Displaying similar documents to “On the numerical solution of the one-dimensional convection-diffusion equation.”

Conservation schemes for convection-diffusion equations with Robin boundary conditions

Stéphane Flotron, Jacques Rappaz (2013)

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

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In this article, we present a numerical scheme based on a finite element method in order to solve a time-dependent convection-diffusion equation problem and satisfy some conservation properties. In particular, our scheme is able to conserve the total energy for a heat equation or the total mass of a solute in a fluid for a concentration equation, even if the approximation of the velocity field is not completely divergence-free. We establish a priori errror estimates for this scheme and...

An efficient linear numerical scheme for the Stefan problem, the porous medium equation and nonlinear cross-diffusion systems

Molati, Motlatsi, Murakawa, Hideki

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This paper deals with nonlinear diffusion problems which include the Stefan problem, the porous medium equation and cross-diffusion systems. We provide a linear scheme for these nonlinear diffusion problems. The proposed numerical scheme has many advantages. Namely, the implementation is very easy and the ensuing linear algebraic systems are symmetric, which show low computational cost. Moreover, this scheme has the accuracy comparable to that of the wellstudied nonlinear schemes and...

Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

Milev, Mariyan, Tagliani, Aldo (2010)

Serdica Mathematical Journal

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2000 Mathematics Subject Classification: 65M06, 65M12. In this paper we explore the numerical diffusion introduced by two nonstandard finite difference schemes applied to the Black-Scholes partial differential equation for pricing discontinuous payoff and low volatility options. Discontinuities in the initial conditions require applying nonstandard non-oscillating finite difference schemes such as the exponentially fitted finite difference schemes suggested by D. Duffy and...

Discretization methods with analytical characteristic methods for advection-diffusion-reaction equations and 2d applications

Jürgen Geiser (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

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Our studies are motivated by a desire to model long-time simulations of possible scenarios for a waste disposal. Numerical methods are developed for solving the arising systems of convection-diffusion-dispersion-reaction equations, and the received results of several discretization methods are presented. We concentrate on linear reaction systems, which can be solved analytically. In the numerical methods, we use large time-steps to achieve long simulation times of about 10 000 years. We...

The generalized finite volume SUSHI scheme for the discretization of the peaceman model

Mohamed Mandari, Mohamed Rhoudaf, Ouafa Soualhi (2021)

Applications of Mathematics

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We demonstrate some a priori estimates of a scheme using stabilization and hybrid interfaces applying to partial differential equations describing miscible displacement in porous media. This system is made of two coupled equations: an anisotropic diffusion equation on the pressure and a convection-diffusion-dispersion equation on the concentration of invading fluid. The anisotropic diffusion operators in both equations require special care while discretizing by a finite volume method...

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...