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In this paper we study the dynamics of a fast-slow Fokker-Planck partial differential equation (PDE) viewed as the evolution equation for the density of a multiscale planar stochastic differential equation (SDE). Our key focus is on the…

Analysis of PDEs · Mathematics 2025-02-03 Christian Kuehn , Jan-Eric Sulzbach

We consider a space-time variational formulation of parabolic initial-boundary value problems in anisotropic Sobolev spaces in combination with a Hilbert-type transformation. This variational setting is the starting point for the space-time…

Numerical Analysis · Mathematics 2020-08-06 Ulrich Langer , Marco Zank

We introduce a general framework for approximating parabolic Stochastic Partial Differential Equations (SPDEs) based on fluctuation-dissipation balance. Using this approach we formulate Stochastic Discontinuous Galerkin Methods (SDGM). We…

Numerical Analysis · Mathematics 2023-02-28 Will Pazner , Nathaniel Trask , Paul J. Atzberger

We apply the discontinuous Galerkin finite element method with a degree $p$ polynomial basis to the linear advection equation and derive a PDE which the numerical solution solves exactly. We use a Fourier approach to derive polynomial…

Numerical Analysis · Mathematics 2015-01-22 Noel Chalmers , Lilia Krivodonova

We present a field formulation for defects that draws from the classical representation of the cores as force dipoles. We write these dipoles as singular distributions. Exploiting the key insight that the variational setting is the only…

Materials Science · Physics 2016-06-02 Zhenlin Wang , Shiva Rudraraju , Krishna Garikipati

We propose and analyze a seamless extended Discontinuous Galerkin (DG) discretization of advection-diffusion equations on semi-infinite domains. The semi-infinite half line is split into a finite subdomain where the model uses a standard…

Numerical Analysis · Mathematics 2021-07-23 Federico Vismara , Tommaso Benacchio , Luca Bonaventura

The simulation of high-dimensional problems with manageable computational resource represents a long-standing challenge. In a series of our recent work [25, 17, 18, 24], a class of sparse grid DG methods has been formulated for solving…

Numerical Analysis · Mathematics 2019-06-27 Wei Guo

We present the stability and error analysis of the unified Petrov-Galerkin spectral method, developed in \cite{samiee2017Unified}, for linear fractional partial differential equations with two-sided derivatives and constant coefficients in…

Computational Engineering, Finance, and Science · Computer Science 2019-09-24 Mehdi Samiee , Mohsen Zayernouri , Mark M. Meerschaert

We investigate linear dynamical systems consisting of ordinary differential equations with high dimensionality. Model order reduction yields alternative systems of much lower dimensions. However, a reduced system may be unstable, although…

Numerical Analysis · Mathematics 2018-08-14 Roland Pulch

In this paper we establish a best approximation property of fully discrete Galerkin finite element solutions of second order parabolic problems on convex polygonal and polyhedral domains in the $L^\infty$ norm. The discretization method…

Numerical Analysis · Mathematics 2018-08-20 Dmitriy Leykekhman , Boris Vexler

For a class of reducible Hamiltonian partial differential equations (PDEs) with arbitrary spatial dimensions, quantified by a quadratic polynomial with time-dependent coefficients, we present a comprehensive classification of long-term…

Analysis of PDEs · Mathematics 2025-05-08 Zhenguo Liang , Jiawen Luo , Zhiyan Zhao

In this work, we present a novel family of high order accurate numerical schemes for the solution of hyperbolic partial differential equations (PDEs) which combines several geometrical and physical structure preserving properties. First, we…

Numerical Analysis · Mathematics 2025-08-19 Elena Gaburro

We present a model reduction approach for the real-time solution of time-dependent nonlinear partial differential equations (PDEs) with parametric dependencies. The approach integrates several ingredients to develop efficient and accurate…

Numerical Analysis · Mathematics 2024-10-04 Ngoc Cuong Nguyen

We consider a fast-slow partial differential equation (PDE) with reaction-diffusion dynamics in the fast variable and the slow variable driven by a differential operator on a bounded domain. Assuming a transcritical normal form for the…

Dynamical Systems · Mathematics 2024-09-10 Maximilian Engel , Christian Kuehn

In this paper, we develop a local multiscale model reduction strategy for the elastic wave equation in strongly heterogeneous media, which is achieved by solving the problem in a coarse mesh with multiscale basis functions. We use the…

Numerical Analysis · Mathematics 2022-07-12 Zhongqian Wang , Shubin Fu , Zishang Li , Eric Chung

Nearly all model-reduction techniques project the governing equations onto a linear subspace of the original state space. Such subspaces are typically computed using methods such as balanced truncation, rational interpolation, the…

Numerical Analysis · Computer Science 2019-06-07 Kookjin Lee , Kevin Carlberg

We devise a space-time tensor method for the low-rank approximation of linear parabolic evolution equations. The proposed method is a stable Galerkin method, uniformly in the discretization parameters, based on a Minimal Residual…

Numerical Analysis · Mathematics 2019-09-11 Thomas Boiveau , Virginie Ehrlacher , Alexandre Ern , Anthony Nouy

We construct entropy conservative and entropy stable high order accurate discontinuous Galerkin (DG) discretizations for time-dependent nonlinear hyperbolic conservation laws on curvilinear meshes. The resulting schemes preserve a…

Numerical Analysis · Mathematics 2018-06-14 Jesse Chan , Lucas C. Wilcox

Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…

Probability · Mathematics 2011-04-22 Benjamin Gess

Solving inverse and optimization problems over solutions of nonlinear partial differential equations (PDEs) on complex spatial domains is a long-standing challenge. Here we introduce a method that parameterizes the solution using spectral…

Numerical Analysis · Mathematics 2025-10-30 James V. Roggeveen , Michael P. Brenner
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