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6 papers · 2 filters
Numerical methods for changing type systems
Sebastian Franz, Sascha Trostorff, Marcus Waurick
In this note we develop a numerical method for partial differential equations with changing type. Our method is based on a unified solution theory found by Rainer Picard for severa…
Multi-level Monte Carlo methods with the Truncated Euler-Maruyama Scheme for Stochastic Differential Equations
Qian Guo, Wei Liu, Xuerong Mao +1
In this paper, the truncated Euler-Maruyama (EM) method is employed together with the Multi-level Monte Carlo (MLMC) method to approximate the expectations of functions of solution…
Hybrid discontinuous Galerkin discretisation and domain decomposition preconditioners for the Stokes problem
Gabriel R. Barrenechea, Michał Bosy, Victorita Dolean +2
Solving the Stokes equation by an optimal domain decomposition method derived algebraically involves the use of non standard interface conditions whose discretisation is not trivia…
GMRES convergence bounds for eigenvalue problems
Melina Freitag, Patrick Kürschner, Jennifer Pestana
The convergence of GMRES for solving linear systems can be influenced heavily by the structure of the right hand side. Within the solution of eigenvalue problems via inverse iterat…
An introduction to Multitrace Formulations and Associated Domain Decomposition Solvers
X. Claeys, V. Dolean, M. J. Gander
Multitrace formulations (MTFs) are based on a decomposition of the problem domain into subdomains, and thus domain decomposition solvers are of interest. The fully rigorous mathema…
Explicit implementation strategy of high order edge finite elements and Schwarz preconditioning for the time-harmonic Maxwell's equations
Marcella Bonazzoli, Victorita Dolean, Frédéric Hecht +1
In this paper we focus on high order finite element approximations of the electric field combined with suitable preconditioners, to solve the time-harmonic Maxwell's equations in w…