Monotone finite difference domain decomposition algorithms and applications to nonlinear singularly perturbed reaction-diffusion problems.
Monotoniesätze für hyperbolische Anfangswertaufgaben und Einschließung von Lösungen.
Multiscale Finite Element approach for “weakly” random problems and related issues
We address multiscale elliptic problems with random coefficients that are a perturbation of multiscale deterministic problems. Our approach consists in taking benefit of the perturbative context to suitably modify the classical Finite Element basis into a deterministic multiscale Finite Element basis. The latter essentially shares the same approximation properties as a multiscale Finite Element basis directly generated on the random problem. The specific reference method that we use is the Multiscale...
New trends in coupled simulations featuring domain decomposition and metacomputing
In this paper we test the feasibility of coupling two heterogeneous mathematical modeling integrated within two different codes residing on distant sites. A prototype is developed using Schwarz type domain decomposition as the mathematical tool for coupling. The computing technology for coupling uses a CORBA environment to implement a distributed client-server programming model. Domain decomposition methods are well suited to reducing complex physical phenomena into a sequence of parallel subproblems...
New trends in coupled simulations featuring domain decomposition and metacomputing
In this paper we test the feasibility of coupling two heterogeneous mathematical modeling integrated within two different codes residing on distant sites. A prototype is developed using Schwarz type domain decomposition as the mathematical tool for coupling. The computing technology for coupling uses a CORBA environment to implement a distributed client-server programming model. Domain decomposition methods are well suited to reducing complex physical phenomena into a sequence of parallel subproblems...
Nitsche mortaring for parabolic initial-boundary value problems.
Non linear schemes for the heat equation in 1D
Inspired by the growing use of non linear discretization techniques for the linear diffusion equation in industrial codes, we construct and analyze various explicit non linear finite volume schemes for the heat equation in dimension one. These schemes are inspired by the Le Potier’s trick [C. R. Acad. Sci. Paris, Ser. I 348 (2010) 691–695]. They preserve the maximum principle and admit a finite volume formulation. We provide a original functional setting for the analysis of convergence of such methods....
Nonlinear Galerkin method in the finite difference case and wavelet-like incremental unknowns.
Nonlinear Galerkin Methods: The Finite Elements Case.
Nonlinear stability and convergence of finite-differnce methods for the "good" Boussinesq equation.
Nonlinear stability of centered rarefaction waves of the Jin-Xin relaxation model for conservation laws.
Nonlinear Tensor Diffusion in Image Processing
This paper presents and summarize our results concerning the nonlinear tensor diffusion which enhances image structure coherence. The core of the paper comes from [3, 2, 4, 5]. First we briefly describe the diffusion model and provide its basic properties. Further we build a semi-implicit finite volume scheme for the above mentioned model with the help of a co-volume mesh. This strategy is well-known as diamond-cell method owing to the choice of co-volume as a diamondshaped polygon, see [1]. We...
Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing
2000 Mathematics Subject Classification: 65M06, 65M12.The paper is devoted to pricing options characterized by discontinuities in the initial conditions of the respective Black-Scholes partial differential equation. Finite difference schemes are examined to highlight how discontinuities can generate numerical drawbacks such as spurious oscillations. We analyze the drawbacks of the Crank-Nicolson scheme that is most frequently used numerical method in Finance because of its second order accuracy....
Numerical analysis of a semi-implicit DDFV scheme for the regularized curvature driven level set equation in 2D
Stability and convergence of the linear semi-implicit discrete duality finite volume (DDFV) numerical scheme in 2D for the solution of the regularized curvature driven level set equation is proved. Numerical experiments concerning comparison with exact solution and image filtering problem using proposed scheme are included.
Numerical analysis of coupling for a kinetic equation
In this paper we introduce a coupled systems of kinetic equations for the linearized Carleman model. We then study the existence theory and the asymptotic behaviour of the resulting coupled problem. In order to solve the coupled problem we propose to use the time marching algorithm. We then develop a convergence theory for the resulting algorithm. Numerical results confirming the theory are then presented.
Numerical analysis of nonlinear elliptic-parabolic equations
This paper deals with the numerical approximation of mild solutions of elliptic-parabolic equations, relying on the existence results of Bénilan and Wittbold (1996). We introduce a new and simple algorithm based on Halpern’s iteration for nonexpansive operators (Bauschke, 1996; Halpern, 1967; Lions, 1977), which is shown to be convergent in the degenerate case, and compare it with existing schemes (Jäger and Kačur, 1995; Kačur, 1999).
Numerical analysis of nonlinear elliptic-parabolic equations
This paper deals with the numerical approximation of mild solutions of elliptic-parabolic equations, relying on the existence results of Bénilan and Wittbold (1996). We introduce a new and simple algorithm based on Halpern's iteration for nonexpansive operators (Bauschke, 1996; Halpern, 1967; Lions, 1977), which is shown to be convergent in the degenerate case, and compare it with existing schemes (Jäger and Kačur, 1995; Kačur, 1999).
Numerical analysis of semilinear parabolic problems with blow-up solutions.
Numerical analysis of the Cahn-Hilliard equation with a logarithmic free energy.
Numerical approaches to rate-independent processes and applications in inelasticity
A conceptual numerical strategy for rate-independent processes in the energetic formulation is proposed and its convergence is proved under various rather mild data qualifications. The novelty is that we obtain convergence of subsequences of space-time discretizations even in case where the limit problem does not have a unique solution and we need no additional assumptions on higher regularity of the limit solution. The variety of general perspectives thus obtained is illustrated on several...