Optional decomposition and Lagrange multipliers

Domain Decomposition with Lagrange Multipliers

9. Iterative Substructuring with Lagrange Multipliers for Coupled Fluid-Solid Scattering

A Nonoverlapping Domain Decomposition Method for Incompressible Stokes Equations with Continuous Pressures

A non-overlapping domain decomposition algorithm is proposed to solve the linear system arising from mixed finite element approximation of incompressible Stokes equations. A continuous finite element space for the pressure is used. In the proposed algorithm, Lagrange multipliers are used to enforce continuity of the velocity component across the subdomain boundary. The continuity of the pressur...

European option pricing of fractional Black-Scholes model with new Lagrange multipliers

In this paper, a new identification of the Lagrange multipliers by means of the Sumudu transform, is employed to  btain a quick and accurate solution to the fractional Black-Scholes equation with the initial condition for a European option pricing problem. Undoubtedly this model is the most well known model for pricing financial derivatives. The fractional derivatives is described in Caputo sen...

Mortar Finite Elements with Dual Lagrange Multipliers: Some Applications

Domain decomposition techniques provide a powerful tool for the numerical approximation of partial differential equations. We consider mortar techniques with dual Lagrange multiplier spaces to couple different discretization schemes. It is well known that the discretization error for linear mortar finite elements in the energy norm is of order h. Here, we apply these techniques to curvilinear b...