Stability of time-splitting schemes for the Stokes problem with stabilized finite elements
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We compare the performance of the perturbation-based (local) portfolio solution method of Devereux & Sutherland (2010a, 2011) with a global solution method. As a test suite we use model specifications that broadly capture features of international financia ...
To describe and simulate dynamic micromagnetic phenomena, we consider a coupled system of the non-linear Landau-Lifshitz-Gilbert equation and the conservation of momentum equation. This coupling allows one to include magnetostrictive effects into the simul ...
In this work we deal with the numerical solution of the fluid-structure interaction problem arising in the haemodynamic environment. In particular, we consider BDF and Newmark time discretization schemes, and we study different methods for the treatment of ...
The need for optimal control of processes under a restricted amount of resources renders first order optimization methods a viable option. Although computationally cheap, these methods typically suffer from slow convergence rates. In this work we discuss t ...
Multiscale differential equations arise in the modeling of many important problems in the science and engineering. Numerical solvers for such problems have been extensively studied in the deterministic case. Here, we discuss numerical methods for (mean-squ ...
Using a stylized two-period model we compare portfolio solutions from two local solution approaches - the approach of Judd and Guu (2001) and the approach of Devereux and Sutherland (2010, 2011) - with the true nonlinear portfolio solution. (C) 2014 The Au ...
The goal of this project is to numerically solve the Navier-Stokes equations by using different numerical methods with particular emphasis on solving the problem of the flow past a square cylinder. In particular, we use the finite element method based on P ...
In this paper we consider the numerical solution of the three-dimensional fluid–structure interaction problem in haemodynamics, in the case of real geometries, physiological data and finite elasticity vessel deformations. We study some new inexact schemes, ...
The characteristic of effective properties of physical processes in heterogeneous media is a basic modeling and computational problem for many applications. As standard numerical discretization of such multiscale problems (e.g. with classical finite elemen ...
We propose a multiscale method based on a finite element heterogeneous multiscale method (in space) and the implicit Euler integrator (in time) to solve nonlinear monotone parabolic problems with multiple scales due to spatial heterogeneities varying rapid ...