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We propose a novel early-terminating mesh refinement strategy using an integrated residual method to solve dynamic feasibility problems. As a generalization of direct collocation, the integrated residual method is used to approximate an…

Optimization and Control · Mathematics 2024-03-13 Eduardo M. G. Vila , Eric C. Kerrigan , Paul Bruce

We consider goal-oriented adaptive space-time finite-element discretizations of the parabolic heat equation on completely unstructured simplicial space-time meshes. In some applications, we are interested in an accurate computation of some…

Numerical Analysis · Mathematics 2024-01-31 Bernhard Endtmayer , Andreas Schafelner

A conforming discontinuous Galerkin finite element method is introduced for solving the biharmonic equation. This method, by its name, uses discontinuous approximations and keeps simple formulation of the conforming finite element method at…

Numerical Analysis · Mathematics 2019-07-26 Xiu Ye , Shangyou Zhang

We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This…

Optimization and Control · Mathematics 2023-04-21 Marianne Akian , Stéphane Gaubert , Shanqing Liu

We discuss several optimization procedures to solve finite element approximations of linear-quadratic Dirichlet optimal control problems governed by an elliptic partial differential equation posed on a 2D or 3D Lipschitz domain. The control…

Optimization and Control · Mathematics 2019-01-25 Mariano Mateos

This paper introduces a novel a posteriori error estimation framework for the enriched Galerkin (EG) finite element method applied to linear parabolic equations. While the EG method has been recognized for its local conservation property…

Numerical Analysis · Mathematics 2026-04-29 Hyun-Geun Shin , Yi-Yung Yang , Sanghyun Lee

Solving partial differential equations (PDEs) within the framework of probabilistic numerics offers a principled approach to quantifying epistemic uncertainty arising from discretization. By leveraging Gaussian process regression and…

Machine Learning · Statistics 2025-08-18 Akshay Thakur , Sawan Kumar , Matthew Zahr , Souvik Chakraborty

Discontinuous Galerkin (DG) methods for hyperbolic partial differential equations (PDEs) with explicit time-stepping schemes, such as strong stability-preserving Runge-Kutta (SSP-RK), suffer from time-step restrictions that are…

Numerical Analysis · Mathematics 2019-03-11 Pierson T. Guthrey , James A. Rossmanith

A numerical method based on the hybridizable discontinuous Galerkin method in space and backward Euler in time is formulated and analyzed for solving the miscible displacement problem. Under low regularity assumptions, convergence is…

Numerical Analysis · Mathematics 2025-05-19 Keegan L. A. Kirk , Beatrice Riviere

In this paper we consider the convergence analysis of adaptive finite element method for elliptic optimal control problems with pointwise control constraints. We use variational discretization concept to discretize the control variable and…

Numerical Analysis · Mathematics 2016-08-31 Wei Gong , Ningning Yan

In this paper, we are concerned with a nonlinear optimal control problem of ordinary differential equations. We consider a discretization of the problem with the discontinuous Galerkin method with arbitrary order $r \in \mathbb{N}\cup…

Numerical Analysis · Mathematics 2020-05-25 Woocheol Choi , Young-Pil Choi

This paper is concerned with the numerical approximation of quantities of interest associated with solutions to parametric elliptic partial differential equations (PDEs). The key novelty of this work is in its focus on the quantities of…

Numerical Analysis · Mathematics 2025-10-09 Alex Bespalov , Dirk Praetorius , Michele Ruggeri

Coefficient inverse problems related to identifying the right-hand side of an equation with use of additional information is of interest among inverse problems for partial differential equations. When considering non-stationary problems,…

Numerical Analysis · Computer Science 2016-04-18 Petr N. Vabishchevich

A novel discontinuous Galerkin (DG) method is developed to solve time-dependent bi-harmonic type equations involving fourth derivatives in one and multiple space dimensions. We present the spatial DG discretization based on a mixed…

Numerical Analysis · Mathematics 2019-10-02 Hailiang Liu , Peimeng Yin

We consider a space-time finite element method for the numerical solution of a distributed tracking-type optimal control problem subject to the heat equation with state constraints. The cost or regularization term is formulated in an…

Numerical Analysis · Mathematics 2024-10-10 Richard Löscher , Michael Reichelt , Olaf Steinbach

In this work we recast parametrized time dependent optimal control problems governed by partial differential equations in a saddle point formulation and we propose reduced order methods as an effective strategy to solve them. Indeed, on one…

Numerical Analysis · Mathematics 2023-08-08 Maria Strazzullo , Francesco Ballarin , Gianluigi Rozza

This paper is concerned with adaptive mesh refinement strategies for the spatial discretization of parabolic problems with dynamic boundary conditions. This includes the characterization of inf-sup stable discretization schemes for a…

Numerical Analysis · Mathematics 2023-10-12 Robert Altmann , Christoph Zimmer

Numerical methods for random parametric PDEs can greatly benefit from adaptive refinement schemes, in particular when functional approximations are computed as in stochastic Galerkin and stochastic collocations methods. This work is…

Numerical Analysis · Mathematics 2023-05-03 Martin Eigel , Nando Farchmin , Sebastian Heidenreich , Philipp Trunschke

For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…

Numerical Analysis · Mathematics 2017-12-04 Anindya Bhaduri , Lori Graham-Brady

This paper considers the approximation of partial differential equations with a point collocation framework based on high-order local maximum-entropy schemes (HOLMES). In this approach, smooth basis functions are computed through an…

Computational Engineering, Finance, and Science · Computer Science 2020-11-02 F. Greco , M. Arroyo