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Displaying similar documents to “Mathematical study of a petroleum-engineering scheme”

Some abstract error estimates of a finite volume scheme for a nonstationary heat equation on general nonconforming multidimensional spatial meshes

Abdallah Bradji, Jürgen Fuhrmann (2013)

Applications of Mathematics

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A general class of nonconforming meshes has been recently studied for stationary anisotropic heterogeneous diffusion problems, see Eymard et al. (IMA J. Numer. Anal. 30 (2010), 1009–1043). Thanks to the basic ideas developed in the stated reference for stationary problems, we derive a new discretization scheme in order to approximate the nonstationary heat problem. The unknowns of this scheme are the values at the centre of the control volumes, at some internal interfaces, and at the...

Finite volume methods for the valuation of American options

Julien Berton, Robert Eymard (2006)

ESAIM: Mathematical Modelling and Numerical Analysis

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We consider the use of finite volume methods for the approximation of a parabolic variational inequality arising in financial mathematics. We show, under some regularity conditions, the convergence of the upwind implicit finite volume scheme to a weak solution of the variational inequality in a bounded domain. Some results, obtained in comparison with other methods on two dimensional cases, show that finite volume schemes can be accurate and efficient.

Finite volume scheme for two-phase flows in heterogeneous porous media involving capillary pressure discontinuities

Clément Cancès (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

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We study a one-dimensional model for two-phase flows in heterogeneous media, in which the capillary pressure functions can be discontinuous with respect to space. We first give a model, leading to a system of degenerated nonlinear parabolic equations spatially coupled by nonlinear transmission conditions. We approximate the solution of our problem thanks to a monotonous finite volume scheme. The convergence of the underlying discrete solution to a weak solution when the discretization...

Stability and convergence of two discrete schemes for a degenerate solutal non-isothermal phase-field model

Francisco Guillén-González, Juan Vicente Gutiérrez-Santacreu (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

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We analyze two numerical schemes of Euler type in time and finite-element type with ℙ 1 -approximation in space for solving a phase-field model of a binary alloy with thermal properties. This model is written as a highly non-linear parabolic system with three unknowns: phase-field, solute concentration and temperature, where the diffusion for the temperature and solute concentration may degenerate. The first scheme is nonlinear, unconditionally stable and convergent....

Discretization methods with analytical characteristic methods for advection-diffusion-reaction equations and 2d applications

Jürgen Geiser (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

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Our studies are motivated by a desire to model long-time simulations of possible scenarios for a waste disposal. Numerical methods are developed for solving the arising systems of convection-diffusion-dispersion-reaction equations, and the received results of several discretization methods are presented. We concentrate on linear reaction systems, which can be solved analytically. In the numerical methods, we use large time-steps to achieve long simulation times of about 10 000 years. We...

A posteriori error estimates for vertex centered finite volume approximations of convection-diffusion-reaction equations

Mario Ohlberger (2001)

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

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This paper is devoted to the study of a posteriori error estimates for the scalar nonlinear convection-diffusion-reaction equation c t + ∇ · ( 𝐮 f ( c ) ) - ∇ · ( D ∇ c ) + λ c = 0 . The estimates for the error between the exact solution and an upwind finite volume approximation to the solution are derived in the L 1 -norm, independent of the diffusion parameter D . The resulting a posteriori error estimate is used to define an grid adaptive solution algorithm for the finite volume scheme. Finally numerical experiments underline the applicability...

The G method for heterogeneous anisotropic diffusion on general meshes

Léo Agélas, Daniele A. Di Pietro, Jérôme Droniou (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

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In the present work we introduce a new family of cell-centered Finite Volume schemes for anisotropic and heterogeneous diffusion operators inspired by the MPFA L method. A very general framework for the convergence study of finite volume methods is provided and then used to establish the convergence of the new method. Fairly general meshes are covered and a computable sufficient criterion for coercivity is provided. In order to guarantee consistency in the presence of heterogeneous ...