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We construct a finite element like scheme for fully non-linear integro-partial differential equations arising in optimal control of jump-processes. Special cases of these equations include optimal portfolio and option pricing equations in…

Numerical Analysis · Mathematics 2008-05-22 Fabio Camilli , Espen R. Jakobsen

The hp-version of the finite element method is applied to singularly perturbed reaction-diffusion type equations on polygonal domains. The solution exhibits boundary layers as well as corner layers. On a class of meshes that are suitable…

Numerical Analysis · Mathematics 2018-03-07 Jens Markus Melenk , Markus Faustmann

We propose a high order unfitted finite element method for solving timeharmonic Maxwell interface problems. The unfitted finite element method is based on a mixed formulation in the discontinuous Galerkin framework on a Cartesian mesh with…

Numerical Analysis · Mathematics 2024-10-25 Zhiming Chen , Ke Li , Maohui Lyu , Xueshuang Xiang

A nonlinear Helmholtz (NLH) equation with high frequencies and corner singularities is discretized by the linear finite element method (FEM). After deriving some wave-number-explicit stability estimates and the singularity decomposition for…

Numerical Analysis · Mathematics 2024-05-28 Run Jiang , Haijun Wu , Yifeng Xu , Jun Zou

Based on results of E. DiBenedetto and D. Hoff we propose an explicit finite difference scheme for the one dimensional Generalized Porous Medium Equation $\partial_t u=\partial_{xx}^2 \Phi(u)$. The scheme allows to track the moving free…

Analysis of PDEs · Mathematics 2014-10-07 Leonard Monsaingeon

The use of multigrid and related preconditioners with the finite element method is often limited by the difficulty of applying the algorithm effectively to a problem, especially when the domain has a complex shape or adaptive refinement. We…

Numerical Analysis · Computer Science 2015-03-19 Peter R. Brune , Matthew G. Knepley , L. Ridgway Scott

This work presents a high-order finite-difference adaptive mesh refinement (AMR) framework for robust simulation of shock-turbulence interaction problems. A staggered-grid arrangement, in which solution points are stored at cell centers…

Computational Physics · Physics 2025-11-12 Yuqi Wang , Yadong Zeng , Ralf Deiterding , Jinhui Yang , Jianhan Liang

For singularly perturbed convection-diffusion problems, supercloseness analysis of finite element method is still open on Bakhvalov-type meshes, especially in the case of 2D. The difficulties arise from the width of the mesh in the layer…

Numerical Analysis · Mathematics 2023-03-07 Chunxiao Zhang , Jin Zhang

Singularly perturbed partial differential equations arise in many applications, including magnetohydrodynamic duct flows, chemical reaction transport systems, and Poisson Boltzmann electrostatics. These problems are characterized by sharp…

Numerical Analysis · Mathematics 2026-04-01 Wei-Fan Hu , Shi-Xiang Zhong , Po-Wen Hsieh , Chung-Kai Chen , Te-Sheng Lin

This research explores neural network-based numerical approximation of two-dimensional convection-dominated singularly perturbed problems on square, circular, and elliptic domains. Singularly perturbed boundary value problems pose…

Numerical Analysis · Mathematics 2024-07-11 Gung-Min Gie , Youngjoon Hong , Chang-Yeol Jung , Dongseok Lee

This work surveys an r-adaptive moving mesh finite element method for the numerical solution of premixed laminar flame problems. Since the model of chemically reacting flow involves many different modes with diverse length scales, the…

Numerical Analysis · Mathematics 2020-08-26 Zhen Sun , Malte Braack , Jens Lang

Various classes of stable finite difference schemes can be constructed to obtain a numerical solution. It is important to select among all stable schemes such a scheme that is optimal in terms of certain additional criteria. In this study,…

Numerical Analysis · Computer Science 2010-06-01 Petr N. Vabishchevich

In this paper, based on the combination of finite element mesh and neural network, a novel type of neural network element space and corresponding machine learning method are designed for solving partial differential equations. The…

Numerical Analysis · Mathematics 2025-04-24 Yifan Wang , Zhongshuo Lin , Hehu Xie

The paper develops an unfitted finite element method for solving the Darcy system of equations posed in a network of fractures embedded in a porous matrix. The approach builds on the Hughes--Masud stabilized formulation of the Darcy problem…

Numerical Analysis · Mathematics 2019-09-04 Alexey Y. Chernyshenko , Maxim A. Olshanskii

This paper is concerned with adaptive mesh refinement strategies for the spatial discretization of parabolic problems with dynamic boundary conditions. This includes the characterization of inf-sup stable discretization schemes for a…

Numerical Analysis · Mathematics 2023-10-12 Robert Altmann , Christoph Zimmer

High-order finite difference methods are efficient, easy to program, scales well in multiple dimensions and can be modified locally for various reasons (such as shock treatment for example). The main drawback have been the complicated and…

Numerical Analysis · Mathematics 2015-06-17 Magnus Svärd , Jan Nordström

We introduce and analyze a robust nonconforming finite element method for a three dimensional singularly perturbed quad-curl model problem. For the solution of the model problem, we derive proper a priori bounds, based on which, we prove…

Numerical Analysis · Mathematics 2022-06-27 Baiju Zhang , Zhimin Zhang

We consider the reliable implementation of high-order unfitted finite element methods on Cartesian meshes with hanging nodes for elliptic interface problems. We construct a reliable algorithm to merge small interface elements with their…

Numerical Analysis · Mathematics 2023-08-16 Zhiming Chen , Yong Liu

We propose two classes of mixed finite elements for linear elasticity of any order, with interior penalty for nonconforming symmetric stress approximation. One key point of our method is to introduce some appropriate nonconforming…

Numerical Analysis · Mathematics 2017-05-22 Shuonan Wu , Shihua Gong , Jinchao Xu

The problem of increasing the accuracy of an approximate solution is considered for boundary value problems for parabolic equations. For ordinary differential equations (ODEs), nonstandard finite difference schemes are in common use for…

Numerical Analysis · Computer Science 2017-05-22 Petr N. Vabishchevich
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