We assume the nonlinear parabolic problem in a time dependent domain, where the evolution of the domain is described by a regular given mapping. The problem is discretized by the discontinuous Galerkin (DG) method modified by the right Radau quadrature in time with the aid of Arbitrary Lagrangian-Eulerian(ALE) formulation. The sketch of the proof of the stability of the method is shown.
We deal with a nonstationary semilinear singularly perturbed convection–diffusion problem. We discretize this problem by discontinuous Galerkin method in space and by midpoint rule in time. We present diffusion–uniform error estimates with sketches of proofs.
We present the derivation of the explicit formulae of BDF coefficients for equidistant time step.
We present a mathematical description of wetting and drying stone pores, where the resulting mathematical model contains hysteresis operators. We describe these hysteresis operators and present a numerical solution for a simplified problem.
We present an improvement to the direct flux reconstruction technique for equilibrated flux a posteriori error estimates for one-dimensional problems. The verification of the suggested reconstruction is provided by numerical experiments.
Discontinuous Galerkin (DG) methods are starting to be a very popular solver for stiff ODEs. To be able to prove some more subtle properties of DG methods it can be shown that the DG method is equivalent to a specific collocation method which is in turn equivalent to an even more specific implicit Runge-Kutta (RK) method. These equivalences provide us with another interesting view on the DG method and enable us to employ well known techniques developed already for any of these methods. Our aim will...
We investigate the properties of the least-squares solution of the system of equations with a matrix being the incidence matrix of a given undirected connected graph and we propose an algorithm that uses this solution for finding a vertex-disjoint cycle cover (2-factor) of the graph .
We assume the heat equation in a time dependent domain, where the evolution of the domain is described by a given mapping. The problem is discretized by the discontinuous Galerkin (DG) method in space as well as in time with the aid of Arbitrary Lagrangian-Eulerian (ALE) method. The sketch of the proof of the stability of the method is shown.
The aim of this work is to give an introductory survey on time discretizations for liner parabolic problems. The theory of stability for stiff ordinary differential equations is explained on this problem and applied to Runge-Kutta and multi-step discretizations. Moreover, a natural connection between Galerkin time discretizations and Runge-Kutta methods together with order reduction phenomenon is discussed.
We deal with the numerical solution of elliptic not necessarily self-adjoint problems. We derive a posteriori upper bound based on the flux reconstruction that can be directly and cheaply evaluated from the original fluxes and we show for one-dimensional problems that local efficiency of the resulting a posteriori error estimators depends on only, where is the discretization polynomial degree. The theoretical results are verified by numerical experiments.
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....
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