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Related papers: Solvability of Discrete Helmholtz Equations

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In this work, a novel analysis of a hybrid discontinuous Galerkin method for the Helmholtz equation is presented. It uses wavenumber, mesh size and polynomial degree independent stabilisation parameters leading to impedance traces between…

Numerical Analysis · Mathematics 2023-07-11 Michael Leumüller , Joachim Schöberl

This paper focusses on the optimal control problems governed by fourth-order linear elliptic equations with clamped boundary conditions in the framework of the Hessian discretisation method (HDM). The HDM is an abstract framework that…

Numerical Analysis · Mathematics 2022-12-14 Devika Shylaja

We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…

Numerical Analysis · Mathematics 2022-10-26 Siyang Wang , Gunilla Kreiss

In this paper, we describe a stable finite element formulation for advection-diffusion-reaction problems that allows for robust automatic adaptive strategies to be easily implemented. We consider locally vanishing, heterogeneous, and…

Numerical Analysis · Mathematics 2021-09-01 Roberto J. Cier , Sergio Rojas , Victor M. Calo

We derive and analyse well-posed boundary conditions for the linear shallow water wave equation. The analysis is based on the energy method and it identifies the number, location and form of the boundary conditions so that the initial…

Numerical Analysis · Mathematics 2023-09-29 Rudi Prihandoko , Kenneth Duru , Stephen Roberts , Christopher Zoppou

In this work we develop a discretisation method for the Brinkman problem that is uniformly well-behaved in all regimes (as identified by a local dimensionless number with the meaning of a friction coefficient) and supports general meshes as…

Numerical Analysis · Mathematics 2023-03-22 Daniele A. Di Pietro , Jérôme Droniou

In this paper, an efficient solver for the Helmholtz equation using a noval approximation space is developed. The ingradients of the method include the approximation space recently proposed, a discontinuous Galerkin scheme extensively used,…

Numerical Analysis · Mathematics 2025-12-11 Shuhai Zhao

We introduce a novel multi-resolution Localized Orthogonal Decomposition (LOD) for time-harmonic acoustic scattering problems that can be modeled by the Helmholtz equation. The method merges the concepts of LOD and operator-adapted wavelets…

Numerical Analysis · Mathematics 2022-11-24 Moritz Hauck , Daniel Peterseim

We propose a new fictitious domain finite element method, well suited for elliptic problems posed in a domain given by a level-set function without requiring a mesh fitting the boundary. To impose the Dirichlet boundary conditions, we…

Numerical Analysis · Mathematics 2019-07-09 Michel Duprez , Alexei Lozinski

First, we consider the problem of hedging in complete binomial models. Using the discrete-time F\"ollmer-Schweizer decomposition, we demonstrate the equivalence of the backward induction and sequential regression approaches. Second, in…

Mathematical Finance · Quantitative Finance 2020-11-25 Sarah Boese , Tracy Cui , Samuel Johnston , Gianmarco Molino , Oleksii Mostovyi

We study the high frequency limit for the dissipative Helmholtz equation when the source term concentrates on a submanifold of R^n. We prove that the solution has a unique semi-classical measure, which is precisely described in terms of the…

Mathematical Physics · Physics 2013-02-05 Julien Royer

We propose a meshless conservative Galerkin method for solving Hamiltonian wave equations. We first discretize the equation in space using radial basis functions in a Galerkin-type formulation. Differ from the traditional RBF Galerkin…

Numerical Analysis · Mathematics 2022-09-20 Zhengjie Sun , Leevan Ling

This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large…

Computational Finance · Quantitative Finance 2012-05-08 K. J. in 't Hout , K. Volders

We introduce new finite-dimensional spaces specifically designed to approximate the solutions to high-frequency Helmholtz problems with smooth variable coefficients in dimension $d$. These discretization spaces are spanned by Gaussian…

Numerical Analysis · Mathematics 2025-02-04 T. Chaumont-Frelet , V. Dolean , M. Ingremeau

Numerical analysis is conducted for a generalized particle method for a Poisson equation. Unique solvability is derived for the discretized Poisson equation by introducing a connectivity condition for particle distributions. Moreover, by…

Numerical Analysis · Mathematics 2019-07-03 Y. Imoto

A low-order nonconforming finite element discretization of a smooth de Rham complex starting from the $H^2$ space in three dimensions is proposed, involving an $H^2$-nonconforming finite element space, a new tangentially continuous…

Numerical Analysis · Mathematics 2025-12-05 Xuewei Cui , Xuehai Huang

This paper explores a fully discrete approximation for a nonlinear hyperbolic PDE-constrained optimization problem (P) with applications in acoustic full waveform inversion. The optimization problem is primarily complicated by the…

Numerical Analysis · Mathematics 2025-01-22 Luis Ammann , Irwin Yousept

This work focuses on a class of elliptic boundary value problems with diffusive, advective and reactive terms, motivated by the study of three-dimensional heterogeneous physical systems composed of two or more media separated by a selective…

Numerical Analysis · Mathematics 2018-04-20 Riccardo Sacco , Aurelio Giancarlo Mauri , Giovanna Guidoboni

We propose a new practical adaptive refinement strategy for $hp$-finite element approximations of elliptic problems. Following recent theoretical developments in polynomial-degree-robust a posteriori error analysis, we solve two types of…

Numerical Analysis · Mathematics 2018-10-17 Patrik Daniel , Alexandre Ern , Iain Smears , Martin Vohralík

The first part of the cumulative thesis contains the numerical analysis of different $hp$-finite element discretizations related to two different weak formulations of a model problem in elastoplasticity with linearly kinematic hardening.…

Numerical Analysis · Mathematics 2024-02-06 Patrick Bammer