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Face-to-face partition of 3D space with identical well-centered tetrahedra

Radim Hošek (2015)

Applications of Mathematics

The motivation for this paper comes from physical problems defined on bounded smooth domains Ω in 3D. Numerical schemes for these problems are usually defined on some polyhedral domains Ω h and if there is some additional compactness result available, then the method may converge even if Ω h → Ω only in the sense of compacts. Hence, we use the idea of meshing the whole space and defining the approximative domains as a subset of this partition. Numerical schemes for which quantities are defined on dual partitions...

Factorization of CP-rank- 3 completely positive matrices

Jan Brandts, Michal Křížek (2016)

Czechoslovak Mathematical Journal

A symmetric positive semi-definite matrix A is called completely positive if there exists a matrix B with nonnegative entries such that A = B B ⊤ . If B is such a matrix with a minimal number p of columns, then p is called the cp-rank of A . In this paper we develop a finite and exact algorithm to factorize any matrix A of cp-rank 3 . Failure of this algorithm implies that A does not have cp-rank 3 . Our motivation stems from the question if there exist three nonnegative polynomials of degree at most four that...

Fast convergence of the Coiflet-Galerkin method for general elliptic BVPs

Hani Akbari (2013)

International Journal of Applied Mathematics and Computer Science

We consider a general elliptic Robin boundary value problem. Using orthogonal Coifman wavelets (Coiflets) as basis functions in the Galerkin method, we prove that the rate of convergence of an approximate solution to the exact one is O(2−nN ) in the H 1 norm, where n is the level of approximation and N is the Coiflet degree. The Galerkin method needs to evaluate a lot of complicated integrals. We present a structured approach for fast and effective evaluation of these integrals via trivariate connection...

Fast deterministic pricing of options on Lévy driven assets

Ana-Maria Matache, Tobias Von Petersdorff, Christoph Schwab (2004)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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) ∂ t u + 𝒜 [ u ] = 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 linear...

Fast deterministic pricing of options on Lévy driven assets

Ana-Maria Matache, Tobias von Petersdorff, Christoph Schwab (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

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) ∂ t u + 𝒜 [ u ] = 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...

Fast multigrid solver

Petr Vaněk (1995)

Applications of Mathematics

In this paper a black-box solver based on combining the unknowns aggregation with smoothing is suggested. Convergence is improved by overcorrection. Numerical experiments demonstrate the efficiency.

FETI-DP domain decomposition methods for elasticity with structural changes: P-elasticity

Axel Klawonn, Patrizio Neff, Oliver Rheinbach, Stefanie Vanis (2011)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

We consider linear elliptic systems which arise in coupled elastic continuum mechanical models. In these systems, the strain tensor εP := sym (P-1∇u) is redefined to include a matrix valued inhomogeneity P(x) which cannot be described by a space dependent fourth order elasticity tensor. Such systems arise naturally in geometrically exact plasticity or in problems with eigenstresses. The tensor field P induces a structural change of the elasticity equations. For such a model the FETI-DP method is...

FETI-DP domain decomposition methods for elasticity with structural changes: P-elasticity

Axel Klawonn, Patrizio Neff, Oliver Rheinbach, Stefanie Vanis (2011)

ESAIM: Mathematical Modelling and Numerical Analysis

We consider linear elliptic systems which arise in coupled elastic continuum mechanical models. In these systems, the strain tensor εP := sym (P-1∇u) is redefined to include a matrix valued inhomogeneity P(x) which cannot be described by a space dependent fourth order elasticity tensor. Such systems arise naturally in geometrically exact plasticity or in problems with eigenstresses. The tensor field P induces a structural change of the elasticity equations. For such a model the FETI-DP method is...

Fictitious domain methods using cut elements: III. A stabilized Nitsche method for Stokes’ problem

Erik Burman, Peter Hansbo (2014)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

We extend our results on fictitious domain methods for Poisson’s problem to the case of incompressible elasticity, or Stokes’ problem. The mesh is not fitted to the domain boundary. Instead boundary conditions are imposed using a stabilized Nitsche type approach. Control of the non-physical degrees of freedom, i.e., those outside the physical domain, is obtained thanks to a ghost penalty term for both velocities and pressures. Both inf-sup stable and stabilized velocity pressure pairs are considered....

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