Une méthode numérique pour le calcul des points de retournement. Application à un problème aux limites non-linéaire. II. Analyse numérique d'un problème aux limites non linéaire.
We introduce and study various discontinuous Galerkin (DG) finite element approximations for a parabolic variational inequality associated with a general obstacle problem in
For the efficient numerical solution of indefinite linear systems arising from curl conforming edge element approximations of the time-harmonic Maxwell equation, we consider local multigrid methods (LMM) on adaptively refined meshes. The edge element discretization is done by the lowest order edge elements of Nédélec’s first family. The LMM features local hybrid Hiptmair smoothers of Jacobi and Gauss–Seidel type which are performed only on basis functions associated with newly created edges/nodal...
For the efficient numerical solution of indefinite linear systems arising from curl conforming edge element approximations of the time-harmonic Maxwell equation, we consider local multigrid methods (LMM) on adaptively refined meshes. The edge element discretization is done by the lowest order edge elements of Nédélec’s first family. The LMM features local hybrid Hiptmair smoothers of Jacobi and Gauss–Seidel type which are performed only on basis functions associated with newly created edges/nodal...
We consider a family of quadrilateral or hexahedral mixed hp-finite elements for an incompressible flow problem with Qr-elements for the velocity and discontinuous -elements for the pressure where the order r can vary from element to element between 2 and an arbitrary bound. For multilevel adaptive grids with hanging nodes and a sufficiently small mesh size, we prove the inf-sup condition uniformly with respect to the mesh size and the polynomial degree.
Finite Element Method (FEM) is often perceived as a unique and compact programming subject. Despite the fact that many FEM implementations mention the Object Oriented Approach (OOA), this approach is used completely, only in minority of cases in most real-life situations. For example, one of building stones of OOA, the interface-based polymorphism, is used only rarely. This article is focusing on the design reuse and at the same time it gives a complex view on FEM. The article defines basic principles...
We consider the approximation of elliptic boundary value problems by conforming finite element methods. A model problem, the Poisson equation with Dirichlet boundary conditions, is used to examine the convergence behavior of flux defined on an internal boundary which splits the domain in two. A variational definition of flux, designed to satisfy local conservation laws, is shown to lead to improved rates of convergence.
The finite element analysis of linear elliptic problems in two-dimensional domains with cusp points (turning points) is presented. This analysis needs on one side a generalization of results concerning the existence and uniqueness of the solution of a constinuous elliptic variational problem in a domain the boundary of which is Lipschitz continuous and on the other side a presentation of a new finite element interpolation theorem and other new devices.
Parameter sensitivities of prices for derivative contracts play an important role in model calibration as well as in quantification of model risk. In this paper a unified approach to the efficient numerical computation of all sensitivities for Markovian market models is presented. Variational approximations of the integro-differential equations corresponding to the infinitesimal generators of the market model differentiated with respect to the model parameters are employed. Superconvergent approximations...
We present a novel, cell-local shock detector for use with discontinuous Galerkin (DG) methods. The output of this detector is a reliably scaled, element-wise smoothness estimate which is suited as a control input to a shock capture mechanism. Using an artificial viscosity in the latter role, we obtain a DG scheme for the numerical solution of nonlinear systems of conservation laws. Building on work by Persson and Peraire, we thoroughly justify the...