Displaying similar documents to “Superconvergence estimates of finite element methods for American options”

Optimal convergence and a posteriori error analysis of the original DG method for advection-reaction equations

Tie Zhu Zhang, Shu Hua Zhang (2015)

Applications of Mathematics

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We consider the original DG method for solving the advection-reaction equations with arbitrary velocity in d space dimensions. For triangulations satisfying the flow condition, we first prove that the optimal convergence rate is of order k + 1 in the L 2 -norm if the method uses polynomials of order k . Then, a very simple derivative recovery formula is given to produce an approximation to the derivative in the flow direction which superconverges with order k + 1 . Further we consider a residual-based...

Adaptive finite element methods for elliptic problems: Abstract framework and applications

Serge Nicaise, Sarah Cochez-Dhondt (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

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We consider a general abstract framework of a continuous elliptic problem set on a Hilbert space that is approximated by a family of (discrete) problems set on a finite-dimensional space of finite dimension not necessarily included into . We give a series of realistic conditions on an error estimator that allows to conclude that the marking strategy of bulk type leads to the geometric convergence of the adaptive algorithm. These conditions are then verified for different concrete...

Postprocessing of a finite volume element method for semilinear parabolic problems

Min Yang, Chunjia Bi, Jiangguo Liu (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

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In this paper, we study a postprocessing procedure for improving accuracy of the finite volume element approximations of semilinear parabolic problems. The procedure amounts to solve a source problem on a coarser grid and then solve a linear elliptic problem on a finer grid after the time evolution is finished. We derive error estimates in the and norms for the standard finite volume element scheme and an improved error estimate in the ...