A new non-conforming Petrov-Galerkin finite-element method with triangular elements for a singularly perturbed advection-diffusion problem
DOI10.1093/IMANUM/14.2.257zbMATH Open0806.65111OpenAlexW1972648014MaRDI QIDQ4294783FDOQ4294783
Authors: John J. H. Miller, Song Wang 
Publication date: 7 February 1995
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imanum/14.2.257
Recommendations
- A novel exponentially fitted triangular finite element method for an advection-diffusion problem with boundary layers
- Finite element methods for convection-diffusion problems using exponential splines on triangles
- A nonconforming combination of the finite element and volume methods with an anisotropic mesh refinement for a singularly perturbed convection-diffusion equation
- A nonconforming finite element method for a singularly perturbed boundary value problem
stabilityerror estimatesingular perturbationDelaunay triangulationcomparison of methodsadvection-diffusion problemexponentially fitted box methodexponentially fitted Petrov-Galerkin finite element method
Singular perturbations in context of PDEs (35B25) Boundary value problems for second-order elliptic equations (35J25) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50)
Cited In (38)
- On Stability and Convergence of a Finite Difference Approximation to a Parabolic Variational Inequality Arising From American Option Valuation
- Applying a power penalty method to numerically pricing American bond options
- Recent advances in numerical solution of HJB equations arising in option pricing
- A nonconforming combination of the finite element and volume methods with an anisotropic mesh refinement for a singularly perturbed convection-diffusion equation
- Flux-upwind stabilization of the discontinuous Petrov–Galerkin formulation with Lagrange multipliers for advection-diffusion problems
- A super-convergent unsymmetric finite volume method for convection-diffusion equations
- A brief survey on numerical methods for solving singularly perturbed problems
- A conservative and monotone mixed-hybridized finite element approximation of transport problems in heterogeneous domains
- Finite element analysis of an exponentially fitted non-lumped scheme for advection-diffusion equations
- ON CHAOTIC BEHAVIORS OF INCOMPRESSIBLE FLUID FLOWS IN TRIANGULAR DRIVEN CAVITIES
- On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models
- Mixed finite volume methods for semiconductor device simulation
- Estimation of effective diffusion coefficients of drug delivery devices in a flow-through system
- Numerical methods for the estimation of effective diffusion coefficients of 2D controlled drug delivery systems
- Pricing American bond options using a penalty method
- Convergence analysis of a finite volume method via a new nonconforming finite element method
- Fitted finite volume positive difference scheme for a stationary model of air pollution
- Convergence analysis for the full-upwind finite volume solution of a convection-diffusion problem
- The finite element method with weighted basis functions for singularly perturbed convection-diffusion problems
- Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing
- Accurate and approximate analytic solutions of singularly perturbed differential equations with two-dimensional boundary layers
- A fitted finite volume method for the valuation of options on assets with stochastic volatilities
- An analysis of a conforming exponentially fitted finite element method for a convection-diffusion problem
- Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing
- A superconvergent fitted finite volume method for Black-Scholes equations governing European and American option valuation
- Finite element methods for convection-diffusion problems using exponential splines on triangles
- Fitted finite volume method for pricing American options under regime-switching jump-diffusion models based on penalty method
- An a posteriori error estimate for finite element approximations of a singularly perturbed advection-diffusion problem
- An analysis of the Scharfetter-Gummel box method for the stationary semiconductor device equations
- Solving convection-dominated anisotropic diffusion equations by an exponentially fitted finite volume method.
- Particular solutions of singularly perturbed partial differential equations with constant coefficients in rectangular domains. I: Convergence analysis.
- A computational scheme for uncertain volatility model in option pricing
- Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities
- Numerical analysis for systems with memory arising from semiconductor simulations
- Genetic exponentially fitted method for solving multi-dimensional drift-diffusion equations
- Power penalty method for a linear complementarity problem arising from American option valuation
- Convergence analysis for an exponentially fitted finite volume method
- A novel exponentially fitted triangular finite element method for an advection-diffusion problem with boundary layers
This page was built for publication: A new non-conforming Petrov-Galerkin finite-element method with triangular elements for a singularly perturbed advection-diffusion problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4294783)
