arXiv subjects

Chiara Guardasoni

Publications and source records attributed to Chiara Guardasoni.

4 recordsLinked to original sources

arXiv2026

Finite elements for the space approximation of a differential model for salts crystallization

This article investigates a space-time differential model related to the degradation of stone artifacts caused by exposure to air and atmospheric agents, which specifically lead to the accumulation of salt crystals in the material. A numerical method based on finite-element space discretization and implicit-explicit time marching is proposed as an extension of a one-dimensional finite-difference framework introduced in the literature. Within the same one-dimensional setting, a sensitivity analysis is performed, based on the techniques developed therein. They are also used as a comparison tool for the finite-element formulation, here introduced for more realistic simulations in higher space dimensions. Considerations about stability will be provided, together with an experimental convergence analysis highlighting the performance of the proposed approach. Numerical results in two and three space dimensions, obtained by an efficient code implementation, will be presented and discussed.

math.NA↗

arXiv2025

A space-time adaptive boundary element method for the wave equation

This article initiates the study of space-time adaptive mesh refinements for time-dependent boundary element formulations of wave equations. Based on error indicators of residual type, we formulate an adaptive boundary element procedure for acoustic soft-scattering problems with local tensor-product refinements of the space-time mesh. We discuss the algorithmic challenges and investigate the proposed method in numerical experiments. In particular, we study the performance and improved convergence rates with respect to the energy norm for problems dominated by spatial, temporal or traveling singularities of the solution. The efficiency of the considered rigorous and heuristic a posteriori error indicators is discussed.

math.NA↗

arXiv2025

Short-rate models with stochastic discontinuities: a PDE approach

With the reform of interest rate benchmarks, interbank offered rates (IBORs) like LIBOR have been replaced by risk-free rates (RFRs), such as the Secured Overnight Financing Rate (SOFR) in the U.S. and the Euro Short-Term Rate (\euro STR) in Europe. These rates exhibit characteristics like jumps and spikes that correspond to specific market events, driven by regulatory and liquidity constraints. To capture these characteristics, this paper considers a general short-rate model that incorporates discontinuities at fixed times with random sizes. Within this framework, we introduce a PDE-based approach for pricing interest rate derivatives and establish, under suitable assumptions, a Feynman-Ka\v{c} representation for the solution. For affine models, we derive (quasi) closed-form solutions, while for the general case, we develop numerical methods to solve the resulting PDEs.

q-fin.MF↗

arXiv2025

Adaptive time-domain boundary element methods for the wave equation with Neumann boundary conditions

This article investigates adaptive mesh refinement procedures for the time-domain wave equation with Neumann boundary conditions, formulated as an equivalent hypersingular boundary integral equation. Space-adaptive and time-adaptive versions of a space-time boundary element method are presented, based on a reliable a posteriori error estimate of residual type. Numerical experiments illustrate the performance of the proposed approach.

math.NA↗