Displaying similar documents to “A linear difference scheme for dissipative symmetric regularized long wave equations with damping term.”

Finite element approximation of a two-layered liquid film in the presence of insoluble surfactants

John W. Barrett, Linda El Alaoui (2008)

ESAIM: Mathematical Modelling and Numerical Analysis

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We consider a system of degenerate parabolic equations modelling a thin film, consisting of two layers of immiscible Newtonian liquids, on a solid horizontal substrate. In addition, the model includes the presence of insoluble surfactants on both the free liquid-liquid and liquid-air interfaces, and the presence of both attractive and repulsive van der Waals forces in terms of the heights of the two layers. We show that this system formally satisfies a Lyapunov structure, and a...

Finite volume methods for the valuation of American options

Julien Berton, Robert Eymard (2006)

ESAIM: Mathematical Modelling and Numerical Analysis

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We consider the use of finite volume methods for the approximation of a parabolic variational inequality arising in financial mathematics. We show, under some regularity conditions, the convergence of the upwind implicit finite volume scheme to a weak solution of the variational inequality in a bounded domain. Some results, obtained in comparison with other methods on two dimensional cases, show that finite volume schemes can be accurate and efficient.