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In this work we apply the Deep Galerkin Method (DGM) described in Sirignano and Spiliopoulos (2018) to solve a number of partial differential equations that arise in quantitative finance applications including option pricing, optimal…

计算金融 · 定量金融 2018-11-22 Ali Al-Aradi , Adolfo Correia , Danilo Naiff , Gabriel Jardim , Yuri Saporito

The present work develops hybrid multigrid methods for high-order discontinuous Galerkin discretizations of elliptic problems. Fast matrix-free operator evaluation on tensor product elements is used to devise a computationally efficient PDE…

计算物理 · 物理学 2020-06-24 Niklas Fehn , Peter Munch , Wolfgang A. Wall , Martin Kronbichler

A high-order quasi-conservative discontinuous Galerkin (DG) method is proposed for the numerical simulation of compressible multi-component flows. A distinct feature of the method is a predictor-corrector strategy to define the grid…

数值分析 · 数学 2021-01-18 Dongmi Luo , Shiyi Li , Weizhang Huang , Jianxian Qiu , Yibing Chen

Advances in imaging methods such as electron microscopy, tomography and other modalities are enabling high-resolution reconstructions of cellular and organelle geometries. Such advances pave the way for using these geometries for…

We present a new $hp$-version space-time discontinuous Galerkin (dG) finite element method for the numerical approximation of parabolic evolution equations on general spatial meshes consisting of polygonal/polyhedral (polytopic) elements,…

数值分析 · 数学 2024-11-07 Andrea Cangiani , Zhaonan Dong , Emmanuil H. Georgoulis

The hybrid high-order method is a modern numerical framework for the approximation of elliptic PDEs. We present here an extension of the hybrid high-order method to meshes possessing curved edges/faces. Such an extension allows us to…

数值分析 · 数学 2023-01-31 Liam Yemm

A new higher-order accurate method is proposed that combines the advantages of the classical $p$-version of the FEM on body-fitted meshes with embedded domain methods. A background mesh composed by higher-order Lagrange elements is used.…

数值分析 · 计算机科学 2016-04-04 Samir Omerović , Thomas-Peter Fries

In this paper we propose a novel arbitrary high order accurate semi-implicit space-time discontinuous Galerkin method for the solution of the two dimensional incompressible Navier-Stokes equations on staggered unstructured triangular…

数值分析 · 数学 2014-12-04 Maurizio Tavelli , Michael Dumbser

In this paper, we propose new geometrically unfitted space-time Finite Element methods for partial differential equations posed on moving domains of higher order accuracy in space and time. As a model problem, the convection-diffusion…

数值分析 · 数学 2023-05-09 Fabian Heimann , Christoph Lehrenfeld , Janosch Preuß

We consider spectral mixed discontinuous Galerkin finite element discretizations of the Lam\'e system of linear elasticity in polyhedral domains in $\mathbb{R}^3$. In order to resolve possible corner, edge, and corner-edge singularities,…

数值分析 · 数学 2019-08-14 Thomas P. Wihler , Marcel Wirz

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…

数值分析 · 数学 2019-10-02 Hailiang Liu , Peimeng Yin

In this paper, we develop a new discontinuous Galerkin method for solving several types of partial differential equations (PDEs) with high order spatial derivatives. We combine the advantages of local discontinuous Galerkin (LDG) method and…

数值分析 · 数学 2020-03-13 Qi Tao , Yan Xu , Chi-Wang Shu

We use circle-packing methods to generate quadrilateral meshes for polygonal domains, with guaranteed bounds both on the quality and the number of elements. We show that these methods can generate meshes of several types: (1) the elements…

计算几何 · 计算机科学 2007-05-23 Marshall Bern , David Eppstein

We present a computational framework for solving the equations of inviscid gas dynamics using structured grids with embedded geometries. The novelty of the proposed approach is the use of high-order discontinuous Galerkin (dG) schemes and a…

数值分析 · 数学 2022-01-05 Vincenzo Gulizzi , Ann S. Almgren , John B. Bell

A Petrov-Galerkin finite element method is constructed for a singularly perturbed elliptic problem in two space dimensions. The solution contains a regular boundary layer and two characteristic boundary layers. Exponential splines are used…

数值分析 · 数学 2023-11-02 Alan F. Hegarty , Eugene O'Riordan

Solution interpolation between deforming meshes is an important component for several applications in scientific computing, including indirect arbitrary-Lagrangian-Eulerian and rezoning moving mesh methods in numerical solution of partial…

数值分析 · 数学 2020-10-09 Min Zhang , Weizhang Huang , Jianxian Qiu

The mass flow rate of Poiseuille flow of rarefied gas through long ducts of two-dimensional cross-sections with arbitrary shape are critical in the pore-network modeling of gas transport in porous media. In this paper, for the first time,…

计算物理 · 物理学 2018-11-14 Wei Su , Peng Wang , Yonghao Zhang , Lei Wu

In this paper we present a new high order semi-implicit DG scheme on two-dimensional staggered triangular meshes applied to different nonlinear systems of hyperbolic conservation laws such as advection-diffusion models, incompressible…

数值分析 · 数学 2024-02-13 M. Tavelli , W. Boscheri

We introduce an $hp$-version discontinuous Galerkin finite element method (DGFEM) for the linear Boltzmann transport problem. A key feature of this new method is that, while offering arbitrary order convergence rates, it may be implemented…

The proximal Galerkin finite element method is a high-order, low-iteration complexity, nonlinear numerical method that preserves the geometric and algebraic structure of point-wise bound constraints in infinite-dimensional function spaces.…

数值分析 · 数学 2024-12-18 Brendan Keith , Thomas M. Surowiec