Energy stable and accurate coupling of finite element methods and finite difference methods

Energy stable and high-order-accurate finite difference methods on staggered grids

For wave propagation over distances of many wavelengths, high-order finite difference methods on staggered grids are widely used due to their excellent dispersion properties. However, the enforcement of boundary conditions in a stable manner and treatment of interface problems with discontinuous coefficients usually pose many challenges. In this work, we construct a provably stable and high-ord...

The Finite Volume, Finite Element, and Finite Difference Methods as Numerical Methods for Physical Field Problems

II. Foundations 5 A. The Mathematical Structure of Physical Field Theories . . . 5 B. Geometric Objects and Orientation . . . . . . . . . . . . . 7 C. Physical Laws and Physical Quantities . . . . . . . . . . . . 15 D. Classification of Physical Quantities . . . . . . . . . . . . . 21 E. Topological Laws . . . . . . . . . . . . . . . . . . . . . . . 26 F. Constitutive Relations . . . . . . . . ...

Accurate Finite Difference Methods for Option Pricing

Finite Element Methods for Convection Diffusion Equation

This paper deals with the finite element solution of the convection diffusion equation in one and two dimensions. Two main techniques are adopted and compared. The first one includes Petrov-Galerkin based on Lagrangian tensor product elements in conjunction with streamlined upwinding. The second approach represents Bubnov/Petrov-Galerkin schemes based on a new group of exponential elements. It ...

Coupling Methods for Interior Penalty Discontinuous Galerkin Finite Element Methods and Boundary Element Methods

This paper presents three new coupling methods for interior penalty discontinuous Galerkin finite element methods and boundary element methods. The new methods allow one to use discontinuous basis functions on the interface between the subdomains represented by the finite element and boundary element methods. This feature is particularly important when discontinuous Galerkin finite element meth...