On the Convergence of Finite-Difference Schemes for Parabolic Equations with Variable Coefficients.
A number of approaches for discretizing partial differential equations with random data are based on generalized polynomial chaos expansions of random variables. These constitute generalizations of the polynomial chaos expansions introduced by Norbert Wiener to expansions in polynomials orthogonal with respect to non-Gaussian probability measures. We present conditions on such measures which imply mean-square convergence of generalized polynomial chaos expansions to the correct limit and complement...
A number of approaches for discretizing partial differential equations with random data are based on generalized polynomial chaos expansions of random variables. These constitute generalizations of the polynomial chaos expansions introduced by Norbert Wiener to expansions in polynomials orthogonal with respect to non-Gaussian probability measures. We present conditions on such measures which imply mean-square convergence of generalized polynomial...
The present work is a mathematical analysis of two algorithms, namely the Roothaan and the level-shifting algorithms, commonly used in practice to solve the Hartree-Fock equations. The level-shifting algorithm is proved to be well-posed and to converge provided the shift parameter is large enough. On the contrary, cases when the Roothaan algorithm is not well defined or fails in converging are exhibited. These mathematical results are confronted to numerical experiments performed by chemists.
Si discretizza il problema dell'ostacolo parabolico con differenze all'indietro nel tempo ed elementi finiti lineari nello spazio e si dimostrano stime dell'errore per la frontiera libera discreta.
In this article we consider elliptic partial differential equations with random coefficients and/or random forcing terms. In the current treatment of such problems by stochastic Galerkin methods it is standard to assume that the random diffusion coefficient is bounded by positive deterministic constants or modeled as lognormal random field. In contrast, we make the significantly weaker assumption that the non-negative random coefficients can be bounded strictly away from zero and infinity by random...
Using systematically a tricky idea of N.V. Krylov, we obtain general results on the rate of convergence of a certain class of monotone approximation schemes for stationary Hamilton-Jacobi-Bellman equations with variable coefficients. This result applies in particular to control schemes based on the dynamic programming principle and to finite difference schemes despite, here, we are not able to treat the most general case. General results have been obtained earlier by Krylov for finite difference...
Using systematically a tricky idea of N.V. Krylov, we obtain general results on the rate of convergence of a certain class of monotone approximation schemes for stationary Hamilton-Jacobi-Bellman equations with variable coefficients. This result applies in particular to control schemes based on the dynamic programming principle and to finite difference schemes despite, here, we are not able to treat the most general case. General results have been obtained earlier by Krylov for finite...
The LBB condition is well-known to guarantee the stability of a finite element (FE) velocity - pressure pair in incompressible flow calculations. To ensure the condition to be satisfied a certain constant should be positive and mesh-independent. The paper studies the dependence of the LBB condition on the domain geometry. For model domains such as strips and rings the substantial dependence of this constant on geometry aspect ratios is observed. In domains with highly anisotropic substructures...