in Hilbert spaces. In addition to existence of solutions and their stability with respect to perturbations to the problem data, we show…

Numerical Analysis · Mathematics 2025-05-19 Markus Bachmayr , Henrik Eisenmann , André Uschmajew

We introduce a low-rank algorithm inspired by the Basis-Update and Galerkin (BUG) integrator to efficiently approximate solutions to Sylvester-type equations. The algorithm can exploit both the low-rank structure of the solution as well as…

Numerical Analysis · Mathematics 2025-11-04 Georgios Vretinaris

In this paper, a fully discrete local discontinuous Galerkin (LDG) finite element method is considered for solving the time-fractional KdV-Burgers-Kuramoto (KBK) equation. The scheme is based on a finite difference method in time and local…

Numerical Analysis · Mathematics 2015-03-19 Leilei Wei , Yinnian He

In this paper, we consider low-rank approximations for the solutions to the stochastic Helmholtz equation with random coefficients. A Stochastic Galerkin finite element method is used for the discretization of the Helmholtz problem.…

Numerical Analysis · Mathematics 2023-02-17 Adem Kaya , Melina A. Freitag

In this paper we deal with the extension of the Fast Kinetic Scheme (FKS) [J. Comput. Phys., Vol. 255, 2013, pp 680-698] originally constructed for solving the BGK equation, to the more challenging case of the Boltzmann equation. The scheme…

Numerical Analysis · Mathematics 2016-08-30 Giacomo Dimarco , Raphaël Loubère , Jacek Narski , Thomas Rey

Numerically solving the Boltzmann kinetic equations with the small Knudsen number is challenging due to the stiff nonlinear collision term. A class of asymptotic preserving schemes was introduced in [6] to handle this kind of problems. The…

Numerical Analysis · Mathematics 2010-09-20 Francis Filbet , Jingwei Hu , Shi Jin

We present a new algorithm for the discretization of the Vlasov-Maxwell system of equations for the study of plasmas in the kinetic regime. Using the discontinuous Galerkin finite element method for the spatial discretization, we obtain a…

Plasma Physics · Physics 2017-11-22 J. Juno , A. Hakim , J. TenBarge , E. Shi , W. Dorland

A thermal lattice Boltzmann model is constructed on the basis of the ellipsoidal statistical Bhatnagar-Gross-Krook (ES-BGK) collision operator via the Hermite moment representation. The resulting lattice ES-BGK model uses a single…

We propose a high order discontinuous Galerkin (DG) method for solving nonlinear Fokker-Planck equations with a gradient flow structure. For some of these models it is known that the transient solutions converge to steady-states when time…

Numerical Analysis · Mathematics 2016-01-12 Hailiang Liu , Zhongming Wang

We present a new algorithm for computing the quasi-stationary distribution of subcritical Galton--Watson branching processes. This algorithm is based on a particular discretization of a well-known functional equation that characterizes the…

Numerical Analysis · Mathematics 2020-01-27 Sophie Hautphenne , Stefano Massei

The present paper deals with the numerical solution of the incompressible Navier-Stokes equations using high-order discontinuous Galerkin (DG) methods for discretization in space. For DG methods applied to the dual splitting projection…

Numerical Analysis · Mathematics 2017-10-25 Niklas Fehn , Wolfgang A. Wall , Martin Kronbichler

The particles model, the collision model, the polynomial development used for the equilibrium distribution, the time discretization and the velocity discretization are factors that let the lattice Boltzmann framework (LBM) far away from its…

In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…

Numerical Analysis · Mathematics 2023-10-20 Yujun Zhu , Ju Ming , Jie Zhu , Zhongming Wang

Designing model-free algorithms for distributionally robust reinforcement learning (DRRL) poses fundamental challenges. The robust Bellman operator is nonlinear in the transition kernel, which makes one-sample Bellman updates biased, while…

Machine Learning · Computer Science 2026-05-12 Shengbo Wang , Zexi Zhang