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The aim of this work is to show an abstract framework to analyze the numerical approximation for a family of linear degenerate parabolic mixed equations by using a finite element method in space and a Backward-Euler scheme in time. We…

Numerical Analysis · Mathematics 2020-09-08 Ramiro Acevedo , Christian Gómez , Bibiana López-Rodríguez

We construct a finite element approximation of a strain-limiting elastic model on a bounded open domain in $\mathbb{R}^d$, $d \in \{2,3\}$. The sequence of finite element approximations is shown to exhibit strong convergence to the unique…

Numerical Analysis · Mathematics 2020-04-02 Andrea Bonito , Vivette Girault , Endre Süli

The paper studies a method for solving elliptic partial differential equations posed on hypersurfaces in $\mathbb{R}^N$, $N=2,3$. The method allows a surface to be given implicitly as a zero level of a level set function. A surface equation…

Numerical Analysis · Mathematics 2015-01-16 Maxim A. Olshanskii , Danil Safin

We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility jump models, e.g. in Bates model. In such models the option price is determined as the solution of a partial integro-differential…

Computational Finance · Quantitative Finance 2019-02-25 Bertram Düring , Alexander Pitkin

This paper deals with the asymptotic behavior and FEM error analysis of a class of strongly damped wave equations using a semidiscrete finite element method in spatial directions combined with a finite difference scheme in the time…

Numerical Analysis · Mathematics 2025-11-03 Krishan Kumar , P. Danumjaya , Anil Kumar , Amiya K. Pani

In this paper, we present a novel local and parallel two-grid finite element scheme for solving the Stokes equations, and rigorously establish its a priori error estimates. The scheme admits simultaneously small scales of subproblems and…

Numerical Analysis · Mathematics 2020-12-09 Yanren Hou , Feng Shi , Haibiao Zheng

We study the fully mixed formulation of the Biot equations, which is characterized by a symmetric coupling between flow and deformation. This structure enables the use of stable mixed finite elements for each subproblem without a strong…

Numerical Analysis · Mathematics 2026-03-20 Fleurianne Bertrand , Jakub Wiktor Both , Tugay Dağlı

We consider the study of a numerical scheme for an initial- and Dirichlet boundary- value problem for a nonlinear Schr\"odinger equation. We approximate the solution using a, local (non-uniform) two level scheme in time (see C. Besse [6]…

Numerical Analysis · Mathematics 2017-11-02 Mohammad Asadzadeh , Christoffer Standar

This article presents and analyzes a $p^{th}$-degree immersed finite element (IFE) method for elliptic interface problems with nonhomogeneous jump conditions. In this method, jump conditions are approximated optimally by basic IFE and…

Numerical Analysis · Mathematics 2020-04-29 Slimane Adjerid , Ivo Babuska , Ruchi Guo , Tao Lin

Using the method of equivariant moving frames, we present a procedure for constructing symmetry-preserving finite element methods for second-order ordinary differential equations. Using the method of lines, we then indicate how our…

Numerical Analysis · Mathematics 2018-03-28 Alexander Bihlo , Francis Valiquette

New finite element methods are proposed for elliptic interface problems in one and two dimensions. The main motivation is not only to get an accurate solution but also an accurate first order derivative at the interface (from each side).…

Numerical Analysis · Mathematics 2017-03-02 Fangfang Qin , Zhaohui Wang , Zhijie Ma , Zhilin Li

Since the 1960's the finite element method emerged as a powerful tool for the numerical simulation of countless physical phenomena or processes in applied sciences. One of the reasons for this undeniable success is the great versatility of…

Numerical Analysis · Mathematics 2018-12-05 Vitoriano Ruas

We introduce a generalized finite difference method for solving a large range of fully nonlinear elliptic partial differential equations in three dimensions. Methods are based on Cartesian grids, augmented by additional points carefully…

Numerical Analysis · Mathematics 2021-03-19 Brittany Froese Hamfeldt , Jacob Lesniewski

A novel mass-lumping strategy for a mixed finite element approximation of Maxwell's equations is proposed. On structured orthogonal grids the resulting method coincides with the spatial discretization of the Yee scheme. The proposed method,…

Numerical Analysis · Mathematics 2018-10-16 Herbert Egger , Bogdan Radu

When modeling scientific and industrial problems, geometries are typically modeled by explicit boundary representations obtained from computer-aided design software. Unfitted (also known as embedded or immersed) finite element methods offer…

Computational Engineering, Finance, and Science · Computer Science 2024-05-24 Pere A. Martorell , Santiago Badia

We present useful connections between the finite difference and the finite element methods for a model boundary value problem. We start from the observation that, in the finite element context, the interpolant of the solution in one…

Numerical Analysis · Mathematics 2021-07-16 Cristina Bacuta , Constantin Bacuta

We introduce a novel class of finite difference approximations, termed zigzag schemes, that employ a hybrid stencil that is neither symmetrical, nor fully one-sided. These zigzag schemes often enjoy more permissive stability constraints and…

Numerical Analysis · Mathematics 2025-05-26 Lorenzo Poggioni , Didier Clamond , Yves D'Angelo

The paper presents a two-dimensional geometrically nonlinear formulation of a beam element that can accommodate arbitrarily large rotations of cross sections. The formulation is based on the integrated form of equilibrium equations, which…

Numerical Analysis · Mathematics 2021-04-20 Milan Jirásek , Emma La Malfa Ribolla , Martin Horák

We introduce a new technique to optimize a linear cost function subject to a one-dimensional affine homogeneous quadratic integral inequality, i.e., the requirement that a homogeneous quadratic integral functional, affine in the…

Optimization and Control · Mathematics 2017-12-12 Giovanni Fantuzzi , Andrew Wynn , Paul Goulart , Antonis Papachristodoulou

We present an immersed boundary method to simulate the creeping motion of a rigid particle in a fluid described by the Stokes equations discretized thanks to a finite element strategy on unfitted meshes, called Phi-FEM, that uses the…

Numerical Analysis · Mathematics 2023-01-30 Michel Duprez , Vanessa Lleras , Alexei Lozinski
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