In a crystalline algorithm, a tangential velocity is used implicitly. In this short note, it is specified for the case of evolving plane curves, and is characterized by using the intrinsic heat equation.
The contact between two membranes can be described by a system of variational inequalities, where the unknowns are the displacements of the membranes and the action of a membrane on the other one. We first perform the analysis of this system. We then propose a discretization, where the displacements are approximated by standard finite elements and the action by a local postprocessing. Such a discretization admits an equivalent mixed reformulation. We prove the well-posedness of the discrete problem...
We apply a theoretical framework for solving a class of worst scenario problems to a problem with a nonlinear partial differential equation. In contrast to the one-dimensional problem investigated by P. Harasim in Appl. Math. 53 (2008), No. 6, 583–598, the two-dimensional problem requires stronger assumptions restricting the admissible set to ensure the monotonicity of the nonlinear operator in the examined state problem, and, as a result, to show the existence and uniqueness of the state solution....
The solvability of time-harmonic Maxwell equations in the 3D-case with nonhomogeneous conductivities is considered by adapting Sobolev space technique and variational formulation of the problem in question. Moreover, a finite element approximation is presented in the 3D-case together with an error estimate in the energy norm. Some remarks are given to the 2D-problem arising from geophysics.
This article presents the principal results of the doctoral thesis “Direct Operational Methods in the Environment of a Computer Algebra System” by Margarita Spiridonova (Institute of mathematics and Informatics, BAS), successfully defended before the Specialised Academic Council for Informatics and Mathematical Modelling on 23 March, 2009.The presented research is related to the operational calculus approach and its representative applications. Operational methods are considered, as well as their...
This paper is devoted to the numerical solution of nonlinear elliptic partial differential equations. Such problems describe various phenomena in science. An approach that exploits Hilbert space theory in the numerical study of elliptic PDEs is the idea of preconditioning operators. In this survey paper we briefly summarize the main lines of this theory with various applications.
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...
We propose a general approach for the numerical approximation of optimal control problems governed by a linear advection–diffusion equation, based on a stabilization method applied to the lagrangian functional, rather than stabilizing the state and adjoint equations separately. This approach yields a coherently stabilized control problem. Besides, it allows a straightforward a posteriori error estimate in which estimates of higher order terms are needless. Our a posteriori estimates stems from splitting...
We propose a general approach for the numerical approximation of optimal control problems governed by a linear advection–diffusion equation, based on a stabilization method applied to the Lagrangian functional, rather than stabilizing the state and adjoint equations separately. This approach yields a coherently stabilized control problem. Besides, it allows a straightforward a posteriori error estimate in which estimates of higher order terms are needless. Our a posteriori estimates stems from...
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...
We prove the optimal convergence of a discontinuous-Galerkin-based immersed boundary method introduced earlier [Lew and Buscaglia, Int. J. Numer. Methods Eng.76 (2008) 427–454]. By switching to a discontinuous Galerkin discretization near the boundary, this method overcomes the suboptimal convergence rate that may arise in immersed boundary methods when strongly imposing essential boundary conditions. We consider a model Poisson's problem with homogeneous boundary conditions over two-dimensional...
We prove the optimal convergence of a discontinuous-Galerkin-based immersed boundary method introduced earlier [Lew and Buscaglia, Int. J. Numer. Methods Eng.76 (2008) 427–454]. By switching to a discontinuous Galerkin discretization near the boundary, this method overcomes the suboptimal convergence rate that may arise in immersed boundary methods when strongly imposing essential boundary conditions. We consider a model Poisson's problem with homogeneous boundary conditions over two-dimensional...
We present an improved, near-optimal hp error estimate for a non-conforming finite element method, called the mortar method (M0). We also present a new hp mortaring technique, called the mortar method (MP), and derive h, p and hp error estimates for it, in the presence of quasiuniform and non-quasiuniform meshes. Our theoretical results, augmented by the computational evidence we present, show that like (M0), (MP) is also a viable mortaring technique for the hp method.
The present paper studies an optimization problem of dynamically loaded cylindrical tubes. This is a problem of linear elasticity theory. As we search for the optimal thickness of the tube which minimizes the displacement under forces, this is a problem of shape optimization. The mathematical model is given by a differential equation (ODE and PDE, respectively); the mechanical problem is described as an optimal control problem. We consider both the stationary (time independent) and the transient...