相关论文: A local Fourier analysis of additive Vanka relaxat…
In this paper, a novel augmented Lagrangian preconditioner based on global Arnoldi for accelerating the convergence of Krylov subspace methods applied to linear systems of equations with a block three-by-three structure, these systems…
The Stokes system with constant viscosity can be cast into different formulations by exploiting the incompressibility constraint. For instance the strain in the weak formulation can be replaced by the gradient to decouple the velocity…
Finite element discretization of time dependent problems also require effective time-stepping schemes. While implicit Runge-Kutta methods provide favorable accuracy and stability problems, they give rise to large and complicated systems of…
We propose a high-precision numerical quadrature framework based on local Fourier extension (LFE) approximations. The method constructs, on each subinterval, a truncated-SVD stabilized local Fourier continuation of the integrand on an…
Algebraic multigrid (AMG) preconditioners are considered for discretized systems of partial differential equations (PDEs) where unknowns associated with different physical quantities are not necessarily co-located at mesh points.…
In this paper, we develop a patch reconstruction finite element method for the Stokes problem. The weak formulation of the interior penalty discontinuous Galerkin is employed. The proposed method has a great flexibility in velocity-pressure…
We present a new stability and error analysis of fully discrete approximation schemes for the transient Stokes equation. For the spatial discretization, we consider a wide class of Galerkin finite element methods which includes both inf-sup…
In this paper, we propose a high-order extension of the multiscale method introduced by the authors in [SIAM J. Numer. Anal., 63(4) (2025), pp. 1617--1641] for heterogeneous Stokes problems, while also providing several other improvements,…
This note describes the full approximation storage (FAS) multigrid scheme for an easy one-dimensional nonlinear boundary value problem. The problem is discretized by a simple finite element (FE) scheme. We apply both FAS V-cycles and…
In this paper, we develop novel numerical methods based on the Multi-Point Flux Approximation (MPFA) method to solve the degenerated partial differential equation (PDE) arising from pricing two-assets options. The standard MPFA is used as…
We investigate the performance of algebraic multigrid methods for the solution of the linear system of equations arising from a Virtual Element discretization. We provide numerical experiments on very general polygonal meshes for a model…
We present a multigrid method for an unfitted finite element discretization of the Dirichlet boundary value problem. The discretization employs Nitsche's method to implement the boundary condition and additional face based ghost penalties…
In this work, we consider unfitted finite element methods for the numerical approximation of the Stokes problem. It is well-known that this kind of methods lead to arbitrarily ill-conditioned systems. In order to solve this issue, we…
We derive a compatible discretization method that relies heavily on the underlying geometric structure, and obeys the topological sequences and commuting properties that are constructed. As a sample problem we consider the…
Algebraic Multigrid (AMG) methods are state-of-the-art algebraic solvers for partial differential equations. Still, their efficiency depends heavily on the choice of suitable parameters and/or ingredients. Paradigmatic examples include the…
A discretization method with non-matching grids is proposed for the coupled Stokes-Darcy problem that uses a mortar variable at the interface to couple the marker and cell (MAC) method in the Stokes domain with the Raviart-Thomas mixed…
Local Fourier analysis is a strong and well-established tool for analyzing the convergence of numerical methods for partial differential equations. The key idea of local Fourier analysis is to represent the occurring functions in terms of a…
Calibration of stochastic local volatility (SLV) models to their underlying local volatility model is often performed by numerically solving a two-dimensional non-linear forward Kolmogorov equation. We propose a novel finite volume (FV)…
The main goal of the paper is to show new stability and localization results for the finite element solution of the Stokes system in $W^{1,\infty}$ and $L^{\infty}$ norms under standard assumptions on the finite element spaces on…
The rapid electrification of residential heating and mobility sectors is expected to drive the existing distribution grid assets beyond their planned operating conditions. This change will also reveal new potentials through sector coupling,…