A recovery-explicit error estimator in energy norm for linear elasticity

Significant research effort has been devoted to produce one-sided error estimates for Finite Element Analyses, in particular to provide upper bounds of the actual error. Typically, this has been achieved using residual-type estimates. One of the most popular and simpler (in terms of implementation) techniques used in commercial codes is the recovery-based error estimator. This technique produces accurate estimations of the exact error but is not designed to naturally produce upper bounds of the error in energy norm. Some attempts to remedy this situation provide bounds depending on unknown constants. Here, a new step towards obtaining error bounds from the recovery-based estimates is proposed. The idea is (1) to use a locally equilibrated recovery technique to obtain an accurate estimation of the exact error, (2) to add an explicit-type error bound of the lack of equilibrium of the recovered stresses in order to guarantee a bound of the actual error and (3) to efficiently and accurately evaluate the constants appearing in the bounding expressions, thus providing asymptotic bounds. The numerical tests with h-adaptive refinement process show that the bounding property holds even for coarse meshes, providing upper bounds in practical applications

Pre- and postprocessing techniques for determining goodness of computational meshes

Research in error estimation, mesh conditioning, and solution enhancement for finite element, finite difference, and finite volume methods has been incorporated into AUDITOR, a modern, user-friendly code, which operates on 2D and 3D unstructured neutral files to improve the accuracy and reliability of computational results. Residual error estimation capabilities provide local and global estimates of solution error in the energy norm. Higher order results for derived quantities may be extracted from initial solutions. Within the X-MOTIF graphical user interface, extensive visualization capabilities support critical evaluation of results in linear elasticity, steady state heat transfer, and both compressible and incompressible fluid dynamics

A recovery-explicit error estimator in energy norm for linear elasticity

[EN] Significant research effort has been devoted to produce one-sided error estimates for Finite Element Analyses, in particular to provide upper bounds of the actual error. Typically, this has been achieved using residual-type estimates. One of the most popular and simpler (in terms of implementation) techniques used in commercial codes is the recovery-based error estimator. This technique produces accurate estimations of the exact error but is not designed to naturally produce upper bounds of the error in energy norm. Some attempts to remedy this situation provide bounds depending on unknown constants. Here, a new step towards obtaining error bounds from the recovery-based estimates is proposed. The idea is (1) to use a locally equilibrated recovery technique to obtain an accurate estimation of the exact error, (2) to add an explicit-type error bound of the lack of equilibrium of the recovered stresses in order to guarantee a bound of the actual error and (3) to efficiently and accurately evaluate the constants appearing in the bounding expressions, thus providing asymptotic bounds. The numerical tests with h-adaptive refinement process show that the bounding property holds even for coarse meshes, providing upper bounds in practical applications.The authors also thank the support of the Framework Programme 7 Initial Training Network Funding under grant number 289361 "Integrating Numerical Simulation and Geometric Design Technology".Nadal Soriano, E.; Díez, P.; Ródenas, J.; Tur Valiente, M.; Fuenmayor Fernández, FJ. (2015). A recovery-explicit error estimator in energy norm for linear elasticity. Computer Methods in Applied Mechanics and Engineering. 287:172-190. https://doi.org/10.1016/j.cma.2015.01.013S17219028

Reduced basis methods for pricing options with the Black-Scholes and Heston model

In this paper, we present a reduced basis method for pricing European and American options based on the Black-Scholes and Heston model. To tackle each model numerically, we formulate the problem in terms of a time dependent variational equality or inequality. We apply a suitable reduced basis approach for both types of options. The characteristic ingredients used in the method are a combined POD-Greedy and Angle-Greedy procedure for the construction of the primal and dual reduced spaces. Analytically, we prove the reproduction property of the reduced scheme and derive a posteriori error estimators. Numerical examples are provided, illustrating the approximation quality and convergence of our approach for the different option pricing models. Also, we investigate the reliability and effectivity of the error estimators.Comment: 25 pages, 27 figure

A posteriori error control for fully discrete Crank–Nicolson schemes

We derive residual-based a posteriori error estimates of optimal order for fully discrete approximations for linear parabolic problems. The time discretization uses the Crank--Nicolson method, and the space discretization uses finite element spaces that are allowed to change in time. The main tool in our analysis is the comparison with an appropriate reconstruction of the discrete solution, which is introduced in the present paper