A Particle Method for First-order Symmetric Systems.
A particular smooth interpolation that generates splines
There are two grounds the spline theory stems from - the algebraic one (where splines are understood as piecewise smooth functions satisfying some continuity conditions) and the variational one (where splines are obtained via minimization of some quadratic functionals with constraints). We use the general variational approach called smooth interpolation introduced by Talmi and Gilat and show that it covers not only the cubic spline and its 2D and 3D analogues but also the well known tension spline...
A penalized bandit algorithm.
A penalty approach for a box constrained variational inequality problem
We propose a penalty approach for a box constrained variational inequality problem . This problem is replaced by a sequence of nonlinear equations containing a penalty term. We show that if the penalty parameter tends to infinity, the solution of this sequence converges to that of when the function involved is continuous and strongly monotone and the box contains the origin. We develop the algorithmic aspect with theoretical arguments properly established. The numerical results tested on...
A penalty method for approximations of the stationary power-law Stokes problem.
A Penalty Method for the Approximate Solution of Stationary Maxwell Equations.
A penalty method for the time-dependent Stokes problem with the slip boundary condition and its finite element approximation
We consider the finite element method for the time-dependent Stokes problem with the slip boundary condition in a smooth domain. To avoid a variational crime of numerical computation, a penalty method is introduced, which also facilitates the numerical implementation. For the continuous problem, the convergence of the penalty method is investigated. Then we study the fully discretized finite element approximations for the penalty method with the P1/P1-stabilization or P1b/P1 element. For the discretization...
A Perturbed Iterative Method for a General Class of Variational Inequalities
The generalized Wiener-Hopf equation and the approximation methods are used to propose a perturbed iterative method to compute the solutions of a general class of nonlinear variational inequalities.
A Petrov-Galerkin approximation of convection-diffusion and reaction-diffusion problems
A general construction of test functions in the Petrov-Galerkin method is described. Using this construction; algorithms for an approximate solution of the Dirichlet problem for the differential equation are presented and analyzed theoretically. The positive number is supposed to be much less than the discretization step and the values of . An algorithm for the corresponding two-dimensional problem is also suggested and results of numerical tests are introduced.
A piecewise constant collocation method using cosine mesh grading for Symm's equation.
A piecewise P2-nonconforming quadrilateral finite element
We introduce a piecewise P2-nonconforming quadrilateral finite element. First, we decompose a convex quadrilateral into the union of four triangles divided by its diagonals. Then the finite element space is defined by the set of all piecewise P2-polynomials that are quadratic in each triangle and continuously differentiable on the quadrilateral. The degrees of freedom (DOFs) are defined by the eight values at the two Gauss points on each of the four edges plus the value at the intersection of the...
A Pointwise Quasi-Newton Method for Unconstrained Optimal Control Problems.
A polynomial collocation method for Cauchy singular integral equations over the interval.
A polynomial preconditioner for the CMRH algorithm.
A polynomial time spectra decomposition test for certain classes of inverse M-matrices.
A posteriori error analysis for parabolic variational inequalities
Motivated by the pricing of American options for baskets we consider a parabolic variational inequality in a bounded polyhedral domain with a continuous piecewise smooth obstacle. We formulate a fully discrete method by using piecewise linear finite elements in space and the backward Euler method in time. We define an a posteriori error estimator and show that it gives an upper bound for the error in L2(0,T;H1(Ω)). The error estimator is localized in the sense that the size of the elliptic residual...
A posteriori error analysis for the Crank-Nicolson method for linear Schrödinger equations
We prove a posteriori error estimates of optimal order for linear Schrödinger-type equations in the L∞(L2)- and the L∞(H1)-norm. We discretize only in time by the Crank-Nicolson method. The direct use of the reconstruction technique, as it has been proposed by Akrivis et al. in [Math. Comput. 75 (2006) 511–531], leads to a posteriori upper bounds that are of optimal order in the L∞(L2)-norm, but of suboptimal order in the L∞(H1)-norm. The optimality in the case of L∞(H1)-norm is recovered by using...
A posteriori error analysis for the Crank-Nicolson method for linear Schrödinger equations*
We prove a posteriori error estimates of optimal order for linear Schrödinger-type equations in the L∞(L2)- and the L∞(H1)-norm. We discretize only in time by the Crank-Nicolson method. The direct use of the reconstruction technique, as it has been proposed by Akrivis et al. in [Math. Comput.75 (2006) 511–531], leads to a posteriori upper bounds that are of optimal order in the L∞(L2)-norm, but of suboptimal order in the L∞(H1)-norm. The optimality in the case of L∞(H1)-norm is recovered by using...
A posteriori error analysis of Euler-Galerkin approximations to coupled elliptic-parabolic problems
We analyze Euler-Galerkin approximations (conforming finite elements in space and implicit Euler in time) to coupled PDE systems in which one dependent variable, say , is governed by an elliptic equation and the other, say , by a parabolic-like equation. The underlying application is the poroelasticity system within the quasi-static assumption. Different polynomial orders are used for the - and -components to obtain optimally convergent a priori bounds for all the terms in the error energy norm....
A posteriori error analysis of Euler-Galerkin approximations to coupled elliptic-parabolic problems
We analyze Euler-Galerkin approximations (conforming finite elements in space and implicit Euler in time) to coupled PDE systems in which one dependent variable, say u, is governed by an elliptic equation and the other, say p, by a parabolic-like equation. The underlying application is the poroelasticity system within the quasi-static assumption. Different polynomial orders are used for the u- and p-components to obtain optimally convergent a priori bounds for all the terms in the error energy...