Galerkin discretizations of integral equations in ${ℝ}^d$ require the evaluation of integrals $I={\int }_{S^{\left(1\right)}}{\int }_{S^{\left(2\right)}}g(x,y)\mathrm{d}y\mathrm{d}x$ where S(1),S(2) are d-simplices and g has a singularity at x = y. We assume that g is Gevrey smooth for x$\ne$y and satisfies bounds for the derivatives which allow algebraic singularities at x = y. This holds for kernel functions commonly occurring in integral equations. We construct a family of quadrature rules ${𝒬}_N$ using N function evaluations of g which achieves exponential convergence |I – ${𝒬}_N$| ≤C exp(–rNγ) with...

Galerkin discretizations of integral equations in ${ℝ}^d$ require the evaluation of integrals $I={\int }_{S^{\left(1\right)}}{\int }_{S^{\left(2\right)}}g(x,y)\mathrm{d}y\mathrm{d}x$ where S(1),S(2) are d-simplices and g has a singularity at x = y. We assume that g is Gevrey smooth for x$\ne$y and satisfies bounds for the derivatives which allow algebraic singularities at x = y. This holds for kernel functions commonly occurring in integral equations. We construct a family of quadrature rules ${𝒬}_N$ using N function evaluations of g which achieves exponential convergence |I – ${𝒬}_N$| ≤C exp(–rNγ) with...

We consider the error analysis of Lagrange interpolation on triangles and tetrahedrons. For Lagrange interpolation of order one, Babuška and Aziz showed that squeezing a right isosceles triangle perpendicularly does not deteriorate the optimal approximation order. We extend their technique and result to higher-order Lagrange interpolation on both triangles and tetrahedrons. To this end, we make use of difference quotients of functions with two or three variables. Then, the error estimates on squeezed...

In this paper, we study the exterior boundary value problems of the Darwin model to the Maxwell’s equations. The variational formulation is established and the existence and uniqueness is proved. We use the infinite element method to solve the problem, only a small amount of computational work is needed. Numerical examples are given as well as a proof of convergence.

In this paper, we study the exterior boundary value problems of the Darwin model to the Maxwell's equations. The variational formulation is established and the existence and uniqueness is proved. We use the infinite element method to solve the problem, only a small amount of computational work is needed. Numerical examples are given as well as a proof of convergence.

Here we present an approximation method for a rather broad class of first order variational problems in spaces of piece-wise constant functions over triangulations of the base domain. The convergence of the method is based on an inequality involving $W^{-1,p}$ norms obtained by Nečas and on the general framework of Γ-convergence theory.

The motivation for this paper comes from physical problems defined on bounded smooth domains $\Omega$ in 3D. Numerical schemes for these problems are usually defined on some polyhedral domains ${\Omega }_h$ and if there is some additional compactness result available, then the method may converge even if ${\Omega }_h\to \Omega$ only in the sense of compacts. Hence, we use the idea of meshing the whole space and defining the approximative domains as a subset of this partition. Numerical schemes for which quantities are defined on dual partitions...

A symmetric positive semi-definite matrix $A$ is called completely positive if there exists a matrix $B$ with nonnegative entries such that $A=B{B}^{\top }$. If $B$ is such a matrix with a minimal number $p$ of columns, then $p$ is called the cp-rank of $A$. In this paper we develop a finite and exact algorithm to factorize any matrix $A$ of cp-rank $3$. Failure of this algorithm implies that $A$ does not have cp-rank $3$. Our motivation stems from the question if there exist three nonnegative polynomials of degree at most four that...

We consider a general elliptic Robin boundary value problem. Using orthogonal Coifman wavelets (Coiflets) as basis functions in the Galerkin method, we prove that the rate of convergence of an approximate solution to the exact one is O(2−nN ) in the H 1 norm, where n is the level of approximation and N is the Coiflet degree. The Galerkin method needs to evaluate a lot of complicated integrals. We present a structured approach for fast and effective evaluation of these integrals via trivariate connection...

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) ${\partial }_{t}u+𝒜\left[u\right]=0$. This PIDE is localized to bounded domains and the error due to this localization is estimated. The localized PIDE is discretized by the $\theta$-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...

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) ${\partial }_{t}u+𝒜\left[u\right]=0$. 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...

We consider linear elliptic systems which arise in coupled elastic continuum mechanical models. In these systems, the strain tensor εP := sym (P-1∇u) is redefined to include a matrix valued inhomogeneity P(x) which cannot be described by a space dependent fourth order elasticity tensor. Such systems arise naturally in geometrically exact plasticity or in problems with eigenstresses. The tensor field P induces a structural change of the elasticity equations. For such a model the FETI-DP method is...

We consider linear elliptic systems which arise in coupled elastic continuum mechanical models. In these systems, the strain tensor εP := sym (P-1∇u) is redefined to include a matrix valued inhomogeneity P(x) which cannot be described by a space dependent fourth order elasticity tensor. Such systems arise naturally in geometrically exact plasticity or in problems with eigenstresses. The tensor field P induces a structural change of the elasticity equations. For such a model the FETI-DP method is...

We extend our results on fictitious domain methods for Poisson’s problem to the case of incompressible elasticity, or Stokes’ problem. The mesh is not fitted to the domain boundary. Instead boundary conditions are imposed using a stabilized Nitsche type approach. Control of the non-physical degrees of freedom, i.e., those outside the physical domain, is obtained thanks to a ghost penalty term for both velocities and pressures. Both inf-sup stable and stabilized velocity pressure pairs are considered....