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We study preconditioning techniques for discontinuous Galerkin discretizations of isotropic linear elasticity problems in primal (displacement) formulation. We propose subspace correction methods based on a splitting of the vector valued…

Numerical Analysis · Mathematics 2011-11-01 Blanca Ayuso de Dios , Ivan Georgiev , Johannes Kraus , Ludmil Zikatanov

This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…

Numerical Analysis · Mathematics 2024-09-27 Sudarshan Santra , Ratikanta Behera

We propose a deterministic numerical method for pricing vanilla options under the SABR stochastic volatility model, based on a finite element discretization of the Kolmogorov pricing equations via non-symmetric Dirichlet forms. Our pricing…

Mathematical Finance · Quantitative Finance 2018-01-10 Blanka Horvath , Oleg Reichmann

In the present paper, we investigate the initial-boundary value problem for fractional order parabolic equation on a metric star graph in Sobolev spaces. First, we prove the existence and uniqueness results of strong solutions which are…

Analysis of PDEs · Mathematics 2024-09-02 R. R. Ashurov , Z. A Sobirov , A. A. Turemuratova

This work proposes a novel variational approximation of partial differential equations on moving geometries determined by explicit boundary representations. The benefits of the proposed formulation are the ability to handle large…

Computational Engineering, Finance, and Science · Computer Science 2024-06-04 Santiago Badia , Pere A. Martorell , Francesc Verdugo

We propose a high-order finite element method for linear fourth-order elliptic problems that is both nodally bound-preserving and mass-conservative, based on a variational inequality formulation. The method admits an equivalent strictly…

Numerical Analysis · Mathematics 2026-05-25 Jie Shen , Zuodong Wang

We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…

Numerical Analysis · Mathematics 2023-08-22 J Droniou , R Eymard , T Gallouët , C Guichard , R Herbin

This paper analyzes a space-time finite element method for fractional wave problems. The method uses a Petrov-Galerkin type time-stepping scheme to discretize the time fractional derivative of order $ \gamma $ ($1<\gamma<2$). We establish…

Numerical Analysis · Mathematics 2018-03-12 Binjie Li , Hao Luo , Xiaoping Xie

We introduce a fast direct solver for variable-coefficient elliptic partial differential equations on surfaces based on the hierarchical Poincar\'e-Steklov method. The method takes as input an unstructured, high-order quadrilateral mesh of…

Numerical Analysis · Mathematics 2022-10-04 Daniel Fortunato

We present a finite element method for the incompressible Navier--Stokes problem that is locally conservative, energy-stable and pressure-robust on time-dependent domains. To achieve this, the space--time formulation of the Navier--Stokes…

Numerical Analysis · Mathematics 2023-07-06 Tamas L. Horvath , Sander Rhebergen

A finite element method for the solution of the time-dependent Maxwell equations in mixed form is presented. The method allows for local $hp$-refinement in space and in time. To this end, a space-time Galerkin approach is employed. In…

Numerical Analysis · Mathematics 2014-12-18 Martin Lilienthal , Sascha M. Schnepp , Thomas Weiland

We highlight some recent new delevelopments concerning the sparse representation of possibly high-dimensional functions exhibiting strong anisotropic features and low regularity in isotropic Sobolev or Besov scales. Specifically, we focus…

Numerical Analysis · Mathematics 2014-09-30 Wolfgang Dahmen , Chunyan Huang , Gitta Kutyniok , Wang-Q Lim , Christoph Schwab , Gerrit Welper

We propose and analyze a time-stepping discontinuous Petrov-Galerkin method combined with the continuous conforming finite element method in space for the numerical solution of time-fractional subdiffusion problems. We prove the existence,…

Numerical Analysis · Mathematics 2014-09-09 Kassem Mustapha , Basheer Abdallah , Khaled Furati

We consider the Shallow Water equations in the supercritical and subcritical cases in one space variable,posed in a finite spatial interval with characteristic boundary conditions at the endpoints, which, as is well known, are…

Numerical Analysis · Mathematics 2016-03-01 D. C. Antonopoulos , V. A. Dougalis

In this paper we present a Local Fourier Analysis of a space-time multigrid solver for a hyperbolic test problem. The space-time discretization is based on arbitrarily high order discontinuous Galerkin spectral element methods in time and a…

Numerical Analysis · Mathematics 2021-12-07 Lea M. Versbach , Philipp Birken , Viktor Linders , Gregor Gassner

We present a space-time multigrid method based on tensor-product space-time finite element discretizations. The method is facilitated by the matrix-free capabilities of the {\ttfamily deal.II} library. It addresses both high-order…

Numerical Analysis · Mathematics 2024-08-12 Nils Margenberg , Peter Munch

We investigate the inhomogeneous boundary value problem for elliptic and parabolic equations in divergence form in the half space $\{x_d > 0\}$, where the coefficients are measurable, singular or degenerate, and depend only on $x_d$. The…

Analysis of PDEs · Mathematics 2024-10-14 Bekarys Bekmaganbetov , Hongjie Dong

In this work, we develop variational formulations of Petrov-Galerkin type for one-dimensional fractional boundary value problems involving either a Riemann-Liouville or Caputo derivative of order $\alpha\in(3/2, 2)$ in the leading term and…

Numerical Analysis · Mathematics 2015-12-18 Bangti Jin , Raytcho Lazarov , Zhi Zhou

In this paper we formulate and analyze a space-time finite element method for the numerical simulation of rotating electric machines where the finite element mesh is fixed in space-time domain. Based on the Babu\v{s}ka--Ne\v{c}as theory we…

Numerical Analysis · Mathematics 2026-04-01 Peter Gangl , Mario Gobrial , Olaf Steinbach

We consider goal-oriented adaptive space-time finite-element discretizations of the regularized parabolic p-Laplace problem on completely unstructured simplicial space-time meshes. The adaptivity is driven by the dual-weighted residual…

Numerical Analysis · Mathematics 2023-06-13 B. Endtmayer , U. Langer , A. Schafelner