Equivalence and new exact solutions to the Black Scholes and diffusion equations.
Equivalence between lowest-order mixed finite element and multi-point finite volume methods on simplicial meshes
We consider the lowest-order Raviart–Thomas mixed finite element method for second-order elliptic problems on simplicial meshes in two and three space dimensions. This method produces saddle-point problems for scalar and flux unknowns. We show how to easily and locally eliminate the flux unknowns, which implies the equivalence between this method and a particular multi-point finite volume scheme, without any approximate numerical integration. The matrix of the final linear system is sparse, positive...
Ergodic behaviour of stochastic parabolic equations
The ergodic behaviour of homogeneous strong Feller irreducible Markov processes in Banach spaces is studied; in particular, existence and uniqueness of finite and -finite invariant measures are considered. The results obtained are applied to solutions of stochastic parabolic equations.
Ergodic properties of multidimensional Brownian motion with rebirth.
Errata to the Paper: On the Heat Equation and the Index Theorem.
Errata-Corrige : “Improved theory for a nonlinear degenerate parabolic equation”
Erratum: A Parabolic Quasilinear Problem for Linear Growth Functionals.
Error control and adaptivity for a phase relaxation model
Error Control and Andaptivity for a Phase Relaxation Model
The phase relaxation model is a diffuse interface model with small parameter ε which consists of a parabolic PDE for temperature θ and an ODE with double obstacles for phase variable χ. To decouple the system a semi-explicit Euler method with variable step-size τ is used for time discretization, which requires the stability constraint τ ≤ ε. Conforming piecewise linear finite elements over highly graded simplicial meshes with parameter h are further employed for space discretization. A posteriori...
Error estimates and free-boundary convergence for a finite difference discretization of a parabolic variational inequality
Error estimates and step-size control for the approximate solution of a first order evolution equation
Error estimates for a FitzHugh–Nagumo parameter-dependent reaction-diffusion system
Space-time approximations of the FitzHugh–Nagumo system of coupled semi-linear parabolic PDEs are examined. The schemes under consideration are discontinuous in time but conforming in space and of arbitrary order. Stability estimates are presented in the natural energy norms and at arbitrary times, under minimal regularity assumptions. Space-time error estimates of arbitrary order are derived, provided that the natural parabolic regularity is present. Various physical parameters appearing in the...
Error estimates for a FitzHugh–Nagumo parameter-dependent reaction-diffusion system
Space-time approximations of the FitzHugh–Nagumo system of coupled semi-linear parabolic PDEs are examined. The schemes under consideration are discontinuous in time but conforming in space and of arbitrary order. Stability estimates are presented in the natural energy norms and at arbitrary times, under minimal regularity assumptions. Space-time error estimates of arbitrary order are derived, provided that the natural parabolic regularity is present....
Error Estimates for a Semi-Explicit Numerical Scheme for Stefan-Type Problems.
Error estimates for barycentric finite volumes combined with nonconforming finite elements applied to nonlinear convection-diffusion problems
The subject of the paper is the derivation of error estimates for the combined finite volume-finite element method used for the numerical solution of nonstationary nonlinear convection-diffusion problems. Here we analyze the combination of barycentric finite volumes associated with sides of triangulation with the piecewise linear nonconforming Crouzeix-Raviart finite elements. Under some assumptions on the regularity of the exact solution, the and error estimates are established. At the end...
Error estimates for distributed parameter identification in parabolic problems with output least squares and Crank-Nicolson method
The identification problem of a functional coefficient in a parabolic equation is considered. For this purpose an output least squares method is introduced, and estimates of the rate of convergence for the Crank-Nicolson time discretization scheme are proved, the equation being approximated with the finite element Galerkin method with respect to space variables.
Error estimates for Euler forward scheme related to two-phase Stefan problems
Error estimates for finite element methods for semilinear parabolic problems with nonsmooth data
Error estimates for finite volume scheme for Perona--Malik equation.
Error Estimates for Galerkin Methods for Quasilinear Parabolic and Elliptic Differential Equations in Divergence Form.