The aim of this work is to investigate the variational discretization and mixed finite element methods for optimal control problem governed by semi linear parabolic equations with integral constraint. The state and co-state are approximated by the lowest order Raviart-Thomas mixed finite element spaces and the control is not discreted. Optimal error estimates in L2 are established for the state...

We present a high-order discontinuous Galerkin discretization of the unsteady incompressible Navier-Stokes equations in convection-dominated flows using triangular and tetrahedral meshes. The scheme is based on a semi-explicit temporal discretization with explicit treatment of the nonlinear term and implicit treatment of the Stokes operator. The nonlinear term is discretized in divergence form ...

In this paper, we consider reinitializing level functions through equation /tþ sgnð/Þðkr/k 1Þ 1⁄4 0 [16]. The method of Russo and Smereka [11] is taken in the spatial discretization of the equation. The spatial discretization is, simply speaking, the second order ENO finite difference with subcell resolution near the interface. Our main interest is on the temporal discretization of the equation...

Inspired by the article Weak Convergence Rate of a Time-Discrete Scheme for Heston Stochastic Volatility Model, Chao Zheng, SIAM Journal on Numerical Analysis 2017, 55:3, 1243–1263, we studied weak error discretization schemes model, which are based exact simulation underlying volatility process. Both an Euler- and trapezoidal-type scheme log-asset price, established order one smooth payoffs wi...

The semi-implicit leapfrog time-discretization is a workhorse algorithm for initial-value MHD codes to bridge between vastly separated time scales. Inclusion of atomic interactions with neutrals breaks the functional structure equations that exploited by leapfrog. We address how best integrate physics into Following Crank-Nicolson method, one approach time-center in linear solver and use Newton...

An all speed scheme for the Isentropic Euler equation is presented in this paper. When the Mach number tends to zero, the compressible Euler equation converges to its incompressible counterpart, in which the density becomes a constant. Increasing approximation errors and severe stability constraints are the main difficulty in the low Mach regime. The key idea of our all speed scheme is the spec...

This article is concerned with the analysis of semi-discrete-in-space and fully-discrete approximations of the null controllability (and controllability to the trajectories) for parabolic equations. We propose an abstract setting for space discretizations that potentially encompasses various numerical methods and we study how the controllability problems depend on the discretization parameters....