English
Related papers

Related papers: Bounds-constrained finite element approximation of…

200 papers

We propose an efficient algorithm for the approximation of fractional integrals by using Runge--Kutta based convolution quadrature. The algorithm is based on a novel integral representation of the convolution weights and a special…

Numerical Analysis · Mathematics 2019-07-29 Lehel Banjai , María López-Fernández

Modeling of physical systems includes extensive use of software packages that implement the accurate finite element method for solving differential equations considered along with the appropriate initial and boundary conditions. When the…

Computational Engineering, Finance, and Science · Computer Science 2018-03-20 O. Kononenko , I. Kononenko

A mass-conservative high-order unfitted finite element method for convection-diffusion equations in evolving domains is proposed. The space-time method presented in [P. Hansbo, M. G. Larson, S. Zahedi, Comput. Methods Appl. Mech. Engrg. 307…

Numerical Analysis · Mathematics 2024-05-01 Sebastian Myrbäck , Sara Zahedi

$L^2$ norm error estimates of semi- and full discretisations, using bulk--surface finite elements and Runge--Kutta methods, of wave equations with dynamic boundary conditions are studied. The analysis resides on an abstract formulation and…

Numerical Analysis · Mathematics 2019-06-28 David Hipp , Balázs Kovács

In this paper, we propose an efficient exponential integrator finite element method for solving a class of semilinear parabolic equations in rectangular domains. The proposed method first performs the spatial discretization of the model…

Numerical Analysis · Mathematics 2022-09-27 Jianguo Huang , Lili Ju , Yuejin Xu

In this paper, we study adaptive finite element approximations in a perturbation framework, which makes use of the existing adaptive finite element analysis of a linear symmetric elliptic problem. We prove the convergence and complexity of…

Numerical Analysis · Mathematics 2010-02-05 Lianhua He , Aihui Zhou

This is a study of certain finite element methods designed for convection-dominated, time-dependent partial differential equations. Specifically, we analyze high order space-time tensor product finite element discretizations, used in a…

Numerical Analysis · Mathematics 2013-10-30 Randolph E. Bank , Maximilian S. Metti

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

A theoretical analysis of the finite element method for a generalized Robin boundary value problem, which involves a second-order differential operator on the boundary, is presented. If $\Omega$ is a general smooth domain with a curved…

Numerical Analysis · Mathematics 2023-10-03 Takahito Kashiwabara

Stochastic Hamiltonian partial differential equations, which possess the multi-symplectic conservation law, are an important and fairly large class of systems. The multi-symplectic methods inheriting the geometric features of stochastic…

Numerical Analysis · Mathematics 2022-08-10 Jialin Hong , Baohui Hou , Qiang Li , Liying Sun

We introduce a high-order finite element method for approximating the Vlasov-Poisson equations. This approach employs continuous Lagrange polynomials in space and explicit Runge-Kutta schemes for time discretization. To stabilize the…

Numerical Analysis · Mathematics 2025-03-12 Junjie Wen , Murtazo Nazarov

Error estimates are proved for finite element approximations to the solution of second-order hyperbolic partial differential equations with coefficients varying in both space and time. Optimal rates of convergence in the energy norm are…

Numerical Analysis · Mathematics 2026-03-17 Oussama Al Jarroudi , Marcus J. Grote

We consider a parameter dependent family of damped hyperbolic equations with interesting limit behavior: the system approaches steady states exponentially fast and for parameter to zero the solutions converge to that of a parabolic limit…

Numerical Analysis · Mathematics 2017-04-19 Herbert Egger , Thomas Kugler

Fitted finite element methods are constructed for a singularly perturbed convection-diffusion problem in two space dimensions. Exponential splines as basis functions are combined with Shishkin meshes to obtain a stable parameter-uniform…

Numerical Analysis · Mathematics 2023-10-03 Alan F. Hegarty , Eugene O'Riordan

Exponential Runge-Kutta methods are a well-established tool for the numerical integration of parabolic evolution equations. However, these schemes are typically developed under the assumption of homogeneous boundary conditions. In this…

Numerical Analysis · Mathematics 2025-10-27 Carlos Arranz-Simón , Alexander Ostermann

In this contribution we develop a cut finite element method with boundary value correction of the type originally proposed by Bramble, Dupont, and Thomee. The cut finite element method is a fictitious domain method with Nitsche type…

Numerical Analysis · Mathematics 2015-07-14 Erik Burman , Peter Hansbo , Mats G. Larson

In this paper a technique is given to recover the classical order of the method when explicit exponential Runge-Kutta methods integrate reaction-diffusion problems. Although methods of high stiff order for problems with vanishing boundary…

Numerical Analysis · Mathematics 2022-11-22 Begoña Cano , Marí a Jesús Moreta

In this paper we develop a fully nonconforming virtual element method (VEM) of arbitrary approximation order for the two dimensional Cahn-Hilliard equation. We carry out the error analysis for the semidiscrete (continuous-in-time) scheme…

Numerical Analysis · Mathematics 2024-11-01 Andreas Dedner , Alice Hodson

A numerical procedure providing guaranteed two-sided bounds on the effective coefficients of elliptic partial differential operators is presented. The upper bounds are obtained in a standard manner through the variational formulation of the…

Numerical Analysis · Mathematics 2023-07-24 Liya Gaynutdinova , Martin Ladecký , Aleš Nekvinda , Ivana Pultarová , Jan Zeman

We propose and analyze a general framework for space-time finite element methods that is based on least-squares finite element methods for solving a first-order reformulation of the thick parabolic obstacle problem. Discretizations based on…

Numerical Analysis · Mathematics 2025-03-12 José Joaquín Carvajal , Davood Damircheli , Thomas Führer , Francisco Fuica , Michael Karkulik