scholarly journals The Gradient Discretisation Method for Linear Advection Problems

2020 ◽  
Vol 20 (3) ◽  
pp. 437-458 ◽  
Author(s):  
Jérôme Droniou ◽  
Robert Eymard ◽  
Thierry Gallouët ◽  
Raphaèle Herbin
Keyword(s):  
Convergence Analysis ◽  
Hyperbolic Equations ◽  
Parabolic Partial Differential Equations ◽  
Numerical Tests ◽  
Simultaneous Design ◽  
Conforming Finite Element ◽  
Gradient Discretisation Method ◽  
Volume Method ◽  
Polytopal Meshes ◽  
Linear Scalar

AbstractWe adapt the Gradient Discretisation Method (GDM), originally designed for elliptic and parabolic partial differential equations, to the case of a linear scalar hyperbolic equations. This enables the simultaneous design and convergence analysis of various numerical schemes, corresponding to the methods known to be GDMs, such as finite elements (conforming or non-conforming, standard or mass-lumped), finite volumes on rectangular or simplicial grids, and other recent methods developed for general polytopal meshes. The scheme is of centred type, with added linear or non-linear numerical diffusion. We complement the convergence analysis with numerical tests based on the mass-lumped {\mathbb{P}_{1}} conforming and non-conforming finite element and on the hybrid finite volume method.

scholarly journals A policy iteration algorithm for nonzero-sum stochastic impulse games

2019 ◽  
Vol 65 ◽  
pp. 27-45
Author(s):  
René Aïd ◽  
Francisco Bernal ◽  
Mohamed Mnif ◽  
Diego Zabaljauregui ◽  
Jorge P. Zubelli
Keyword(s):  
Nash Equilibrium ◽  
Numerical Methods ◽  
Variational Inequalities ◽  
Convergence Analysis ◽  
Policy Iteration ◽  
Iteration Algorithm ◽  
Value Functions ◽  
Numerical Tests ◽  
Wide Range ◽  
Policy Iteration Algorithm

This work presents a novel policy iteration algorithm to tackle nonzero-sum stochastic impulse games arising naturally in many applications. Despite the obvious impact of solving such problems, there are no suitable numerical methods available, to the best of our knowledge. Our method relies on the recently introduced characterisation of the value functions and Nash equilibrium via a system of quasi-variational inequalities. While our algorithm is heuristic and we do not provide a convergence analysis, numerical tests show that it performs convincingly in a wide range of situations, including the only analytically solvable example available in the literature at the time of writing.

Coefficient Jump-Independent Approximation of the Conforming and Nonconforming Finite Element Solutions

2016 ◽  
Vol 8 (5) ◽  
pp. 722-736
Author(s):  
Shangyou Zhang
Keyword(s):  
Differential Equation ◽  
Finite Element ◽  
Elliptic Equations ◽  
Order Approximation ◽  
Elliptic Differential Equation ◽  
Optimal Order ◽  
Nonconforming Finite Element ◽  
Numerical Tests ◽  
Conforming Finite Element ◽  
Theoretical Finding

AbstractA counterexample is constructed. It confirms that the error of conforming finite element solution is proportional to the coefficient jump, when solving interface elliptic equations. The Scott-Zhang operator is applied to a nonconforming finite element. It is shown that the nonconforming finite element provides the optimal order approximation in interpolation, in L2-projection, and in solving elliptic differential equation, independent of the coefficient jump in the elliptic differential equation. Numerical tests confirm the theoretical finding.

scholarly journals Analysis of Generalized Multistep Collocation Solutions for Oscillatory Volterra Integral Equations

Mathematics ◽  
2020 ◽  
Vol 8 (11) ◽  
pp. 2004
Author(s):  
Hao Chen ◽  
Ling Liu ◽  
Junjie Ma
Keyword(s):  
Error Estimate ◽  
Convergence Analysis ◽  
Integral Equations ◽  
Volterra Integral Equations ◽  
Oscillatory Integrals ◽  
Collocation Methods ◽  
Schur Polynomials ◽  
Numerical Tests ◽  
Highly Oscillatory ◽  
Highly Oscillatory Integrals

In this work, we introduce a class of generalized multistep collocation methods for solving oscillatory Volterra integral equations, and study two kinds of convergence analysis. The error estimate with respect to the stepsize is given based on the interpolation remainder, and the nonclassical convergence analysis with respect to oscillation is developed by investigating the asymptotic property of highly oscillatory integrals. Besides, the linear stability is analyzed with the help of generalized Schur polynomials. Several numerical tests are given to show that the numerical results coincide with our theoretical estimates.

scholarly journals Immersed Interface CIP for One Dimensional Hyperbolic Equations

2014 ◽  
Vol 16 (1) ◽  
pp. 96-114
Author(s):  
Kazufumi Ito ◽  
Tomoya Takeuchi
Keyword(s):  
Hyperbolic Equations ◽  
Third Order ◽  
Immersed Interface ◽  
Order Of Accuracy ◽  
Piecewise Constant ◽  
One Dimensional ◽  
The Third ◽  
Numerical Tests ◽  
Jump Discontinuities ◽  
Constant Coefficients

AbstractThe immersed interface technique is incorporated into CIP method to solve one-dimensional hyperbolic equations with piecewise constant coefficients. The proposed method achieves the third order of accuracy in time and space in the vicinity of the interface where the coefficients have jump discontinuities, which is the same order of accuracy of the standard CIP scheme. Some numerical tests are given to verify the accuracy of the proposed method.

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