Finite Difference Schemes on Nonuniform Meshes for Parabolic Problems With Generalized Solutions
Finite element analyis of exponentially fitted Lumped schemes for time-dependent convection-diffusion problems.
Finite element discretization of the Kuramoto-Sivashinsky equation
We analyze semidiscrete and second-order in time fully discrete finite element methods for the Kuramoto-Sivashinsky equation.
Finite element solution of the fundamental equations of semiconductor devices. II
In part I of the paper (see Zlámal [13]) finite element solutions of the nonstationary semiconductor equations were constructed. Two fully discrete schemes were proposed. One was nonlinear, the other partly linear. In this part of the paper we justify the nonlinear scheme. We consider the case of basic boundary conditions and of constant mobilities and prove that the scheme is unconditionally stable. Further, we show that the approximate solution, extended to the whole time interval as a piecewise...
Finite volume methods for the valuation of American options
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.
Finite-volume level set method and its adaptive version in completing subjective contours
In this paper we deal with a problem of segmentation (including missing boundary completion) and subjective contour creation. For the corresponding models we apply the semi-implicit finite volume numerical schemes leading to methods which are robust, efficient and stable without any restriction to a time step. The finite volume discretization enables to use the spatial adaptivity and thus improve significantly the computational time. The computational results related to image segmentation with partly...
Fluid flow in collapsible elastic tubes: a three-dimensional numerical model.
Fourth-order partial differential equations for effective image denoising.
Full discretization of some reaction diffusion equation with blow up
This paper aims at the development of numerical schemes for nonlinear reaction diffusion problems with a convection that blows up in a finite time. A full discretization of this problem that preserves the blow - up property is presented as well as a numerical simulation. Efficiency of the method is derived via a numerical comparison with a classical scheme based on the Runge Kutta scheme.
Fully adaptive multiresolution schemes for strongly degenerate parabolic equations in one space dimension
We present a fully adaptive multiresolution scheme for spatially one-dimensional quasilinear strongly degenerate parabolic equations with zero-flux and periodic boundary conditions. The numerical scheme is based on a finite volume discretization using the Engquist-Osher numerical flux and explicit time stepping. An adaptive multiresolution scheme based on cell averages is then used to speed up the CPU time and the memory requirements of the underlying finite volume scheme, whose first-order...
Fully implicit ADI schemes for solving the nonlinear Poisson-Boltzmann equation
The Poisson-Boltzmann (PB) model is an effective approach for the electrostatics analysis of solvated biomolecules. The nonlinearity associated with the PB equation is critical when the underlying electrostatic potential is strong, but is extremely difficult to solve numerically. In this paper, we construct two operator splitting alternating direction implicit (ADI) schemes to efficiently and stably solve the nonlinear PB equation in a pseudo-transient continuation approach. The operator splitting...
General finite difference approximation to the Cauchy problem for nonlinear parabolic differential-functional equations
General highly accurate algebraic coarsening.
Genuinely multi-dimensional non-dissipative finite-volume schemes for transport
We develop a new multidimensional finite-volume algorithm for transport equations. This algorithm is both stable and non-dissipative. It is based on a reconstruction of the discrete solution inside each cell at every time step. The proposed reconstruction, which is genuinely multidimensional, allows recovering sharp profiles in both the direction of the transport velocity and the transverse direction. It constitutes an extension of the one-dimensional reconstructions analyzed in (Lagoutière, 2005;...
Geometrical aspects of exact boundary controllability for the wave equation. A numerical study
Geometrical aspects of exact boundary controllability for the wave equation - a numerical study
This essentially numerical study, sets out to investigate various geometrical properties of exact boundary controllability of the wave equation when the control is applied on a part of the boundary. Relationships between the geometry of the domain, the geometry of the controlled boundary, the time needed to control and the energy of the control are dealt with. A new norm of the control and an energetic cost factor are introduced. These quantities enable a detailed appraisal of the numerical solutions...
Global superconvergence of finite element methods for parabolic inverse problems
In this article we transform a large class of parabolic inverse problems into a nonclassical parabolic equation whose coefficients consist of trace type functionals of the solution and its derivatives subject to some initial and boundary conditions. For this nonclassical problem, we study finite element methods and present an immediate analysis for global superconvergence for these problems, on basis of which we obtain a posteriori error estimators.
Godunov method for nonconservative hyperbolic systems
This paper is concerned with the numerical approximation of Cauchy problems for one-dimensional nonconservative hyperbolic systems. The theory developed by Dal Maso et al. [J. Math. Pures Appl.74 (1995) 483–548] is used in order to define the weak solutions of the system: an interpretation of the nonconservative products as Borel measures is given, based on the choice of a family of paths drawn in the phase space. Even if the family of paths can be chosen arbitrarily, it is natural to require this...
Gradient descent and fast artificial time integration
The integration to steady state of many initial value ODEs and PDEs using the forward Euler method can alternatively be considered as gradient descent for an associated minimization problem. Greedy algorithms such as steepest descent for determining the step size are as slow to reach steady state as is forward Euler integration with the best uniform step size. But other, much faster methods using bolder step size selection exist. Various alternatives are investigated from both theoretical and practical...
Gröbner bases and generation of difference schemes for partial differential equations.