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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 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...

Construction of convergent adaptive weighted essentially non-oscillatory schemes for Hamilton-Jacobi equations on triangular meshes

Kwangil Kim, Unhyok Hong, Kwanhung Ri, Juhyon Yu (2021)

Applications of Mathematics

We propose a method of constructing convergent high order schemes for Hamilton-Jacobi equations on triangular meshes, which is based on combining a high order scheme with a first order monotone scheme. According to this methodology, we construct adaptive schemes of weighted essentially non-oscillatory type on triangular meshes for nonconvex Hamilton-Jacobi equations in which the first order monotone approximations are occasionally applied near singular points of the solution (discontinuities of...

Convergence and stability of a discontinuous Galerkin time-domain method for the 3D heterogeneous Maxwell equations on unstructured meshes

Loula Fezoui, Stéphane Lanteri, Stéphanie Lohrengel, Serge Piperno (2005)

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

A Discontinuous Galerkin method is used for to the numerical solution of the time-domain Maxwell equations on unstructured meshes. The method relies on the choice of local basis functions, a centered mean approximation for the surface integrals and a second-order leap-frog scheme for advancing in time. The method is proved to be stable for cases with either metallic or absorbing boundary conditions, for a large class of basis functions. A discrete analog of the electromagnetic energy is conserved...

Convergence and stability of a discontinuous Galerkin time-domain method for the 3D heterogeneous Maxwell equations on unstructured meshes

Loula Fezoui, Stéphane Lanteri, Stéphanie Lohrengel, Serge Piperno (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

A Discontinuous Galerkin method is used for to the numerical solution of the time-domain Maxwell equations on unstructured meshes. The method relies on the choice of local basis functions, a centered mean approximation for the surface integrals and a second-order leap-frog scheme for advancing in time. The method is proved to be stable for cases with either metallic or absorbing boundary conditions, for a large class of basis functions. A discrete analog of the electromagnetic energy is conserved...

Convergence of a fully discrete finite element method for a degenerate parabolic system modelling nematic liquid crystals with variable degree of orientation

John W. Barrett, Xiaobing Feng, Andreas Prohl (2006)

ESAIM: Mathematical Modelling and Numerical Analysis

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...

Currently displaying 101 – 120 of 508