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Error estimates for a FitzHugh–Nagumo parameter-dependent reaction-diffusion system

Konstantinos Chrysafinos, Sotirios P. Filopoulos, Theodosios K. Papathanasiou (2013)

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

Space-time approximations of the FitzHugh–Nagumo system of coupled semi-linear parabolic PDEs are examined. The schemes under consideration are discontinuous in time but conforming in space and of arbitrary order. Stability estimates are presented in the natural energy norms and at arbitrary times, under minimal regularity assumptions. Space-time error estimates of arbitrary order are derived, provided that the natural parabolic regularity is present. Various physical parameters appearing in the...

Error estimates for a FitzHugh–Nagumo parameter-dependent reaction-diffusion system

Konstantinos Chrysafinos, Sotirios P. Filopoulos, Theodosios K. Papathanasiou (2012)

ESAIM: Mathematical Modelling and Numerical Analysis

Space-time approximations of the FitzHugh–Nagumo system of coupled semi-linear parabolic PDEs are examined. The schemes under consideration are discontinuous in time but conforming in space and of arbitrary order. Stability estimates are presented in the natural energy norms and at arbitrary times, under minimal regularity assumptions. Space-time error estimates of arbitrary order are derived, provided that the natural parabolic regularity is present....

Error estimates for barycentric finite volumes combined with nonconforming finite elements applied to nonlinear convection-diffusion problems

Vít Dolejší, Miloslav Feistauer, Jiří Felcman, Alice Kliková (2002)

Applications of Mathematics

The subject of the paper is the derivation of error estimates for the combined finite volume-finite element method used for the numerical solution of nonstationary nonlinear convection-diffusion problems. Here we analyze the combination of barycentric finite volumes associated with sides of triangulation with the piecewise linear nonconforming Crouzeix-Raviart finite elements. Under some assumptions on the regularity of the exact solution, the L 2 ( L 2 ) and L 2 ( H 1 ) error estimates are established. At the end...

Error estimates for distributed parameter identification in parabolic problems with output least squares and Crank-Nicolson method

Tommi Kärkkäinen (1997)

Applications of Mathematics

The identification problem of a functional coefficient in a parabolic equation is considered. For this purpose an output least squares method is introduced, and estimates of the rate of convergence for the Crank-Nicolson time discretization scheme are proved, the equation being approximated with the finite element Galerkin method with respect to space variables.

Error estimates for Galerkin reduced-order models of the semi-discrete wave equation

D. Amsallem, U. Hetmaniuk (2014)

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

Galerkin reduced-order models for the semi-discrete wave equation, that preserve the second-order structure, are studied. Error bounds for the full state variables are derived in the continuous setting (when the whole trajectory is known) and in the discrete setting when the Newmark average-acceleration scheme is used on the second-order semi-discrete equation. When the approximating subspace is constructed using the proper orthogonal decomposition, the error estimates are proportional to the sums...

Error estimates for nonlinear convective problems in the finite element method

Kučera, Václav (2013)

Programs and Algorithms of Numerical Mathematics

We describe the basic ideas needed to obtain apriori error estimates for a nonlinear convection diffusion equation discretized by higher order conforming finite elements. For simplicity of presentation, we derive the key estimates under simplified assumptions, e.g. Dirichlet-only boundary conditions. The resulting error estimate is obtained using continuous mathematical induction for the space semi-discrete scheme.

Existence and asymptotic stability for viscoelastic problems with nonlocal boundary dissipation

Jong Yeoul Park, Sun Hye Park (2006)

Czechoslovak Mathematical Journal

We consider the damped semilinear viscoelastic wave equation u ' ' - Δ u + 0 t h ( t - τ ) div { a u ( τ ) } d τ + g ( u ' ) = 0 in Ω × ( 0 , ) with nonlocal boundary dissipation. The existence of global solutions is proved by means of the Faedo-Galerkin method and the uniform decay rate of the energy is obtained by following the perturbed energy method provided that the kernel of the memory decays exponentially.

Existence of solutions to nonlinear advection-diffusion equation applied to Burgers' equation using Sinc methods

Kamel Al-Khaled (2014)

Applications of Mathematics

This paper has two objectives. First, we prove the existence of solutions to the general advection-diffusion equation subject to a reasonably smooth initial condition. We investigate the behavior of the solution of these problems for large values of time. Secondly, a numerical scheme using the Sinc-Galerkin method is developed to approximate the solution of a simple model of turbulence, which is a special case of the advection-diffusion equation, known as Burgers' equation. The approximate solution...

Facilitating the Adoption of Unstructured High-Order Methods Amongst a Wider Community of Fluid Dynamicists

P. E. Vincent, A. Jameson (2011)

Mathematical Modelling of Natural Phenomena

Theoretical studies and numerical experiments suggest that unstructured high-order methods can provide solutions to otherwise intractable fluid flow problems within complex geometries. However, it remains the case that existing high-order schemes are generally less robust and more complex to implement than their low-order counterparts. These issues, in conjunction with difficulties generating high-order meshes, have limited the adoption of high-order...

Fast deterministic pricing of options on Lévy driven assets

Ana-Maria Matache, Tobias Von Petersdorff, Christoph Schwab (2004)

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

Arbitrage-free prices u of European contracts on risky assets whose log-returns are modelled by Lévy processes satisfy a parabolic partial integro-differential equation (PIDE) t u + 𝒜 [ u ] = 0 . This PIDE is localized to bounded domains and the error due to this localization is estimated. The localized PIDE is discretized by the θ -scheme in time and a wavelet Galerkin method with N degrees of freedom in log-price space. The dense matrix for 𝒜 can be replaced by a sparse matrix in the wavelet basis, and the linear...

Fast deterministic pricing of options on Lévy driven assets

Ana-Maria Matache, Tobias von Petersdorff, Christoph Schwab (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

Arbitrage-free prices u of European contracts on risky assets whose log-returns are modelled by Lévy processes satisfy a parabolic partial integro-differential equation (PIDE) t u + 𝒜 [ u ] = 0 . This PIDE is localized to bounded domains and the error due to this localization is estimated. The localized PIDE is discretized by the θ-scheme in time and a wavelet Galerkin method with N degrees of freedom in log-price space. The dense matrix for 𝒜 can be replaced by a sparse matrix in the wavelet basis, and the...

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