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A linear scheme to approximate nonlinear cross-diffusion systems*

Hideki Murakawa (2011)

ESAIM: Mathematical Modelling and Numerical Analysis

This paper proposes a linear discrete-time scheme for general nonlinear cross-diffusion systems. The scheme can be regarded as an extension of a linear scheme based on the nonlinear Chernoff formula for the degenerate parabolic equations, which proposed by Berger et al. [RAIRO Anal. Numer.13 (1979) 297–312]. We analyze stability and convergence of the linear scheme. To this end, we apply the theory of reaction-diffusion system approximation. After discretizing the scheme in space, we obtain a versatile,...

A local projection stabilization finite element method with nonlinear crosswind diffusion for convection-diffusion-reaction equations

Gabriel R. Barrenechea, Volker John, Petr Knobloch (2013)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

An extension of the local projection stabilization (LPS) finite element method for convection-diffusion-reaction equations is presented and analyzed, both in the steady-state and the transient setting. In addition to the standard LPS method, a nonlinear crosswind diffusion term is introduced that accounts for the reduction of spurious oscillations. The existence of a solution can be proved and, depending on the choice of the stabilization parameter, also its uniqueness. Error estimates are derived...

A localized orthogonal decomposition method for semi-linear elliptic problems

Patrick Henning, Axel Målqvist, Daniel Peterseim (2014)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

In this paper we propose and analyze a localized orthogonal decomposition (LOD) method for solving semi-linear elliptic problems with heterogeneous and highly variable coefficient functions. This Galerkin-type method is based on a generalized finite element basis that spans a low dimensional multiscale space. The basis is assembled by performing localized linear fine-scale computations on small patches that have a diameter of order H | log (H) | where H is the coarse mesh size. Without any assumptions...

A locking-free finite element method for the buckling problem of a non-homogeneous Timoshenko beam

Carlo Lovadina, David Mora, Rodolfo Rodríguez (2011)

ESAIM: Mathematical Modelling and Numerical Analysis

The aim of this paper is to develop a finite element method which allows computing the buckling coefficients and modes of a non-homogeneous Timoshenko beam. Studying the spectral properties of a non-compact operator, we show that the relevant buckling coefficients correspond to isolated eigenvalues of finite multiplicity. Optimal order error estimates are proved for the eigenfunctions as well as a double order of convergence for the eigenvalues using classical abstract spectral approximation theory...

A locking-free finite element method for the buckling problem of a non-homogeneous Timoshenko beam

Carlo Lovadina, David Mora, Rodolfo Rodríguez (2011)

ESAIM: Mathematical Modelling and Numerical Analysis

The aim of this paper is to develop a finite element method which allows computing the buckling coefficients and modes of a non-homogeneous Timoshenko beam. Studying the spectral properties of a non-compact operator, we show that the relevant buckling coefficients correspond to isolated eigenvalues of finite multiplicity. Optimal order error estimates are proved for the eigenfunctions as well as a double order of convergence for the eigenvalues using classical abstract spectral approximation theory...

A martingale control variate method for option pricing with stochastic volatility

Jean-Pierre Fouque, Chuan-Hsiang Han (2007)

ESAIM: Probability and Statistics

A generic control variate method is proposed to price options under stochastic volatility models by Monte Carlo simulations. This method provides a constructive way to select control variates which are martingales in order to reduce the variance of unbiased option price estimators. We apply a singular and regular perturbation analysis to characterize the variance reduced by martingale control variates. This variance analysis is done in the regime where time scales of associated driving volatility...

A matching of singularities in domain decomposition methods for reaction-diffusion problems with discontinuous coefficients

Chokri Chniti (2011)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

In this paper we certify that the same approach proposed in previous works by Chniti et al. [C. R. Acad. Sci. 342 (2006) 883–886; CALCOLO 45 (2008) 111–147; J. Sci. Comput. 38 (2009) 207–228] can be applied to more general operators with strong heterogeneity in the coefficients. We consider here the case of reaction-diffusion problems with piecewise constant coefficients. The problem reduces to determining the coefficients of some transmission conditions to obtain fast convergence of domain decomposition...

A matching of singularities in domain decomposition methods for reaction-diffusion problems with discontinuous coefficients

Chokri Chniti (2011)

ESAIM: Mathematical Modelling and Numerical Analysis

In this paper we certify that the same approach proposed in previous works by Chniti et al. [C. R. Acad. Sci.342 (2006) 883–886; CALCOLO45 (2008) 111–147; J. Sci. Comput.38 (2009) 207–228] can be applied to more general operators with strong heterogeneity in the coefficients. We consider here the case of reaction-diffusion problems with piecewise constant coefficients. The problem reduces to determining the coefficients of some transmission conditions to obtain fast convergence of domain decomposition...

A mathematical and computational framework for reliable real-time solution of parametrized partial differential equations

Christophe Prud'homme, Dimitrios V. Rovas, Karen Veroy, Anthony T. Patera (2002)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

We present in this article two components: these components can in fact serve various goals independently, though we consider them here as an ensemble. The first component is a technique for the rapid and reliable evaluation prediction of linear functional outputs of elliptic (and parabolic) partial differential equations with affine parameter dependence. The essential features are (i) (provably) rapidly convergent global reduced–basis approximations — Galerkin projection onto a space W N spanned...

A Mathematical and Computational Framework for Reliable Real-Time Solution of Parametrized Partial Differential Equations

Christophe Prud'homme, Dimitrios V. Rovas, Karen Veroy, Anthony T. Patera (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We present in this article two components: these components can in fact serve various goals independently, though we consider them here as an ensemble. The first component is a technique for the rapid and reliable evaluation prediction of linear functional outputs of elliptic (and parabolic) partial differential equations with affine parameter dependence. The essential features are (i) (provably) rapidly convergent global reduced–basis approximations — Galerkin projection onto a space WN spanned...

A Mathematical Basis for an Interval Arithmetic Standard

Bohlender, Gerd, Kulisch, Ulrich (2010)

Serdica Journal of Computing

Basic concepts for an interval arithmetic standard are discussed in the paper. Interval arithmetic deals with closed and connected sets of real numbers. Unlike floating-point arithmetic it is free of exceptions. A complete set of formulas to approximate real interval arithmetic on the computer is displayed in section 3 of the paper. The essential comparison relations and lattice operations are discussed in section 6. Evaluation of functions for interval arguments is studied in section 7. The desirability...

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