Related papers: Two-grid discretizations and a local finite elemen…
We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…
Second order accurate Cartesian grid methods have been well developed for interface problems in the literature. However, it is challenging to develop third or higher order accurate methods for problems with curved interfaces and internal…
A two-grid scheme based on mixed finite-element approximations to the incompressible Navier-Stokes equations is introduced and analyzed. In the first level the standard mixed finite-element approximation over a coarse mesh is computed. In…
This paper studies an optimal control problem governed by a semilinear elliptic equation, in which the control acts in a multiplicative or bilinear way as the reaction coefficient of the equation. We focus on the numerical discretization of…
In this work, we propose a novel two-level discretization for solving semilinear elliptic equations with random coefficients. Motivated by the two-grid method for deterministic partial differential equations (PDEs) introduced by Xu…
In this paper, we develop a local Fourier analysis of multigrid methods based on block-structured relaxation schemes for stable and stabilized mixed finite-element discretizations of the Stokes equations, to analyze their convergence…
We consider an optimal control problem governed by a one-dimensional elliptic equation that involves univariate functions of bounded variation as controls. For the discretization of the state equation we use linear finite elements and for…
In this paper, we propose a unified framework, the Hessian discretisation method (HDM), which is based on four discrete elements (called altogether a Hessian discretisation) and a few intrinsic indicators of accuracy, independent of the…
In this paper we present an algorithm for adaptive sparse grid approximations of quantities of interest computed from discretized partial differential equations. We use adjoint-based a posteriori error estimates of the physical…
In this paper, the generalized finite element method (GFEM) for solving second order elliptic equations with rough coefficients is studied. New optimal local approximation spaces for GFEMs based on local eigenvalue problems involving a…
This note describes the full approximation storage (FAS) multigrid scheme for an easy one-dimensional nonlinear boundary value problem. The problem is discretized by a simple finite element (FE) scheme. We apply both FAS V-cycles and…
In this paper, a full (nested) multigrid scheme is proposed to solve eigenvalue problems. The idea here is to use the multilevel correction method to transform the solution of eigenvalue problem to a series of solutions of the corresponding…
We discuss computational and qualitative aspects of the fractional Plateau and the prescribed fractional mean curvature problems on bounded domains subject to exterior data being a subgraph. We recast these problems in terms of energy…
In this paper, the stabilized finite element method based on local projection is applied to discretize the Stokes eigenvalue problems and the corresponding convergence analysis is given. Furthermore, we also use a method to improve the…
We study the generalized finite element methods (GFEMs) for the second-order elliptic eigenvalue problem with an interface in 1D. The linear stable generalized finite element methods (SGFEM) were recently developed for the elliptic source…
Monotone finite difference methods provide stable convergent discretizations of a class of degenerate elliptic and parabolic Partial Differential Equations (PDEs). These methods are best suited to regular rectangular grids, which leads to…
The modified Maxwell's Stekloff eigenvalue problem arises recently from the inverse electromagnetic scattering theory for inhomogeneous media. This paper contains a rigorous analysis of both the eigenvalue problem and the associated source…
Finite difference approximations to multi-asset American put option price are considered. The assets are modelled as a multi-dimensional diffusion process with variable drift and volatility. Approximation error of order one quarter with…
This paper is to introduce a type of full multigrid method for the nonlinear eigenvalue problem. The main idea is to transform the solution of nonlinear eigenvalue problem into a series of solutions of the corresponding linear boundary…
Semi-infinite programming can be used to model a large variety of complex optimization problems. The simple description of such problems comes at a price: semi-infinite problems are often harder to solve than finite nonlinear problems. In…