We present quasi-Monte Carlo analogs of Monte Carlo methods for some linear algebra problems: solving systems of linear equations, computing extreme eigenvalues, and matrix inversion. Reformulating the problems as solving integral equations with a special kernels and domains permits us to analyze the quasi-Monte Carlo methods with bounds from numerical integration. Standard Monte Carlo methods for integration provide a convergence rate of O(N^(−1/2)) using N samples. Quasi-Monte Carlo methods...

Anisotropic adaptive methods based on a metric related to the Hessian of the solution are considered. We propose a metric targeted to the minimization of interpolation error gradient for a nonconforming linear finite element approximation of a given piecewise regular function on a polyhedral domain Ω of ℝd, d ≥ 2. We also present an algorithm generating a sequence of asymptotically quasi-optimal meshes relative to such a nonconforming...

This paper concerns the study of the numerical approximation for the following boundary value problem: $$\left\{\begin{array}{cccc}{u}_t(x,t)-u_{xx}(x,t)=-u^{-p}(x,t),\hfill & 0<x<1,t>0,u_x(0,t)=0,\hfill & u(1,t)=1,t>0,u(x,0)=u_0\left(x\right)>0,& 0\le x\le 1,\end{array}\right.$$ where $p>0$. We obtain some conditions under which the solution of a semidiscrete form of the above problem quenches in a finite time and estimate its semidiscrete quenching time. We also establish the convergence of the semidiscrete quenching time. Finally, we give some numerical experiments to illustrate our analysis.

In this paper, we consider the following initial-boundary value problem $$\left\}\begin{array}{c}{u}_{tt}(x,t)=\epsilon Lu(x,t)+f\left(u(x,t)\right)\text{in}\Omega \times (0,T),\hfill \\ u(x,t)=0\text{on}\partial \Omega \times (0,T),\hfill \\ u(x,0)=0\text{in}\Omega ,\hfill \\ u_t(x,0)=0\text{in}\Omega ,\hfill \end{array}\right.$$ where $\Omega$ is a bounded domain in ${ℝ}^N$ with smooth boundary $\partial \Omega$, $L$ is an elliptic operator, $\epsilon$ is a positive parameter, $f\left(s\right)$ is a positive, increasing, convex function for $s\in (-\infty ,b)$, ${lim}_{s\to b}f\left(s\right)=\infty$ and ${\int }_0^b\frac{ds}{f\left(s\right)}<\infty$ with $b=const>0$. Under some assumptions, we show that the solution of the above problem quenches in a finite time and its quenching time goes to that of the solution of the following differential equation $$\left\}\begin{array}{cc}{\alpha }^{\text{'}\text{'}}\left(t\right)=f\left(\alpha \left(t\right)\right),\hfill & t>0,\hfill \\ \alpha \left(0\right)=0,{\alpha }^{\text{'}}\left(0\right)=0,\hfill \end{array}\right.$$ as $\epsilon$ goes to zero. We also show that the above result remains...