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We present and analyze a new space-time parallel multigrid method for parabolic equations. The method is based on arbitrarily high order discontinuous Galerkin discretizations in time, and a finite element discretization in space. The key…

Numerical Analysis · Mathematics 2014-11-04 Martin J. Gander , Martin Neumüller

In this work we investigate the numerical identification of the diffusion coefficient in elliptic and parabolic problems using neural networks. The numerical scheme is based on the standard output least-squares formulation where the…

Numerical Analysis · Mathematics 2023-02-22 Siyu Cen , Bangti Jin , Qimeng Quan , Zhi Zhou

We introduce in this document a direct method allowing to solve numerically inverse type problems for linear parabolic equations. We consider the reconstruction of the full solution of the parabolic equation posed in $\Omega\times (0,T)$ -…

Optimization and Control · Mathematics 2024-02-11 Arnaud Munch , Diego Souza

We present an efficient method for the computation of homogenized coefficients of divergence-form operators with random coefficients. The approach is based on a multiscale representation of the homogenized coefficients. We then implement…

Numerical Analysis · Mathematics 2019-05-17 A. Hannukainen , J. -C. Mourrat , H. Stoppels

We propose an discontinuous Galerkin local orthogonal decomposition multiscale method for convection-diffusion problems with rough, heterogeneous, and highly varying coefficients. The properties of the multiscale method and the…

Numerical Analysis · Mathematics 2015-09-14 Daniel Elfverson

We present and analyze a discontinuous Galerkin method for the numerical solution of a class of second-order linear mixed-type partial differential equations, i.e. equations that change their nature from elliptic to hyperbolic through the…

Numerical Analysis · Mathematics 2026-04-09 Chiara Perinati , Lise-Marie Imbert-Gérard , Andrea Moiola , Paul Stocker

We formulate and analyze a multiscale method for an elliptic problem with an oscillatory coefficient based on a skeletal (hybrid) formulation. More precisely, we employ hybrid discontinuous Galerkin approaches and combine them with the…

Numerical Analysis · Mathematics 2025-02-03 Peipei Lu , Roland Maier , Andreas Rupp

In this paper, we introduce a higher-order multiscale method for time-dependent problems with highly oscillatory coefficients. Building on the localized orthogonal decomposition (LOD) framework, we construct enriched correction operators to…

Numerical Analysis · Mathematics 2026-05-15 Balaje Kalyanaraman , Felix Krumbiegel , Roland Maier , Siyang Wang

The paper proposes a novel hybrid method for solving equilibrium problems and fixed point problems. By constructing specially cutting-halfspaces, in this algorithm, only an optimization program is solved at each iteration without the…

Optimization and Control · Mathematics 2015-10-30 Dang Van Hieu

In this paper, we develop an ensemble-based time-stepping algorithm to efficiently find numerical solutions to a group of linear, second-order parabolic partial differential equations (PDEs). Particularly, the PDE models in the group could…

Numerical Analysis · Mathematics 2017-10-18 Yan Luo , Zhu Wang

In this paper, three efficient ensemble algorithms are proposed for fast-solving the random fluid-fluid interaction model. Such a model can be simplified as coupling two heat equations with random diffusion coefficients and a friction…

Numerical Analysis · Mathematics 2023-01-24 Yizhong Sun , Jiangshan Wang , Haibiao Zheng

In some recent works [G. Dimarco, L. Pareschi, Hybrid multiscale methods I. Hyperbolic Relaxation Problems, Comm. Math. Sci., 1, (2006), pp. 155-177], [G. Dimarco, L. Pareschi, Hybrid multiscale methods II. Kinetic equations, SIAM…

Numerical Analysis · Mathematics 2011-02-07 Giacomo Dimarco , Lorenzo Pareschi

In this paper, a novel parallel hybrid iterative method is proposed for finding a common element of the set of solutions of a system of equilibrium problems, the set of solutions of variational inequalities for inverse strongly monotone…

Optimization and Control · Mathematics 2015-10-28 Dang Van Hieu

We present a variationally separable splitting technique for the generalized-$\alpha$ method for solving parabolic partial differential equations. We develop a technique for a tensor-product mesh which results in a solver with a linear cost…

Numerical Analysis · Mathematics 2018-11-26 Pouria Behnoudfar , Victor M. Calo , Quanling Deng , Peter D. Minev

A hybridized discontinuous Galerkin method is proposed for solving 2D fractional convection-diffusion equations containing derivatives of fractional order in space on a finite domain. The Riemann-Liouville derivative is used for the spatial…

Numerical Analysis · Mathematics 2016-07-12 Shuqin Wang , Jinyun Yuan , Weihua Deng , Yujiang Wu

An approximately globally convergent numerical method for a 3d Coefficient Inverse Problem for a hyperbolic equation with backscattering data is presented. A new approximate mathematical model is presented. An approximation is used only on…

Mathematical Physics · Physics 2012-09-18 Larisa Beilina , Michael V. Klibanov

In this paper, we construct and analyze a multiscale (finite element) method for parabolic problems with heterogeneous dynamic boundary conditions. As origin, we consider a reformulation of the system in order to decouple the discretization…

Numerical Analysis · Mathematics 2020-09-16 Robert Altmann , Barbara Verfürth

We present a stochastic numerical method for solving fully non-linear free boundary problems of parabolic type and provide a rate of convergence under reasonable conditions on the non-linearity.

Numerical Analysis · Mathematics 2013-11-11 Erhan Bayraktar , Arash Fahim

We propose a multi-moment method for one-dimensional hyperbolic equations with smooth coefficient and piecewise constant coefficient. The method is entirely based on the backward characteristic method and uses the solution and its…

Numerical Analysis · Mathematics 2020-01-14 Kazufumi Ito , Tomoya Takeuchi

A singularly perturbed parabolic problem of convection-diffusion type with a discontinuous initial condition is examined. A particular complimentary error function is identified which matches the discontinuity in the initial condition. The…

Numerical Analysis · Mathematics 2022-02-09 Jose Luis Gracia , Eugene O'Riordan