Displaying similar documents to “A new reconstruction-enhanced discontinuous Galerkin method for time-dependent problems”

Valuing barrier options using the adaptive discontinuous Galerkin method

Hozman, Jiří

Similarity:

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

Similarity:

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...

Application of a Higher Order Discontinuous Galerkin

A. V. Wolkov, Ch. Hirsch, N. B. Petrovskaya (2011)

Mathematical Modelling of Natural Phenomena

Similarity:

We discuss the issues of implementation of a higher order discontinuous Galerkin (DG) scheme for aerodynamics computations. In recent years a DG method has intensively been studied at Central Aerohydrodynamic Institute (TsAGI) where a computational code has been designed for numerical solution of the 3-D Euler and Navier-Stokes equations. Our discussion is mainly based on the results of the DG study conducted in TsAGI in collaboration...