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This paper is concerned with developing accurate and efficient numerical methods for one-dimensional fully nonlinear second order elliptic and parabolic partial differential equations (PDEs). In the paper we present a general framework for…

Numerical Analysis · Mathematics 2012-12-04 Xiaobing Feng , Thomas Lewis

These lecture notes introduce the Galerkin method to approximate solutions to partial differential and integral equations. We begin with some analysis background to introduce this method in a Hilbert Space setting, and subsequently…

Analysis of PDEs · Mathematics 2011-12-07 Raghavendra Venkatraman

This paper proposes a weak Galerkin (WG) finite element method for elliptic interface problems defined on nonconvex polygonal partitions. The method features a built-in stabilizer and retains a simple, symmetric, and positive definite…

Numerical Analysis · Mathematics 2025-12-23 Chunmei Wang , Shangyou Zhang

In this paper, we propose a hybridized discontinuous Galerkin(HDG) method with reduced stabilization for the Poisson equation. The reduce stabilization proposed here enables us to use piecewise polynomials of degree $k$ and $k-1$ for the…

Numerical Analysis · Mathematics 2014-11-25 Issei Oikawa

In this paper, we present a new variational integrator for problems in Lagrangian mechanics. Using techniques from Galerkin variational integrators, we construct a scheme for numerical integration that converges geometrically, and is…

Numerical Analysis · Mathematics 2012-11-20 James Hall , Melvin Leok

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…

Numerical Analysis · Mathematics 2022-06-02 Markus Bachmayr , Igor Voulis

We study a fourth-order div problem and its approximation by the discontinuous Petrov-Galerkin method with optimal test functions. We present two variants, based on first and second-order systems. In both cases we prove well-posedness of…

Numerical Analysis · Mathematics 2022-01-03 Thomas Führer , Pablo Herrera , Norbert Heuer

A wide variety of (fixed-point) iterative methods for the solution of nonlinear equations (in Hilbert spaces) exists. In many cases, such schemes can be interpreted as iterative local linearization methods, which, as will be shown, can be…

Numerical Analysis · Mathematics 2019-10-16 Pascal Heid , Thomas P. Wihler

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

We develop a general polynomial chaos (gPC) based stochastic Galerkin (SG) for hyperbolic equations with random and singular coefficients. Due to the singu- lar nature of the solution, the standard gPC-SG methods may suffer from a poor or…

Numerical Analysis · Mathematics 2017-01-03 Shi Jin , Zheng Ma

Motivated by penalized likelihood maximization in complex models, we study optimization problems where neither the function to optimize nor its gradient have an explicit expression, but its gradient can be approximated by a Monte Carlo…

Computation · Statistics 2017-09-28 Gersende Fort , Edouard Ollier , Adeline Samson

We present a compact discontinuous Galerkin (CDG) method for an elliptic model problem. The problem is first cast as a system of first order equations by introducing the gradient of the primal unknown, or flux, as an additional variable. A…

Numerical Analysis · Mathematics 2008-09-15 Jaume Peraire , Per-Olof Persson

We propose a high-order adaptive numerical solver for the semilinear elliptic boundary value problem modelling magnetic plasma equilibrium in axisymmetric confinement devices. In the fixed boundary case, the equation is posed on curved…

Computational Physics · Physics 2021-05-28 Tonatiuh Sánchez-Vizuet , Manuel E. Solano , Antoine J. Cerfon

We study an approximation method for the one-dimensional nonlinear filtering problem, with discrete time and continuous time observation. We first present the method applied to the Fokker-Planck equation. The convergence of the…

Numerical Analysis · Mathematics 2023-03-29 Fabien F. Campillo

In this paper, we develop hybridized discontinuous Galerkin (HDG) methods for poroelastic wave equations. We first rewrite the governing equations to a first-order symmetric hyperbolic system in order to use dual mixed formulations for…

Numerical Analysis · Mathematics 2026-05-08 Jeonghun J. Lee , Manuel A. Sanchez

In many applications of practical interest, solutions of partial differential equation models arise as critical points of an underlying (energy) functional. If such solutions are saddle points, rather than being maxima or minima, then the…

Numerical Analysis · Mathematics 2020-09-07 Pascal Heid , Thomas P. Wihler

Stochastic Galerkin methods offer unexplored potential for the numerical simulation of parabolic problems with random variables, in particular if they are combined with variational discretizations of the space and time variables. Due to the…

Numerical Analysis · Mathematics 2026-05-21 Moataz Dawor , Nils Margenberg , Markus Bause

We present and analyze a discontinuous Galerkin method for the numerical modelling of the non-linear fully-coupled thermo-poroelastic problem. For the spatial discretization, we design a high-order discontinuous Galerkin method on polygonal…

Numerical Analysis · Mathematics 2022-05-27 Paola F. Antonietti , Stefano Bonetti , Michele Botti

In the context of Discontinuous Galerkin methods, we study approximations of nonlinear variational problems associated with convex energies. We propose element-wise nonconforming finite element methods to discretize the continuous…

Numerical Analysis · Mathematics 2025-02-05 Georgios Grekas , Konstantinos Koumatos , Charalambos Makridakis , Andreas Vikelis

We present a continuous/discontinuous Galerkin method for approximating solutions to a fourth order elliptic PDE on a surface embedded in $\mathbb{R}^3$. A priori error estimates, taking both the approximation of the surface and the…

Numerical Analysis · Mathematics 2017-06-23 Karl Larsson , Mats G. Larson