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We design an adaptive unfitted finite element method on the Cartesian mesh with hanging nodes. We derive an hp-reliable and efficient residual type a posteriori error estimate on K-meshes. A key ingredient is a novel hp-domain inverse…

Numerical Analysis · Mathematics 2021-10-12 Zhiming Chen , Ke Li , Xueshuang Xiang

In this paper, we provide a theoretical analysis of a type of operator learning method without data reliance based on the classical finite element approximation, which is called the finite element operator network (FEONet). We first…

Numerical Analysis · Mathematics 2024-04-30 Youngjoon Hong , Seungchan Ko , Jaeyong Lee

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

In this paper, we first discuss the optimal convergence of the adaptive finite element methods for non-self-adjoint eigenvalue problems. We present new theoretical error estimators and computable error estimators for multiple and clustered…

Numerical Analysis · Mathematics 2026-03-16 Shixi Wang , Hai Bi , Yidu Yang

This paper concerns the inclusion of Newton's method into an adaptive finite element method (FEM) for the solution of nonlinear partial differential equations (PDEs). It features an adaptive choice of the damping parameter in the Newton…

Numerical Analysis · Mathematics 2025-12-23 Philipp Bringmann , Maximilian Brunner , Dirk Praetorius

We consider a linear elliptic partial differential equation (PDE) with a generic uniformly bounded parametric coefficient. The solution to this PDE problem is approximated in the framework of stochastic Galerkin finite element methods. We…

Numerical Analysis · Mathematics 2020-06-05 Alex Bespalov , Feng Xu

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,…

Numerical Analysis · Mathematics 2025-12-04 Amireh Mousavi

We consider the dynamics of a linear stochastic approximation algorithm driven by Markovian noise, and derive finite-time bounds on the moments of the error, i.e., deviation of the output of the algorithm from the equilibrium point of an…

Machine Learning · Computer Science 2019-03-11 R. Srikant , Lei Ying

Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In…

Numerical approximation of the long time behavior of a stochastic differential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical…

Probability · Mathematics 2013-11-26 Jonathan C. Mattingly , Andrew M. Stuart , M. V. Tretyakov

We propose and analyse a new type of fully discrete finite element approximation of a class of linear stochastic parabolic evolution equations with additive noise. Our discretization differs from previous ones in that we use a finite…

Numerical Analysis · Mathematics 2025-01-23 Øyvind Stormark Auestad , Geir-Arne Fuglstad , Espen Robstad Jakobsen , Annika Lang

We construct four variants of space-time finite element discretizations based on linear tensor-product and simplex-type finite elements. The resulting discretizations are continuous in space, and continuous or discontinuous in time. In a…

Numerical Analysis · Mathematics 2024-09-05 Max von Danwitz , Igor Voulis , Norbert Hosters , Marek Behr

This article presents a finite element method (FEM) for a partial integro-differential equation (PIDE) to price two-asset options with underlying price processes modeled by an exponential Levy process. We provide a variational formulation…

Computational Finance · Quantitative Finance 2015-11-17 Xun Li , Ping Lin , Xue-Cheng Tai , Jinghui Zhou

In this paper, a nonsmooth semilinear parabolic partial differential equation (PDE) is considered. For a reduced basis (RB) approach, a space-time formulation is used to develop a certified a-posteriori error estimator. This error estimator…

Numerical Analysis · Mathematics 2022-12-29 Marco Bernreuther , Stefan Volkwein

This work introduces and analyzes a finite element scheme for evolution problems involving fractional-in-time and in-space differentiation operators up to order two. The left-sided fractional-order derivative in time we consider is employed…

Numerical Analysis · Mathematics 2018-04-17 Gabriel Acosta , Francisco M. Bersetche , Juan Pablo Borthagaray

In this paper, we study a generalized finite element method for solving second-order elliptic partial differential equations with rough coefficients. The method uses local approximation spaces computed by solving eigenvalue problems on…

Numerical Analysis · Mathematics 2025-07-17 Christian Alber , Peter Bastian , Moritz Hauck , Robert Scheichl

This paper proposes a novel technique for the approximation of strong solutions $u \in C(\overline{\Omega}) \cap W^{2,n}_\mathrm{loc}(\Omega)$ to uniformly elliptic linear PDE of second order in nondivergence form with continuous leading…

Numerical Analysis · Mathematics 2026-04-10 Ngoc Tien Tran

In [Heimann, Lehrenfeld, Preu{\ss}, SIAM J. Sci. Comp. 45(2), 2023, B139 - B165] new geometrically unfitted space-time Finite Element methods for partial differential equations posed on moving domains of higher-order accuracy in space and…

Numerical Analysis · Mathematics 2025-03-14 Fabian Heimann , Christoph Lehrenfeld

A residual error estimator is proposed for the energy norm of the error for a scalar reaction-diffusion problem and for the monodomain model used in cardiac electrophysiology. The problem is discretized using $P_1$ finite elements in space,…

Numerical Analysis · Mathematics 2017-07-18 Edward Boey , Yves Bourgault , Thierry Giordano

In this paper, we employ a space-time finite element method to discretize the parabolic initial-boundary value problem and extend its error analysis with refined estimates on unstructured space-time meshes. We establish higher-order…

Numerical Analysis · Mathematics 2025-03-13 Thi Thanh Mai Ta , Quang Huy Nguyen , Phi Hung Pham