scholarly journals Eulerian time-stepping schemes for the non-stationary Stokes equations on time-dependent domains

2022 ◽  
Author(s):  
Erik Burman ◽  
Stefan Frei ◽  
Andre Massing
Keyword(s):  
Parabolic Equation ◽  
Stokes Equations ◽  
A Priori ◽  
Time Dependent ◽  
Numerical Examples ◽  
Time Stepping ◽  
Discretisation Error ◽  
Moving Domains ◽  
Theoretical Results ◽  
Norm Error

AbstractThis article is concerned with the discretisation of the Stokes equations on time-dependent domains in an Eulerian coordinate framework. Our work can be seen as an extension of a recent paper by Lehrenfeld and Olshanskii (ESAIM: M2AN 53(2):585–614, 2019), where BDF-type time-stepping schemes are studied for a parabolic equation on moving domains. For space discretisation, a geometrically unfitted finite element discretisation is applied in combination with Nitsche’s method to impose boundary conditions. Physically undefined values of the solution at previous time-steps are extended implicitly by means of so-called ghost penalty stabilisations. We derive a complete a priori error analysis of the discretisation error in space and time, including optimal $$L^2(L^2)$$ L 2 ( L 2 ) -norm error bounds for the velocities. Finally, the theoretical results are substantiated with numerical examples.

scholarly journals Doubly Degenerate Parabolic Equation with Time-Dependent Gradient Source and Initial Data Measures

2020 ◽  
Vol 2020 ◽  
pp. 1-11
Author(s):  
Lihua Deng ◽  
Xianguang Shang
Keyword(s):  
Parabolic Equation ◽  
Initial Data ◽  
Degenerate Parabolic Equation ◽  
A Priori Estimates ◽  
A Priori ◽  
Local Existence ◽  
Time Dependent ◽  
Priori Estimates ◽  
The Cauchy Problem ◽  
Degenerate Parabolic

This paper is devoted to the Cauchy problem for a class of doubly degenerate parabolic equation with time-dependent gradient source, where the initial data are Radon measures. Using the delicate a priori estimates, we first establish two local existence results. Furthermore, we show that the existence of solutions is optimal in the class considered here.

An L∞-error Estimate for the h-p Version Continuous Petrov-Galerkin Method for Nonlinear Initial Value Problems

2015 ◽  
Vol 5 (4) ◽  
pp. 301-311 ◽  
Author(s):  
Lijun Yi
Keyword(s):  
Error Estimate ◽  
Galerkin Method ◽  
Error Bound ◽  
Initial Value Problems ◽  
Initial Value ◽  
Numerical Examples ◽  
Time Stepping ◽  
Theoretical Results

AbstractThe h-p version of the continuous Petrov-Galerkin time stepping method is analyzed for nonlinear initial value problems. An L∞-error bound explicit with respect to the local discretization and regularity parameters is derived. Numerical examples are provided to illustrate the theoretical results.

OPTIMAL SUPERHEDGING UNDER NON-CONVEX CONSTRAINTS — A BSDE APPROACH

2008 ◽  
Vol 11 (04) ◽  
pp. 363-380 ◽  
Author(s):  
CHRISTIAN BENDER ◽  
MICHAEL KOHLMANN
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Numerical Methods ◽  
Borrowing Constraints ◽  
Time Dependent ◽  
Convex Constraints ◽  
Numerical Examples ◽  
Black Scholes ◽  
Backward Sdes ◽  
Theoretical Results

We apply theoretical results by Peng on supersolutions for Backward SDEs (BSDEs) to the problem of finding optimal superhedging strategies in a generalized Black–Scholes market under constraints. Constraints may be imposed simultaneously on wealth process and portfolio. They may be non-convex, time-dependent, and random. The BSDE method turns out to be an extremely useful tool for modeling realistic markets: in this paper, it is shown how more realistic constraints on the portfolio may be formulated via BSDE theory in terms of the amount of money invested, the portfolio proportion, or the number of shares held. Based on recent advances on numerical methods for BSDEs (in particular, the forward scheme by Bender and Denk [1]), a Monte Carlo method for approximating the superhedging price is given, which demonstrates the practical applicability of the BSDE method. Some numerical examples concerning European and American options under non-convex borrowing constraints are presented.

scholarly journals Error estimates of finite volume method for Stokes optimal control problem

2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Lin Lan ◽  
Ri-hui Chen ◽  
Xiao-dong Wang ◽  
Chen-xia Ma ◽  
Hao-nan Fu
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Error Estimates ◽  
Finite Volume ◽  
Stokes Equations ◽  
A Priori ◽  
The State ◽  
Element Approximation ◽  
Norm Error

AbstractIn this paper, we discuss a priori error estimates for the finite volume element approximation of optimal control problem governed by Stokes equations. Under some reasonable assumptions, we obtain optimal $L^{2}$ L 2 -norm error estimates. The approximate orders for the state, costate, and control variables are $O(h^{2})$ O ( h 2 ) in the sense of $L^{2}$ L 2 -norm. Furthermore, we derive $H^{1}$ H 1 -norm error estimates for the state and costate variables. Finally, we give some conclusions and future works.

scholarly journals An inventory model for multiple items assuming time-varying demands and limited storage

2021 ◽  
Author(s):  
Luis A. San-José ◽  
Manuel González-De-la-Rosa ◽  
Joaquín Sicilia ◽  
Jaime Febles-Acosta
Keyword(s):  
Inventory Model ◽  
Inventory Systems ◽  
Decision Makers ◽  
Time Dependent ◽  
Time Varying ◽  
Limited Capacity ◽  
Inventory Policy ◽  
Numerical Examples ◽  
Multiple Products ◽  
Theoretical Results

AbstractA model for inventory systems with multiple products is studied. Demands of items are time-dependent and follow power patterns. Shortages are allowed and fully backlogged. For this inventory system, our findings provide the efficient inventory policy that helps decision-makers to obtain the initial inventory levels and the reorder points that maximize the profit per unit time. Moreover, when it is assumed that the warehouse used for the storage of products has a limited capacity, the optimal inventory policy is also developed. The model presented here extends some inventory systems studied by other authors. Numerical examples are introduced to illustrate the applicability of the theoretical results presented.

scholarly journals Inverse Coefficient Problem of the Parabolic Equation with Periodic Boundary and Integral Overdetermination Conditions

2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Fatma Kanca
Keyword(s):  
Parabolic Equation ◽  
Continuous Dependence ◽  
Periodic Boundary ◽  
Fourier Method ◽  
Time Dependent ◽  
Coefficient Problem ◽  
Inverse Coefficient Problem ◽  
Numerical Examples ◽  
Integral Overdetermination ◽  
Inverse Coefficient

This paper investigates the inverse problem of finding a time-dependent diffusion coefficient in a parabolic equation with the periodic boundary and integral overdetermination conditions. Under some assumption on the data, the existence, uniqueness, and continuous dependence on the data of the solution are shown by using the generalized Fourier method. The accuracy and computational efficiency of the proposed method are verified with the help of the numerical examples.

scholarly journals Passivity and Synchronization of Multiple Multi-Delayed Neural Networks via Impulsive Control

2020 ◽  
Vol 2020 ◽  
pp. 1-11
Author(s):  
Yong Wang ◽  
Zhichun Yang ◽  
Tonglai Liu ◽  
Hong-An Tang
Keyword(s):  
Neural Networks ◽  
Linear Matrix Inequalities ◽  
Lyapunov Functional ◽  
Impulsive Control ◽  
Time Dependent ◽  
Linear Matrix ◽  
Matrix Inequalities ◽  
Numerical Examples ◽  
Delayed Neural Networks ◽  
Theoretical Results

This paper is concerned with the passivity and synchronization for multiple multi-delayed neural networks (MMDNNs) under impulsive control. To ensure the passivity, input strict passivity, and output strict passivity in MMDNNs, a suitable impulsive controller is designed. Moreover, an impulsive time-dependent Lyapunov functional is exploited to obtain the synchronization criterion of MMDNNs, where the criterion is formulated by linear matrix inequalities. Numerical examples are given to verify the validity of the theoretical results.

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