相关论文: Fitted Finite Volume Method for a Generalized Blac…
This paper concerns the construction and analysis of a numerical scheme for a mixed discrete-continuous fragmentation equation. A finite volume scheme is developed, based on a conservative formulation of a truncated version of the…
We propose a space-time scheme that combines an unfitted finite element method in space with a discontinuous Galerkin time discretisation for the accurate numerical approximation of parabolic problems with moving domains or interfaces. We…
We study the approximation by a semi-discrete finite-volume scheme of the Gross-Pitaevskii equation with time-dependent potential in two dimensions, performing a two-point flux approximation scheme in space. We rigorously analyze the error…
We study a method of reducing space dimension in multi-dimensional Black-Scholes partial differential equations as well as in multi-dimensional parabolic equations. We prove that a multiplicative transformation of space variables in the…
Centered finite volume methods are considered in the context of Numerical Relativity. A specific formulation is presented, in which third-order space accuracy is reached by using a piecewise-linear reconstruction. This formulation can be…
We propose a finite volume method on general meshes for the discretization of a degenerate parabolic convection-reaction-diffusion equation. Equations of this type arise in many contexts, such as the modeling of contaminant transport in…
Finite difference method and pseudo-spectral method have been widely used in the numerical relativity to solve the Einstein equations. As the third major category method to solve partial differential equations, finite element method is much…
For Laplace operator in one space dimension, we propose to formulate the heuristic finite volume method with the help of mixed Petrov-Galerkin finite elements. Weighting functions for gradient discretization are parameterized by some…
In this paper, we deal with numerical approximations for solving the Black-Scholes Partial Differential Equation (PDE). This PDE is well known to be degenerated. The space discretization is performed using the classical finite volume method…
We consider a space-time finite element method on fully unstructured simplicial meshes for optimal sparse control of semilinear parabolic equations. The objective is a combination of a standard quadratic tracking-type functional including a…
We propose a second order finite volume scheme for nonlinear degenerate parabolic equations. For some of these models (porous media equation, drift-diffusion system for semiconductors, ...) it has been proved that the transient solution…
We analyze space-time finite element methods for the numerical solution of distributed parabolic optimal control problems with energy regularization in the Bochner space $L^2(0,T;H^{-1}(\Omega))$. By duality, the related norm can be…
We propose a discrete functional analysis result suitable for proving compactness in the framework of fully discrete approximations of strongly degenerate parabolic problems. It is based on the original exploitation of a result related to…
We consider an initial- and Dirichlet boundary- value problem for a fourth-order linear stochastic parabolic equation, in two or three space dimensions, forced by an additive space-time white noise. Discretizing the space-time white noise a…
We analyze a semi-implicit finite volume scheme for the Gray--Scott system, a model for pattern formation in chemical and biological media. We prove unconditional well-posedness of the fully discrete problem and establish qualitative…
We propose and explore a new, general-purpose method for the implicit time integration of elastica. Key to our approach is the use of a mixed variational principle. In turn its finite element discretization leads to an efficient alternating…
This work presents and analyzes space-time finite element methods on fully unstructured simplicial space-time meshes for the numerical solution of parabolic optimal control problems. Using Babu\v{s}ka's theorem, we show well-posedness of…
This paper is concerned with the analysis of a new stable space-time finite element method (FEM) for the numerical solution of parabolic evolution problems in moving spatial computational domains. The discrete bilinear form is elliptic on…
The paper introduces a finite element method for the incompressible Navier--Stokes equations posed on a closed surface $\Gamma\subset\R^3$. The method needs a shape regular tetrahedra mesh in $\mathbb{R}^3$ to discretize equations on the…
We propose a two-point flux approximation finite-volume scheme for a stochastic non-linear parabolic equation with a multiplicative noise. The time discretization is implicit except for the stochastic noise term in order to be compatible…