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We consider constrained bilinear optimal control of second-order linear evolution partial differential equations (PDEs) with a reaction term on the half line, where control arises as a time-dependent reaction coefficient and constraints are…

Computational Physics · Physics 2025-11-20 Zhexian Li , Felipe de Barros , Ketan Savla

The matter of the stability for multi-asset American option pricing problems is a present remaining challenge. In this paper a general transformation of variables allows to remove cross derivative terms reducing the stencil of the proposed…

Pricing of Securities · Quantitative Finance 2017-01-31 Rafael Company , Vera Egorova , Lucas Jódar , Fazlollah Soleymani

This work presents the design of nonlinear stabilization techniques for the finite element discretization of Euler equations in both steady and transient form. Implicit time integration is used in the case of the transient form. A…

Numerical Analysis · Mathematics 2020-08-26 Santiago Badia , Jesús Bonilla , Sibusiso Mabuza , John N. Shadid

Accurate simulations of ice sheet dynamics, mantle convection, lava flow, and other highly viscous free-surface flows involve solving the coupled Stokes/free-surface equations. In this paper, we theoretically analyze the stability and…

Numerical Analysis · Mathematics 2025-06-13 Igor Tominec , Lukas Lundgren , André Löfgren , Josefin Ahlkrona

A conservative finite-volume framework, based on a collocated variable arrangement, for the simulation of flows at all speeds, applicable to incompressible, ideal-gas and real-gas fluids is proposed in conjunction with a fully-coupled…

Computational Physics · Physics 2020-03-03 Fabian Denner , Fabien Evrard , Berend van Wachem

We discuss the analysis and stability of a family of cross-diffusion boundary value problems with nonlinear diffusion and drift terms. We assume that these systems are close, in a suitable sense, to a set of decoupled and linear problems.…

Analysis of PDEs · Mathematics 2018-07-16 Luca Alasio , Maria Bruna , Yves Capdeboscq

In this article, we provide stability estimates for the finite element discretization of a class of inverse parameter problems of the form $-\nabla\cdot(\mu S) = \g f$ in a domain $\Omega$ of $\R^d$. Here $\mu$ is the unknown parameter to…

Numerical Analysis · Mathematics 2021-08-02 Elie Bretin , Pierre Millien , Laurent Seppecher

We propose and analyze a structure-preserving space-time variational discretization method for the Cahn-Hilliard-Navier-Stokes system. Uniqueness and stability for the discrete problem is established in the presence of concentration…

Numerical Analysis · Mathematics 2023-08-29 Aaron Brunk , Herbert Egger , Oliver Habrich , Maria Lukacova-Medvidova

The paper presents the first rigorous error analysis of an unfitted finite element method for a linear parabolic problem posed on an evolving domain $\Omega(t)$ that may undergo a topological change, such as, for example, a domain…

Numerical Analysis · Mathematics 2026-01-28 Maxim A. Olshanskii , Arnold Reusken

The flow of incompressible fluids through porous media plays a crucial role in many technological applications such as enhanced oil recovery and geological carbon-dioxide sequestration. The flow within numerous natural and synthetic porous…

Computational Engineering, Finance, and Science · Computer Science 2018-05-23 S. H. S. Joodat , K. B. Nakshatrala , R. Ballarini

This paper investigates the problem of data-driven modeling of port-Hamiltonian systems while preserving their intrinsic Hamiltonian structure and stability properties. We propose a novel neural-network-based port-Hamiltonian modeling…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Binh Nguyen , Nam T. Nguyen , Truong X. Nghiem

The paper deals with modelling fluid saturated porous media subject to large deformation. An Eulerian incremental formulation is derived using the problem imposed in the spatial configuration in terms of the equilibrium equation and the…

Numerical Analysis · Mathematics 2018-01-17 Eduard Rohan , Vladimír Lukeš

This paper presents a systematic methodology for the discretization and reduction of a class of one-dimensional Partial Differential Equations (PDEs) with inputs and outputs collocated at the spatial boundaries. The class of system that we…

Numerical Analysis · Mathematics 2024-07-02 Jesus-Pablo Toledo-Zucco , Denis Matignon , Charles Poussot-Vassal , Yann Le Gorrec

In this paper, we analyze the discrete inf-sup condition and related error estimates for a modified Hilbert transformation as used in the space-time discretization of time-dependent partial differential equations. It turns out that the…

Numerical Analysis · Mathematics 2024-02-14 Richard Löscher , Olaf Steinbach , Marco Zank

In this paper, we develop a new multiphysics finite element method for a nonlinear poroelastic model with Hencky-Mises stress tensor. By introducing some new notations, we reformulate the original model into a fluid-fluid coupling problem,…

Numerical Analysis · Mathematics 2026-02-24 Yanan He , Zhihao Ge

This paper focusses on finite volume schemes for solving multilayer diffusion problems. We develop a finite volume method that addresses a deficiency of recently proposed finite volume/difference methods, which consider only a limited…

Numerical Analysis · Mathematics 2018-07-16 Nathan G. March , Elliot J. Carr

Recently, Garcke et al.[Garcke, Hinze, Kahle, A stable and linear time discretization for a thermodynamically consistent model for two-phase incompressible flow, Applied Numerical Mathematics 99, pp. 151-171, 2016] developed a consistent…

Numerical Analysis · Mathematics 2017-02-16 Jessica Bosch , Christian Kahle , Martin Stoll

In this work, the uncertainty associated with the finite element discretization error is modeled following the Bayesian paradigm. First, a continuous formulation is derived, where a Gaussian process prior over the solution space is updated…

Numerical Analysis · Mathematics 2024-03-11 Anne Poot , Pierre Kerfriden , Iuri Rocha , Frans van der Meer

We propose a new class of finite element approximations to ideal compressible magnetohydrodynamic equations in smooth regime. Following variational approximations developed for fluid models in the last decade, our discretizations are built…

Numerical Analysis · Mathematics 2024-02-29 Valentin Carlier , Martin Campos-Pinto

This work presents a new conforming stabilized virtual element method for the generalized Boussinesq equation with temperature-dependent viscosity and thermal conductivity. A gradient-based local projection stabilization method is…

Numerical Analysis · Mathematics 2025-12-29 Sudheer Mishra , Sundararajan Natarajan , Natarajan E
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