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A theoretical analysis of the finite element method for a generalized Robin boundary value problem, which involves a second-order differential operator on the boundary, is presented. If $\Omega$ is a general smooth domain with a curved…

Numerical Analysis · Mathematics 2023-10-03 Takahito Kashiwabara

The present paper proposes and analyzes an interior penalty technique using $C^0$-finite elements to solve the Maxwell equations in domains with heterogeneous properties. The convergence analysis for the boundary value problem and the…

Numerical Analysis · Mathematics 2015-06-11 Andrea Bonito , Jean-Luc Guermond , Francky Luddens

We modify a three-field formulation of the Poisson problem with Nitsche approach for approximating Dirichlet boundary conditions. Nitsche approach allows us to weakly impose Dirichlet boundary condition but still preserves the optimal…

Numerical Analysis · Mathematics 2017-11-17 Muhammad Ilyas , Bishnu P. Lamichhane

We establish a priori error bounds for monotone stabilized finite element discretizations of stationary second-order mean field games (MFG) on Lipschitz polytopal domains. Under suitable hypotheses, we prove that the approximation is…

Numerical Analysis · Mathematics 2025-03-03 Yohance A. P. Osborne , Iain Smears

We propose a new Nitsche-type approach for weak enforcement of normal velocity boundary conditions for a Lagrangian discretization of the compressible shock-hydrodynamics equations using high-order finite elements on curved boundaries.…

Numerical Analysis · Mathematics 2023-09-06 Nabil M. Atallah , Vladimir Z. Tomov , Guglielmo Scovazzi

We develop a cut finite element method for the Bernoulli free boundary problem. The free boundary, represented by an approximate signed distance function on a fixed background mesh, is allowed to intersect elements in an arbitrary fashion.…

Numerical Analysis · Mathematics 2017-04-05 Erik Burman , Daniel Elfverson , Peter Hansbo , Mats G. Larson , Karl Larsson

We propose a new method to deal with the essential boundary conditions encountered in the deep learning-based numerical solvers for partial differential equations. The trial functions representing by deep neural networks are…

Numerical Analysis · Mathematics 2021-04-06 Yulei Liao , Pingbing Ming

We propose a regularized Hessian-free Newton-type method for minimizing smooth convex functions with Lipschitz continuous Hessians. The algorithm constructs an approximate Hessian by finite differences and selects the regularization…

Optimization and Control · Mathematics 2026-05-01 Leandro Farias Maia , Antonio Victor B. Nascimento , Paulo Sergio M. Santos , Gilson N. Silva

We propose a derivative-free trust-region method based on finite-difference gradient approximations for smooth optimization problems with convex constraints. The proposed method does not require computing an approximate stationarity…

Optimization and Control · Mathematics 2025-10-21 Dânâ Davar , Geovani Nunes Grapiglia

The paper addresses an error analysis of an Eulerian finite element method used for solving a linearized Navier--Stokes problem in a time-dependent domain. In this study, the domain's evolution is assumed to be known and independent of the…

Numerical Analysis · Mathematics 2024-08-26 Michael Neilan , Maxim Olshanskii

We present a new view onto the successive approximations' approach in study of the two-point nonlinear fractional boundary value problems. In order to reduce the original problem and further construct its approximate solution we use the…

Classical Analysis and ODEs · Mathematics 2021-01-22 Kateryna Marynets

This work is concerned with quasi-optimal a-priori finite element error estimates for the obstacle problem in the $L^2$-norm. The discrete approximations are introduced as solutions to a finite element discretization of an accordingly…

Numerical Analysis · Mathematics 2018-11-26 Dominik Hafemeyer , Christian Kahle , Johannes Pfefferer

This paper considers the valuation of a European call option under the Heston stochastic volatility model. We present the asymptotic solution to the option pricing problem in powers of the volatility of variance. Then we introduce the…

Numerical Analysis · Mathematics 2019-12-03 Hongshan Li , Zhongyi Huang

We propose a stochastic first-order trust-region method with inexact function and gradient evaluations for solving finite-sum minimization problems. Using a suitable reformulation of the given problem, our method combines the inexact…

Optimization and Control · Mathematics 2022-10-25 Stefania Bellavia , Natasa Krejic , Benedetta Morini , Simone Rebegoldi

We consider a class of constrained optimization problems with a possibly nonconvex non-Lipschitz objective and a convex feasible set being the intersection of a polyhedron and a possibly degenerate ellipsoid. Such problems have a wide range…

Optimization and Control · Mathematics 2016-04-08 Xiaojun Chen , Zhaosong Lu , Ting Kei Pong

This article is concerned with the discretisation of the Stokes equations on time-dependent domains in an Eulerian coordinate framework. Our work can be seen as an extension of a recent paper by Lehrenfeld & Olshanskii [ESAIM: M2AN,…

Numerical Analysis · Mathematics 2020-12-02 Erik Burman , Stefan Frei , Andre Massing

We investigate the numerical approximation of an elliptic optimal control problem which involves a nonconvex local regularization of the $L^q$-quasinorm penalization (with $q\in(0,1)$) in the cost function. Our approach is based on the…

Optimization and Control · Mathematics 2022-09-26 Pedro Merino , Alexander Nenjer

In \cite{cheung2019optimally}, the authors presented two finite element methods for approximating second order boundary value problems on polytopial meshes with optimal accuracy without having to utilize curvilinear mappings. This was done…

Numerical Analysis · Mathematics 2023-01-11 James Cheung

We propose a patchwise local Fourier extension method for approximating smooth functions on general two dimensional domains with curved boundaries. The domain is embedded into a Cartesian background grid and decomposed into rectangular…

Numerical Analysis · Mathematics 2026-05-12 Zhenyu Zhao , Yanfei Wang

In the present work, we derive functional upper bounds for the potential error arising from finite-element boundary-element coupling formulations for a nonlinear Poisson-type transmission problem. The proposed a posteriori error estimates…

Numerical Analysis · Mathematics 2026-02-17 Alexander Freiszlinger , Dirk Pauly , Dirk Praetorius , Michael Schomburg