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Displaying similar documents to “Dynamical properties for a relaxation scheme applied to a weakly damped non local nonlinear Schrödinger equation.”

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.

Numerical simulation of a point-source initiated flame ball with heat losses

Jacques Audounet, Jean-Michel Roquejoffre, Hélène Rouzaud (2002)

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

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This article is devoted to the numerical study of a flame ball model, derived by Joulin, which obeys to a singular integro-differential equation. The numerical scheme that we analyze here, is based upon a one step method, and we are interested in its long-time behaviour. We recover the same dynamics as in the continuous case: quenching, or stabilization of the flame, depending on heat losses, and an energy input parameter.