Discretizing a backward stochastic differential equation.
A mixed finite element method for the Navier–Stokes equations is introduced in which the stress is a primary variable. The variational formulation retains the mathematical structure of the Navier–Stokes equations and the classical theory extends naturally to this setting. Finite element spaces satisfying the associated inf–sup conditions are developed.
We propose and analyze a finite element method for approximating solutions to the Navier-Stokes-alpha model (NS-α) that utilizes approximate deconvolution and a modified grad-div stabilization and greatly improves accuracy in simulations. Standard finite element schemes for NS-α suffer from two major sources of error if their solutions are considered approximations to true fluid flow: (1) the consistency error arising from filtering; and (2) the dramatic effect of the large pressure error on the...
We propose and analyze a finite element method for approximating solutions to the Navier-Stokes-alpha model (NS-α) that utilizes approximate deconvolution and a modified grad-div stabilization and greatly improves accuracy in simulations. Standard finite element schemes for NS-α suffer from two major sources of error if their solutions are considered approximations to true fluid flow: (1) the consistency error arising from filtering; and (2) the dramatic effect of the large pressure error on the...
In this work, the error behaviour of high-order exponential operator splitting methods for the time integration of nonlinear evolutionary Schrödinger equations is investigated. The theoretical analysis utilises the framework of abstract evolution equations on Banach spaces and the formal calculus of Lie derivatives. The general approach is substantiated on the basis of a convergence result for exponential operator splitting methods of (nonstiff) order p applied to the multi-configuration time-dependent...
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...
We are concerned with convergence of spectral method for the numerical solution of the initial-boundary value problem associated to the Korteweg-de Vries-Kawahara equation (Kawahara equation, in short), which is a transport equation perturbed by dispersive terms of the 3rd and 5th order. This equation appears in several fluid dynamics problems. It describes the evolution of small but finite amplitude long waves in various problems in fluid dynamics. These equations are discretized in space by the...
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...
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....
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...
Galerkin reduced-order models for the semi-discrete wave equation, that preserve the second-order structure, are studied. Error bounds for the full state variables are derived in the continuous setting (when the whole trajectory is known) and in the discrete setting when the Newmark average-acceleration scheme is used on the second-order semi-discrete equation. When the approximating subspace is constructed using the proper orthogonal decomposition, the error estimates are proportional to the sums...