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Stability and error analysis of a hybridized discontinuous Galerkin finite element method for Stokes equations is presented. The method is locally conservative, and for particular choices of spaces the velocity field is point-wise…
In this paper, we propose an iterative splitting method to solve the partial differential equations in option pricing problems. We focus on the Heston stochastic volatility model and the derived two-dimensional partial differential equation…
In this paper, we propose a linearized finite element method (FEM) for solving the cubic nonlinear Schr\"{o}dinger equation with wave operator. In this method, a modified leap-frog scheme is applied for time discretization and a Galerkin…
This paper deals with the numerical solution of the two-dimensional time-dependent Merton partial integro-differential equation (PIDE) for the values of rainbow options under the two-asset Merton jump-diffusion model. Key features of this…
In this paper, we consider two-dimensional Riesz space fractional diffusion equations with nonlinear source term on convex domains. Applying Galerkin finite element method in space and backward difference method in time, we present a fully…
A family of implicit-in-time mixed finite element schemes is presented for the numerical approximation of the acoustic wave equation. The mixed space discretization is based on the displacement form of the wave equation and the…
In this paper we investigate a priori error estimates for the space-time Galerkin finite element discretization of an optimal control problem governed by a simplified linear gradient enhanced damage model. The model equations are of a…
A semidiscrete Galerkin finite element method applied to time-fractional diffusion equations with time-space dependent diffusivity on bounded convex spatial domains will be studied. The main focus is on achieving optimal error results with…
We consider Galerkin finite element methods for semilinear stochastic partial differential equations (SPDEs) with multiplicative noise and Lipschitz continuous nonlinearities. We analyze the strong error of convergence for spatially…
A coupled BEM/FEM formulation for the transient interaction between an acoustic field and a piezoelectric scatterer is proposed. The scattered part of the acoustic wave is represented in terms of retarded layer potentials while the elastic…
Subcell limiting strategies for discontinuous Galerkin spectral element methods do not provably satisfy a semi-discrete cell entropy inequality. In this work, we introduce an extension to the subcell and monolithic convex limiting…
We consider an elliptic partial differential equation in non-divergence form with a random diffusion matrix and random forcing term. To address this, we propose a mixed-type continuous finite element discretization in the physical domain,…
Finite element methods for a model elliptic distributed optimal control problem with pointwise state constraints are considered from the perspective of fourth order boundary value problems.
We study a finite element approximation of a coupled fluid-structure interaction consisting of a three-dimensional incompressible viscous fluid governed by the unsteady Stokes equations and a two-dimensional elastic plate. To avoid the use…
In this paper, we develop novel numerical methods based on the Multi-Point Flux Approximation (MPFA) method to solve the degenerated partial differential equation (PDE) arising from pricing two-assets options. The standard MPFA is used as…
In this study we establish the existence and uniqueness of the solution of a coupled system of general elliptic equations with anisotropic diffusion , non-uniform advection and variably influencing reaction terms on Lipschitz continuous…
In this paper we investigate the relationship between stabilized and enriched finite element formulations for the Stokes problem. We also present a new stabilized mixed formulation for which the stability parameter is derived purely by the…
This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…
An H(div) conforming finite element method for solving the linear Biot equations is analyzed. Formulations for the standard mixed method are combined with formulation of interior penalty discontinuous Galerkin method to obtain a consistent…
We present a compatible finite element discretisation for the vertical slice compressible Euler equations, at next-to-lowest order (i.e., the pressure space is bilinear discontinuous functions). The equations are numerically integrated in…