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Conservation property of symmetric jump processes

Jun Masamune, Toshihiro Uemura (2011)

Annales de l'I.H.P. Probabilités et statistiques

Motivated by the recent development in the theory of jump processes, we investigate its conservation property. We will show that a jump process is conservative under certain conditions for the volume-growth of the underlying space and the jump rate of the process. We will also present examples of jump processes which satisfy these conditions.

Conservation schemes for convection-diffusion equations with Robin boundary conditions

Stéphane Flotron, Jacques Rappaz (2013)

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

In this article, we present a numerical scheme based on a finite element method in order to solve a time-dependent convection-diffusion equation problem and satisfy some conservation properties. In particular, our scheme is able to conserve the total energy for a heat equation or the total mass of a solute in a fluid for a concentration equation, even if the approximation of the velocity field is not completely divergence-free. We establish a priori errror estimates for this scheme and we give some...

Consistency, accuracy and entropy behaviour of remeshed particle methods

Lisl Weynans, Adrien Magni (2013)

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

In this paper we analyze the consistency, the accuracy and some entropy properties of particle methods with remeshing in the case of a scalar one-dimensional conservation law. As in [G.-H. Cottet and L. Weynans, C. R. Acad. Sci. Paris, Ser. I 343 (2006) 51–56] we re-write particle methods with remeshing in the finite-difference formalism. This allows us to prove the consistency of these methods, and accuracy properties related to the accuracy of interpolation kernels. Cottet and Magni devised recently...

Consistency, accuracy and entropy behaviour of remeshed particle methods

Lisl Weynans, Adrien Magni (2012)

ESAIM: Mathematical Modelling and Numerical Analysis

In this paper we analyze the consistency, the accuracy and some entropy properties of particle methods with remeshing in the case of a scalar one-dimensional conservation law. As in [G.-H. Cottet and L. Weynans, C. R. Acad. Sci. Paris, Ser. I 343 (2006) 51–56] we re-write particle methods with remeshing in the finite-difference formalism. This allows us to prove the consistency of these methods, and accuracy properties related to the accuracy of...

Consistent models for electrical networks with distributed parameters

Corneliu A. Marinov, Gheorghe Moroşanu (1992)

Mathematica Bohemica

A system of one-dimensional linear parabolic equations coupled by boundary conditions which include additional state variables, is considered. This system describes an electric circuit with distributed parameter lines and lumped capacitors all connected through a resistive multiport. By using the monotony in a space of the form L 2 ( 0 , T ; H 1 ) , one proves the existence and uniqueness of a variational solution, if reasonable engineering hypotheses are fulfilled.

Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs

Rafael Company, Lucas Jódar, José-Ramón Pintos (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

This paper deals with the numerical solution of nonlinear Black-Scholes equation modeling European vanilla call option pricing under transaction costs. Using an explicit finite difference scheme consistent with the partial differential equation valuation problem, a sufficient condition for the stability of the solution is given in terms of the stepsize discretization variables and the parameter measuring the transaction costs. This stability condition is linked to some properties of the numerical...

Consistent streamline residual-based artificial viscosity stabilization for numerical simulation of incompressible turbulent flow by isogeometric analysis

Bohumír Bastl, Marek Brandner, Kristýna Slabá, Eva Turnerová (2022)

Applications of Mathematics

In this paper, we propose a new stabilization technique for numerical simulation of incompressible turbulent flow by solving Reynolds-averaged Navier-Stokes equations closed by the SST k - ω turbulence model. The stabilization scheme is constructed such that it is consistent in the sense used in the finite element method, artificial diffusion is added only in the direction of convection and it is based on a purely nonlinear approach. We present numerical results obtained by our in-house incompressible...

Constraint preserving schemes using potential-based fluxes. III. Genuinely multi-dimensional schemes for MHD equations∗∗∗

Siddhartha Mishra, Eitan Tadmor (2012)

ESAIM: Mathematical Modelling and Numerical Analysis

We design efficient numerical schemes for approximating the MHD equations in multi-dimensions. Numerical approximations must be able to deal with the complex wave structure of the MHD equations and the divergence constraint. We propose schemes based on the genuinely multi-dimensional (GMD) framework of [S. Mishra and E. Tadmor, Commun. Comput. Phys. 9 (2010) 688–710; S. Mishra and E. Tadmor, SIAM J. Numer. Anal. 49 (2011) 1023–1045]. The schemes are formulated in terms of vertex-centered potentials....

Constraint preserving schemes using potential-based fluxes. III. Genuinely multi-dimensional schemes for MHD equations∗∗∗

Siddhartha Mishra, Eitan Tadmor (2012)

ESAIM: Mathematical Modelling and Numerical Analysis

We design efficient numerical schemes for approximating the MHD equations in multi-dimensions. Numerical approximations must be able to deal with the complex wave structure of the MHD equations and the divergence constraint. We propose schemes based on the genuinely multi-dimensional (GMD) framework of [S. Mishra and E. Tadmor, Commun. Comput. Phys. 9 (2010) 688–710; S. Mishra and E. Tadmor, SIAM J. Numer. Anal. 49 (2011) 1023–1045]. The schemes are formulated in terms of vertex-centered potentials....

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