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We propose a globally convergent numerical method, called the convexification, to numerically compute the viscosity solution to first-order Hamilton-Jacobi equations through the vanishing viscosity process where the viscosity parameter is a…

Numerical Analysis · Mathematics 2022-01-26 Michael Klibanov , Loc H. Nguyen , Hung V. Tran

We propose a linear finite-element discretization of Dirichlet problems for static Hamilton-Jacobi equations on unstructured triangulations. The discretization is based on simplified localized Dirichlet problems that are solved by a local…

Numerical Analysis · Mathematics 2025-10-20 Folkmar Bornemann , Christian Rasch

Physics-informed neural solvers offer a promising route to model-based reinforcement learning in continuous time, where optimal feedback synthesis is governed by Hamilton--Jacobi--Bellman (HJB) equations. Practical implementations often…

Machine Learning · Computer Science 2026-05-11 Minseok Kim , Yeongjong Kim , Namkyeong Cho , Yeoneung Kim

We provide a unified analysis of a posteriori and a priori error bounds for a broad class of discontinuous Galerkin and $C^0$-IP finite element approximations of fully nonlinear second-order elliptic Hamilton--Jacobi--Bellman and Isaacs…

Numerical Analysis · Mathematics 2021-03-24 Ellya L. Kawecki , Iain Smears

In this paper we consider the Virtual Element discretization of a minimal surface problem, a quasi-linear elliptic partial differential equation modeling the problem of minimizing the area of a surface subject to a prescribed boundary…

Numerical Analysis · Mathematics 2019-12-23 Paola Francesca Antonietti , Silvia Bertoluzza , Daniele Prada , Marco Verani

We present two approaches to constructing isoparametric Virtual Element Methods of arbitrary order for linear elliptic partial differential equations on general two-dimensional domains. The first method approximates the variational problem…

Numerical Analysis · Mathematics 2024-04-19 Andrea Cangiani , Andreas Dedner , Matthew Hubbard , Harry Wells

The Hessian discretisation method (HDM) for fourth order linear elliptic equations provides a unified convergence analysis framework based on three properties namely coercivity, consistency, and limit-conformity. Some examples that fit in…

Numerical Analysis · Mathematics 2020-01-31 Devika Shylaja

The Virtual Element Method (VEM) is a new family of numerical methods for the approximation of partial differential equations, where the geometry of the polytopal mesh elements can be very general. The aim of this article is to extend the…

Numerical Analysis · Mathematics 2022-07-05 Tommaso Bevilacqua , Simone Scacchi

In this article, mixed finite element methods are discussed for a class of hyperbolic integro-differential equations (HIDEs). Based on a modification of the nonstandard energy formulation of Baker, both semidiscrete and completely discrete…

Numerical Analysis · Mathematics 2014-01-22 Samir Karaa , Amiya K. Pani

This paper introduces a notion of viscosity solutions for second order elliptic Hamilton-Jacobi-Bellman (HJB) equations with infinite delay associated with infinite-horizon optimal control problems for stochastic differential equations with…

Optimization and Control · Mathematics 2021-12-28 Jianjun Zhou

We analyze and validate the virtual element method combined with a boundary correction similar to the one in [1,2], to solve problems on two dimensional domains with curved boundaries approximated by polygonal domains. We focus on the case…

Numerical Analysis · Mathematics 2024-08-02 Silvia Bertoluzza , Monica Montardini , Micol Pennacchio , Daniele Prada

We consider the Virtual Element discretization of the Navier-Stokes equations coupled with the heat equation where the viscosity depends on the temperature. We present the Virtual Element discretization of the coupled problem, show its…

Numerical Analysis · Mathematics 2022-05-03 Paola Francesca Antonietti , Giuseppe Vacca , Marco Verani

This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB…

Computational Finance · Quantitative Finance 2014-06-26 Sakda Chaiworawitkul , Patrick S. Hagan , Andrew Lesniewski

In this article, a notion of viscosity solutions is introduced for second order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent stochastic differential equations. We…

Optimization and Control · Mathematics 2022-12-26 Jianjun Zhou

Variational-hemivariational inequalities are an important mathematical framework for nonsmooth problems. The framework can be used to study application problems from physical sciences and engineering that involve non-smooth and even…

Numerical Analysis · Mathematics 2025-03-10 Weimin Han , Fang Feng , Fei Wang , Jianguo Huang

In this paper, we employ the techniques developed for second order operators to obtain the new estimates of Virtual Element Method for fourth order operators. The analysis is based on elements with proper shape regularity. Estimates for…

Numerical Analysis · Mathematics 2021-12-17 Qingguang Guan

We develop a virtual element method to solve a convective Brinkman-Forchheimer problem coupled with a heat equation. This coupled model may allow for thermal diffusion and viscosity as a function of temperature. Under standard…

Numerical Analysis · Mathematics 2024-09-05 Danilo Amigo , Felipe Lepe , Enrique Otarola , Gonzalo Rivera

We introduce the Neural Approximated Virtual Element Method, a novel polygonal method that relies on neural networks to eliminate the need for projection and stabilization operators in the Virtual Element Method. In this paper, we discuss…

Numerical Analysis · Mathematics 2023-12-01 Stefano Berrone , Davide Oberto , Moreno Pintore , Gioana Teora

This paper presents two approaches: the virtual element method (VEM) and the stabilization-free virtual element method (SFVEM) for analyzing thermomechanical behavior in electronic packaging structures with geometric multi-scale features.…

Numerical Analysis · Mathematics 2025-12-29 Yanpeng Gong , Sishuai Li , Fei Qin , Bingbing Xu

We revisit the cell-based smoothed finite element method (SFEM) for quadrilateral elements and extend it to arbitrary polygons and polyhedrons in 2D and 3D, respectively. We highlight the similarity between the SFEM and the virtual element…

Numerical Analysis · Mathematics 2014-10-08 Sundararajan Natarajan , Stéphane P. A. Bordas , Ean Tat Ooi
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