Displaying similar documents to “An implicit scheme to solve a system of ODEs arising from the space discretization of nonlinear diffusion equations”

Euler schemes and half-space approximation for the simulation of diffusion in a domain

Emmanuel Gobet (2010)

ESAIM: Probability and Statistics

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This paper is concerned with the problem of simulation of , the solution of a stochastic differential equation constrained by some boundary conditions in a smooth domain : namely, we consider the case where the boundary is killing, or where it is instantaneously reflecting in an oblique direction. Given discretization times equally spaced on the interval , we propose new discretization schemes: they are fully implementable and provide a weak error of order under some...

Analysis of an Asymptotic Preserving Scheme for Relaxation Systems

Francis Filbet, Amélie Rambaud (2013)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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We consider an asymptotic preserving numerical scheme initially proposed by F. Filbet and S. Jin [229 (2010)] and G. Dimarco and L. Pareschi [49 (2011) 2057–2077] in the context of nonlinear and stiff kinetic equations. Here, we propose a convergence analysis of such a scheme for the approximation of a system of transport equations with a nonlinear source term, for which the asymptotic limit is given by a conservation law. We investigate the convergence of the approximate solution ( ...

Finite element approximation for degenerate parabolic equations. an application of nonlinear semigroup theory

Akira Mizutani, Norikazu Saito, Takashi Suzuki (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

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Finite element approximation for degenerate parabolic equations is considered. We propose a semidiscrete scheme provided with order-preserving and contraction properties, making use of piecewise linear trial functions and the lumping mass technique. Those properties allow us to apply nonlinear semigroup theory, and the wellposedness and stability in and , respectively, of the scheme are established. Under certain hypotheses on...