198 citations · 1k across the 73 of their papers we have counts for
3 papers · 2 filters
Trace and flux a priori error estimates in finite element approximations of Signorni-type problems
Olaf Steinbach, Barbara Wohlmuth, Linus Wunderlich
Variational inequalities play in many applications an important role and are an active research area. Optimal a priori error estimates in the natural energy norm do exist but only…
Reduced basis methods for pricing options with the Black-Scholes and Heston model
Olena Burkovska, Bernard Haasdonk, Julien Salomon +1
In this paper, we present a reduced basis method for pricing European and American options based on the Black-Scholes and Heston model. To tackle each model numerically, we formula…
Isogeometric mortar methods
Ericka Brivadis, Annalisa Buffa, Barbara Wohlmuth +1
The application of mortar methods in the framework of isogeometric analysis is investigated theoretically as well as numerically. For the Lagrange multiplier two choices of uniform…