Efficient numerical approximation of a non-regular Fokker--Planck equation associated with first-passage time distributions

no code implementations • 8 Mar 2021 • Udo Boehm, Sonja Cox, Gregor Gantner, Rob Stevenson

The predicted convergence rates of the minimal residual method and that of the interpolation method are supported by numerical simulations.

Numerical Analysis Numerical Analysis

Goal-oriented adaptive finite element methods with optimal computational complexity

no code implementations • 27 Jan 2021 • Roland Becker, Gregor Gantner, Michael Innerberger, Dirk Praetorius

We consider a linear symmetric and elliptic PDE and a linear goal functional.

Numerical Analysis Numerical Analysis