Local one-dimensional scheme for the third boundary value problem for the heat equation.
Local preconditioners for steady and unsteady flow applications
Preconditioners for hyperbolic systems are numerical artifacts to accelerate the convergence to a steady state. In addition, the preconditioner should also be included in the artificial viscosity or upwinding terms to improve the accuracy of the steady state solution. For time dependent problems we use a dual time stepping approach. The preconditioner affects the convergence rate and the accuracy of the subiterations within each physical time step. We consider two types of local preconditioners:...
Local preconditioners for steady and unsteady flow applications
Preconditioners for hyperbolic systems are numerical artifacts to accelerate the convergence to a steady state. In addition, the preconditioner should also be included in the artificial viscosity or upwinding terms to improve the accuracy of the steady state solution. For time dependent problems we use a dual time stepping approach. The preconditioner affects the convergence rate and the accuracy of the subiterations within each physical time step. We consider two types of local preconditioners: Jacobi...
Low Volatility Options and Numerical Diffusion of Finite Difference Schemes
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 the Crank-Nicolson variant...
Mathematical and numerical analysis of a stratigraphic model
In this paper, we consider a multi-lithology diffusion model used in stratigraphic modelling to simulate large scale transport processes of sediments described as a mixture of lithologies. This model is a simplified one for which the surficial fluxes are proportional to the slope of the topography and to a lithology fraction with unitary diffusion coefficients. The main unknowns of the system are the sediment thickness , the surface concentrations in lithology of the sediments at the top...
Mathematical and numerical analysis of a stratigraphic model
In this paper, we consider a multi-lithology diffusion model used in stratigraphic modelling to simulate large scale transport processes of sediments described as a mixture of L lithologies. This model is a simplified one for which the surficial fluxes are proportional to the slope of the topography and to a lithology fraction with unitary diffusion coefficients. The main unknowns of the system are the sediment thickness h, the L surface concentrations in lithology i of the sediments at the...
Mathematical and numerical studies of non linear ferromagnetic materials
Mathematical and numerical studies of non linear ferromagnetic materials
In this paper we are interested in the numerical modeling of absorbing ferromagnetic materials obeying the non-linear Landau-Lifchitz-Gilbert law with respect to the propagation and scattering of electromagnetic waves. In this work we consider the 1D problem. We first show that the corresponding Cauchy problem has a unique global solution. We then derive a numerical scheme based on an appropriate modification of Yee's scheme, that we show to preserve some important properties of the continuous...
Mathematical models for laser-plasma interaction
We address here mathematical models related to the Laser-Plasma Interaction. After a simplified introduction to the physical background concerning the modelling of the laser propagation and its interaction with a plasma, we recall some classical results about the geometrical optics in plasmas. Then we deal with the well known paraxial approximation of the solution of the Maxwell equation; we state a coupling model between the plasma hydrodynamics and the laser propagation. Lastly, we consider the...
Mathematical models for laser-plasma interaction
We address here mathematical models related to the Laser-Plasma Interaction. After a simplified introduction to the physical background concerning the modelling of the laser propagation and its interaction with a plasma, we recall some classical results about the geometrical optics in plasmas. Then we deal with the well known paraxial approximation of the solution of the Maxwell equation; we state a coupling model between the plasma hydrodynamics and the laser propagation. Lastly, we consider the...
Mathematical study of a petroleum-engineering scheme
Models of two phase flows in porous media, used in petroleum engineering, lead to a system of two coupled equations with elliptic and parabolic degenerate terms, and two unknowns, the saturation and the pressure. For the purpose of their approximation, a coupled scheme, consisting in a finite volume method together with a phase-by-phase upstream weighting scheme, is used in the industrial setting. This paper presents a mathematical analysis of this coupled scheme, first showing that it satisfies...
Mathematical study of a petroleum-engineering scheme
Models of two phase flows in porous media, used in petroleum engineering, lead to a system of two coupled equations with elliptic and parabolic degenerate terms, and two unknowns, the saturation and the pressure. For the purpose of their approximation, a coupled scheme, consisting in a finite volume method together with a phase-by-phase upstream weighting scheme, is used in the industrial setting. This paper presents a mathematical analysis of this coupled scheme, first showing that it satisfies...
Maximum-norm resolvent estimates for elliptic finite element operators on nonquasiuniform triangulations
In recent years several papers have been devoted to stability and smoothing properties in maximum-norm of finite element discretizations of parabolic problems. Using the theory of analytic semigroups it has been possible to rephrase such properties as bounds for the resolvent of the associated discrete elliptic operator. In all these cases the triangulations of the spatial domain has been assumed to be quasiuniform. In the present paper we show a resolvent estimate, in one and two space dimensions,...
Maximum-norm resolvent estimates for elliptic finite element operators on nonquasiuniform triangulations
In recent years several papers have been devoted to stability and smoothing properties in maximum-norm of finite element discretizations of parabolic problems. Using the theory of analytic semigroups it has been possible to rephrase such properties as bounds for the resolvent of the associated discrete elliptic operator. In all these cases the triangulations of the spatial domain has been assumed to be quasiuniform. In the present paper we show a resolvent estimate, in one and two space dimensions, under...
Method of difference inequalities for parabolic equations with mixed derivatives
Mimetic schemes on non-uniform structured meshes.
Modelling the electromagnetic behaviour of SiFe alloys using the Preisach theory and the principle of loss seperation.
Modelling the Impact of Pericyte Migration and Coverage of Vessels on the Efficacy of Vascular Disrupting Agents
Over the past decade or so, there have been a large number of modelling approaches aimed at elucidating the most important mechanisms affecting the formation of new capillaries from parent blood vessels — a process known as angiogenesis. Most studies have focussed upon the way in which capillary sprouts are initiated and migrate in response to diffusible chemical stimuli supplied by hypoxic stromal cells and leukocytes in the contexts of solid tumour...
Modified Crank-Nicolson difference schemes for nonlocal boundary value problem for the Schrödinger equation.
Monotone (A,B) entropy stable numerical scheme for Scalar Conservation Laws with discontinuous flux
For scalar conservation laws in one space dimension with a flux function discontinuous in space, there exist infinitely many classes of solutions which are L1 contractive. Each class is characterized by a connection (A,B) which determines the interface entropy. For solutions corresponding to a connection (A,B), there exists convergent numerical schemes based on Godunov or Engquist−Osher schemes. The natural question is how to obtain schemes, corresponding to computationally less expensive monotone...