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In this paper, finite element method is applied to Leland's model for numerical simulation of option pricing with transaction costs. Spatial finite element models based on P1 and/or P2 elements are formulated in combination with a…

Computational Finance · Quantitative Finance 2020-10-27 Dongming Wei , Yogi Ahmad Erlangga , Gulzat Zhumakhanova

This paper presents a new numerical method for the compressible Navier-Stokes equations governing the flow of an ideal isentropic gas. To approximate the continuity equation, the method utilizes a discontinuous Galerkin discretization on…

Numerical Analysis · Mathematics 2012-06-21 Trygve K. Karper

We show how the high order finite element spaces of differential forms due to Raviart-Thomas-N\'edelec-Hiptmair fit into the framework of finite element systems, in an elaboration of the finite element exterior calculus of…

Numerical Analysis · Mathematics 2014-07-01 Snorre Harald Christiansen , Francesca Rapetti

We propose an effective and flexible way to assemble finite element stiffness and mass matrices in MATLAB. We apply this for problems discretized by edge finite elements. Typical edge finite elements are Raviart-Thomas elements used in…

Mathematical Software · Computer Science 2015-05-12 Immanuel Anjam , Jan Valdman

In the given paper, we confront three finite difference approximations to the Navier--Stokes equations for the two-dimensional viscous incomressible fluid flows. Two of these approximations were generated by the computer algebra assisted…

Numerical Analysis · Mathematics 2015-08-28 P. Amodio , Yu. Blinkov , V. Gerdt , R. La Scala

The present paper introduces the analysis of the eigenvalue problem for the elasticity equations when the so called Navier-Lam\'e system is considered. Such a system introduces the displacement, rotation and pressure of some linear and…

Numerical Analysis · Mathematics 2022-09-27 Felipe Lepe , Gonzalo Rivera , Jesus Vellojin

The Laplace-Beltrami problem on closed surfaces embedded in three dimensions arises in many areas of physics, including molecular dynamics (surface diffusion), electromagnetics (harmonic vector fields), and fluid dynamics (vesicle…

Numerical Analysis · Mathematics 2023-05-12 Dhwanit Agarwal , Michael O'Neil , Manas Rachh

In this paper we describe a computational model for the simulation of fluid-structure interaction problems based on a fictitious domain approach. We summarize the results presented over the last years when our research evolved from the…

Numerical Analysis · Mathematics 2021-04-29 Daniele Boffi , Lucia Gastaldi

In this paper, an error analysis of a three steps two level Galekin finite element method for the two dimensional transient Navier-Stokes equations is discussed. First of all, the problem is discretized in spatial direction by employing…

Numerical Analysis · Mathematics 2014-01-23 Saumya Bajpai , Amiya K. Pani

The finite element method (FEM) is a cornerstone numerical technique for solving partial differential equations (PDEs). Here, we present $\textbf{Qu-FEM}$, a fault-tolerant era quantum algorithm for the finite element method. In contrast to…

Quantum Physics · Physics 2025-10-22 Ahmad M. Alkadri , Tyler D. Kharazi , K. Birgitta Whaley , Kranthi K. Mandadapu

We investigate novel fitted finite element approximations for two-phase Navier--Stokes flow. In particular, we consider both Eulerian and Arbitrary Lagrangian--Eulerian (ALE) finite element formulations. The moving interface is approximated…

Numerical Analysis · Mathematics 2020-08-07 Marco Agnese , Robert Nürnberg

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

This paper presents a simple, general technique to prove finite element method (FEM) pressure stability and convergence. Typically, pressure estimates are ignored in the literature. However, full reliability of a numerical method is not…

Numerical Analysis · Mathematics 2018-03-13 J. A. Fiordilino

In this paper, we study an adaptive finite element method for multiple eigenvalue problems of a class of second order elliptic equations. By using some eigenspace approximation technology and its crucial property which is also presented in…

Numerical Analysis · Mathematics 2013-09-18 Xiaoying Dai , Lianhua He , Aihui Zhou

This paper is concerned with the two--phase obstacle problem, a type of a variational free boundary problem. We recall the basic estimates of Repin and Valdman (2015) and verify them numerically on two examples in two space dimensions. A…

Numerical Analysis · Mathematics 2016-06-06 Farid Bozorgnia , Jan Valdman

In mixed finite element approximations of Hodge Laplace problems associated with the de Rham complex, the exterior derivative operators are computed exactly, so the spatial locality is preserved. However, the numerical approximations of the…

Numerical Analysis · Mathematics 2019-10-30 Jeonghun J. Lee

A mixed finite element method (MFEM), using dual-parametric piecewise bi-quadratic and affine (DP-Q2-P1) finite element approximations for the deformation and the pressure like Lagrange multiplier respectively, is developed and analyzed for…

Analysis of PDEs · Mathematics 2019-04-30 Weijie Huang , Zhiping Li

The potentially significant role of the surface of an elastic body in the overall response of the continuum can be described using the mature theory of surface elasticity. The objective of this contribution is to detail the finite element…

Numerical Analysis · Mathematics 2015-06-04 Andrew McBride , Ali Javili , Paul Steinmann , B Daya Reddy

We propose and analyze a mixed finite element method for the spatial approximation of a time-fractional Fokker--Planck equation in a convex polyhedral domain, where the given driving force is a function of space. Taking into account the…

Numerical Analysis · Mathematics 2024-03-26 Samir Karaa , Kassem Mustapha , Naveed Ahmed

This paper presents a novel semi-analytical collocation method to solve multi-term variable-order time fractional partial differential equations (VOTFPDEs). In the proposed method it employs the Fourier series expansion for spatial…

Numerical Analysis · Mathematics 2020-07-21 Xia Tian , S. Yu. Reutskiy , Zhuo-Jia Fu