A new non-conforming Petrov-Galerkin finite-element method with triangular elements for a singularly perturbed advection-diffusion problem

From MaRDI portal
Publication:4294783


DOI10.1093/imanum/14.2.257zbMath0806.65111MaRDI QIDQ4294783

Songgui Wang, John J. H. Miller

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


35J25: Boundary value problems for second-order elliptic equations

35B25: Singular perturbations in context of PDEs

65N15: Error bounds for boundary value problems involving PDEs

65N12: Stability and convergence of numerical methods for boundary value problems involving PDEs

65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs

65N50: Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs


Related Items

A nonconforming combination of the finite element and volume methods with an anisotropic mesh refinement for a singularly perturbed convection-diffusion equation, Mixed finite volume methods for semiconductor device simulation, Convergence analysis of a finite volume method via a new nonconforming finite element method, An analysis of the Scharfetter-Gummel box method for the stationary semiconductor device equations, Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method, ON CHAOTIC BEHAVIORS OF INCOMPRESSIBLE FLUID FLOWS IN TRIANGULAR DRIVEN CAVITIES, Flux-upwind stabilization of the discontinuous Petrov–Galerkin formulation with Lagrange multipliers for advection-diffusion problems, Convergence analysis for the full-upwind finite volume solution of a convection-diffusion problem, Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities, On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models, Pricing American bond options using a penalty method, Estimation of effective diffusion coefficients of drug delivery devices in a flow-through system, The finite element method with weighted basis functions for singularly perturbed convection-diffusion problems, A brief survey on numerical methods for solving singularly perturbed problems, Numerical methods for the estimation of effective diffusion coefficients of 2D controlled drug delivery systems, A conservative and monotone mixed-hybridized finite element approximation of transport problems in heterogeneous domains, Fitted finite volume positive difference scheme for a stationary model of air pollution, 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 computational scheme for uncertain volatility model in option pricing, Finite element methods for convection-diffusion problems using exponential splines on triangles, A novel exponentially fitted triangular finite element method for an advection-diffusion problem with boundary layers, An a posteriori error estimate for finite element approximations of a singularly perturbed advection-diffusion problem, 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., Numerical analysis for systems with memory arising from semiconductor simulations, An analysis of a conforming exponentially fitted finite element method for a convection-diffusion problem, Applying a power penalty method to numerically pricing American bond options, A super-convergent unsymmetric finite volume method for convection-diffusion equations, Power penalty method for a linear complementarity problem arising from American option valuation, A fitted finite volume method for the valuation of options on assets with stochastic volatilities, Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing, Convergence analysis for an exponentially fitted Finite Volume Method, Genetic Exponentially Fitted Method for Solving Multi-dimensional Drift-diffusion Equations, Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing, On Stability and Convergence of a Finite Difference Approximation to a Parabolic Variational Inequality Arising From American Option Valuation, A superconvergent fitted finite volume method for <scp>B</scp>lack–<scp>S</scp>choles equations governing <scp>E</scp>uropean and <scp>A</scp>merican option valuation