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We establish rigorous \emph{a posteriori} error bounds for a space-time finite element method of arbitrary order discretising linear wave problems in second order formulation. The method combines standard finite elements in space and…

Numerical Analysis · Mathematics 2026-04-24 Zhaonan Dong , Emmanuil H. Georgoulis , Lorenzo Mascotto , Zuodong Wang

A proof of convergence is given for a novel evolving surface finite element semi-discretization of Willmore flow of closed two-dimensional surfaces, and also of surface diffusion flow. The numerical method proposed and studied here…

Numerical Analysis · Mathematics 2020-07-31 Balázs Kovács , Buyang Li , Christian Lubich

In this paper, we study decoupled mixed element schemes for fourth order problems. A general process is designed such that an elliptic problem on high-regularity space is transformed to a decoupled system with spaces of low order involved…

Numerical Analysis · Mathematics 2016-12-01 Shuo Zhang

We consider an initial/boundary value problem for one-dimensional fractional-order parabolic equations with a space fractional derivative of Riemann-Liouville type and order $\alpha\in (1,2)$. We study a spatial semidiscrete scheme with the…

Numerical Analysis · Mathematics 2013-10-02 Bangti Jin , Raytcho Lazarov , Joseph Pasciak , Zhi Zhou

This paper develops divergence-free mixed finite element methods for the Stokes equation. Using H(div)-conforming velocities and discontinuous pressures ensures the inf-sup condition for the velocity--pressure pair and yields pointwise…

Numerical Analysis · Mathematics 2026-04-17 Long Chen , Xuehai Huang , Chao Zhang , Xinyue Zhao

We consider a vector-Laplace problem posed on a 2D surface embedded in a 3D domain, which results from the modeling of surface fluids based on exterior Cartesian differential operators. The main topic of this paper is the development and…

Numerical Analysis · Mathematics 2017-09-05 Sven Groß , Thomas Jankuhn , Maxim A. Olshanskii , Arnold Reusken

his paper presents finite element methods for solving numerically the Risk-Adjusted Pricing Methodology (RAPM) Black-Scholes model for option pricing with transaction costs. Spatial finite element models based on P1 and/or P2 elements are…

Computational Finance · Quantitative Finance 2021-03-16 Dongming Wei , Yogi Ahmad Erlangga , Andrey Pak , Laila Zhexembay

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…

Numerical Analysis · Mathematics 2020-11-17 Beatrice Riviere , Guido Kanschat

In this article we prove convergence of adaptive finite element methods for second order elliptic eigenvalue problems. We consider Lagrange finite elements of any degree and prove convergence for simple as well as multiple eigenvalues under…

Numerical Analysis · Mathematics 2008-03-05 Eduardo M. Garau , Pedro Morin , Carlos Zuppa

We study some numerical methods for solving second order elliptic problem with interface. We introduce an immersed interface finite element method based on the `broken' $P_1$-nonconforming piecewise linear polynomials on interface…

Numerical Analysis · Mathematics 2009-11-26 Do Y. Kwak , K. T. Wee

We construct a finite element method for the numerical solution of a fractional porous medium equation on a bounded open Lipschitz polytopal domain $\Omega \subset \mathbb{R}^{d}$, where $d = 2$ or $3$. The pressure in the model is defined…

Numerical Analysis · Mathematics 2025-09-03 José A. Carrillo , Stefano Fronzoni , Endre Süli

A proof of convergence is given for semi- and full discretizations of mean curvature flow of closed two-dimensional surfaces. The numerical method proposed and studied here combines evolving finite elements, whose nodes determine the…

Numerical Analysis · Mathematics 2019-06-27 Balázs Kovács , Buyang Li , Christian Lubich

We propose a new mixed finite element method for the three-dimensional steady magnetohydrodynamic (MHD) kinematics equations for which the velocity of the fluid is given. Although prescribing the velocity field leads to a simpler model than…

Numerical Analysis · Mathematics 2017-12-29 Lingxiao Li

We propose and analyse a novel surface finite element method that preserves the invariant regions of systems of semilinear parabolic equations on closed compact surfaces in $\mathbb{R}^3$ under discretisation. We also provide a…

Numerical Analysis · Mathematics 2020-01-20 Massimo Frittelli , Anotida Madzvamuse , Ivonne Sgura , Chandrasekhar Venkataraman

In this paper, we propose an adaptive finite element method for computing the first eigenpair of the $p$-Laplacian problem. We prove that starting from a fine initial mesh our proposed adaptive algorithm produces a sequence of discrete…

Numerical Analysis · Mathematics 2025-03-10 Guanglian Li , Jing Li , Julie Merten , Yifeng Xu , Shengfeng Zhu

This article takes the form of a tutorial on the use of a particular class of mixed finite element methods, which can be thought of as the finite element extension of the C-grid staggered finite difference method. The class is often…

Numerical Analysis · Mathematics 2014-01-06 C. J. Cotter , A. T. T. McRae

We propose some new mixed finite element methods for the time dependent stochastic Stokes equations with multiplicative noise, which use the Helmholtz decomposition of the driving multiplicative noise. It is known [16] that the pressure…

Numerical Analysis · Mathematics 2020-06-09 Xiaobing Feng , Andreas Prohl , Liet Vo

In this paper we study finite element method for three-dimensional incompressible resistive magnetohydrodynamic equations, in which the velocity, the current density, and the magnetic induction are divergence-free. It is desirable that the…

Numerical Analysis · Mathematics 2021-02-03 Lingxiao Li , Donghang Zhang , Weiying Zheng

In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…

Optimization and Control · Mathematics 2024-04-04 Wei Gong , Dongdong Liang

The subject of this work is an adaptive stochastic Galerkin finite element method for parametric or random elliptic partial differential equations, which generates sparse product polynomial expansions with respect to the parametric…

Numerical Analysis · Mathematics 2025-03-28 Markus Bachmayr , Martin Eigel , Henrik Eisenmann , Igor Voulis