Related papers: On the structure of the Schur complement matrix fo…
We construct and analyze a CutFEM discretization for the Stokes problem based on the Scott-Vogelius pair. The discrete piecewise polynomial spaces are defined on macro-element triangulations which are not fitted to the smooth physical…
In this study, the problem of robust Schur stability of $n\times n$ dimensional matrix segments by using the bialternate product of matrices is considered. It is shown that the problem can be reduced to the existence of negative eigenvalues…
We consider a system of two discrete nonlinear Schr\"{o}dinger equations, coupled by nonlinear and linear terms. For various physically relevant cases, we derive a modulational instability criterion for plane-wave solutions. We also find…
We use a discrete multiscale analysis to study the asymptotic integrability of differential-difference equations. In particular, we show that multiscale perturbation techniques provide an analytic tool to derive necessary integrability…
Numerical analysis for the stochastic Stokes equations is still challenging even though it has been well done for the corresponding deterministic equations. In particular, the pre-existing error estimates of finite element methods for the…
Operator splitting methods combined with finite element spatial discretizations are studied for time-dependent nonlinear Schr\"odinger equations. In particular, the Schr\"odinger-Poisson equation under homogeneous Dirichlet boundary…
A nested Schur complement solver is proposed for iterative solution of linear systems arising in exponential and implicit time integration of the Maxwell equations with perfectly matched layer (PML) nonreflecting boundary conditions. These…
We show here that matrix Darboux-Toda transformation can be written as a product of a number of mappings. Each of these mappings is a symmetry of the matrix nonlinear Shrodinger system of integro-differential equations. We thus introduce a…
We apply the method of [arXiv:1705.07610] to compute the Stokes matrices of non-resonant confluent hypergeometric differential equations. We discuss the ambiguity of the presentation of the Stokes matrices regarding different choices. The…
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…
In this paper we analyze the finite element approximation of the Stokes equations with non-smooth Dirichlet boundary data. To define the discrete solution, we first approximate the boundary datum by a smooth one and then apply a standard…
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…
We consider the implementation of the split-step method where the linear part of the nonlinear Schr\"odinger equation is solved using a finite-difference discretization of the spatial derivative. The von Neumann analysis predicts that this…
We modify the well-known interior penalty finite element discretization method so that it allows for element-by-element assembly. This is possible due to the introduction of additional unknowns associated with the interfaces between…
The Stokes multipliers in the matrix models are invariants in the string-theory moduli space and related to the D-instanton chemical potentials. They not only represent non-perturbative information but also play an important role in…
The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of…
In the given paper we consider finite difference approximations to systems of polynomially-nonlinear partial differential equations whose coefficients are rational functions over rationals in the independent variables. The notion of strong…
We analyse various structural and order-theoretical aspects of abstract separation systems and partial lattices, as well as the relationship between the different submodularity conditions one can impose on them.
The paper addresses stability and finite element analysis of the stationary two-phase Stokes problem with a piecewise constant viscosity coefficient experiencing a jump across the interface between two fluid phases. We first prove a priori…
We consider a numerical approach for the incompressible surface Navier-Stokes equation. The approach is based on the covariant form and uses discrete exterior calculus (DEC) in space and a semi-implicit discretization in time. The…