Showing papers in "Applied Numerical Mathematics in 2014"

TL;DR: A Nitsche formulation is proposed which allows for discontinuities along the interface with optimal a priori error estimates in the Stokes equations involving two immiscible incompressible fluids with different viscosities and with surface tension.

TL;DR: In this paper, the authors considered an inverse source problem for a time-fractional diffusion equation with variable coefficients in a general bounded domain, and proposed a modified quasi-boundary value regularization method to deal with the inverse source problems and obtain two kinds of convergence rates by using an a priori and an a posteriori regularization parameter choice rule, respectively.

TL;DR: In this article, a spectral collocation method is applied to solve the generalized pantograph equation with variable coefficients on a semi-infinite domain, based on Jacobi rational functions and Gauss quadrature integration.

TL;DR: This work studies the use of Krylov subspace recycling for the solution of a sequence of slowly-changing families of linear systems, where each family consists of shifted linear systems that differ in the coefficient matrix only by multiples of the identity.

TL;DR: This paper discusses solution techniques of Newton-multigrid type for the resulting nonlinear saddle-point block-systems if higher order continuous Galerkin–Petrov time discretizations are applied to the nonstationary incompressible Navier–Stokes equations.

TL;DR: In this paper, the authors proposed families of IMEX time discretization schemes for the pricing of options under a jump-diffusion process, which lead to tridiagonal systems.

TL;DR: In this paper, a priori error analysis of Trefftz discontinuous Galerkin methods for time-harmonic wave propagation problems developed in previous papers is extended to acoustic scattering problems and locally refined meshes.

TL;DR: In this paper, a meshless product integration (MPI) method is proposed to solve weakly singular Fredholm integral equations by combining the product integration and collocation methods, which does not require any background mesh for its approximations and numerical integrations unlike other product integration methods.

TL;DR: In this article, the Legendre collocation discretization is used to obtain the approximate solution and approximate derivatives up to order k of the solution for neutral kth-order Volterra integro-differential equation with a regular kernel.

TL;DR: The construction of SDIMSIMs for all types with Runge-Kutta stability property is described and efficiency of the constructed methods is shown by numerical experiments.

TL;DR: In this paper, a new anisotropic hp-adaptive technique was proposed for the numerical solution of various scientific and engineering problems governed by partial differential equations in 2D with the aid of a discontinuous piecewise polynomial approximation.

TL;DR: In this article, the authors consider the theoretical study of time harmonic Maxwell's equations in presence of sign-changing coefficients, in a two-dimensional configuration, and provide new results on the scalar equations.

TL;DR: This work proposes an informed Non-negative Matrix Factorization, where some components of the profile matrix are set to zero or to a constant positive value, which is used to estimate source contributions of airborne particles from both industrial and natural influences.

TL;DR: This paper considers a reduced basis method based on an iterative Dirichlet-Neumann coupling for homogeneous domain decomposition of elliptic [email protected]?s and proves convergence of the iterative reduced scheme, derive rigorous a-posteriori error bounds and provide a full offline/online decomposition.

TL;DR: A variational inequality (VI) and a mixed formulation for an elliptic obstacle problem are considered and the numerical experiments show exponential convergence up to the desired tolerance.

TL;DR: In this paper, the authors examined the structure of subspace migration imaging functional and proposed an improved imaging functional weighted by the frequency, which not only retains the advantages of the traditional imaging functional but also improves the imaging performance.

TL;DR: Although discontinuities may occur in various orders of the derivative of the solutions, it is shown that the m-degree DG solutions have ( m + 1 ) th order accuracy in L ∞ norm.

TL;DR: In this paper, the authors investigate pointwise approximation of the solution of a scalar stochastic differential equation in case when drift coefficient is a Caratheodory mapping and diffusion coefficient is only piecewise Holder continuous with Holder exponent @r@?(0,1).

TL;DR: An efficient finite element method to take account of the nonlinearity of the magnetic materials when analyzing three-dimensional eddy current problems is presented in this paper.

TL;DR: It is proved that the new inflow-implicit/outflow-explicit IIOE method is exact for any choice of a discrete time step on uniform rectangular grids and its formal second order accuracy in space and time for 1D advection problems with variable velocity is shown.

TL;DR: A new unconditionally stable hybrid numerical method for minimizing the piecewise constant Mumford–Shah functional of image segmentation is proposed and it is proved the unconditional stability of the proposed scheme is unconditional.

TL;DR: In this paper, the authors consider the numerical integration of non-autonomous separable parabolic equations using high order splitting methods with complex coefficients, and propose a class of methods that allows us to evaluate all time-dependent operators at real values of the time, leading to schemes which are stable and simple to implement.

TL;DR: Numerical examples illustrate that FGMRES with a suitably chosen solution subspace may determine approximate solutions of higher quality than commonly applied iterative methods.

TL;DR: In this article, a two-dimensional integration and a backward recursion of the Fourier coefficients are used for Asian options with early-exercise features, in which several numerical techniques, like Fourier cosine expansions, Clenshaw-Curtis quadrature and Fast Fourier Transform (FFT) are employed.

TL;DR: In this article, the authors introduce the electromagnetic quasi-static models in a simple but meaningful way, relying on the dimensional analysis of Maxwell's equations, and show how the MQS and EQS models result from having replaced fields by their first order truncations of Taylor expansions with respect to these small parameters.

TL;DR: In this paper, the mean square stability and convergence of the split-step @q-method for stochastic differential equations with fixed time delay was studied and proved to be exponentially mean square stable and converge with strong order 1/2.

TL;DR: A conjecture for the optimal combination for the particular case of a small RC circuit is proved, and a transmission condition which includes a time derivative is presented and analyzed.

TL;DR: In this article, a new mixed finite element procedure for solving compressible miscible displacement in porous media was proposed, which can preserve the mass conservation globally, the coefficient matrix of the mixed system is symmetric positive definite and the flux equation is separated from the pressure equation.

TL;DR: It is proved that the global effectivity indices in the L^2-norm converge to unity at O(h^1^/^2) rate, and it is shown that the observed numerical convergence rates are higher than the theoretical rates.