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Register a new userFinite element approximation of an obstacle problem for a class of integro-differential operators
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We study the regularity of the solution to an obstacle problem for a class of integro-differential operators. The differential part is a second order elliptic operator, whereas the nonlocal part is given by the integral fractional Laplacian. The obtained smoothness is then used to design and analyze a finite element scheme.
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We consider a class of nonlinear integro-differential operators and prove existence of two principal (half) eigenvalues in bounded smooth domains with exterior Dirichlet condition. We then establish simplicity of the principal eigenfunctions in viscosity sense, maximum principles, continuity property of the principal eigenvalues with respect to domains etc. We also prove an anti-maximum principle and study existence result for some nonlinear problem via Rabinowitz bifurcation-type results.
Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and convolution quadrature for time discretization. Sharp-order convergence of the numerical solutions is proved up to a logarithmic factor. Numerical examples are provided to support the theoretical analysis.
In this work we prove a weak Noether type theorem for a class of variational problems which include broken extremals. We then use this result to prove discrete Noether type conservation laws for certain classes of finite element discretisation of a model elliptic problem. In addition we study how well the finite element scheme satisfies the continuous conservation laws arising from the application of Noethers 1st Theorem (E. Noether 1918). We summarise extensive numerical tests, illustrating the conservativity of the discrete Noether law using the $p$--Laplacian as an example.
We consider stochastic differential equations driven by a general Levy processes (SDEs) with infinite activity and the related, via the Feynman-Kac formula, Dirichlet problem for parabolic integro-differential equation (PIDE). We approximate the solution of PIDE using a numerical method for the SDEs. The method is based on three ingredients: (i) we approximate small jumps by a diffusion; (ii) we use restricted jump-adaptive time-stepping; and (iii) between the jumps we exploit a weak Euler approximation. We prove weak convergence of the considered algorithm and present an in-depth analysis of how its error and computational cost depend on the jump activity level. Results of some numerical experiments, including pricing of barrier basket currency options, are presented.
We extend our analysis on the Oldroyd-B model in Barrett and Boyaval [1] to consider the finite element approximation of the FENE-P system of equations, which models a dilute polymeric fluid, in a bounded domain $D $subset$ R d , d = 2 or 3$, subject to no flow boundary conditions. Our schemes are based on approximating the pressure and the symmetric conforma-tion tensor by either (a) piecewise constants or (b) continuous piecewise linears. In case (a) the velocity field is approximated by continuous piecewise quadratics ($d = 2$) or a reduced version, where the tangential component on each simplicial edge ($d = 2$) or face ($d = 3$) is linear. In case (b) the velocity field is approximated by continuous piecewise quadratics or the mini-element. We show that both of these types of schemes, based on the backward Euler type time discretiza-tion, satisfy a free energy bound, which involves the logarithm of both the conformation tensor and a linear function of its trace, without any constraint on the time step. Furthermore, for our approximation (b) in the presence of an additional dissipative term in the stress equation, the so-called FENE-P model with stress diffusion, we show (subsequence) convergence in the case $d = 2$, as the spatial and temporal discretization parameters tend to zero, towards global-in-time weak solutions of this FENE-P system. Hence, we prove existence of global-in-time weak solutions to the FENE-P model with stress diffusion in two spatial dimensions.
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