We consider a generalized 1-D von Foerster equation. We present two discretization methods for the initial value problem and study stability of finite difference schemes on regular meshes.
The stability of flat interfaces with respect to a spatial semidiscretization of a solidification model is analyzed. The considered model is the quasi-static approximation of the Stefan problem with dynamical Gibbs–Thomson law. The stability analysis bases on an argument developed by Mullins and Sekerka for the undiscretized case. The obtained stability properties differ from those with respect to the quasi-static model for certain parameter values and relatively coarse meshes. Moreover, consequences...
The stability of flat interfaces with respect to a spatial semidiscretization of a solidification model is analyzed. The considered model is the quasi-static approximation of the Stefan problem with dynamical Gibbs–Thomson law. The stability analysis bases on an argument developed by Mullins and Sekerka for the undiscretized case. The obtained stability properties differ from those with respect to the quasi-static model for certain parameter values and relatively coarse meshes. Moreover,...
Taking the cue from stabilized Galerkin methods for scalar advection problems, we adapt the technique to boundary value problems modeling the advection of magnetic fields. We provide rigorous a priori error estimates for both fully discontinuous piecewise polynomial trial functions and -conforming finite elements.
The isothermal Navier–Stokes–Korteweg system is used to model dynamics of a compressible fluid exhibiting phase transitions between a liquid and a vapor phase in the presence of capillarity effects close to phase boundaries. Standard numerical discretizations are known to violate discrete versions of inherent energy inequalities, thus leading to spurious dynamics of computed solutions close to static equilibria (e.g., parasitic currents). In this work, we propose a time-implicit discretization of...
We consider the magnetic induction equation for the evolution of a magnetic field in a plasma where the velocity is given. The aim is to design a numerical scheme which also handles the divergence constraint in a suitable manner. We design and analyze an upwind scheme based on the symmetrized version of the equations in the non-conservative form. The scheme is shown to converge to a weak solution of the equations. Furthermore, the discrete divergence produced by the scheme is shown to be...
In this paper we are concerned with finite element approximations to the evaluation of American options. First, following W. Allegretto etc., SIAM J. Numer. Anal. 39 (2001), 834–857, we introduce a novel practical approach to the discussed problem, which involves the exact reformulation of the original problem and the implementation of the numerical solution over a very small region so that this algorithm is very rapid and highly accurate. Secondly by means of a superapproximation and interpolation...
The Discontinuous Galerkin Time Domain (DGTD) methods are now popular for the solution of wave propagation problems. Able to deal with unstructured, possibly locally-refined meshes, they handle easily complex geometries and remain fully explicit with easy parallelization and extension to high orders of accuracy. Non-dissipative versions exist, where some discrete electromagnetic energy is exactly conserved. However, the stability limit of the methods, related to the smallest elements in the mesh,...
The Discontinuous Galerkin Time Domain (DGTD) methods are now popular for the solution of wave propagation problems. Able to deal with unstructured, possibly locally-refined meshes, they handle easily complex geometries and remain fully explicit with easy parallelization and extension to high orders of accuracy. Non-dissipative versions exist, where some discrete electromagnetic energy is exactly conserved. However, the stability limit of the methods, related to the smallest elements in the mesh,...
In this paper we study the temporal convergence of a locally implicit discontinuous Galerkin method for the time-domain Maxwell’s equations modeling electromagnetic waves propagation. Particularly, we wonder whether the method retains its second-order ordinary differential equation (ODE) convergence under stable simultaneous space-time grid refinement towards the true partial differential equation (PDE) solution. This is not a priori clear due to the component splitting which can introduce order...