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Finite difference scheme for the Willmore flow of graphs

Tomáš Oberhuber (2007)

Kybernetika

In this article we discuss numerical scheme for the approximation of the Willmore flow of graphs. The scheme is based on the finite difference method. We improve the scheme we presented in Oberhuber [Obe-2005-2,Obe-2005-1] which is based on combination of the forward and the backward finite differences. The new scheme approximates the Willmore flow by the central differences and as a result it better preserves symmetry of the solution. Since it requires higher regularity of the solution, additional...

Finite element approximation of a Stefan problem with degenerate Joule heating

John W. Barrett, Robert Nürnberg (2004)

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

We consider a fully practical finite element approximation of the following degenerate system t ρ ( u ) - . ( α ( u ) u ) σ ( u ) | φ | 2 , . ( σ ( u ) φ ) = 0 subject to an initial condition on the temperature, u , and boundary conditions on both u and the electric potential, φ . In the above ρ ( u ) is the enthalpy incorporating the latent heat of melting, α ( u ) > 0 is the temperature dependent heat conductivity, and σ ( u ) 0 is the electrical conductivity. The latter is zero in the frozen zone, u 0 , which gives rise to the degeneracy in this Stefan system. In addition to showing stability...

Finite element approximation of a Stefan problem with degenerate Joule heating

John W. Barrett, Robert Nürnberg (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We consider a fully practical finite element approximation of the following degenerate system t ρ ( u ) - . ( α ( u ) u ) σ ( u ) | φ | 2 , . ( σ ( u ) φ ) = 0 subject to an initial condition on the temperature, u, and boundary conditions on both u and the electric potential, ϕ. In the above p(u) is the enthalpy incorporating the latent heat of melting, α(u) > 0 is the temperature dependent heat conductivity, and σ(u) > 0 is the electrical conductivity. The latter is zero in the frozen zone, u ≤ 0, which gives rise to the degeneracy in this Stefan...

Finite element approximation of a two-layered liquid film in the presence of insoluble surfactants

John W. Barrett, Linda El Alaoui (2008)

ESAIM: Mathematical Modelling and Numerical Analysis

We consider a system of degenerate parabolic equations modelling a thin film, consisting of two layers of immiscible Newtonian liquids, on a solid horizontal substrate. In addition, the model includes the presence of insoluble surfactants on both the free liquid-liquid and liquid-air interfaces, and the presence of both attractive and repulsive van der Waals forces in terms of the heights of the two layers. We show that this system formally satisfies a Lyapunov structure, and a second energy...

Finite element approximation of finitely extensible nonlinear elastic dumbbell models for dilute polymers

John W. Barrett, Endre Süli (2012)

ESAIM: Mathematical Modelling and Numerical Analysis

We construct a Galerkin finite element method for the numerical approximation of weak solutions to a general class of coupled FENE-type finitely extensible nonlinear elastic dumbbell models that arise from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The class of models involves the unsteady incompressible Navier–Stokes equations in a bounded domain Ω ⊂ ℝd, d = 2 or 3, for the velocity...

Finite element approximation of finitely extensible nonlinear elastic dumbbell models for dilute polymers

John W. Barrett, Endre Süli (2012)

ESAIM: Mathematical Modelling and Numerical Analysis

We construct a Galerkin finite element method for the numerical approximation of weak solutions to a general class of coupled FENE-type finitely extensible nonlinear elastic dumbbell models that arise from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The class of models involves the unsteady incompressible Navier–Stokes equations in a bounded domain Ω ⊂ ℝd, d = 2 or 3, for the velocity...

Finite element approximation of kinetic dilute polymer models with microscopic cut-off

John W. Barrett, Endre Süli (2011)

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

We construct a Galerkin finite element method for the numerical approximation of weak solutions to a coupled microscopic-macroscopic bead-spring model that arises from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The model consists of the unsteady incompressible Navier–Stokes equations in a bounded domain Ω ⊂ d ,d= 2 or 3, for the velocity and the pressure of the fluid, with an elastic extra-stress tensor as right-hand side in the momentum equation....

Finite element approximation of kinetic dilute polymer models with microscopic cut-off

John W. Barrett, Endre Süli (2011)

ESAIM: Mathematical Modelling and Numerical Analysis

We construct a Galerkin finite element method for the numerical approximation of weak solutions to a coupled microscopic-macroscopic bead-spring model that arises from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The model consists of the unsteady incompressible Navier–Stokes equations in a bounded domain Ω ⊂ d , d = 2 or 3, for the velocity and the pressure of the fluid, with an elastic extra-stress tensor as right-hand side in the momentum equation....

Finite element solution of a hyperbolic-parabolic problem

Rudolf Hlavička (1994)

Applications of Mathematics

Existence and finite element approximation of a hyperbolic-parabolic problem is studied. The original two-dimensional domain is approximated by a polygonal one (external approximations). The time discretization is obtained using Euler’s backward formula (Rothe’s method). Under certain smoothing assumptions on the data (see (2.6), (2.7)) the existence and uniqueness of the solution and the convergence of Rothe’s functions in the space C ( I ¯ , V ) is proved.

Finite element solution of the fundamental equations of semiconductor devices. II

Miloš Zlámal (2001)

Applications of Mathematics

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

Julien Berton, Robert Eymard (2006)

ESAIM: Mathematical Modelling and Numerical Analysis

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 scheme for two-phase flows in heterogeneous porous media involving capillary pressure discontinuities

Clément Cancès (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

We study a one-dimensional model for two-phase flows in heterogeneous media, in which the capillary pressure functions can be discontinuous with respect to space. We first give a model, leading to a system of degenerated nonlinear parabolic equations spatially coupled by nonlinear transmission conditions. We approximate the solution of our problem thanks to a monotonous finite volume scheme. The convergence of the underlying discrete solution to a weak solution when the discretization step...

Finite volume schemes for a nonlinear hyperbolic equation. Convergence towards the entropy solution and error estimate

Claire Chainais-Hillairet (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

In this paper, we study some finite volume schemes for the nonlinear hyperbolic equation u t ( x , t ) + div F ( x , t , u ( x , t ) ) = 0 with the initial condition u 0 L ( N ) . Passing to the limit in these schemes, we prove the existence of an entropy solution u L i n f t y ( N × + ) . Proving also uniqueness, we obtain the convergence of the finite volume approximation to the entropy solution in L l o c p ( N × + ) , 1 ≤ p ≤ +∞. Furthermore, if u 0 L BV l o c ( N ) , we show that u BV l o c ( N × + ) , which leads to an “ h 1 4 ” error estimate between the approximate and the entropy solutions (where h defines the size of the...

Finite volume schemes for multi-dimensional hyperbolic systems based on the use of bicharacteristics

Mária Lukáčová-Medviďová, Jitka Saibertová (2006)

Applications of Mathematics

In this paper we present recent results for the bicharacteristic based finite volume schemes, the so-called finite volume evolution Galerkin (FVEG) schemes. These methods were proposed to solve multi-dimensional hyperbolic conservation laws. They combine the usually conflicting design objectives of using the conservation form and following the characteristics, or bicharacteristics. This is realized by combining the finite volume formulation with approximate evolution operators, which use bicharacteristics...

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