On a Least-Squares Collocation Method for Linear Differential-Algebraic Equations.
On collocation methods for singular perturbation problems of convection-diffusion type.
On mesh independence and Newton-type methods
Mesh-independent convergence of Newton-type methods for the solution of nonlinear partial differential equations is discussed. First, under certain local smoothness assumptions, it is shown that by properly relating the mesh parameters and for a coarse and a fine discretization mesh, it suffices to compute the solution of the nonlinear equation on the coarse mesh and subsequently correct it once using the linearized (Newton) equation on the fine mesh. In this way the iteration error will be...
On Orthogonal Series Solution For Boundary Layer Problems
On Runge-Kutta, collocation and discontinuous Galerkin methods: Mutual connections and resulting consequences to the analysis
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...
On the application of mixed finite element methods to the wave equations
On the sharpness of a superconvergence estimate in connection with one-dimensional Galerkin-methods.
On the stability of the Ritz procedure for nonlinear two-point boundary value problems
On the worst scenario method: a modified convergence theorem and its application to an uncertain differential equation
We propose a theoretical framework for solving a class of worst scenario problems. The existence of the worst scenario is proved through the convergence of a sequence of approximate worst scenarios. The main convergence theorem modifies and corrects the relevant results already published in literature. The theoretical framework is applied to a particular problem with an uncertain boundary value problem for a nonlinear ordinary differential equation with an uncertain coefficient.
Optimal closing of a pair trade with a model containing jumps
A pair trade is a portfolio consisting of a long position in one asset and a short position in another, and it is a widely used investment strategy in the financial industry. Recently, Ekström, Lindberg, and Tysk studied the problem of optimally closing a pair trading strategy when the difference of the two assets is modelled by an Ornstein-Uhlenbeck process. In the present work the model is generalized to also include jumps. More precisely, we assume that the difference between the assets is an...
Parameter-uniform fitted operator B-spline collocation method for self-adjoint singularly perturbed two-point boundary value problems.
Reproducing kernel particle method and its modification
Meshless methods have become an effective tool for solving problems from engineering practice in last years. They have been successfully applied to problems in solid and fluid mechanics. One of their advantages is that they do not require any explicit mesh in computation. This is the reason why they are useful in the case of large deformations, crack propagations and so on. Reproducing kernel particle method (RKPM) is one of meshless methods. In this contribution we deal with some modifications...
Second-Order Finite Element Approximations and a posteriori Error Estimation for Two-Dimensional Parabolic Systems.
Singularly Perturbed Finite Element Methods.
Small Potential Corrections for the Discrete Eigenvalues of the Sturm-Liouville Problem.
Solution of an extraordinary differential equation by Adomian decomposition method.
Some properties of the discontinuous Galerkin method for one-dimensional singularly perturbed problems.
Some results about the pseudospectral approximation of one-dimensional fourth-order problems.
Special exact curved finite elements
Special exact curved finite elements useful for solving contact problems of the second order in domains boundaries of which consist of a finite number of circular ares and a finite number of line segments are introduced and the interpolation estimates are proved.
Spectral methods for one-dimensional kinetic models of granular flows and numerical quasi elastic limit
In this paper we introduce numerical schemes for a one-dimensional kinetic model of the Boltzmann equation with dissipative collisions and variable coefficient of restitution. In particular, we study the numerical passage of the Boltzmann equation with singular kernel to nonlinear friction equations in the so-called quasi elastic limit. To this aim we introduce a Fourier spectral method for the Boltzmann equation [25, 26] and show that the kernel modes that define the spectral method have the correct...