Displaying similar documents to “Convergence of a numerical scheme for a nonlinear oblique derivative boundary value problem”

On some finite difference schemes for solution of hyperbolic heat conduction problems

Raimondas Čiegis, Aleksas Mirinavičius (2011)

Open Mathematics

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We consider the accuracy of two finite difference schemes proposed recently in [Roy S., Vasudeva Murthy A.S., Kudenatti R.B., A numerical method for the hyperbolic-heat conduction equation based on multiple scale technique, Appl. Numer. Math., 2009, 59(6), 1419–1430], and [Mickens R.E., Jordan P.M., A positivity-preserving nonstandard finite difference scheme for the damped wave equation, Numer. Methods Partial Differential Equations, 2004, 20(5), 639–649] to solve an initial-boundary...

On the necessary and sufficient conditions for the convergence of the difference schemes for the general boundary value problem for the linear systems of ordinary differential equations

Malkhaz Ashordia (2021)

Mathematica Bohemica

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We consider the numerical solvability of the general linear boundary value problem for the systems of linear ordinary differential equations. Along with the continuous boundary value problem we consider the sequence of the general discrete boundary value problems, i.e. the corresponding general difference schemes. We establish the effective necessary and sufficient (and effective sufficient) conditions for the convergence of the schemes. Moreover, we consider the stability of the solutions...

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

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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...

Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation

Bertram Düring, Michel Fournié, Ansgar Jüngel (2004)

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

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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. ...