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Stochastic optimal principle leads to the resolution of a partial differential equation (PDE), namely the Hamilton-Jacobi-Bellman (HJB) equation. In general, this equation cannot be solved analytically, thus numerical algorithms are the…

Numerical Analysis · Mathematics 2021-09-14 Christelle Dleuna Nyoumbi , Antoine Tambue

A stabilized conforming mixed finite element method for the three-field (displacement, fluid flux and pressure) poroelasticity problem is developed and analyzed. We use the lowest possible approximation order, namely piecewise constant…

Numerical Analysis · Mathematics 2016-09-23 Lorenz Berger , Rafel Bordas , David Kay , Simon Tavener

The nonlinear weakly dispersive Serre equations contain higher-order dispersive terms. This includes a mixed derivative flux term which is difficult to handle numerically. The mix spatial and temporal derivative dispersive term is replaced…

Numerical Analysis · Mathematics 2016-07-28 Christopher Zoppou , Jordan Pitt , Stephen G. Roberts

Purpose - This paper continues the development of a comprehensive methodology for fully resolved numerical simulations of fusion deposition modeling. Design/methodology/approach - A front-tracking/finite volume method introduced in Part I…

Fluid Dynamics · Physics 2018-02-27 Huanxiong Xia , Jiacai Lu , Gretar Tryggvason

This paper aims to study the convergence of adaptive finite element method for control constrained elliptic optimal control problems under $L^2$-norm. We prove the contraction property and quasi-optimal complexity for the $L^2$-norm errors…

Numerical Analysis · Mathematics 2016-11-16 Wei Gong , Ningning Yan , Zhaojie Zhou

We develop a new meshfree geometric multilevel (MGM) method for solving linear systems that arise from discretizing elliptic PDEs on surfaces represented by point clouds. The method uses a Poisson disk sampling-type technique for coarsening…

Numerical Analysis · Mathematics 2022-04-14 Grady B. Wright , Andrew M. Jones , Varun Shankar

In this paper, we deal with numerical approximations for solving the Black-Scholes Partial Differential Equation (PDE). This PDE is well known to be degenerated. The space discretization is performed using the classical finite volume method…

Numerical Analysis · Mathematics 2020-01-01 Rock S. Koffi , Antoine Tambue

A marker-and-cell finite difference method is developed for solving the two dimensional and three dimensional linear elasticity in the displacement-stress formulation on staggered grids. The method employs a staggered grid arrangement,…

Numerical Analysis · Mathematics 2026-01-13 Hongxing Rui , Weijie Wang

We develop a numerical strategy to solve multi-dimensional Poisson equations on dynamically adapted grids for evolutionary problems disclosing propagating fronts. The method is an extension of the multiresolution finite volume scheme used…

Analysis of PDEs · Mathematics 2015-05-12 Max Duarte , Zdenek Bonaventura , Marc Massot , Anne Bourdon

In this paper we present a conservative cell-centered Lagrangian finite volume scheme for the solution of the hyper-elasticity equations on unstructured multidimensional grids. The starting point of the new method is the Eucclhyd scheme,…

Numerical Analysis · Mathematics 2021-04-07 Walter Boscheri , Raphaël Loubère , Pierre-Henri Maire

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

Numerical Analysis · Mathematics 2021-06-30 Yukun Li , Shuonan Wu , Yulong Xing

We present a convergence result for the finite volume method applied to a particular phase field problem suitable for simulation of pure substance solidification. The model consists of the heat equation and the phase field equation with a…

Numerical Analysis · Mathematics 2020-10-14 Aleš Wodecki , Pavel Strachota , Michal Beneš

In this work, we consider unfitted finite element methods for the numerical approximation of the Stokes problem. It is well-known that this kind of methods lead to arbitrarily ill-conditioned systems. In order to solve this issue, we…

Numerical Analysis · Mathematics 2021-09-30 Santiago Badia , Alberto F. Martín , Francesc Verdugo

We present an efficient matrix-free geometric multigrid method for the elastic Helmholtz equation, and a suitable discretization. Many discretization methods had been considered in the literature for the Helmholtz equations, as well as many…

Numerical Analysis · Mathematics 2023-12-05 Rachel Yovel , Eran Treister

We construct finite element subspaces of the space of symmetric tensors with square-integrable divergence on a three-dimensional domain. These spaces can be used to approximate the stress field in the classical Hellinger--Reissner mixed…

Numerical Analysis · Mathematics 2014-01-29 Douglas N. Arnold , Gerard Awanou , Ragnar Winther

We use sensitivity analysis to design bounding-focused discretization (cutting-surface) methods for the global optimization of nonconvex semi-infinite programs (SIPs). We begin by formulating the optimal bounding-focused discretization of…

Optimization and Control · Mathematics 2025-06-24 Evren M. Turan , Johannes Jäschke , Rohit Kannan

This paper studies the discretization of a homogenization and dimension reduction model for the elastic deformation of microstructured thin plates proposed by Hornung, Neukamm, and Vel\v{c}i\'c in 2014. Thereby, a nonlinear bending energy…

Numerical Analysis · Mathematics 2024-06-19 Martin Rumpf , Stefan Simon , Christoph Smoch

For Laplace operator in one space dimension, we propose to formulate the heuristic finite volume method with the help of mixed Petrov-Galerkin finite elements. Weighting functions for gradient discretization are parameterized by some…

Numerical Analysis · Mathematics 2014-01-07 François Dubois

We present an efficient, accurate, and robust method for simulation of dense suspensions of deformable and rigid particles immersed in Stokesian fluid in two dimensions. We use a well-established boundary integral formulation for the…

Numerical Analysis · Mathematics 2017-08-23 Libin Lu , Abtin Rahimian , Denis Zorin

We propose a simple modification of standard WENO finite volume methods for Cartesian grids, which retains the full spatial order of accuracy of the one-dimensional discretization when applied to nonlinear multidimensional systems of…

Numerical Analysis · Mathematics 2016-08-30 Pawel Buchmüller , Christiane Helzel
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