Displaying similar documents to “An implicit scheme to solve a system of ODEs arising from the space discretization of nonlinear diffusion equations”

Euler schemes and half-space approximation for the simulation of diffusion in a domain

Emmanuel Gobet (2010)

ESAIM: Probability and Statistics

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This paper is concerned with the problem of simulation of , the solution of a stochastic differential equation constrained by some boundary conditions in a smooth domain : namely, we consider the case where the boundary is killing, or where it is instantaneously reflecting in an oblique direction. Given discretization times equally spaced on the interval , we propose new discretization schemes: they are fully implementable and provide a weak error of order under some...

Analysis of an Asymptotic Preserving Scheme for Relaxation Systems

Francis Filbet, Amélie Rambaud (2013)

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

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We consider an asymptotic preserving numerical scheme initially proposed by F. Filbet and S. Jin [229 (2010)] and G. Dimarco and L. Pareschi [49 (2011) 2057–2077] in the context of nonlinear and stiff kinetic equations. Here, we propose a convergence analysis of such a scheme for the approximation of a system of transport equations with a nonlinear source term, for which the asymptotic limit is given by a conservation law. We investigate the convergence of the approximate solution ( ...