Displaying similar documents to “The existence of a solution and a numerical method for the Timoshenko nonlinear wave system”

A new reconstruction-enhanced discontinuous Galerkin method for time-dependent problems

Kučera, Václav

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This work is concerned with the introduction of a new numerical scheme based on the discontinuous Galerkin (DG) method. We propose to follow the methodology of higher order finite volume schemes and introduce a reconstruction operator into the DG scheme. This operator constructs higher order piecewise polynomial reconstructions from the lower order DG scheme. Such a procedure was proposed already in [2] based on heuristic arguments, however we provide a rigorous derivation, which justifies...

A multiplicative Schwarz method and its application to nonlinear acoustic-structure interaction

Roland Ernst, Bernd Flemisch, Barbara Wohlmuth (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

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A new Schwarz method for nonlinear systems is presented, constituting the multiplicative variant of a straightforward additive scheme. Local convergence can be guaranteed under suitable assumptions. The scheme is applied to nonlinear acoustic-structure interaction problems. Numerical examples validate the theoretical results. Further improvements are discussed by means of introducing overlapping subdomains and employing an inexact strategy for the local solvers.

Valuing barrier options using the adaptive discontinuous Galerkin method

Hozman, Jiří

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This paper is devoted to barrier options and the main objective is to develop a sufficiently robust, accurate and efficient method for computation of their values driven according to the well-known Black-Scholes equation. The main idea is based on the discontinuous Galerkin method together with a spatial adaptive approach. This combination seems to be a promising technique for the solving of such problems with discontinuous solutions as well as for consequent optimization of the number...

On discontinuous Galerkin methods for nonlinear convection-diffusion problems and compressible flow

Vít Dolejší, Miloslav Feistauer, Christoph Schwab (2002)

Mathematica Bohemica

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The paper is concerned with the discontinuous Galerkin finite element method for the numerical solution of nonlinear conservation laws and nonlinear convection-diffusion problems with emphasis on applications to the simulation of compressible flows. We discuss two versions of this method: (a) Finite volume discontinuous Galerkin method, which is a generalization of the combined finite volume—finite element method. Its advantage is the use of only one mesh (in contrast to the combined...

Stability analysis of the Interior Penalty Discontinuous Galerkin method for the wave equation

Cyril Agut, Julien Diaz (2013)

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

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We consider here the Interior Penalty Discontinuous Galerkin (IPDG) discretization of the wave equation. We show how to derive the optimal penalization parameter involved in this method in the case of regular meshes. Moreover, we provide necessary stability conditions of the global scheme when IPDG is coupled with the classical Leap–Frog scheme for the time discretization. Numerical experiments illustrate the fact that these conditions are also sufficient.

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

Florian Mehats (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

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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...