Related papers: Fitted Finite Volume Method for a Generalized Blac…
We consider a model initial- and Dirichlet boundary- value problem for a fourth-order linear stochastic parabolic equation, in one space dimension, forced by an additive space-time white noise. First, we approximate its solution by the…
In this paper, we analyze and provide numerical illustrations for a moving finite element method applied to convection-dominated, time-dependent partial differential equations. We follow a method of lines approach and utilize an underlying…
Fitted finite element methods are constructed for a singularly perturbed convection-diffusion problem in two space dimensions. Exponential splines as basis functions are combined with Shishkin meshes to obtain a stable parameter-uniform…
Finite element approximations of Dirichlet boundary control problems governed by parabolic PDEs on convex polygonal domains are studied in this paper. The existence of a unique solution to optimal control problems is guaranteed based on…
The gradient discretisation method (GDM) is a generic framework designed recently, as a discretise in spatial space, to partial differential equations. This paper aims to use the GDM to establish a first general error estimate for numerical…
This note is devoted to the study of the finite volume methods used in the discretization of degenerate parabolic-hyperbolic equation with zero-flux boundary condition. The notion of an entropy-process solution, successfully used for the…
We introduce a new cell-centered finite volume discretization for elasticity with weakly enforced symmetry of the stress tensor. The method is motivated by the need for robust discretization methods for deformation and flow in porous media,…
In this paper, we study a generalized finite element method for solving second-order elliptic partial differential equations with rough coefficients. The method uses local approximation spaces computed by solving eigenvalue problems on…
In this paper, we employ a space-time finite element method to discretize the parabolic initial-boundary value problem and extend its error analysis with refined estimates on unstructured space-time meshes. We establish higher-order…
We develop a unified theory for continuous in time finite element discretisations of partial differential equations posed in evolving domains including the consideration of equations posed on evolving surfaces and bulk domains as well…
This paper is devoted to the complete convergence study of the finite-element approximation of Maxwell's equations in the case where the magnetic permeability is constant. Standard linear finite elements for the space discretization are…
Finite element methods provide accurate and efficient methods for the numerical solution of partial differential equations by means of restricting variational problems to finite-dimensional approximating spaces. However, they do not…
This paper presents a space-time finite element method (FEM) based on an unfitted mesh for solving parabolic problems on moving domains. Unlike other unfitted space-time finite element approaches that commonly employ the discontinuous…
We present a higher order space-time unfitted finite element method for convection-diffusion problems on coupled (surface and bulk) domains. In that way, we combine a method suggested by Heimann, Lehrenfeld, Preu{\ss} (SIAM J. Sci. Comput.…
Finite volume methods for problems involving second order operators with full diffusion matrix can be used thanks to the definition of a discrete gradient for piecewise constant functions on unstructured meshes satisfying an orthogonality…
The aim of this contribution is to address the convergence study of a time and space approximation scheme for an Allen-Cahn problem with constraint and perturbed by a multiplicative noise of It\^o type. The problem is set in a bounded…
In this paper, we develop a numerical scheme for the space-time fractional parabolic equation, i.e., an equation involving a fractional time derivative and a fractional spatial operator. Both the initial value problem and the…
This paper studies finite element approximations of the stochastic Allen-Cahn equation with gradient-type multiplicative noises that are white in time and correlated in space. The sharp interface limit as the parameter $\epsilon \rightarrow…
In this paper, we focus on the tempered subdiffusive Black-Scholes model. The main part of our work consists of the finite difference method as a numerical approach to the option pricing in the considered model. We derive the governing…
A systematic numerical study on weak Galerkin (WG) finite element method for second order linear parabolic problems is presented by allowing polynomial approximations with various degrees for each local element. Convergence of both…