The purpose of this study is to derive optimal shapes of a body located in viscous flows by the finite element method using the acoustic velocity and the four-step explicit scheme. The formulation is based on an optimal control theory in which a performance function of the fluid force is introduced. The performance function should be minimized satisfying the state equation. This problem can be ...

Abstract. Stochastic Collocation (SC) has been studied and used in different disciplines for Uncertainty Quantification (UQ). The method consists of computing a set of appropriate points, called collocation points, and then using Lagrange interpolation to construct the probability density function (pdf) of the quantity of interest (QoI). The collocation points are usually chosen as Gauss quadra...

We develop space-time adaptive and high-order methods for valuing American options using a partial differential equation (PDE) approach. The linear complementarity problem arising due to the free boundary is handled by a penalty method. Both finite difference and finite element methods are considered for the space discretization of the PDE, while classical finite differences, such as Crank-Nico...

In this study, a new algorithm is introduced for the numerical solution of equal width (EW) equation. This created by using collocation finite element method based on decic B-spline functions space discretization EW equation and Crank-Nicolson time his The obtained results are compared with previous ones to see efficiency accuracy proposed method.

A new multiscale algorithm is introduced based on the framework of the heterogeneous multiscale method. The mixed finite element method used ensures continuity of the flux within the entire domain. This method is shown to be free of “resonance error” and uses less memory than the mixed multiscale finite element method. To account for the highstochastic dimensionality of the permeability field, ...

We consider natural convection in flow saturated porous media with random porosity. The porosity is treated as a random field and a stochastic finite element method is developed. The stochastic projection method is considered for the solution of the high-dimensional stochastic Navier-Stokes equations since it leads to the uncoupling of the velocity and pressure degrees of freedom. Because of th...

We present a construction of a gradient recovery operator based on an oblique projection, where the basis functions of two involved spaces satisfy a condition of biorthogonality. The biorthogonality condition guarantees that the recovery operator is local. 1. Introduction. One reason for the success of the finite element method for solving partial differential equations is that a reliable a pos...

Stratégia adaptívneho riadenia pre triedu nelineárneho rozvoja bioprocesov This paper presents the control problem of a class of propagation bioprocesses that are carried out in fixed bed reactors. Since the dynamics of these processes are described by partial differential equations, in order to obtain useful models for control purposes, a possible method consists of approximation of their infi...

The method of orthogonal collocation for solving boundary value problems in ordinary diierential equation is described, and its relationship to classical nite diierence methods is illustrated. Numerical examples demonstrate the capabilities of software based on orthogonal collocation for analyzing nonlinear diierential equations. A new discretiza-tion method for the solution of elliptic partial...

Several numerical methods for approximating the solution of Hammerstein integral equations are known. For Fredholm-Hammerstein integral equations, the classical method of successive approximations was introduced in [16]. A variation of the Nystrom method was presented in [11]. A collocation-type method was developed in [9]. In [3], Brunner applied a collocation-type method to nonlinear Volterra...