University of Texas at Austin

Cross-
Cutting
Research Area

Numerical Analysis and Numerical PDEs

The study of algorithms for numerical approximation

Development, analysis, and computer implementation for numerical simulation of mathematical models

Advanced mathematical analysis can lead to stable, accurate, and efficient computer algorithms that faithfully represent important features of the system being approximated. These include preserving physical principles like conservation of mass and energy, capturing phenomena on multiple spatial and temporal scales, and accounting for uncertainties in the data and even in the model itself.

An Overview: Numerical Analysis & Numerical PDEs

What are Numerical Analysis & Numerical PDEs

Numerical Analysis is a branch of mathematics and computer science that creates, analyzes, and implements algorithms that use numerical approximation. The recent growth in computing power has revolutionized the use of mathematical modeling, and at the same time it revealed subtle and sometimes mysterious numerical issues. Questions addressed, for example, may concern accuracy and error estimation, stability of the model to small perturbations including rounding error, preservation of physical principles, multiscale modeling and model adaptivity, data assimilation and inverse modeling, predictive science, computational complexity, machine learning, computational efficiency, software, and computer hardware.

Numerical PDEs is the subset of numerical analysis concerned with the numerical approximation of partial differential equations (PDEs), integro-differential equations (IDEs), and optimization and control. Systems of PDEs and IDEs with inequality constraints underlie many if not most of the mathematical models arising in the natural and social sciences, engineering, medicine, and business.

Current research areas

Research is multifaceted, ranging from foundational advances in theory, methods and algorithms, to real-world impact in grand challenge problems. Some examples of current research areas include:

Finite element method

Finite element methods. The aim is to solve all kinds of PDEs efficiently and to within specified error bounds using unstructured, polyhedral, and refined computational meshes.

Discontinuous Galerkin

Discontinuous Galerkin (DG) and Discontinuous Petrov Galerkin (DPG) methods. These are special finite element methods, and the goal is to understand and exploit their many advantageous properties.

isometric analysis

Isogeometric analysis. The vision is an integration of computational geometry and analysis, by unifying the disparate methods and data structures of Computer Aided Geometric Design (CAGD) and finite element analysis.

Approximation of div-curl PDE systems

Approximation of div-curl PDE systems. These arise in many problems of mechanics and physics, such as those involving electromagnetism, acoustics, and diffusion. They have a precise mathematical structure, and the challenge is to preserve this structure within the numerical methods.

Fluid structure interaction (FSI) problems

Fluid structure interaction (FSI) problems. These arise in many important applications, and involve complex numerical issues related to mechanical structures deforming within a fluid.

Hyperbolic conservation laws

Hyperbolic conservation laws. These PDEs model, e.g., transport processes, fluid dynamics, and turbulence. The equations offer special challenges related to the interaction of numerics and physics, such as arise in the formation of shocks and dealing with nonuniqueness of solutions.

Boltzmann type equations and particle transport

Boltzmann type equations and particle transport. Challenges include preservation of physics in numerical methods at quantum, kinetic, and fluid scales, and approximation of high-dimensional non-equilibrium statistical flows.

Multiphysics simulation

Multiphysics simulation. A complex system often contains many smaller, coupled subsystems. Solving them iteratively leads to possible nonconvergence of the overall problem and issues of propagation of errors between subsystems.

Solution of linear systems

Solution of linear systems. Most numerical methods reduce at some level to very large systems of linear equations, and the overall computational cost is related most strongly to the time needed to solve these linear systems. Algorithms using direct, probabilistic, and iterative methods are explored in a massively parallel, high performance computational setting.

Working with partners

Centers and Groups

To learn more about projects and people in Numerical Analysis and Numerical PDEs, explore the centers and groups with research activities in this cross-cutting research area.

Applied Mathematics Group

Center for Numerical Analysis

Computational Mechanics Group

News in brief

Celebrating Legacy and Curiosity: The Engquist Conference Honors a Mathematical Giant

News

April 24, 2025

Celebrating Legacy and Curiosity: The Engquist Conference Honors a Mathematical Giant

The Frontiers in Computational Mathematics Conference celebrated Professor Bjorn Engquist’s 80th birthday and his impact on numerical analysis, mentorship, and interdisciplinary research. The event brought together global scholars and students to explore the future of computational mathematics in an era increasingly shaped by AI.

Read more

Sloan Fellowship Recipient Uses Creativity to Explore Mathematical Foundations - Profile Joe Kileel

Profile

Feb. 21, 2025

Sloan Fellowship Recipient Uses Creativity to Explore Mathematical Foundations - Profile Joe Kileel

Joe Kileel, Principal Faculty at the Oden Institute for Computational Engineering and Sciences, and mathematics professor was awarded a Sloan Fellowship in February 2025.

Read more

Revolutionizing Rational Approximation: Nick Trefethen Presents Distinguished Lecture

News

Dec. 2, 2024

Revolutionizing Rational Approximation: Nick Trefethen Presents Distinguished Lecture

Renowned applied mathematician Nick Trefethen captivated a packed auditorium at the Oden Institute with a distinguished lecture on the groundbreaking AAA algorithm, a powerful tool transforming rational approximation in numerical analysis.

Read more