Search results for " method"
showing 10 items of 10455 documents
A Domain Imbedding Method with Distributed Lagrange Multipliers for Acoustic Scattering Problems
2003
The numerical computation of acoustic scattering by bounded twodimensional obstacles is considered. A domain imbedding method with Lagrange multipliers is introduced for the solution of the Helmholtz equation with a second-order absorbing boundary condition. Distributed Lagrange multipliers are used to enforce the Dirichlet boundary condition on the scatterer. The saddle-point problem arising from the conforming finite element discretization is iteratively solved by the GMRES method with a block triangular preconditioner. Numerical experiments are performed with a disc and a semi-open cavity as scatterers.
New Invariant Domain Preserving Finite Volume Schemes for Compressible Flows
2021
We present new invariant domain preserving finite volume schemes for the compressible Euler and Navier–Stokes–Fourier systems. The schemes are entropy stable and preserve positivity of density and internal energy. More importantly, their convergence towards a strong solution of the limit system has been proved rigorously in [9, 11]. We will demonstrate their accuracy and robustness on a series of numerical experiments.
A Fixed Domain Approach in Shape Optimization Problems with Neumann Boundary Conditions
2008
Fixed domain methods have well-known advantages in the solution of variable domain problems, but are mainly applied in the case of Dirichlet boundary conditions. This paper examines a way to extend this class of methods to the more difficult case of Neumann boundary conditions.
$$\mathscr {K}$$-Convergence of Finite Volume Solutions of the Euler Equations
2020
We review our recent results on the convergence of invariant domain-preserving finite volume solutions to the Euler equations of gas dynamics. If the classical solution exists we obtain strong convergence of numerical solutions to the classical one applying the weak-strong uniqueness principle. On the other hand, if the classical solution does not exist we adapt the well-known Prokhorov compactness theorem to space-time probability measures that are generated by the sequences of finite volume solutions and show how to obtain the strong convergence in space and time of observable quantities. This can be achieved even in the case of ill-posed Euler equations having possibly many oscillatory s…
An explicit unconditionally stable numerical solution of the advection problem in irrotational flow fields
2004
[1] A new methodology for the Eulerian numerical solution of the advection problem is proposed. The methodology is based on the conservation of both the zero- and the first-order spatial moments inside each element of the computational domain and leads to the solution of several small systems of ordinary differential equations. Since the systems are solved sequentially (one element after the other), the method can be classified as explicit. The proposed methodology has the following properties: (1) it guarantees local and global mass conservation, (2) it is unconditionally stable, and (3) it applies second-order approximation of the concentration and its fluxes inside each element. Limitati…
A Stieltjes Approach to Static Hedges
2014
Static hedging of complicated payoff structures by standard instruments becomes increasingly popular in finance. The classical approach is developed for quite regular functions, while for less regular cases, generalized functions and approximation arguments are used. In this note, we discuss the regularity conditions in the classical decomposition formula due to P. Carr and D. Madan (in Jarrow ed, Volatility, pp. 417–427, Risk Publ., London, 1998) if the integrals in this formula are interpreted as Lebesgue integrals with respect to the Lebesgue measure. Furthermore, we show that if we replace these integrals by Lebesgue–Stieltjes integrals, the family of representable functions can be exte…
Jacobi Fields, Conjugate Points
2001
Let us go back to the action principle as realized by Jacobi, i.e., time is eliminated, so we are dealing with the space trajectory of a particle. In particular, we want to investigate the conditions under which a path is a minimum of the action and those under which it is merely an extremum. For illustrative purposes we consider a particle in two-dimensional real space.
Semi-discrete Galerkin approximation method applied to initial boundary value problems for Maxwell's equations in anisotropic, inhomogeneous media
1981
SynopsisIn this paper the semi-discrete Galerkin approximation of initial boundary value problems for Maxwell's equations is analysed. For the electric field a hyperbolic system of equations is first derived. The standard Galerkin method is applied to this system and a priori error estimates are established for the approximation.
Stochastic Response on Non-Linear Systems under Parametric Non-Gaussian Agencies
1992
The probabilistic response characterization of non-linear systems subjected to non-normal delta correlated parametric excitation is obtained. In order to do this an extension of both Ito’s differential rule and the Fokker-Planck equation is presented, enabling one to account for the effect of the non-normal input. The validity of the approach reported here is confirmed by results obtained by means of a Monte Carlo simulation.
The added value of studying embodied responses in couple therapy research : A case study
2019
This article reports on the added value of embodied responses identified through sympathetic nervous system (SNS) activity in couple therapy research. It focuses on moments of change and the timing of therapeutic interventions or therapeutic moves in a couple therapy session. The data for this single‐case study comprise couple therapy process videotapes recorded in a multi‐camera setting, and measurements of participants’ SNS activity. The voluntary participants were a marital couple in their late thirties and two middle‐aged male psychotherapists. The division into topic segments showed how the key issue of seeking help, which was found to comprise three separate components, was repeatedly…