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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…

数值分析 · 数学 2015-01-22 Noel Chalmers , Lilia Krivodonova

Developing algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the notoriously difficult problem known as the "curse of dimensionality". This paper…

数值分析 · 数学 2020-07-17 Jiequn Han , Arnulf Jentzen , Weinan E

Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…

数值分析 · 数学 2020-08-04 Ruisheng Qi , Xiaojie Wang

Second-order partial differential equations in non-divergence form are considered. Equations of this kind typically arise as subproblems for the solution of Hamilton-Jacobi-Bellman equations in the context of stochastic optimal control, or…

数值分析 · 数学 2020-08-13 Jan Blechschmidt , Roland Herzog , Max Winkler

This study presents a meshfree two-dimensional fractional-order Element-Free Galerkin (2D f-EFG) method as a viable alternative to conventional mesh-based FEM for a numerical solution of (spatial) fractional-order differential equations…

数值分析 · 数学 2025-10-31 Shubham Desai , Malapeta Hemasundara Rao , Sai Sidhardh

Motivated by important applications in image processing, we study a class of second-order geometric quasilinear hyperbolic partial differential equations (PDEs). This is inspired by the recent development of second-order damping systems…

偏微分方程分析 · 数学 2025-01-06 Guozhi Dong , Michael Hintermüller , Ye Zhang

This paper develops and analyses semi-discrete numerical method for two dimensional Vlasov-Stokes' system with periodic boundary condition. The method is based on coupling of semi-discrete discontinuous Galerkin method for the Vlasov…

数值分析 · 数学 2023-12-18 Harsha Hutridurga , Krishan Kumar , Amiya K. Pani

This paper considers weak Galerkin finite element approximations for a quasistatic Maxwell viscoelastic model. The spatial discretization uses piecewise polynomials of degree $k \ (k\geq 1)$ for the stress approximation, degree $k+1$ for…

数值分析 · 数学 2022-02-22 Jihong Xiao , Zimo Zhu , Xiaoping Xie

We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and finite differences scheme without appealing to the theory of…

概率论 · 数学 2010-08-26 Arash Fahim , Nizar Touzi , Xavier Warin

Weak Galerkin (WG) refers to general finite element methods for partial differential equations in which differential operators are approximated by weak forms through the usual integration by parts. In particular, WG methods allow the use of…

数值分析 · 数学 2011-11-04 Lin Mu , Junping Wang , Xiu Ye , Shan Zhao

Recent advances in deep learning makes solving parabolic partial differential equations (PDEs) in high dimensional spaces possible via forward-backward stochastic differential equation (FBSDE) formulations. The implementation of most…

数值分析 · 数学 2025-06-19 Wenjun Xu , Wenzhong Zhang

We use a concept of weak asymptotic solution for homogeneous as well as non-homogeneous fractional advection dispersion type equations. Using Legendre scaling functions as basis, a numerical method based on Galerkin approximation is…

数值分析 · 数学 2015-05-01 Harendra Singh , Manas Ranjan Sahoo , Om Prakash Singh

The paper proposes a new, conservative fully-discrete scheme for the numerical solution of the regularised shallow water Boussinesq system of equations in the cases of periodic and reflective boundary conditions. The particular system is…

数值分析 · 数学 2021-05-12 Dimitrios Mitsotakis , Hendrik Ranocha , David I. Ketcheson , Endre Süli

In this article, we study the vanishing order of solutions to second order elliptic equations with singular lower order terms in the plane. In particular, we derive lower bounds for solutions on arbitrarily small balls in terms of the…

偏微分方程分析 · 数学 2017-04-04 Blair Davey , Jiuyi Zhu

Moment estimation for stochastic differential equations (SDEs) is fundamental to the formal reasoning and verification of stochastic dynamical systems, yet remains challenging and is rarely available in closed form. In this paper, we study…

系统与控制 · 电气工程与系统科学 2026-03-04 Shenghua Feng , Jie An , Naijun Zhan , Fanjiang Xu

We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

数值分析 · 数学 2021-08-12 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

A singularly perturbed linear system of second order partial differential equations of parabolic reaction-diffusion type with given initial and boundary conditions is considered. The leading term of each equation is multiplied by a small…

数值分析 · 数学 2010-08-17 V. Franklin , M. Paramasivam , S. Valarmathi , J. J. H. Miller

Geophysical flow simulations using hyperbolic shallow water moment equations require an efficient discretization of a potentially large system of PDEs, the so-called moment system. This calls for tailored model order reduction techniques…

数值分析 · 数学 2024-07-17 Julian Koellermeier , Philipp Krah , Jonas Kusch

In this paper, we use an implicit two-derivative deferred correction time discretization approach and combine it with a spatial discretization of the discontinuous Galerkin spectral element method to solve (non-)linear PDEs. The resulting…

数值分析 · 数学 2022-07-13 Jonas Zeifang , Jochen Schuetz

This article presents a superconvergence for the gradient approximation of the second order elliptic equation discretized by the weak Galerkin finite element methods on nonuniform rectangular partitions. The result shows a convergence of…

数值分析 · 数学 2018-06-21 Dan Li , Chunmei Wang , Junping Wang