Related papers: Programming of Finite Element Methods in MATLAB
his paper presents finite element methods for solving numerically the Risk-Adjusted Pricing Methodology (RAPM) Black-Scholes model for option pricing with transaction costs. Spatial finite element models based on P1 and/or P2 elements are…
We propose and analyze a general framework for space-time finite element methods that is based on least-squares finite element methods for solving a first-order reformulation of the thick parabolic obstacle problem. Discretizations based on…
In this paper, we develop a class of interacting particle Langevin algorithms to solve inverse problems for partial differential equations (PDEs). In particular, we leverage the statistical finite elements (statFEM) formulation to obtain a…
In this paper, we propose an efficient exponential integrator finite element method for solving a class of semilinear parabolic equations in rectangular domains. The proposed method first performs the spatial discretization of the model…
Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients vector that maximizes the variability of the data. This model enhances the ability to…
Reciprocal space methods for solving Poisson's equation for finite charge distributions are investigated. Improvements to previous proposals are presented, and their performance is compared in the context of a real-space density functional…
We develop a cut finite element method for a second order elliptic coupled bulk-surface model problem. We prove a priori estimates for the energy and $L^2$ norms of the error. Using stabilization terms we show that the resulting algebraic…
This document gives guidelines to set up, run, and postprocess correct simulations with the finite element method. It is not an introduction to the method itself, but rather a list of things to check and possible mistakes to watch out for…
This paper presents a high-order method for solving an interface problem for the Poisson equation on embedded meshes through a coupled finite element and integral equation approach. The method is capable of handling homogeneous or…
We consider continuous linear programs over a continuous finite time horizon $T$, with a constant coefficient matrix, linear right hand side functions and linear cost coefficient functions, where we search for optimal solutions in the space…
In this paper we make a study of a partial integral differential equation with $p$-Laplacian using a mixed finite element method. Two stable and convergent fixed point schemes are proposed to solve the nonlinear algebraic system. Using the…
In this paper, we investigate the recovery of a sparse weight vector (parameters vector) from a set of noisy linear combinations. However, only partial information about the matrix representing the linear combinations is available. Assuming…
In this paper, we investigate a sixth order elliptic equation with the simply supported boundary conditions in a polygonal domain. We propose a new method that decouples the sixth order problem into a system of second order equations.…
An adaptive finite element method is presented for the elastic scattering of a time-harmonic plane wave by a periodic surface. First, the unbounded physical domain is truncated into a bounded computational domain by introducing the…
It is well known since 1960s that by exploring the tensor product structure of the discrete Laplacian on Cartesian meshes, one can develop a simple direct Poisson solver with an $\mathcal O(N^{\frac{d+1}d})$ complexity in d-dimension, where…
We present a novel finite element analysis of inelastic structures containing Shape Memory Alloys (SMAs). Phenomenological constitutive models for SMAs lead to material nonlinearities, that require substantial computational effort to…
The Poisson-Boltzmann equation is widely used to model molecular electrostatics; however, it is usually solved in linearised form because the sinh nonlinearity is challenging, limiting its applicability in highly charged systems such as…
There are many classes of mathematical problems which give rise to matrices, where a large number of the elements are zero. In this case it makes sense to have a special matrix type to handle this class of problems where only the non-zero…
Formalization of mathematics is a major topic, that includes in particular numerical analysis, towards proofs of scientific computing programs. The present study is about the finite element method, a popular method to numerically solve…
Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…