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

DOI10.1093/IMANUM/14.2.257MaRDI QIDQ4294783zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stabilityerror estimatesingular perturbationDelaunay triangulationcomparison of methodsadvection-diffusion problemexponentially fitted box methodexponentially fitted Petrov-Galerkin finite element method

Mathematics Subject Classification ID

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)

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Cited in

(38)

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• Flux-upwind stabilization of the discontinuous Petrov–Galerkin formulation with Lagrange multipliers for advection-diffusion problems
• 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
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• 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
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• A fitted finite volume method for the valuation of options on assets with stochastic volatilities
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• Solving convection-dominated anisotropic diffusion equations by an exponentially fitted finite volume method.
• Fitted finite volume method for pricing American options under regime-switching jump-diffusion models based on penalty method
• Particular solutions of singularly perturbed partial differential equations with constant coefficients in rectangular domains. I: Convergence analysis.
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• 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

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