The search session has expired. Please query the service again.
Displaying 381 –
400 of
9187
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,...
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,...
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...
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...
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...
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 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...
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...
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...
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 spanned...
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...
Currently displaying 381 –
400 of
9187