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In this paper we consider the stability and convergence of numerical discretizations of the Black-Scholes partial differential equation (PDE) when complemented with the popular linear boundary condition. This condition states that the…

Numerical Analysis · Mathematics 2015-03-20 Karel in 't Hout , Kim Volders

This paper considers a large class of linear operator equations, including linear boundary value problems for partial differential equations, and treats them as linear recovery problems for objects from their data. Well-posedness of the…

Numerical Analysis · Mathematics 2014-03-17 Robert Schaback

We consider the dynamics of an elastic continuum under large deformation but small strain. Such systems can be described by the equations of geometrically nonlinear elastodynamics in combination with the St. Venant-Kirchhoff material law.…

Systems and Control · Electrical Eng. & Systems 2024-01-31 Tobias Thoma , Paul Kotyczka , Herbert Egger

In this paper we establish a best approximation property of fully discrete Galerkin finite element solutions of second order parabolic problems on convex polygonal and polyhedral domains in the $L^\infty$ norm. The discretization method…

Numerical Analysis · Mathematics 2018-08-20 Dmitriy Leykekhman , Boris Vexler

Travelling and rotating waves are ubiquitous phenomena observed in time dependent PDEs modelling the combined effect of dissipation and non-linear interaction. From an abstract viewpoint they appear as relative equilibria of an equivariant…

Numerical Analysis · Mathematics 2018-10-30 Wolf-Jürgen Beyn , Denny Otten

For a general class of gas models ---which includes discrete and continuous Gibbsian models as well as contour or polymer ensembles--- we determine a \emph{diluteness condition} that implies: (1) Uniqueness of the infinite-volume…

Mathematical Physics · Physics 2016-10-07 Roberto Fernández , Pablo Groisman , Santiago Saglietti

We present a unified framework for the analysis of space-time methods based on Galerkin-type time discretizations for parabolic and hyperbolic problems. Crucially, the stability analysis relies on a suitable choice of test functions to…

Numerical Analysis · Mathematics 2026-01-28 Sergio Gómez

Explicit Runge-Kutta methods are classical and widespread techniques in the numerical solution of ordinary differential equations (ODEs). Considering partial differential equations, spatial semidiscretisations can be used to obtain systems…

Numerical Analysis · Mathematics 2020-04-08 Hendrik Ranocha

We develop arbitrarily high-order, stationarity-preserving stabilized finite element methods for multidimensional nonlinear hyperbolic balance laws on Cartesian grids. We aim at approximating all the steady states of the problem at hand,…

Numerical Analysis · Mathematics 2026-03-25 Moussa Ziggaf , Davide Torlo , Mario Ricchiuto

In this paper, we consider a class of systems of nonlinear equations, which arise in discretized mixed formulations of problems in solid mechanics by $hp$-finite elements. We introduce a semismooth Newton solver for this specific class and…

Numerical Analysis · Mathematics 2025-11-24 Patrick Bammer , Lothar Banz , Miriam Schönauer , Andreas Schröder

We define the notion of effective stiffness and show that it can used to build sparsifiers, algorithms that sparsify linear systems arising from finite-element discretizations of PDEs. In particular, we show that sampling $O(n\log n)$…

Numerical Analysis · Computer Science 2015-03-19 Haim Avron , Sivan Toledo

Motivated by studies on fully discrete numerical schemes for linear hyperbolic conservation laws, we present a framework on analyzing the strong stability of explicit Runge-Kutta (RK) time discretizations for semi-negative autonomous linear…

Numerical Analysis · Mathematics 2018-11-28 Zheng Sun , Chi-Wang Shu

In this article we investigate a finite element formulation of strongly monotone quasi-linear elliptic PDEs in the context of fixed-point iterations. As opposed to Newton's method, which requires information from the previous iteration in…

Numerical Analysis · Mathematics 2015-07-01 Scott Congreve , Thomas P. Wihler

Finite element plate and shell formulations are ubiquitous in structural analysis for modeling all kinds of slender structures, both for static and dynamic analyses. The latter are particularly challenging as the high order nature of the…

Numerical Analysis · Mathematics 2025-09-03 Giuliano Guarino , Yannis Voet , Pablo Antolin , Annalisa Buffa

In this paper, the stabilized finite element approximation of the Stokes eigenvalue problems is considered for both the two-field (displacement-pressure) and the three-field (stress-displacement-pressure) formulations. The method presented…

Numerical Analysis · Mathematics 2016-09-21 Önder Türk , Daniele Boffi , Ramon Codina

In this work, we propose a novel formulation for the solution of partial differential equations using finite element methods on unfitted meshes. The proposed formulation relies on the discrete extension operator proposed in the aggregated…

Numerical Analysis · Mathematics 2022-08-15 Santiago Badia , Eric Neiva , Francesc Verdugo

We present and analyse a new conforming space-time Galerkin discretisation of a semi-linear wave equation, based on a variational formulation derived from De Giorgi's elliptic regularisation viewpoint of the wave equation in second-order…

Numerical Analysis · Mathematics 2025-10-22 Lehel Banjai , Emmanuil H. Georgoulis , Brian Hennessy

This paper addresses the variational multiscale stabilization of standard finite element methods for linear partial differential equations that exhibit multiscale features. The stabilization is of Petrov-Galerkin type with a standard finite…

Numerical Analysis · Mathematics 2015-10-21 Daniel Peterseim

In this paper, gradient-based optimization methods are combined with finite-element modeling for improving electric devices. Geometric design parameters are considered by affine decomposition of the geometry or by the design element…

This paper aims to provide various applications for second-order variational analysis of extended-real-valued piecewise liner functions recently obtained in [1]. We mainly focus here on establishing relationships between full stability of…

Optimization and Control · Mathematics 2016-08-23 B. S. Mordukhovich , M. E. Sarabi