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Displaying similar documents to “Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching.”

Convergence of a Lagrange-Galerkin method for a fluid-rigid body system in ALE formulation

Guillaume Legendre, Takéo Takahashi (2008)

ESAIM: Mathematical Modelling and Numerical Analysis

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We propose a numerical scheme to compute the motion of a two-dimensional rigid body in a viscous fluid. Our method combines the method of characteristics with a finite element approximation to solve an ALE formulation of the problem. We derive error estimates implying the convergence of the scheme.