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A Posteriori Error Analysis for A Class of Integral Equations and Variational Inequalities
Integral Equations Variational Inequalities
2015/12/11
We consider elliptic and parabolic variational equations and inequalities governed by
integro-differential operators of order 2s ∈ (0,2]. Our main motivation is the pricing of European
or Amer...
A POSTERIORI ERROR ANALYSIS FOR PARABOLIC VARIATIONAL INEQUALITIES
variational inequality American option pricing
2015/12/11
Motivated by the pricing of American options for baskets we consider a parabolic variational inequality in a bounded polyhedral domain Ω ⊂ Rd with a continuous piecewise smooth obstacle.
...
Error Analysis of a Dual-parametric Bi-quadratic FEM in Cavitation Computation in Elasticity
error analysis dual-parametric bi-quadratic finite element
2014/12/5
The orientation preserving conditions and approximation errors of a dual-parametric bi-quadratic finite element method for the computation of both
radially symmetric and general nonsymmetric cavity s...
A posteriori error analysis for a continuous space-time finite element method for a hyperbolic integro-differential equation
integro-differential equation continuous Galerkin finite element method convolution kernel stability a posteriori estimate
2012/5/9
An integro-differential equation of hyperbolic type, with mixed boundary conditions, is considered. A continuous space-time finite element method of degree one is formulated. A posteriori error repres...
Error analysis for weighted higher order compact finite difference scheme
Finite Difference Schemes High Order Compact Schemes
2010/9/16
In this paper, we analyze a type of finite-difference schemes, a newly developed Weighted Compact Scheme (WCS) developed by L. Jiang L, H.Shan, C. Liu, [Weight Compact Scheme for Shock Capturing, Inte...
Four primal discontinuous Galerkin methods are applied to solve
reactive transport problems, namely, Oden-Babu$\check{s}$ka-Baumann
DG (OBB-DG), non-symmetric interior penalty Galerkin (NIPG),
symm...