Related papers: Robust semi-implicit multilevel SDC methods for co…
This paper is concerned with the strong approximation of a semi-linear stochastic wave equation with strong damping, driven by additive noise. Based on a spatial discretization performed by a spectral Galerkin method, we introduce a kind of…
We consider flux-corrected finite element discretizations of 3D convection-dominated transport problems and assess the computational efficiency of algorithms based on such approximations. The methods under investigation include…
In this paper two new families of arbitrary high order accurate spectral DG finite element methods are derived on staggered Cartesian grids for the solution of the inc.NS equations in two and three space dimensions. Pressure and velocity…
We present strongly convergent explicit and semi-implicit adaptive numerical schemes for systems of stiff stochastic differential equations (SDEs) where both the drift and diffusion are non-globally Lipschitz continuous. This stiffness may…
The Swift-Hohenberg equation as a central nonlinear model in modern physics has a gradient flow structure. Here we introduce fully discrete discontinuous Galerkin (DG) schemes for a class of fourth order gradient flow problems, including…
In this work a new finite element based Method of Relaxed Streamline Upwinding is proposed to solve hyperbolic conservation laws. Formulation of the proposed scheme is based on relaxation system which replaces hyperbolic conservation laws…
In this paper, a space-time discontinuous Galerkin finite element method for distributed optimal control problems governed by unsteady diffusion-convection-reaction equations with control constraints is studied. Time discretization is…
Recently, continuous-time dynamical systems have proved useful in providing conceptual and quantitative insights into gradient-based optimization, widely used in modern machine learning and statistics. An important question that arises in…
A high-order quasi-conservative discontinuous Galerkin (DG) method is proposed for the numerical simulation of compressible multi-component flows. A distinct feature of the method is a predictor-corrector strategy to define the grid…
We introduce a general framework for enforcing local or global maximum principles in high-order space-time discretizations of a scalar hyperbolic conservation law. We begin with sufficient conditions for a space discretization to be bound…
In this article we develop a new sequential Monte Carlo (SMC) method for multilevel (ML) Monte Carlo estimation. In particular, the method can be used to estimate expectations with respect to a target probability distribution over an…
In this paper, we develop high-order nodal discontinuous Galerkin (DG) methods for hyperbolic conservation laws that satisfy invariant domain preserving properties using a subcell flux corrections and convex limiting. These methods are…
We propose an algorithm for low Mach number reacting flows subjected to electric field that includes the chemical production and transport of charged species. This work is an extension of a multi-implicit spectral deferred correction…
We present a novel asymptotic-preserving semi-implicit finite element method for weakly compressible and incompressible flows based on compatible finite element spaces. The momentum is sought in an $H(\mathrm{div})$-conforming space,…
Subcell limiting strategies for discontinuous Galerkin spectral element methods do not provably satisfy a semi-discrete cell entropy inequality. In this work, we introduce an extension to the subcell and monolithic convex limiting…
We propose a second order, fully semi-Lagrangian method for the numerical solution of systems of advection-diffusion-reaction equations, which employs a semi-Lagrangian approach to approximate in time both the advective and the diffusive…
We theoretically analyze the superconvergence of the upwind discontinuous Galerkin (DG) method for both the steady-state and time-dependent radiative transfer equation (RTE), and apply the Smooth-Increasing Accuracy-Conserving (SIAC)…
This paper proposes and analyzes a class of essentially non-oscillatory central discontinuous Galerkin (CDG) methods for general hyperbolic conservation laws. First, we introduce a novel compact, non-oscillatory stabilization mechanism that…
A family of semi-intrusive uncertainty propagation (UP) methods for multiscale models is introduced. The methods are semi-intrusive in the sense that inspection of the model is limited up to the level of the single scale systems, and…
Stability is an important aspect of numerical methods for hyperbolic conservation laws and has received much interest. However, continuity in time is often assumed and only semidiscrete stability is studied. Thus, it is interesting to…