Theoretical studies and numerical experiments suggest that unstructured high-order methods can provide solutions to otherwise intractable fluid flow problems within complex geometries. However, it remains the case that existing high-order schemes are generally less robust and more complex to implement than their low-order counterparts. These issues, in conjunction with difficulties generating high-order meshes, have limited the adoption of high-order...

Arbitrage-free prices $u$ of European contracts on risky assets whose log-returns are modelled by Lévy processes satisfy a parabolic partial integro-differential equation (PIDE) ${\partial }_{t}u+𝒜\left[u\right]=0$. This PIDE is localized to bounded domains and the error due to this localization is estimated. The localized PIDE is discretized by the $\theta$-scheme in time and a wavelet Galerkin method with $N$ degrees of freedom in log-price space. The dense matrix for $𝒜$ can be replaced by a sparse matrix in the wavelet basis, and the linear...

Arbitrage-free prices u of European contracts on risky assets whose log-returns are modelled by Lévy processes satisfy a parabolic partial integro-differential equation (PIDE) ${\partial }_{t}u+𝒜\left[u\right]=0$. This PIDE is localized to bounded domains and the error due to this localization is estimated. The localized PIDE is discretized by the θ-scheme in time and a wavelet Galerkin method with N degrees of freedom in log-price space. The dense matrix for $𝒜$ can be replaced by a sparse matrix in the wavelet basis, and the...

In a foregoing paper [Sonar, ESAIM: M2AN39 (2005) 883–908] we analyzed the Interpolating Moving Least Squares (IMLS) method due to Lancaster and Šalkauskas with respect to its approximation powers and derived finite difference expressions for the derivatives. In this sequel we follow a completely different approach to the IMLS method given by Kunle [Dissertation (2001)]. As a typical problem with IMLS method we address the question of getting admissible results at the boundary by introducing “ghost...

A simplified stochastic Hookean dumbbells model arising from viscoelastic flows is considered, the convective terms being disregarded. A finite element discretization in space is proposed. Existence of the numerical solution is proved for small data, so as a priori error estimates, using an implicit function theorem and regularity results obtained in [Bonito et al., J. Evol. Equ.6 (2006) 381–398] for the solution of the continuous problem. A posteriori error estimates are also derived. Numerical...

Finite element approximation for degenerate parabolic equations is considered. We propose a semidiscrete scheme provided with order-preserving and $L^1$ contraction properties, making use of piecewise linear trial functions and the lumping mass technique. Those properties allow us to apply nonlinear semigroup theory, and the wellposedness and stability in $L^1$ and $L^{\infty }$, respectively, of the scheme are established. Under certain hypotheses on the data, we also derive $L^1$ convergence without any convergence rate....

Finite element approximation for degenerate parabolic equations is considered. We propose a semidiscrete scheme provided with order-preserving and L1 contraction properties, making use of piecewise linear trial functions and the lumping mass technique. Those properties allow us to apply nonlinear semigroup theory, and the wellposedness and stability in L1 and L∞, respectively, of the scheme are established. Under certain hypotheses on the data, we also derive L1 convergence without any...

We consider a fully practical finite element approximation of the following degenerate system$$\frac{\partial }{\partial t}\rho \left(u\right)-\nabla .\left(\alpha \left(u\right)\nabla u\right)\ni \sigma \left(u\right){\left|\nabla \phi \right|}^2,\nabla .\left(\sigma \left(u\right)\nabla \phi \right)=0$$subject to an initial condition on the temperature, $u$, and boundary conditions on both $u$ and the electric potential, $\phi$. In the above $\rho \left(u\right)$ is the enthalpy incorporating the latent heat of melting, $\alpha \left(u\right)\>0$ is the temperature dependent heat conductivity, and $\sigma \left(u\right)\ge 0$ is the electrical conductivity. The latter is zero in the frozen zone, $u\le 0$, which gives rise to the degeneracy in this Stefan system. In addition to showing stability...

We consider a fully practical finite element approximation of the following degenerate system $$\frac{\partial }{\partial t}\rho \left(u\right)-\nabla .\left(\alpha \left(u\right)\nabla u\right)\ni \sigma \left(u\right){\left|\nabla \phi \right|}^2,\nabla .\left(\sigma \left(u\right)\nabla \phi \right)=0$$ subject to an initial condition on the temperature, u, and boundary conditions on both u and the electric potential, ϕ. In the above p(u) is the enthalpy incorporating the latent heat of melting, α(u) > 0 is the temperature dependent heat conductivity, and σ(u) > 0 is the electrical conductivity. The latter is zero in the frozen zone, u ≤ 0, which gives rise to the degeneracy in this Stefan...

We consider a system of degenerate parabolic equations modelling a thin film, consisting of two layers of immiscible Newtonian liquids, on a solid horizontal substrate. In addition, the model includes the presence of insoluble surfactants on both the free liquid-liquid and liquid-air interfaces, and the presence of both attractive and repulsive van der Waals forces in terms of the heights of the two layers. We show that this system formally satisfies a Lyapunov structure, and a second energy...

We construct a Galerkin finite element method for the numerical approximation of weak solutions to a general class of coupled FENE-type finitely extensible nonlinear elastic dumbbell models that arise from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The class of models involves the unsteady incompressible Navier–Stokes equations in a bounded domain Ω ⊂ ℝd, d = 2 or 3, for the velocity...

We construct a Galerkin finite element method for the numerical approximation of weak solutions to a general class of coupled FENE-type finitely extensible nonlinear elastic dumbbell models that arise from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The class of models involves the unsteady incompressible Navier–Stokes equations in a bounded domain Ω ⊂ ℝd, d = 2 or 3, for the velocity...

We construct a Galerkin finite element method for the numerical approximation of weak solutions to a coupled microscopic-macroscopic bead-spring model that arises from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The model consists of the unsteady incompressible Navier–Stokes equations in a bounded domain Ω ⊂ ${ℝ}^d$,d= 2 or 3, for the velocity and the pressure of the fluid, with an elastic extra-stress tensor as right-hand side in the momentum equation....

We construct a Galerkin finite element method for the numerical approximation of weak solutions to a coupled microscopic-macroscopic bead-spring model that arises from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The model consists of the unsteady incompressible Navier–Stokes equations in a bounded domain Ω ⊂ ${ℝ}^d$, d = 2 or 3, for the velocity and the pressure of the fluid, with an elastic extra-stress tensor as right-hand side in the momentum equation....

A new finite element derivative recovery technique is proposed by using the polynomial interpolation method. We show that the recovered derivatives possess superconvergence on the recovery domain and ultraconvergence at the interior mesh points for finite element approximations to elliptic boundary problems. Compared with the well-known Z-Z patch recovery technique, the advantage of our method is that it gives an explicit recovery formula and possesses the ultraconvergence for the odd-order finite...

We analyze semidiscrete and second-order in time fully discrete finite element methods for the Kuramoto-Sivashinsky equation.

Existence and finite element approximation of a hyperbolic-parabolic problem is studied. The original two-dimensional domain is approximated by a polygonal one (external approximations). The time discretization is obtained using Euler’s backward formula (Rothe’s method). Under certain smoothing assumptions on the data (see (2.6), (2.7)) the existence and uniqueness of the solution and the convergence of Rothe’s functions in the space $C(\overline{I},V)$ is proved.