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Cell-centered and vertex-centered finite volume schemes for the Laplace equation with homogeneous Dirichlet boundary conditions are considered on a triangular mesh and on the Voronoi diagram associated to its vertices. A broken P1 function is constructed from the solutions of both schemes. When the domain is two-dimensional polygonal convex, it is shown that this reconstruction converges with second-order accuracy towards the exact solution in the L2 norm, under the sufficient condition that the...
Cell-centered and vertex-centered finite volume schemes for the Laplace equation
with homogeneous Dirichlet boundary conditions
are considered on a triangular mesh and on the Voronoi diagram associated to its vertices.
A broken P1 function is constructed from the solutions of both schemes.
When the domain is two-dimensional polygonal convex,
it is shown that this reconstruction
converges with second-order accuracy towards the exact solution in the L2 norm,
under the sufficient condition that the...
The contact between two membranes can be described by a system of variational
inequalities, where the unknowns are the displacements of the membranes and the
action of a membrane on the other one. We first perform the analysis of this
system. We then propose a discretization, where the displacements are
approximated by standard finite elements and the action by a
local postprocessing. Such a discretization admits an equivalent mixed
reformulation. We prove the well-posedness of the discrete problem...
We apply a theoretical framework for solving a class of worst scenario problems to a problem with a nonlinear partial differential equation. In contrast to the one-dimensional problem investigated by P. Harasim in Appl. Math. 53 (2008), No. 6, 583–598, the two-dimensional problem requires stronger assumptions restricting the admissible set to ensure the monotonicity of the nonlinear operator in the examined state problem, and, as a result, to show the existence and uniqueness of the state solution....
The solvability of time-harmonic Maxwell equations in the 3D-case with nonhomogeneous conductivities is considered by adapting Sobolev space technique and variational formulation of the problem in question. Moreover, a finite element approximation is presented in the 3D-case together with an error estimate in the energy norm. Some remarks are given to the 2D-problem arising from geophysics.
This paper is devoted to the numerical solution of nonlinear elliptic partial differential equations. Such problems describe various phenomena in science. An approach that exploits Hilbert space theory in the numerical study of elliptic PDEs is the idea of preconditioning operators. In this survey paper we briefly summarize the main lines of this theory with various applications.
A pair trade is a portfolio consisting of a long position in one asset and a short position in another, and it is a widely used investment strategy in the financial industry. Recently, Ekström, Lindberg, and Tysk studied the problem of optimally closing a pair trading strategy when the difference of the two assets is modelled by an Ornstein-Uhlenbeck process. In the present work the model is generalized to also include jumps. More precisely, we assume that the difference between the assets is an...
We propose a general approach for the numerical approximation of optimal control problems governed by a linear advection–diffusion equation, based on a stabilization method applied to the lagrangian functional, rather than stabilizing the state and adjoint equations separately. This approach yields a coherently stabilized control problem. Besides, it allows a straightforward a posteriori error estimate in which estimates of higher order terms are needless. Our a posteriori estimates stems from splitting...
We propose a general approach for the numerical approximation of
optimal control problems governed by a linear advection–diffusion
equation, based on a stabilization method applied to the
Lagrangian functional, rather than stabilizing the state and
adjoint equations separately. This approach yields a coherently
stabilized control problem. Besides, it allows a straightforward
a posteriori error estimate in which estimates of higher order terms
are needless. Our a posteriori estimates stems from...
We consider the original DG method for solving the advection-reaction equations with arbitrary velocity in space dimensions. For triangulations satisfying the flow condition, we first prove that the optimal convergence rate is of order in the -norm if the method uses polynomials of order . Then, a very simple derivative recovery formula is given to produce an approximation to the derivative in the flow direction which superconverges with order . Further we consider a residual-based a posteriori...
We prove the optimal convergence of a discontinuous-Galerkin-based
immersed boundary method introduced earlier [Lew and Buscaglia, Int. J. Numer. Methods Eng.76 (2008) 427–454]. By switching to a discontinuous
Galerkin discretization near the boundary, this method overcomes the
suboptimal convergence rate that may arise in immersed boundary
methods when strongly imposing essential boundary conditions. We
consider a model Poisson's problem with homogeneous boundary
conditions over two-dimensional...
We prove the optimal convergence of a discontinuous-Galerkin-based
immersed boundary method introduced earlier [Lew and Buscaglia, Int. J. Numer. Methods Eng.76 (2008) 427–454]. By switching to a discontinuous
Galerkin discretization near the boundary, this method overcomes the
suboptimal convergence rate that may arise in immersed boundary
methods when strongly imposing essential boundary conditions. We
consider a model Poisson's problem with homogeneous boundary
conditions over two-dimensional...
We present an improved, near-optimal hp error estimate for a
non-conforming finite element method, called the mortar method (M0). We
also present a new hp mortaring technique, called the mortar method (MP),
and derive h, p and hp error estimates for it, in the presence of
quasiuniform and non-quasiuniform meshes. Our theoretical results,
augmented by the computational evidence we present, show that like (M0), (MP)
is also a viable mortaring technique for the hp method.
In this short note we provide an optimal analysis of finite element convergence on meshes containing a so-called band of caps. These structures consist of a zig-zag arrangement of ‘degenerating’ triangles which violate the maximum angle condition. A necessary condition on the geometry of such a structure for various -convergence rates was previously given by Kučera. Here we prove that the condition is also sufficient, providing an optimal analysis of this special case of meshes. In the special...
We consider a finite element discretization by
the Taylor–Hood element for the stationary
Stokes and Navier–Stokes
equations with slip boundary condition. The slip boundary condition
is enforced pointwise for nodal values of the velocity in
boundary nodes. We prove optimal error estimates in the
H1 and L2 norms for the velocity and pressure respectively.
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