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We extend the Deep Galerkin Method (DGM) introduced in Sirignano and Spiliopoulos (2018)} to solve a number of partial differential equations (PDEs) that arise in the context of optimal stochastic control and mean field games. First, we…

计算金融 · 定量金融 2022-04-20 Ali Al-Aradi , Adolfo Correia , Danilo de Frietas Naiff , Gabriel Jardim , Yuri Saporito

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

The Electric Field Integral Equation (EFIE) is a well-established tool to solve electromagnetic scattering problems. However, the development of efficient and easy to implement preconditioners remains an active research area. In recent…

数值分析 · 数学 2023-02-07 Ignacia Fierro-Piccardo , Timo Betcke

Fast Fourier transform (FFT) based methods have turned out to be an effective computational approach for numerical homogenisation. In particular, Fourier-Galerkin methods are computational methods for partial differential equations that are…

数值分析 · 数学 2020-04-22 Jaroslav Vondřejc , Dishi Liu , Martin Ladecký , Hermann G. Matthies

This paper presents a hybridized formulation for the weak Galerkin mixed finite element method (WG-MFEM) which was introduced and analyzed for second order elliptic equations. The WG-MFEM method was designed by using discontinuous piecewise…

数值分析 · 数学 2015-08-25 Lin Mu , Junping Wang , Xiu Ye

In this paper, we propose a simple numerical algorithm based on the weak Galerkin (WG) finite element method for a class of fourth-order problems in fluorescence tomography (FT), eliminating the need for stabilizer terms required in…

数值分析 · 数学 2025-03-25 Chunmei Wang , Shangyou Zhang

Boundary integral equation methods for analyzing electromagnetic scattering phenomena typically suffer from several of the following problems: (i) ill-conditioning when the frequency is low; (ii) ill-conditioning when the discretization…

The Legendre spectral Galerkin method of self-adjoint second order elliptic equations usually results in a linear system with a dense and ill-conditioned coefficient matrix. In this paper, the linear system is solved by a preconditioned…

数值分析 · 数学 2020-04-30 Xuhao Diao , Jun Hu , Suna Ma

This study presents the Fourier-Gegenbauer Integral-Galerkin (FGIG) method, a novel and efficient numerical framework for solving the one-dimensional advection-diffusion equation with periodic boundary conditions. The FGIG method uniquely…

数值分析 · 数学 2025-01-07 Kareem T. Elgindy

We present a new analytical and numerical framework for solution of Partial Differential Equations (PDEs) that is based on an exact transformation that moves the boundary constraints into the dynamics of the corresponding governing…

数值分析 · 数学 2023-02-14 Yulia T. Peet , Matthew M. Peet

A new stabilizer free weak Galerkin (WG) method is introduced and analyzed for the biharmonic equation. Stabilizing/penalty terms are often necessary in the finite element formulations with discontinuous approximations to ensure the…

数值分析 · 数学 2019-07-23 Xiu Ye , Shangyou Zhang

In this paper, we propose a fast spectral-Galerkin method for solving PDEs involving integral fractional Laplacian in $\mathbb{R}^d$, which is built upon two essential components: (i) the Dunford-Taylor formulation of the fractional…

数值分析 · 数学 2019-08-28 Changtao Sheng , Jie Shen , Tao Tang , Li-Lian Wang , Huifang Yuan

In this paper, in order to improve the spatial accuracy, the exponential integrator Fourier Galerkin method (EIFG) is proposed for solving semilinear parabolic equations in rectangular domains. In this proposed method, the spatial…

数值分析 · 数学 2024-12-02 Jianguo Huang , Yuejin Xu

Based on a geometric discretization scheme for Maxwell equations, we unveil a mathematical\textit{\}transformation between the electric field intensity $E$ and the magnetic field intensity $H$, denoted as Galerkin duality. Using Galerkin…

计算物理 · 物理学 2009-11-11 Bo He , F. L. Teixeira

In recent years there have been tremendous advances in the theoretical understanding of boundary integral equations for Maxwell problems. In particular, stable dual pairing of discretisation spaces have been developed that allow robust…

数值分析 · 数学 2020-05-14 Matthew Scroggs , Timo Betcke , Erik Burman , Wojciech Śmigaj , Elwin van 't Wout

This paper focuses on the design, analysis and implementation of a new preconditioning concept for linear second order partial differential equations, including the convection-diffusion-reaction problems discretized by Galerkin or…

This contribution investigates the connection between isogeometric analysis and integral equation methods for full-wave electromagnetic problems up to the low-frequency limit. The proposed spline-based integral equation method allows for an…

计算工程、金融与科学 · 计算机科学 2026-05-19 Maximilian Nolte , Riccardo Torchio , Sebastian Schöps , Jürgen Dölz , Felix Wolf , Albert E. Ruehli

In this article a simplified weak Galerkin finite element method is developed for the Dirichlet boundary value problem of convection-diffusion-reaction equations. The simplified weak Galerkin method utilizes only the degrees of freedom on…

数值分析 · 数学 2018-08-29 Yujie Liu , Junping Wang

The weak Galerkin (WG) finite element method is an effective and flexible general numerical techniques for solving partial differential equations. A simple weak Galerkin finite element method is introduced for second order elliptic…

数值分析 · 数学 2020-04-24 Ahmed Al-Taweel , Xiaoshen Wang , Xiu Ye , Shangyou Zhang

This paper presents a primal-dual weak Galerkin (PD-WG) finite element method for a class of second order elliptic equations of Fokker-Planck type. The method is based on a variational form where all the derivatives are applied to the test…

数值分析 · 数学 2017-04-20 Chunmei Wang , Junping Wang