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In this paper we propose a new method to stabilise non-symmetric indefinite problems. The idea is to solve a forward and an adjoint problem simultaneously using a suitable stabilised finite element method. Both stabilisation of the element…

Numerical Analysis · Mathematics 2013-08-05 Erik Burman

In this paper, we study a semi-martingale optimal transport problem and its application to the calibration of Local-Stochastic Volatility (LSV) models. Rather than considering the classical constraints on marginal distributions at initial…

Mathematical Finance · Quantitative Finance 2021-07-22 Ivan Guo , Gregoire Loeper , Shiyi Wang

We present a wavenumber-explicit convergence analysis of the hp finite element method applied to a class of heterogeneous Helmholtz problems with piecewise analytic coefficients at large wavenumber $k$. Our analysis covers the heterogeneous…

Numerical Analysis · Mathematics 2024-02-05 M. Bernkopf , T. Chaumont-Frelet , J. M. Melenk

A uniform derivation is presented of the self-consistent field equations in a finite basis set. Both restricted and unrestricted Hartree-Fock (HF) theory as well as various density functional (DF) approximations are considered. The unitary…

Computational Physics · Physics 2020-03-10 Susi Lehtola , Frank Blockhuys , Christian Van Alsenoy

Let $\Omega \subset \mathbb{R}^2$ be a bounded, convex domain and let $u$ be the solution of $-\Delta u = 1$ vanishing on the boundary $\partial \Omega$. The estimate $$ \| \nabla u\|_{L^{\infty}(\Omega)} \leq c |\Omega|^{1/2}$$ is…

Analysis of PDEs · Mathematics 2021-04-09 Jeremy G. Hoskins , Stefan Steinerberger

This paper is the companion article to [Ann. Probab. 39 (2011) 779--856]. We consider a discrete elliptic equation on the $d$-dimensional lattice $\mathbb{Z}^d$ with random coefficients $A$ of the simplest type: They are identically…

Probability · Mathematics 2012-03-06 Antoine Gloria , Felix Otto

We introduce a new concept of sparsity for the stochastic elliptic operator $-{\rm div}\left(a(x,\omega)\nabla(\cdot)\right)$, which reflects the compactness of its inverse operator in the stochastic direction and allows for spatially…

Numerical Analysis · Mathematics 2015-06-22 Thomas Y. Hou , Pengfei Liu

We provide in a unified way quantitative forms of strong convergence results for numerous iterative procedures which satisfy a general type of Fejer monotonicity where the convergence uses the compactness of the underlying set. These…

Logic · Mathematics 2015-08-25 Ulrick Kohlenbach , Laurentiu Leustean , Adriana Nicolae

In this paper we study the convergence rate of a finite volume approximation of the compressible Navier--Stokes--Fourier system. To this end we first show the local existence of a highly regular unique strong solution and analyse its global…

Numerical Analysis · Mathematics 2022-10-28 Danica Basaric , Maria Lukacova-Medvidova , Hana Mizerova , Bangwei She , Yuhuan Yuan

In this paper we provide a rate of convergence for periodic homogenization of Hamilton-Jacobi-Bellman equations with nonlocal diffusion. The result is based on the regularity of the associated effective problem, where the convexity plays a…

Analysis of PDEs · Mathematics 2020-12-08 Andrei Rodríguez-Paredes , Erwin Topp

In this paper, we investigate 1D elliptic equations $-\nabla\cdot (a\nabla u)=f$ with rough diffusion coefficients $a$ that satisfy $0<a_{\min}\le a\le a_{\max}<\infty$ and $f\in L_2(\Omega)$. To achieve an accurate and robust numerical…

Numerical Analysis · Mathematics 2024-11-01 Qiwei Feng , Bin Han

We present quantitative results for the homogenization of uniformly convex integral functionals with random coefficients under independence assumptions. The main result is an error estimate for the Dirichlet problem which is algebraic (but…

Analysis of PDEs · Mathematics 2015-01-28 Scott N. Armstrong , Charles K. Smart

We study the rate of convergence for (variational) eigenvalues of several non-linear problems involving oscillating weights and subject to different kinds of boundary conditions in bounded domains.

Analysis of PDEs · Mathematics 2012-08-29 Julian Fernandez Bonder , Juan P. Pinasco , Ariel M. Salort

We propose a variational framework for the resolution of a non-hydrostatic Saint-Venant type model with bottom topography. This model is a shallow water type approximation of the incompressible Euler system with free surface and slightly…

Numerical Analysis · Mathematics 2015-07-01 N. Aissiouene , M. -O. Bristeau , E. Godlewski , J. Sainte-Marie

We describe the numerical scheme for the discretization and solution of 2D elliptic equations with strongly varying piecewise constant coefficients arising in the stochastic homogenization of multiscale composite materials. An efficient…

Numerical Analysis · Mathematics 2019-04-01 Venera Khoromskaia , Boris N. Khoromskij , Felix Otto

We propose a first rigorous homogenisation procedure in image-segmentation models by analysing the relative impact of (possibly random) fine-scale oscillations and phase-field regularisations for a family of elliptic functionals of Ambrosio…

Analysis of PDEs · Mathematics 2026-05-12 Francesco Colasanto , Matteo Focardi , Caterina Ida Zeppieri

The partition function of a relativistic invariant quantum field theory is expressed by its vacuum energy calculated on a spatial manifold with one dimension compactified to a 1-sphere $S^1 (\beta)$, whose circumference $\beta$ represents…

High Energy Physics - Theory · Physics 2016-08-31 Hugo Reinhardt

Acoustic waves in a slightly compressible fluid saturating porous periodic structure are studied using two complementary approaches: 1) the periodic homogenization (PH) method provides effective model equations for a general dynamic problem…

Fluid Dynamics · Physics 2021-01-07 Eduard Rohan , Robert Cimrman

We consider a system of differential equations in a fast long range dependent random environment and prove a homogenization theorem involving multiple scaling constants. The effective dynamics solves a rough differential equation, which is…

Probability · Mathematics 2019-12-02 Johann Gehringer , Xue-Mei Li

In this work, we study the effective behavior of a two-dimensional variational model within finite crystal plasticity for high-contrast bilayered composites. Precisely, we consider materials arranged into periodically alternating thin…

Analysis of PDEs · Mathematics 2019-02-01 Elisa Davoli , Rita Ferreira , Carolin Kreisbeck