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Central local discontinuous galerkin methods on overlapping cells for diffusion equations

Yingjie Liu, Chi-Wang Shu, Eitan Tadmor, Mengping Zhang (2011)

ESAIM: Mathematical Modelling and Numerical Analysis

In this paper we present two versions of the central local discontinuous Galerkin (LDG) method on overlapping cells for solving diffusion equations, and provide their stability analysis and error estimates for the linear heat equation. A comparison between the traditional LDG method on a single mesh and the two versions of the central LDG method on overlapping cells is also made. Numerical experiments are provided to validate the quantitative conclusions from the analysis and to support conclusions...

Central local discontinuous galerkin methods on overlapping cells for diffusion equations

Yingjie Liu, Chi-Wang Shu, Eitan Tadmor, Mengping Zhang (2011)

ESAIM: Mathematical Modelling and Numerical Analysis

In this paper we present two versions of the central local discontinuous Galerkin (LDG) method on overlapping cells for solving diffusion equations, and provide their stability analysis and error estimates for the linear heat equation. A comparison between the traditional LDG method on a single mesh and the two versions of the central LDG method on overlapping cells is also made. Numerical experiments are provided to validate the quantitative conclusions from the analysis and to support conclusions...

Certified reduced-basis solutions of viscous Burgers equation parametrized by initial and boundary values

Alexandre Janon, Maëlle Nodet, Clémentine Prieur (2013)

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

We present a reduced basis offline/online procedure for viscous Burgers initial boundary value problem, enabling efficient approximate computation of the solutions of this equation for parametrized viscosity and initial and boundary value data. This procedure comes with a fast-evaluated rigorous error bound certifying the approximation procedure. Our numerical experiments show significant computational savings, as well as efficiency of the error bound.

Conservation schemes for convection-diffusion equations with Robin boundary conditions

Stéphane Flotron, Jacques Rappaz (2013)

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

In this article, we present a numerical scheme based on a finite element method in order to solve a time-dependent convection-diffusion equation problem and satisfy some conservation properties. In particular, our scheme is able to conserve the total energy for a heat equation or the total mass of a solute in a fluid for a concentration equation, even if the approximation of the velocity field is not completely divergence-free. We establish a priori errror estimates for this scheme and we give some...

Consistency, accuracy and entropy behaviour of remeshed particle methods

Lisl Weynans, Adrien Magni (2013)

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

In this paper we analyze the consistency, the accuracy and some entropy properties of particle methods with remeshing in the case of a scalar one-dimensional conservation law. As in [G.-H. Cottet and L. Weynans, C. R. Acad. Sci. Paris, Ser. I 343 (2006) 51–56] we re-write particle methods with remeshing in the finite-difference formalism. This allows us to prove the consistency of these methods, and accuracy properties related to the accuracy of interpolation kernels. Cottet and Magni devised recently...

Consistency, accuracy and entropy behaviour of remeshed particle methods

Lisl Weynans, Adrien Magni (2012)

ESAIM: Mathematical Modelling and Numerical Analysis

In this paper we analyze the consistency, the accuracy and some entropy properties of particle methods with remeshing in the case of a scalar one-dimensional conservation law. As in [G.-H. Cottet and L. Weynans, C. R. Acad. Sci. Paris, Ser. I 343 (2006) 51–56] we re-write particle methods with remeshing in the finite-difference formalism. This allows us to prove the consistency of these methods, and accuracy properties related to the accuracy of...

Convergence of a Lagrange-Galerkin method for a fluid-rigid body system in ALE formulation

Guillaume Legendre, Takéo Takahashi (2008)

ESAIM: Mathematical Modelling and Numerical Analysis

We propose a numerical scheme to compute the motion of a two-dimensional rigid body in a viscous fluid. Our method combines the method of characteristics with a finite element approximation to solve an ALE formulation of the problem. We derive error estimates implying the convergence of the scheme.

Convergence of Fourier spectral method for resonant long-short nonlinear wave interaction

Abdur Rashid, Shakaib Akram (2010)

Applications of Mathematics

In this paper, the evolution equations with nonlinear term describing the resonance interaction between the long wave and the short wave are studied. The semi-discrete and fully discrete Crank-Nicholson Fourier spectral schemes are given. An energy estimation method is used to obtain error estimates for the approximate solutions. The numerical results obtained are compared with exact solution and found to be in good agreement.

Convergence of the finite element method applied to an anisotropic phase-field model

Erik Burman, Daniel Kessler, Jacques Rappaz (2004)

Annales mathématiques Blaise Pascal

We formulate a finite element method for the computation of solutions to an anisotropic phase-field model for a binary alloy. Convergence is proved in the H 1 -norm. The convergence result holds for anisotropy below a certain threshold value. We present some numerical experiments verifying the theoretical results. For anisotropy below the threshold value we observe optimal order convergence, whereas in the case where the anisotropy is strong the numerical solution to the phase-field equation does not...

Convergence results of the fictitious domain method for a mixed formulation of the wave equation with a Neumann boundary condition

Eliane Bécache, Jeronimo Rodríguez, Chrysoula Tsogka (2009)

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

The problem of modeling acoustic waves scattered by an object with Neumann boundary condition is considered. The boundary condition is taken into account by means of the fictitious domain method, yielding a first order in time mixed variational formulation for the problem. The resulting system is discretized with two families of mixed finite elements that are compatible with mass lumping. We present numerical results illustrating that the Neumann boundary condition on the object is not always correctly...

Convergence results of the fictitious domain method for a mixed formulation of the wave equation with a Neumann boundary condition

Eliane Bécache, Jeronimo Rodríguez, Chrysoula Tsogka (2008)

ESAIM: Mathematical Modelling and Numerical Analysis

The problem of modeling acoustic waves scattered by an object with Neumann boundary condition is considered. The boundary condition is taken into account by means of the fictitious domain method, yielding a first order in time mixed variational formulation for the problem. The resulting system is discretized with two families of mixed finite elements that are compatible with mass lumping. We present numerical results illustrating that the Neumann boundary condition on the object is not always...

Convergent semidiscretization of a nonlinear fourth order parabolic system

Ansgar Jüngel, René Pinnau (2003)

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

A semidiscretization in time of a fourth order nonlinear parabolic system in several space dimensions arising in quantum semiconductor modelling is studied. The system is numerically treated by introducing an additional nonlinear potential. Exploiting the stability of the discretization, convergence is shown in the multi-dimensional case. Under some assumptions on the regularity of the solution, the rate of convergence proves to be optimal.

Convergent semidiscretization of a nonlinear fourth order parabolic system

Ansgar Jüngel, René Pinnau (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

A semidiscretization in time of a fourth order nonlinear parabolic system in several space dimensions arising in quantum semiconductor modelling is studied. The system is numerically treated by introducing an additional nonlinear potential. Exploiting the stability of the discretization, convergence is shown in the multi-dimensional case. Under some assumptions on the regularity of the solution, the rate of convergence proves to be optimal.

Curve reconstruction from a set of measured points

Hlavová, Marta (2021)

Programs and Algorithms of Numerical Mathematics

In this article, a method of cubic spline curve fitting to a set of points passing at a prescribed distance from input points obtained by measurement on a coordinate measuring machine is described. When reconstructing the shape of measured object from the points obtained by real measurements, it is always necessary to consider measurement uncertainty (tenths to tens of micrometres). This uncertainty is not zero, therefore interpolation methods, where the resulting curve passes through the given...

DG method for pricing European options under Merton jump-diffusion model

Jiří Hozman, Tomáš Tichý, Miloslav Vlasák (2019)

Applications of Mathematics

Under real market conditions, there exist many cases when it is inevitable to adopt numerical approximations of option prices due to non-existence of analytical formulae. Obviously, any numerical technique should be tested for the cases when the analytical solution is well known. The paper is devoted to the discontinuous Galerkin method applied to European option pricing under the Merton jump-diffusion model, when the evolution of the asset prices is driven by a Lévy process with finite activity....

Difference methods for parabolic functional differential problems of the Neumann type

K. Kropielnicka (2007)

Annales Polonici Mathematici

Nonlinear parabolic functional differential equations with initial boundary conditions of the Neumann type are considered. A general class of difference methods for the problem is constructed. Theorems on the convergence of difference schemes and error estimates of approximate solutions are presented. The proof of the stability of the difference functional problem is based on a comparison technique. Nonlinear estimates of the Perron type with respect to the functional variable for given functions...

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