The Mathematical Institute, University of Oxford, Eprints Archive

Finite element approximation of high-dimensional transport-dominated diffusion problems

Suli, Endre (2005) Finite element approximation of high-dimensional transport-dominated diffusion problems. Technical Report. Unspecified. (Submitted)



High-dimensional partial differential equations with nonnegative characteristic form arise in numerous mathematical models in science. In problems of this kind, the computational challenge of beating the exponential growth of complexity as a function of dimension is exacerbated by the fact that the problem may be transport-dominated. We develop the analysis of stabilised sparse finite element methods for such high-dimensional, non-self-adjoint and possibly degenerate partial differential equations.

(Presented as an invited lecture under the title "Computational multiscale modelling: Fokker-Planck equations and their numerical analysis" at the Foundations of Computational Mathematics conference in Santander, Spain, 30 June - 9 July, 2005.)

Item Type:Technical Report (Technical Report)
Subjects:H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1134
Deposited By: Lotti Ekert
Deposited On:12 May 2011 07:35
Last Modified:29 May 2015 18:49

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