Displaying similar documents to “Uniformly enclosing discretization methods and grid generation for semilinear boundary value problems with first order terms”

A Petrov-Galerkin approximation of convection-diffusion and reaction-diffusion problems

Josef Dalík (1991)

Applications of Mathematics

Similarity:

A general construction of test functions in the Petrov-Galerkin method is described. Using this construction; algorithms for an approximate solution of the Dirichlet problem for the differential equation - ϵ u n + p u ' + q u = f are presented and analyzed theoretically. The positive number ϵ is supposed to be much less than the discretization step and the values of p , q . An algorithm for the corresponding two-dimensional problem is also suggested and results of numerical tests are introduced.

Finite element methods on non-conforming grids by penalizing the matching constraint

Eric Boillat (2003)

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

Similarity:

The present paper deals with a finite element approximation of partial differential equations when the domain is decomposed into sub-domains which are meshed independently. The method we obtain is never conforming because the continuity constraints on the boundary of the sub-domains are not imposed strongly but only penalized. We derive a selection rule for the penalty parameter which ensures a quasi-optimal convergence.

Superconvergence estimates of finite element methods for American options

Qun Lin, Tang Liu, Shu Hua Zhang (2009)

Applications of Mathematics

Similarity:

In this paper we are concerned with finite element approximations to the evaluation of American options. First, following W. Allegretto etc., SIAM J. Numer. Anal. (2001), 834–857, we introduce a novel practical approach to the discussed problem, which involves the exact reformulation of the original problem and the implementation of the numerical solution over a very small region so that this algorithm is very rapid and highly accurate. Secondly by means of a superapproximation and...