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We study continuous finite element dicretizations for one dimensional hyperbolic partial differential equations. The main contribution of the paper is to provide a fully discrete spectral analysis, which is used to suggest optimal values of…

Numerical Analysis · Mathematics 2022-11-17 Sixtine Michel , Davide Torlo , Mario Ricchiuto , Rémi Abgrall

We propose a new finite element method for Helmholtz equation in the situation where an acoustically permeable interface is embedded in the computational domain. A variant of Nitsche's method, different from the standard one, weakly…

Numerical Analysis · Mathematics 2016-03-01 Esubalewe Lakie Yedeg , Eddie Wadbro , Peter Hansbo , Mats G. Larson , Martin Berggren

We propose a deep learning algorithm for high dimensional optimal stopping problems. Our method is inspired by the penalty method for solving free boundary PDEs. Within our approach, the penalized PDE is approximated using the Deep BSDE…

Mathematical Finance · Quantitative Finance 2026-04-07 Yunfei Peng , Pengyu Wei , Wei Wei

This article is concerned with the numerical solution of convex variational problems. More precisely, we develop an iterative minimisation technique which allows for the successive enrichment of an underlying discrete approximation space in…

Numerical Analysis · Mathematics 2015-07-07 Paul Houston , Thomas P. Wihler

A numerical method is proposed for a class of stochastic control problems including singular behavior. This method solves an infinite-dimensional linear program equivalent to the stochastic control problem using a finite element type…

Probability · Mathematics 2018-06-11 Martin G. Vieten , Richard H. Stockbridge

In the analysis of the $h$-version of the finite-element method (FEM), with fixed polynomial degree $p$, applied to the Helmholtz equation with wavenumber $k\gg 1$, the $\textit{asymptotic regime}$ is when $(hk)^p C_{\rm sol}$ is…

Numerical Analysis · Mathematics 2024-09-05 Jeffrey Galkowski , Euan A. Spence

In this paper we consider the computation of approximate solutions for inverse problems in Hilbert spaces. In order to capture the special feature of solutions, non-smooth convex functions are introduced as penalty terms. By exploiting the…

Numerical Analysis · Mathematics 2015-06-18 Qinian Jin , Xiliang Lu

We design a primal-dual stabilized finite element method for the numerical approximation of a data assimilation problem subject to the acoustic wave equation. For the forward problem, piecewise affine, continuous, finite element functions…

Numerical Analysis · Mathematics 2023-05-10 Erik Burman , Ali Feizmohammadi , Lauri Oksanen

In this paper we propose and analyze an interior penalty discontinuous Galerkin (IP-DG) method using piecewise linear polynomials for the elastic Helmholtz equations with the first order absorbing boundary condition. It is proved that the…

Numerical Analysis · Mathematics 2015-01-23 Xiaobing Feng , Cody Lorton

In this paper, we develop a residual-type a posteriori error estimation for an interior penalty virtual element method (IPVEM) for the Kirchhoff plate bending problem. Building on the work in \cite{FY2023IPVEM}, we adopt a modified discrete…

Numerical Analysis · Mathematics 2025-03-25 Fang Feng , Yuming Hu , Yue Yu , Jikun Zhao

We introduce a stabilised finite element formulation for the Kirchhoff plate obstacle problem and derive both a priori and residual-based a posteriori error estimates using conforming $C^1$-continuous finite elements. We implement the…

Numerical Analysis · Mathematics 2021-02-09 Tom Gustafsson , Rolf Stenberg , Juha Videman

In this paper we propose, analyze, and test numerically a pressure-robust stabilized finite element for a linearized problem in incompressible fluid mechanics, namely, the steady Oseen equation with low viscosity. Stabilization terms are…

Numerical Analysis · Mathematics 2022-11-10 Gabriel R. Barrenechea , Erik Burman , Ernesto Cáceres , Johnny Guzmán

We study superconvergence property of the linear discontinuous Galerkin finite element method with the polynomial preserving recovery (PPR) and Richardson extrapolation for the two dimensional Helmholtz equation. The error estimate with…

Numerical Analysis · Mathematics 2016-12-13 Yu Du , Zhimin Zhang

This paper presents a finite element method that preserves (at the degrees of freedom) the eigenvalue range of the solution of tensor-valued time-dependent convection--diffusion equations. Starting from a high-order spatial baseline…

Numerical Analysis · Mathematics 2026-01-09 Abdolreza Amiri , Gabriel R. Barrenechea , Tristan Pryer

This article presents new immersed finite element (IFE) methods for solving the popular second order elliptic interface problems on structured Cartesian meshes even if the involved interfaces have nontrivial geometries. These IFE methods…

Numerical Analysis · Mathematics 2018-10-29 Tao Lin , Yanping Lin , Xu Zhang

Motivated by problems where the response is needed at select localized regions in a large computational domain, we devise a novel finite element discretization that results in exponential convergence at pre-selected points. The two key…

Numerical Analysis · Mathematics 2016-08-03 Murthy N. Guddati , Vladimir Druskin , Ali Vaziri Astaneh

In this paper we study the variational method and integral equation methods for a conical diffraction problem for imperfectly conducting gratings modeled by the impedance boundary value problem of the Helmholtz equation in periodic…

Numerical Analysis · Mathematics 2025-08-05 Guanghui Hu , Jiayi Zhang , Linlin Zhu

We consider a convex optimization problem with many linear inequality constraints. To deal with a large number of constraints, we provide a penalty reformulation of the problem, where the penalty is a variant of the one-sided Huber loss…

Optimization and Control · Mathematics 2023-11-03 Angelia Nedich , Tatiana Tatarenko

We provide a unified analysis of a posteriori and a priori error bounds for a broad class of discontinuous Galerkin and $C^0$-IP finite element approximations of fully nonlinear second-order elliptic Hamilton--Jacobi--Bellman and Isaacs…

Numerical Analysis · Mathematics 2021-03-24 Ellya L. Kawecki , Iain Smears

We discuss the implementation details and the numerical performance of the recently introduced nonconforming Trefftz virtual element method for the 2D Helmholtz problem. In particular, we present a strategy to significantly reduce the…

Numerical Analysis · Mathematics 2019-02-20 L. Mascotto , I. Perugia , A. Pichler