Displaying similar documents to “Symmetric interior penalty discontinuous Galerkin method for nonlinear fully coupled quasi-static thermo-poroelasticity problems”

A new reconstruction-enhanced discontinuous Galerkin method for time-dependent problems

Kučera, Václav

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This work is concerned with the introduction of a new numerical scheme based on the discontinuous Galerkin (DG) method. We propose to follow the methodology of higher order finite volume schemes and introduce a reconstruction operator into the DG scheme. This operator constructs higher order piecewise polynomial reconstructions from the lower order DG scheme. Such a procedure was proposed already in [2] based on heuristic arguments, however we provide a rigorous derivation, which justifies...

On discontinuous Galerkin methods for nonlinear convection-diffusion problems and compressible flow

Vít Dolejší, Miloslav Feistauer, Christoph Schwab (2002)

Mathematica Bohemica

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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...

Valuing barrier options using the adaptive discontinuous Galerkin method

Hozman, Jiří

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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...