Convergence of a finite volume scheme for an elliptic-hyperbolic system
Convergence of a fully discrete finite element method for a degenerate parabolic system modelling nematic liquid crystals with variable degree of orientation
We consider a degenerate parabolic system which models the evolution of nematic liquid crystal with variable degree of orientation. The system is a slight modification to that proposed in [Calderer et al., SIAM J. Math. Anal.33 (2002) 1033–1047], which is a special case of Ericksen's general continuum model in [Ericksen, Arch. Ration. Mech. Anal.113 (1991) 97–120]. We prove the global existence of weak solutions by passing to the limit in a regularized system. Moreover, we propose a practical...
Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation
A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs. It is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. The proof is based on a careful study of the discretization matrices and on an abstract convergence result due to Barles and Souganides.
Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation
A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs. It is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. The proof is based on a careful study of the discretization matrices and on an abstract convergence result due to Barles and Souganides.
Convergence of a Lagrange-Galerkin method for a fluid-rigid body system in ALE formulation
We propose a numerical scheme to compute the motion of a two-dimensional rigid body in a viscous fluid. Our method combines the method of characteristics with a finite element approximation to solve an ALE formulation of the problem. We derive error estimates implying the convergence of the scheme.
Convergence of a lattice numerical method for a boundary-value problem with free boundary and nonlinear Neumann boundary conditions.
Convergence of a mimetic finite difference method for static diffusion equation.
Convergence of a Neumann-Dirichlet algorithm for two-body contact problems with non local Coulomb's friction law
In this paper, the convergence of a Neumann-Dirichlet algorithm to approximate Coulomb's contact problem between two elastic bodies is proved in a continuous setting. In this algorithm, the natural interface between the two bodies is retained as a decomposition zone.
Convergence of a numerical scheme for a nonlinear oblique derivative boundary value problem
We present here a discretization of a nonlinear oblique derivative boundary value problem for the heat equation in dimension two. This finite difference scheme takes advantages of the structure of the boundary condition, which can be reinterpreted as a Burgers equation in the space variables. This enables to obtain an energy estimate and to prove the convergence of the scheme. We also provide some numerical simulations of this problem and a numerical study of the stability of the scheme, which appears...
Convergence of a numerical scheme for a nonlinear oblique derivative boundary value problem
We present here a discretization of a nonlinear oblique derivative boundary value problem for the heat equation in dimension two. This finite difference scheme takes advantages of the structure of the boundary condition, which can be reinterpreted as a Burgers equation in the space variables. This enables to obtain an energy estimate and to prove the convergence of the scheme. We also provide some numerical simulations of this problem and a numerical study of the stability of the scheme, which appears...
Convergence of a Penalty-Finite Element Approximation for an Obstacle Problem.
Convergence of a proposed adaptive WENO scheme for Hamilton-Jacobi equations
We study high-order numerical methods for solving Hamilton-Jacobi equations. Firstly, by introducing new clear concise nonlinear weights and improving their convex combination, we develop WENO schemes of Zhu and Qiu (2017). Secondly, we give an algorithm of constructing a convergent adaptive WENO scheme by applying the simple adaptive step on the proposed WENO scheme, which is based on the introduction of a new singularity indicator. Through detailed numerical experiments on extensive problems including...
Convergence of a sequence of fixed points in a uniform space
Convergence of a short-step primal-dual algorithm based on the Gauss-Newton direction.
Convergence of a streamline diffusion finite element method for scalar conservation laws with boundary conditions
Convergence of a variational lagrangian scheme for a nonlinear drift diffusion equation
We study a Lagrangian numerical scheme for solution of a nonlinear drift diffusion equation on an interval. The discretization is based on the equation’s gradient flow structure with respect to the Wasserstein distance. The scheme inherits various properties from the continuous flow, like entropy monotonicity, mass preservation, metric contraction and minimum/ maximum principles. As the main result, we give a proof of convergence in the limit of vanishing mesh size under a CFL-type condition. We...
Convergence of an accurate scheme for first order quasi linear equations
Convergence of an equilibrium finite element model for plane elastostatics
An equilibrium triangular block-element, proposed by Watwood and Hartz, is subjected to an analysis and its approximability property is proved. If the solution is regular enough, a quasi-optimal error estimate follows for the dual approximation to the mixed boundary value problem of elasticity (based on Castigliano's principle). The convergence is proved even in a general case, when the solution is not regular.
Convergence of an upstream finite volume scheme for a nonlinear hyperbolic equation on a triangular mesh.
Convergence of approximate solutions of a differential equation