A semi-Lagrangian mixed finite element method for advection-diffusion variational inequalities
type: Item
instance of: scholarly article
title: A semi-Lagrangian mixed finite element method for advection-diffusion variational inequalities
author: Moulay Hicham Tber
published in: Mathematics and Computers in Simulation
publication date: 2022-11-17T00:00:00Z
Mathematics Subject Classification ID: 65-XX
Mathematics Subject Classification ID: 76-XX
zbMATH DE Number: 7619057
zbMATH Keywords: advection-diffusion
zbMATH Keywords: variational inequalities
zbMATH Keywords: characteristics
zbMATH Keywords: mixed finite elements
zbMATH Keywords: active set strategy
Wikidata QID: Q114149812
describes a project that uses: SciPy
describes a project that uses: SyFi
describes a project that uses: Python
MaRDI profile type: Publication
full work available at URL: j.matcom.2022.08.006
OpenAlex ID: W4292240165
cites work: Automated solution of differential equations by the finite element method. The FEniCS book
cites work: Stability, Monotonicity, Maximum and Minimum Principles, and Implementation of the Volume Corrected Characteristic Method
cites work: A Characteristics-Mixed Finite Element Method for Advection-Dominated Transport Problems
cites work: Flexible complementarity solvers for large-scale applications
cites work: A posteriori error estimate for the mixed finite element method
cites work: Variational inequality approach to enforcing the non-negative constraint for advection-diffusion equations
cites work: A Moving Boundary Problem Arising from the Diffusion of Oxygen in Absorbing Tissue
cites work: Numerical Methods for Convection-Dominated Diffusion Problems Based on Combining the Method of Characteristics with Finite Element or Finite Difference Procedures
cites work: Q3933378
cites work: A summary of numerical methods for time-dependent advection-dominated partial differential equations
cites work: A General Quadratic Programming Algorithm
cites work: Flux-based methods of characteristics for coupled transport equations in porous media
cites work: A Simple Introduction to the Mixed Finite Element Method
cites work: Q3511010
cites work: An Algorithm for Large-Scale Quadratic Programming
cites work: ADI Schemes for Pricing American Options under the Heston Model
cites work: A class of projection and contraction methods for monotone variational inequalities
cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
cites work: The Primal-Dual Active Set Strategy as a Semismooth Newton Method
cites work: A Primal-Dual Active Set Algorithm for Three-Dimensional Contact Problems with Coulomb Friction
cites work: Efficient numerical methods for pricing American options under stochastic volatility
cites work: Operator splitting methods for pricing American options under stochastic volatility
cites work: Variational inequalities and the pricing of American options
cites work: A posteriorierror analysis for parabolic variational inequalities
cites work: The semismooth algorithm for large scale complementarity problems
cites work: On multigrid for linear complementarity problems with application to American-style options
cites work: Pricing American options using a space-time adaptive finite difference method
cites work: Q4010566
cites work: Stability and convergence of a Galerkin-characteristics finite element scheme of lumped mass type
cites work: Mixed formulations for a class of variational inequalities
cites work: An upwind approach for an American and European option pricing model
cites work: An ELLAM Scheme for Advection-Diffusion Equations in Two Dimensions
cites work: Penalty methods for American options with stochastic volatility
DOI: 10.1016/J.MATCOM.2022.08.006
description: scientific article; zbMATH DE number 7619057