We discretize the nonlinear Schrödinger equation, with Dirichlet boundary conditions, by a linearly implicit two-step finite element method which conserves the norm. We prove optimal order a priori error estimates in the and norms, under mild mesh conditions for two and three space dimensions.
We discretize the nonlinear Schrödinger equation, with Dirichlet boundary conditions, by a linearly implicit two-step finite element method which conserves the L2 norm. We prove optimal order a priori error estimates in the L2 and H1 norms, under mild mesh conditions for two and three space dimensions.
We consider the original DG method for solving the advection-reaction equations with arbitrary velocity in space dimensions. For triangulations satisfying the flow condition, we first prove that the optimal convergence rate is of order in the -norm if the method uses polynomials of order . Then, a very simple derivative recovery formula is given to produce an approximation to the derivative in the flow direction which superconverges with order . Further we consider a residual-based a posteriori...
The paper presents a discontinuous Galerkin method for solving partial integro-differential equations arising from the European as well as American option pricing when the underlying asset follows an exponential variance gamma process. For practical purposes of numerical solving we introduce the modified option pricing problem resulting from a localization to a bounded domain and an approximation of small jumps, and we discuss the related error estimates. Then we employ a robust numerical procedure...
We consider the analysis and numerical solution of a forward-backward boundary value problem. We provide some motivation, prove existence and uniqueness in a function class especially geared to the problem at hand, provide various energy estimates, prove a priori error estimates for the Galerkin method, and show the results of some numerical computations.
We present in this paper a proof of well-posedness and convergence for the parallel Schwarz Waveform Relaxation Algorithm adapted to an N-dimensional semilinear heat equation. Since the equation we study is an evolution one, each subproblem at each step has its own local existence time, we then determine a common existence time for every problem in any subdomain at any step. We also introduce a new technique: Exponential Decay Error Estimates, to prove the convergence of the Schwarz Methods, with...
In this paper, we consider a 2nd order semilinear parabolic initial boundary value problem (IBVP) on a bounded domain , with nonstandard boundary conditions (BCs). More precisely, at some part of the boundary we impose a Neumann BC containing an unknown additive space-constant , accompanied with a nonlocal (integral) Dirichlet side condition. We design a numerical scheme for the approximation of a weak solution to the IBVP and derive error estimates for the approximation of the solution and...
The model order reduction methodology of reduced basis (RB) techniques offers efficient treatment of parametrized partial differential equations (P2DEs) by providing both approximate solution procedures and efficient error estimates. RB-methods have so far mainly been applied to finite element schemes for elliptic and parabolic problems. In the current study we extend the methodology to general linear evolution schemes such as finite volume schemes for parabolic and hyperbolic evolution equations....
In this work we derive a posteriori error estimates based on equations residuals for the heat equation with discontinuous diffusivity coefficients. The estimates are based on a fully discrete scheme based on conforming finite elements in each time slab and on the A-stable -scheme with . Following remarks of [Picasso, Comput. Methods Appl. Mech. Engrg. 167 (1998) 223–237; Verfürth, Calcolo 40 (2003) 195–212] it is easy to identify a time-discretization error-estimator and a space-discretization...
In this work we derive a posteriori error estimates based on equations residuals for the heat equation with discontinuous diffusivity coefficients. The estimates are based on a fully discrete scheme based on conforming finite elements in each time slab and on the A-stable θ-scheme with 1/2 ≤ θ ≤ 1. Following remarks of [Picasso, Comput. Methods Appl. Mech. Engrg. 167 (1998) 223–237; Verfürth, Calcolo40 (2003) 195–212] it is easy to identify a time-discretization error-estimator and a space-discretization...