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This paper is concerned with finite dimensional models for the entire term structure for energy futures. As soon as a finite dimensional set of possible yield curves is chosen, one likes to estimate the dynamic behaviour of the yield curve…

Mathematical Finance · Quantitative Finance 2023-08-07 Paul Krühner , Shijie Xu

We consider a semi-discrete finite element approximation for a system consisting of the evolution of a planar curve evolving by forced curve shortening flow inside a given bounded domain $\Omega \subset \mathbb{R}^2$, such that the curve…

Numerical Analysis · Mathematics 2020-03-17 Vanessa Styles , James Van Yperen

We present a Cartesian cut-cell finite-volume method for sharp-interface two-phase diffusion problems in static geometries. The formulation follows a two-fluid approach: independent diffusion equations are discretized in each phase on a…

Numerical Analysis · Mathematics 2026-01-07 Louis Libat , Can Selçuk , Eric Chénier , Vincent Le Chenadec

We develop a finite element method for elliptic partial differential equations on so called composite surfaces that are built up out of a finite number of surfaces with boundaries that fit together nicely in the sense that the intersection…

Numerical Analysis · Mathematics 2018-01-03 Peter Hansbo , Tobias Jonsson , Mats G. Larson , Karl Larsson

Fluid flow applications can involve a number of coupled problems. One is the simulation of free-surface flows, which require the solution of a free-boundary problem. Within this problem, the governing equations of fluid flow are coupled…

Numerical Analysis · Mathematics 2015-01-26 Stefanie Elgeti , Henning Sauerland

We propose an energy-stable parametric finite element method (ES-PFEM) for simulating solid-state dewetting of thin films in two dimensions via a sharp-interface model, which is governed by surface diffusion and contact line (point)…

Numerical Analysis · Mathematics 2020-06-08 Quan Zhao , Wei Jiang , Weizhu Bao

In this paper, a thermal-dynamical consistent model for mass transfer across permeable moving interfaces is proposed by using the energy variation method. We consider a restricted diffusion problem where the flux across the interface…

Numerical Analysis · Mathematics 2022-06-15 Yuzhe Qin , Huaxiong Huang , Yi Zhu , Chun Liu , Shixin Xu

Insoluble surfactants adsorbed at liquid-liquid or gas-liquid interfaces alter interfacial tension, leading to variations in the normal stress jump and generating tangential Marangoni stresses that can dramatically affect the flow dynamics.…

Fluid Dynamics · Physics 2025-07-15 Zhong-Han Xue , Jacques Magnaudet , Jie Zhang

Biomembranes and vesicles consisting of multiple phases can attain a multitude of shapes, undergoing complex shape transitions. We study a Cahn--Hilliard model on an evolving hypersurface coupled to Navier--Stokes equations on the surface…

Numerical Analysis · Mathematics 2019-11-01 John W. Barrett , Harald Garcke , Robert Nürnberg

We present a new mimetic finite difference method for diffusion problems that converges on grids with \textit{curved} (i.e., non-planar) faces. Crucially, it gives a symmetric discrete problem that uses only one discrete unknown per curved…

Numerical Analysis · Mathematics 2023-07-19 Silvano Pitassi , Riccardo Ghiloni , Igor Petretti , Francesco Trevisan , Ruben Specogna

We propose and analyze an energy-stable fully discrete parametric approximation for Willmore flow of hypersurfaces in two and three space dimensions. We allow for the presence of spontaneous curvature effects and for open surfaces with…

Numerical Analysis · Mathematics 2026-05-11 Harald Garcke , Robert Nürnberg , Quan Zhao

For the case of approximation of convection--diffusion equations using piecewise affine continuous finite elements a new edge-based nonlinear diffusion operator is proposed that makes the scheme satisfy a discrete maximum principle. The…

Numerical Analysis · Mathematics 2015-09-30 Gabriel R. Barrenechea , Erik Burman , Fotini Karakatsani

We propose boundary conditions for the diffusion equation that maintain the initial mean and the total mass of a discrete data sample in the density estimation process. A complete study of this framework with numerical experiments using the…

Numerical Analysis · Mathematics 2017-05-02 Keith Y. Patarroyo

ESFEM is a method introduced in order to solve a linear advection-diffusion equation on an evolving two-dimensional surface with finite elements by using a moving grid with nodes sitting on and evolving with the surface. The evolution of…

Numerical Analysis · Mathematics 2016-04-18 Maryia Borukhava , Heiko Kröner

Dziuk's surface finite element method for mean curvature flow has had significant impact on the development of parametric and evolving surface finite element methods for surface evolution equations and curvature flows. However, Dziuk's…

Numerical Analysis · Mathematics 2021-02-12 Buyang Li

The form and evolution of multi-phase biomembranes is of fundamental importance in order to understand living systems. In order to describe these membranes, we consider a mathematical model based on a Canham--Helfrich--Evans two-phase…

Numerical Analysis · Mathematics 2021-07-20 Harald Garcke , Robert Nürnberg

In this paper we present a complete framework for the energy-stable simulation of stratified incompressible flow in channels, using the one-dimensional two-fluid model. Building on earlier energy-conserving work on the basic two-fluid…

Fluid Dynamics · Physics 2023-10-24 J. F. H. Buist , B. Sanderse , S. Dubinkina , C. W. Oosterlee , R. A. W. M. Henkes

We consider a finite element approximation for a system consisting of the evolution of a curve evolving by forced curve shortening flow coupled to a reaction-diffusion equation on the evolving curve. The curve evolves inside a given domain…

Numerical Analysis · Mathematics 2020-04-22 Vanessa Styles , James Van Yperen

A recently developed Eulerian finite element method is applied to solve advection-diffusion equations posed on hypersurfaces. When transport processes on a surface dominate over diffusion, finite element methods tend to be unstable unless…

Numerical Analysis · Mathematics 2013-03-26 Maxim A. Olshanskii , Arnold Reusken , Xianmin Xu

We develop a cut finite element method (CutFEM) for convection-diffusion problems posed on mixed-dimensional domains, i.e., unions of manifolds of different dimensions arranged in a hierarchical structure where lower-dimensional components…

Numerical Analysis · Mathematics 2026-04-09 Erik Burman , Peter Hansbo , Mats G. Larson , Karl Larsson , Shantiram Mahata
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