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math.NA2020

Adaptive Single- and Multilevel Stochastic Collocation Methods for Uncertain Gas Transport in Large-Scale Networks

Jens Lang, Pia Domschke, Elisa Strauch

In this paper, we are concerned with the quantification of uncertainties that arise from intra-day oscillations in the demand for natural gas transported through large-scale networ…

math.NA2020

Well-Balanced and Asymptotic Preserving IMEX-Peer Methods

Moritz Schneider, Jens Lang

Peer methods are a comprehensive class of time integrators offering numerous degrees of freedom in their coefficient matrices that can be used to ensure advantageous properties, e.…

math.NA2020

A Third-Order Weighted Essentially Non-Oscillatory Scheme in Optimal Control Problems Governed by Nonlinear Hyperbolic Conservation Laws

David Frenzel, Jens Lang

The weighted essentially non-oscillatory (WENO) methods are popular and effective spatial discretization methods for nonlinear hyperbolic partial differential equations. Although t…

math.NA2020

Discrete Adjoint Implicit Peer Methods in Optimal Control

Jens Lang, Bernhard A. Schmitt

It is well known that in the first-discretize-then-optimize approach in the control of ordinary differential equations the adjoint method may converge under additional order condit…

math.NA2019

Stability of explicit Runge-Kutta methods for high order finite element approximation of linear parabolic equations

Weizhang Huang, Lennard Kamenski, Jens Lang

We study the stability of explicit Runge-Kutta methods for high order Lagrangian finite element approximation of linear parabolic equations and establish bounds on the largest eige…

math.NA2019

A new anisotropic mesh adaptation method based upon hierarchical a posteriori error estimates

Weizhang Huang, Lennard Kamenski, Jens Lang

A new anisotropic mesh adaptation strategy for finite element solution of elliptic differential equations is presented. It generates anisotropic adaptive meshes as quasi-uniform on…