Related papers: A Fitted Multi-Point Flux Approximation Method for…
In this paper a new hybrid semi-implicit finite volume / finite element (FV/FE) scheme is presented for the numerical solution of the compressible Euler and Navier-Stokes equations at all Mach numbers on unstructured staggered meshes in two…
In this work, we consider pressurized phase-field fracture problems in nearly and fully incompressible materials. To this end, a mixed form for the solid equations is proposed. To enhance the accuracy of the spatial discretization, a…
In this work we are interested in dealing with single-phase flows in fractured porous media for underground processes. We focus our attention on domains where the presence of faults, with thickness several orders of magnitude smaller than…
This article describes the extension of recent methods for a posteriori error estimation such as dual-weighted residual methods to node-centered finite volume discretizations of second order elliptic boundary value problems including upwind…
We propose a multi-index algorithm for the Monte Carlo (MC) discretization of a linear, elliptic PDE with affine-parametric input. We prove an error vs. work analysis which allows a multi-level finite-element approximation in the physical…
In mathematical finance, many derivatives from markets with frictions can be formulated as optimal control problems in the HJB framework. Analytical optimal control can result in highly nonlinear PDEs, which might yield unstable numerical…
In this paper, we present an implicit finite difference method for the numerical solution of the Black-Scholes model of American put options without dividend payments. We combine the proposed numerical method by using a front fixing…
The first order by time partial differential equations are used as models in applications such as fluid flow, heat transfer, solid deformation, electromagnetic waves, and others. In this paper we propose the new numerical method to solve a…
The fourth-order PDE that models the density variation of smectic A liquid crystals presents unique challenges in its (numerical) analysis beyond more common fourth-order operators, such as the classical biharmonic. While the operator is…
A low-order finite element method is constructed and analysed for an incompressible non-Newtonian flow problem with power-law rheology. The method is based on a continuous piecewise linear approximation of the velocity field and piecewise…
In this paper, we propose a multiphysics finite element method for a nonlinear poroelasticity model. To better describe the processes of deformation and diffusion, we firstly reformulate the nonlinear fluid-solid coupling problem into a…
This article performs a unified convergence analysis of a variety of numerical methods for a model of the miscible displacement of one incompressible fluid by another through a porous medium. The unified analysis is enabled through the…
This paper deals with the numerical approximation of American-style option values governed by partial differential complementarity problems. For a variety of one- and two-asset American options we investigate by ample numerical experiments…
This two-part paper develops novel methodologies for using fractional programming (FP) techniques to design and optimize communication systems. Part I of this paper proposes a new quadratic transform for FP and treats its application for…
We present a new mixed finite element method for a class of parabolic equations with $p$-Laplacian and nonlinear memory. The applicability, stability and convergence of the method are studied. First, the problem is written in a mixed…
A comprehensive scheme for the spatial discretisation of continuity equation, momentum advection and normal and shear stresses at the fluid interfaces is presented for numerically simulating the incompressible two phase flows based on the…
We consider the numerical approximation of a general second order semi--linear parabolic stochastic partial differential equation (SPDE) driven by additive space-time noise. We introduce a new modified scheme using a linear functional of…
This paper is concerned with mixed finite element method (FEM) for solving the two-dimensional, nonlinear fourth-order active fluid equations. By introducing an auxiliary variable $w=-\Delta u$, the original fourth problem is transformed…
We investigate the application of a posteriori error estimates to a fractional optimal control problem with pointwise control constraints. Specifically, we address a problem in which the state equation is formulated as an integral form of…
We consider the resource allocation problem and its numerical solution. The following constructions are demonstrated: 1) Walrasian price-adjustment mechanism for determining the equilibrium; 2) Decentralized role of the prices; 3) Slater's…