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This work considers to numerically solve a subdiffusion equation involving constant time delay $\tau$ and Riemann-Liouville fractional derivative. First, a fully discrete finite element scheme is developed for the considered problem under…

Numerical Analysis · Mathematics 2025-09-17 Weiping Bu , Chen Nie , Weizhi Liao

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

In this work we present a novel second order accurate well balanced (WB) finite volume (FV) scheme for the solution of the general relativistic magnetohydrodynamics (GRMHD) equations and the first order CCZ4 formulation (FO-CCZ4) of the…

General Relativity and Quantum Cosmology · Physics 2021-08-09 Elena Gaburro , Manuel J. Castro , Michael Dumbser

We consider a stabilized finite element method based on a spacetime formulation, where the equations are solved on a global (unstructured) spacetime mesh. A unique continuation problem for the wave equation is considered, where data is…

Numerical Analysis · Mathematics 2023-05-10 Erik Burman , Ali Feizmohammadi , Arnaud Munch , Lauri Oksanen

In this paper, we study the numerical solution of an elastic/viscoelastic wave equation with non smooth wave speed and internal localized distributed Kelvin-Voigt damping acting faraway from the boundary. Our method is based on the Finite…

Analysis of PDEs · Mathematics 2025-04-03 Stéphane Gerbi , Rayan Nasser , Ali Wehbe

We propose and analyze an augmented mixed finite element method for the pseudostress-velocity formulation of the stationary convective Brinkman-Forchheimer problem in $\mathrm{R}^d$, $d\in \{2,3\}$. Since the convective and Forchheimer…

Numerical Analysis · Mathematics 2023-03-03 Sergio Caucao , Johann Esparza

Accurately depicting multiphysics interactions in interfacial systems requires computational frameworks capable of reconciling geometric adaptability with strict conservation fidelity. However, traditional spatiotemporal discretisation…

Computational Engineering, Finance, and Science · Computer Science 2025-11-18 Suhaib Ardah , Francisco J. Profito , Daniele Dini

Electrical machines employing superconductors are attractive solutions in a variety of application domains. Numerical models are powerful and necessary tools to optimize their design and predict their performance. The electromagnetic…

Superconductivity · Physics 2018-07-04 Roberto Brambilla , Francesco Grilli , Luciano Martini , Marco Bocchi , Giuliano Angeli

Motivated by problems where the response is needed at select localized regions in a large computational domain, we devise a novel finite element discretization that results in exponential convergence at pre-selected points. The two key…

Numerical Analysis · Mathematics 2016-08-03 Murthy N. Guddati , Vladimir Druskin , Ali Vaziri Astaneh

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

In order to reduce the computational cost of the simulation of electromagnetic responses in geophysical settings that involve highly heterogeneous media, we develop a multiscale finite volume method with oversampling for the quasi-static…

Computational Physics · Physics 2016-10-10 Luz Angelica Caudillo Mata , Eldad Haber , Christoph Schwarzbach

We present a Finite Volume formulation for determining discontinuous distributions of magnetic fields within non-orthogonal and non-uniform meshes. The numerical approach is based on the discretization of the vector potential variant of the…

Numerical Analysis · Mathematics 2024-08-13 Augusto Riedinger , Martín Saravia , José Ramírez

The Landau-Lifshitz equation governing magnetization dynamics is written in terms of the amplitudes of normal modes associated with the micromagnetic system's appropriate ground state. This results in a system of nonlinear ordinary…

Other Condensed Matter · Physics 2022-01-19 S. Perna , F. Bruckner , C. Serpico , D. Suess , M. d'Aquino

In this article, the piecewise-linear finite element method (FEM) is applied to approximate the solution of time-fractional diffusion equations on bounded convex domains. Standard energy arguments do not provide satisfactory results for…

Numerical Analysis · Mathematics 2018-11-06 Samir Karaa , Kassem Mustapha , Amiya K. Pani

Efficient numerical methods are required for the design of optimised devices. In magnonics, the primary computational tool is micromagnetic simulations, which solve the Landau-Lifshitz equation discretised in time and space. However, their…

Mesoscale and Nanoscale Physics · Physics 2023-07-26 Wojciech Śmigaj , Krzysztof Sobucki , Paweł Gruszecki , Maciej Krawczyk

Rigorous computer simulations of propagating electromagnetic fields have become an important tool for optical metrology and design of nanostructured optical components. A vectorial finite element method (FEM) is a good choice for an…

Optics · Physics 2009-05-28 L. Zschiedrich , S. Burger , A. Schädle , F. Schmidt

This document contains working annotations on the Virtual Element Method (VEM) for the approximate solution of diffusion problems with variable coefficients. To read this document you are assumed to have familiarity with concepts from the…

Numerical Analysis · Mathematics 2016-12-30 Gianmarco Manzini

The (inverse) magnetostrictive effect in ferromagnets couples the magnetic properties to the mechanical stress, allowing for an interaction between the magnetic and mechanical degrees of freedom. In this work, we present a time-integration…

An exact arithmetic, memory efficient direct solution method for finite element method (FEM) computations is outlined. Unlike conventional black-box or low-rank direct solvers that are opaque to the underlying physical problem, the proposed…

Computational Engineering, Finance, and Science · Computer Science 2020-02-13 Javad Moshfegh , Marinos N. Vouvakis

The Fokker-Planck equation derived by Brown for the probability density function of the orientation of the magnetic moment of single domain particles is one of the basic equations in the theory of superparamagnetism. Usually this equation…

Other Condensed Matter · Physics 2020-10-28 N. V. Peskov
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