Displaying similar documents to “Finite volume scheme for two-phase flows in heterogeneous porous media involving capillary pressure discontinuities”

Mathematical study of a petroleum-engineering scheme

Robert Eymard, Raphaèle Herbin, Anthony Michel (2003)

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

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Models of two phase flows in porous media, used in petroleum engineering, lead to a system of two coupled equations with elliptic and parabolic degenerate terms, and two unknowns, the saturation and the pressure. For the purpose of their approximation, a coupled scheme, consisting in a finite volume method together with a phase-by-phase upstream weighting scheme, is used in the industrial setting. This paper presents a mathematical analysis of this coupled scheme, first showing that...

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.

Transport of pollutant in shallow water : a two time steps kinetic method

Emmanuel Audusse, Marie-Odile Bristeau (2003)

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

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The aim of this paper is to present a finite volume kinetic method to compute the transport of a passive pollutant by a flow modeled by the shallow water equations using a new time discretization that allows large time steps for the pollutant computation. For the hydrodynamic part the kinetic solver ensures – even in the case of a non flat bottom – the preservation of the steady state of a lake at rest, the non-negativity of the water height and the existence of an entropy inequality....

Numerical methods for fourth order nonlinear degenerate diffusion problems

Jürgen Becker, Günther Grün, Martin Lenz, Martin Rumpf (2002)

Applications of Mathematics

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Numerical schemes are presented for a class of fourth order diffusion problems. These problems arise in lubrication theory for thin films of viscous fluids on surfaces. The equations being in general fourth order degenerate parabolic, additional singular terms of second order may occur to model effects of gravity, molecular interactions or thermocapillarity. Furthermore, we incorporate nonlinear surface tension terms. Finally, in the case of a thin film flow driven by a surface active...

Diffusion with dissolution and precipitation in a porous medium: Mathematical analysis and numerical approximation of a simplified model

Nicolas Bouillard, Robert Eymard, Raphaele Herbin, Philippe Montarnal (2007)

ESAIM: Mathematical Modelling and Numerical Analysis

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Modeling the kinetics of a precipitation dissolution reaction occurring in a porous medium where diffusion also takes place leads to a system of two parabolic equations and one ordinary differential equation coupled with a stiff reaction term. This system is discretized by a finite volume scheme which is suitable for the approximation of the discontinuous reaction term of unknown sign. Discrete solutions are shown to exist and converge towards a weak solution of the continuous...