# Convergence of a numerical scheme for a nonlinear oblique derivative boundary value problem

ESAIM: Mathematical Modelling and Numerical Analysis (2010)

- Volume: 36, Issue: 6, page 1111-1132
- ISSN: 0764-583X

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topMehats, Florian. "Convergence of a numerical scheme for a nonlinear oblique derivative boundary value problem." ESAIM: Mathematical Modelling and Numerical Analysis 36.6 (2010): 1111-1132. <http://eudml.org/doc/194142>.

@article{Mehats2010,

abstract = {
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 to be in good agreement with the theory.
},

author = {Mehats, Florian},

journal = {ESAIM: Mathematical Modelling and Numerical Analysis},

keywords = {Oblique derivative boundary problem; finite difference
scheme; heat equation; Burgers equation.; finite difference scheme; Burgers equation},

language = {eng},

month = {3},

number = {6},

pages = {1111-1132},

publisher = {EDP Sciences},

title = {Convergence of a numerical scheme for a nonlinear oblique derivative boundary value problem},

url = {http://eudml.org/doc/194142},

volume = {36},

year = {2010},

}

TY - JOUR

AU - Mehats, Florian

TI - Convergence of a numerical scheme for a nonlinear oblique derivative boundary value problem

JO - ESAIM: Mathematical Modelling and Numerical Analysis

DA - 2010/3//

PB - EDP Sciences

VL - 36

IS - 6

SP - 1111

EP - 1132

AB -
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 to be in good agreement with the theory.

LA - eng

KW - Oblique derivative boundary problem; finite difference
scheme; heat equation; Burgers equation.; finite difference scheme; Burgers equation

UR - http://eudml.org/doc/194142

ER -

## References

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- R.J. LeVeque, Numerical Methods for Conservation Laws. Lectures in Mathematics, Birkhäuser Verlag (1990).
- J.-L. Lions, Quelques méthodes de résolution des problèmes aux limites non linéaires. Études Mathématiques, Dunod, Gauthier-Villars (1969).
- J.-L. Lions and E. Magenes, Problèmes aux limites non homogènes et applications. Vol. 1, Travaux et recherches Mathématiques, Dunod (1968).
- F. Méhats, Étude de problèmes aux limites en physique du transport des particules chargées. Thèse de doctorat (1997).
- F. Méhats and J.-M. Roquejoffre, A nonlinear oblique derivative boundary value problem for the heat equation, Part 1 and Part 2. Ann. Inst. H. Poincaré Anal. Non Linéaire16 (1999) 221-253 and 691-724.
- A.I. Nazarov and N.N. Ural'tseva, A Problem with an Oblique Derivative for a Quasilinear Parabolic Equation. J. Math. Sci.77 (1995) 3212-3220.

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