Related papers: Stochastic Galerkin Method and Hierarchical Precon…
In this paper we study the finite element approximation of systems of second-order nonlinear hyperbolic equations. The proposed numerical method combines a $hp$-version discontinuous Galerkin finite element approximation in the time…
In this work, we propose and investigate stable high-order collocation-type discretisations of the discontinuous Galerkin method on equidistant and scattered collocation points. We do so by incorporating the concept of discrete least…
The subject of this work is a new stochastic Galerkin method for second-order elliptic partial differential equations with random diffusion coefficients. It combines operator compression in the stochastic variables with tree-based spline…
We consider linear first-order systems of ordinary differential equations (ODEs) in port-Hamiltonian (pH) form. Physical parameters are remodelled as random variables to conduct an uncertainty quantification. A stochastic Galerkin…
Provable stable arbitrary order symmetric interior penalty discontinuous Galerkin (SIP) discretisations of variable viscosity, incompressible Stokes flow utilising $Q^2_k$--$Q_{k-1}$ elements and hierarchical Legendre basis polynomials are…
We consider time discretization methods for abstract parabolic problems with inhomogeneous linear constraints. Prototype examples that fit into the general framework are the heat equation with inhomogeneous (time dependent) Dirichlet…
One- and multi-dimensional stochastic Maxwell equations with additive noise are considered in this paper. It is known that such system can be written in the multi-symplectic structure, and the stochastic energy increases linearly in time.…
In several studies it has been observed that, when using stabilised $\mathbb{P}_k^{}\times\mathbb{P}_k^{}$ elements for both velocity and pressure, the error for the pressure is smaller, or even of a higher order in some cases, than the one…
This work introduces a novel discontinuity-tracking framework for resolving discontinuous solutions of conservation laws with high-order numerical discretizations that support inter-element solution discontinuities, such as discontinuous…
We present a GPU-accelerated version of a high-order discontinuous Galerkin discretization of the unsteady incompressible Navier-Stokes equations. The equations are discretized in time using a semi-implicit scheme with explicit treatment of…
In this paper, we consider effective discretization strategies and iterative solvers for nonlinear PDE-constrained optimization models for pattern evolution within biological processes. Upon a Sequential Quadratic Programming linearization…
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.…
In this paper, we construct and analyze preconditioners for the interior penalty discontinuous Galerkin discretization posed in the space $H(\mathrm{div})$. These discretizations are used as one component in exactly divergence-free…
We consider variational discretization of a parabolic optimal control problem governed by space-time measure controls. For the state discretization we use a Petrov-Galerkin method employing piecewise constant states and piecewise linear and…
The scope of this paper is the analysis and approximation of an optimal control problem related to the Allen-Cahn equation. A tracking functional is minimized subject to the Allen-Cahn equation using distributed controls that satisfy…
We propose a multilevel approach for trace systems resulting from hybridized discontinuous Galerkin (HDG) methods. The key is to blend ideas from nested dissection, domain decomposition, and high-order characteristic of HDG discretizations.…
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…
In this paper, we present a numerical scheme to solve the initial-boundary value problem for backward stochastic partial differential equations of parabolic type. Based on the Galerkin method, we approximate the original equation by a…
This paper proposes a novel computational framework for the solution of geometrically parametrised flow problems governed by the Stokes equation. The proposed method uses a high-order hybridisable discontinuous Galerkin formulation and the…
In this paper, we propose a domain decomposition method for multiscale second order elliptic partial differential equations with highly varying coefficients. The method is based on a discontinuous Galerkin formulation. We present both a…