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High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…

Numerical Analysis · Mathematics 2020-07-15 Christian Beck , Weinan E , Arnulf Jentzen

This paper is devoted to the study of a hemivariational inequality modeling the quasistatic bilateral frictional contact between a viscoelastic body and a rigid foundation. The damage effect is built into the model through a parabolic…

Numerical Analysis · Mathematics 2019-12-18 Weimin Han , Michal Jureczka , Anna Ochal

We derive a priori error estimates for Nitsche's method applied to elliptic problems on approximate domains. Such approximations arise, for example, in unfitted finite element methods, data-driven simulations, and evolving domain problems,…

Numerical Analysis · Mathematics 2026-04-02 Mats G. Larson , Karl Larsson , Shantiram Mahata

In this short note we investigate the numerical performance of the method of artificial diffusion for second-order fully nonlinear Hamilton-Jacobi-Bellman equations. The method was proposed in (M. Jensen and I. Smears, arxiv:1111.5423);…

Numerical Analysis · Mathematics 2013-02-25 Max Jensen , Iain Smears

The numerical approximation of dynamic poroelasticity, modeling flow in deformable porous media, by a family of continuous space-time finite element methods is investigated. Equal order approximation in space without any further…

Numerical Analysis · Mathematics 2024-03-26 Markus Bause , Mathias Anselmann

In this paper we discuss the application of nonconforming virtual element methods(VEM) for the second order diffusion dominated convection diffusion reaction equation. Stability of the virtual element methods has been proved for the…

Numerical Analysis · Mathematics 2015-12-24 Dibyendu Adak , E. Natarajan

This paper considers the finite element approximation to parabolic optimal control problems with measure data in a nonconvex polygonal domain. Such problems usually possess low regularity in the state variable due to the presence of measure…

Numerical Analysis · Mathematics 2024-03-12 Pratibha Shakya

Optimization problems with $L^1$-control cost functional subject to an elliptic partial differential equation (PDE) are considered. However, different from the finite dimensional $l^1$-regularization optimization, the resulting discretized…

Optimization and Control · Mathematics 2017-09-28 Xiaoliang Song , Bo Chen , Bo Yu

We design the conforming virtual element method for the numerical approximation of the two dimensional elastodynamics problem. We prove stability and convergence of the semi-discrete approximation and derive optimal error estimates under…

Numerical Analysis · Mathematics 2020-10-16 P. F. Antonietti , G. Manzini , I. Mazzieri , H. Mourad , M. Verani

The paper develops an explicit a priori error estimate for finite element solution to nonhomogeneous Neumann problems. For this purpose, the hypercircle equation over finite element spaces is constructed and the explicit upper bound of the…

Numerical Analysis · Mathematics 2018-05-29 Qin Li , Xuefeng Liu

Space-time finite element discretizations of time-optimal control problems governed by linear parabolic PDEs and subject to pointwise control constraints are considered. Optimal a priori error estimates are obtained for the control variable…

Optimization and Control · Mathematics 2018-09-14 Lucas Bonifacius , Konstantin Pieper , Boris Vexler

We investigate the consistency and convergence of flux-corrected finite element approximations in the context of nonlinear hyperbolic conservation laws. In particular, we focus on a monolithic convex limiting approach and prove a…

Numerical Analysis · Mathematics 2023-08-30 Dmitri Kuzmin , Mária Lukácova-Medvid'ová , Philipp Öffner

This paper studies formulations of second-order elliptic partial differential equations in nondivergence form on convex domains as equivalent variational problems. The first formulation is that of Smears \& S\"uli [SIAM J.\ Numer.\ Anal.\…

Numerical Analysis · Mathematics 2017-01-17 Dietmar Gallistl

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…

Numerical Analysis · Mathematics 2020-09-22 Yahya Alnashri

When using the finite element method (FEM) in inverse problems, its discretization error can produce parameter estimates that are inaccurate and overconfident. The Bayesian finite element method (BFEM) provides a probabilistic model for the…

Numerical Analysis · Mathematics 2026-01-26 Anne Poot , Iuri Rocha , Pierre Kerfriden , Frans van der Meer

This paper is concerned with monotone (time-explicit) finite difference schemes associated with first order Hamilton-Jacobi equations posed on a junction. They extend the schemes recently introduced by Costeseque, Lebacque and Monneau…

Analysis of PDEs · Mathematics 2017-06-07 Jessica Guerand , Marwa Koumaiha

Hybrid High-Order methods for elliptic diffusion problems have been originally formulated for loads in the Lebesgue space $L^2(\Omega)$. In this paper we devise and analyze a variant thereof, which is defined for any load in the dual…

Numerical Analysis · Mathematics 2019-05-01 Alexandre Ern , Pietro Zanotti

We present and analyze three distinct semi-discrete schemes for solving nonlocal geometric flows incorporating perimeter terms. These schemes are based on the finite difference method, the finite element method, and the finite element…

Numerical Analysis · Mathematics 2024-05-14 Jiang Wei , Su Chunmei , Zhang Ganghui

In this work, we introduce new second-order schemes for one- and two-dimensional hyperbolic systems of conservation laws. Following an approach recently proposed in [{\sc R. Abgrall}, Commun. Appl. Math. Comput., 5 (2023), pp. 370--402], we…

Numerical Analysis · Mathematics 2025-12-24 Rémi Abgrall , Alina Chertock , Alexander Kurganov , Lorenzo Micalizzi

We address the error control of Galerkin discretization (in space) of linear second order hyperbolic problems. More specifically, we derive a posteriori error bounds in the L\infty(L2)-norm for finite element methods for the linear wave…

Numerical Analysis · Mathematics 2017-05-17 Emmanuil H. Georgoulis , Omar Lakkis , Charalambos Makridakis
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