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This paper investigates the optimal ergodic sublinear convergence rate of the relaxed proximal point algorithm for solving monotone variational inequality problems. The exact worst case convergence rate is computed using the performance…

Optimization and Control · Mathematics 2019-07-15 Guoyong Gu , Junfeng Yang

In this paper, we introduce a special kind of finite volume method called Multi-Point Flux Approximation method (MPFA) to price European and American options in two dimensional domain. We focus on the L-MPFA method for space discretization…

Numerical Analysis · Mathematics 2020-01-01 Rock Stephane Koffi , Antoine Tambue

This paper is concerned with monotone (time-explicit) finite difference schemes associated with first order Hamilton-Jacobi equations posed on a junction. They extend the schemes recently introduced by Costeseque, Lebacque and Monneau…

Analysis of PDEs · Mathematics 2017-06-07 Jessica Guerand , Marwa Koumaiha

We consider an overdetermined problem for Laplace equation on a disk with partial boundary data where additional pointwise data inside the disk have to be taken into account. After reformulation, this ill-posed problem reduces to a bounded…

Analysis of PDEs · Mathematics 2015-08-17 Laurent Baratchart , Juliette Leblond , Dmitry Ponomarev

In this work, a time-fractional nonlocal diffusion equation is considered. Based on the $L2$-$1_{\sigma}$ scheme on a graded mesh in time and the standard finite element method (FEM) in space, the fully-discrete $L2$-$1_{\sigma}$ finite…

Numerical Analysis · Mathematics 2023-06-06 Pari J. Kundaliya

We consider the well-known following shape optimization problem: $$\lambda_1(\Omega^*)=\min_{\stackrel{|\Omega|=a} {\Omega\subset{D}}} \lambda_1(\Omega), $$ where $\lambda_1$ denotes the first eigenvalue of the Laplace operator with…

Optimization and Control · Mathematics 2015-05-13 Tanguy Briançon , Jimmy Lamboley

We generalize and analyse the method for computing lower bounds of the principal eigenvalue proposed in our previous paper (I. Sebestova, T. Vejchodsky, SIAM J. Numer. Anal. 2014). This method is suitable for symmetric elliptic eigenvalue…

Numerical Analysis · Mathematics 2016-06-07 Ivana Sebestova , Tomas Vejchodsky

We consider the approximation to the solution of the initial boundary value problem for the heat equation with right hand side and initial condition that merely belong to $L^1$. Due to the low integrability of the data, to guarantee…

Numerical Analysis · Mathematics 2025-10-08 Gabriel Barrenechea , Abner J. Salgado

An implicit Euler finite-volume scheme for a cross-diffusion system modeling biofilm growth is analyzed by exploiting its formal gradient-flow structure. The numerical scheme is based on a two-point flux approximation that preserves the…

Numerical Analysis · Mathematics 2020-01-28 Esther S. Daus , Ansgar Jüngel , Antoine Zurek

In recent papers the author introduced a simple alternative to isoparametric finite elements of the n-simplex type, to enhance the accuracy of approximations of second-order boundary value problems with Dirichlet conditions, posed in smooth…

Numerical Analysis · Mathematics 2020-03-25 Vitoriano Ruas

In this work, we mainly present the optimal convergence rates of the temporally second-order finite element scheme for solving the electrohydrodynamic equation. Suffering from the highly coupled nonlinearity, the convergence analysis of the…

Numerical Analysis · Mathematics 2025-05-06 Shengfeng Wang , Zeyu Xia , Maojun Li

Probabilistic partial least squares (PPLS) is a central likelihood-based model for two-view learning when one needs both interpretable latent factors and calibrated uncertainty. Building on the identifiable parameterization of Bouhaddani et…

Machine Learning · Statistics 2026-05-13 Haoran Hu , Xingce Wang

Finite volume methods are proposed for computing approximate pathwise entropy/kinetic solutions to conservation laws with a rough path dependent flux function. For a convex flux, it is demonstrated that rough path oscillations may lead to…

Numerical Analysis · Mathematics 2018-02-05 Håkon Hoel , Kenneth Hvistendahl Karlsen , Nils Henrik Risebro , Erlend Briseid Storrøsten

Two-phase outflows refer to situations where the interface formed between two immiscible incompressible fluids passes through open portions of the domain boundary. We present in this paper several new forms of open boundary conditions for…

Fluid Dynamics · Physics 2014-12-31 S. Dong , X. Wang

We consider the initial boundary value problem for the inhomogeneous time-fractional diffusion equation with a homogeneous Dirichlet boundary condition and a nonsmooth right hand side data in a bounded convex polyhedral domain. We analyze…

Numerical Analysis · Mathematics 2013-07-04 Bangti Jin , Raytcho Lazarov , Joseph Pasciak , Zhi Zhou

In this paper we find the optimal error bound (smallest possible estimate, independent of the starting point) for the linear convergence rate of the simultaneous projection method applied to closed linear subspaces in a real Hilbert space.…

Optimization and Control · Mathematics 2017-09-15 Simeon Reich , Rafał Zalas

We study spatially semidiscrete and fully discrete finite volume element methods for the homogeneous heat equation with homogeneous Dirichlet boundary conditions and derive error estimates for smooth and nonsmooth initial data. We show that…

Numerical Analysis · Mathematics 2012-08-17 P. Chatzipantelidis , R. D. Lazarov , V. Thomee

This paper is concerned with the Dirichlet eigenvalue problem for Laplace operator in a bounded domain with periodic perforation in the case of small volume. We obtain the optimal quantitative error estimates independent of the spectral…

Analysis of PDEs · Mathematics 2024-08-27 Zhongwei Shen , Jinping Zhuge

We consider the problem of finding optimal shapes of fluid domains. The fluid obeys the Navier--Stokes equations. Inside a holdall container we use a phase field approach using diffuse interfaces to describe the domain of free flow. We…

Optimization and Control · Mathematics 2014-05-15 Harald Garcke , Claudia Hecht , Michael Hinze , Christian Kahle

One way of improving the behavior of finite element schemes for classical, time-dependent Maxwell's equations, is to render them from their hyperbolic character to elliptic form. This paper is devoted to the study of the stabilized linear…

Numerical Analysis · Mathematics 2024-09-23 M. Asadzadeh , L. Beilina
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