Central WENO schemes for hyperbolic systems of conservation laws
Central WENO schemes for hyperbolic systems of conservation laws
We present a family of high-order, essentially non-oscillatory, central schemes for approximating solutions of hyperbolic systems of conservation laws. These schemes are based on a new centered version of the Weighed Essentially Non-Oscillatory (WENO) reconstruction of point-values from cell-averages, which is then followed by an accurate approximation of the fluxes via a natural continuous extension of Runge-Kutta solvers. We explicitly construct the third and fourth-order scheme and demonstrate...
Combined finite element -- finite volume method (convergence analysis)
We present an efficient numerical method for solving viscous compressible fluid flows. The basic idea is to combine finite volume and finite element methods in an appropriate way. Thus nonlinear convective terms are discretized by the finite volume method over a finite volume mesh dual to a triangular grid. Diffusion terms are discretized by the conforming piecewise linear finite element method. In the paper we study theoretical properties of this scheme for the scalar nonlinear convection-diffusion...
Comparison of explicit and implicit difference methods for quasilinear functional differential equations
We give a theorem on error estimates of approximate solutions for explicit and implicit difference functional equations with unknown functions of several variables. We apply this general result to investigate the stability of difference methods for quasilinear functional differential equations with initial boundary condition of Dirichlet type. We consider first order partial functional differential equations and parabolic functional differential problems. We compare the properties of explicit...
Comparison of explicit and implicit difference schemes for parabolic functional differential equations
Initial-boundary value problems of Dirichlet type for parabolic functional differential equations are considered. Explicit difference schemes of Euler type and implicit difference methods are investigated. The following theoretical aspects of the methods are presented. Sufficient conditions for the convergence of approximate solutions are given and comparisons of the methods are presented. It is proved that the assumptions on the regularity of the given functions are the same for both methods. It...
Computational study of the Willmore flow on graphs
Conditions aux limites pour un système strictement hyperbolique fournies, par le schéma de Godunov
Conservation schemes for convection-diffusion equations with Robin boundary conditions
In this article, we present a numerical scheme based on a finite element method in order to solve a time-dependent convection-diffusion equation problem and satisfy some conservation properties. In particular, our scheme is able to conserve the total energy for a heat equation or the total mass of a solute in a fluid for a concentration equation, even if the approximation of the velocity field is not completely divergence-free. We establish a priori errror estimates for this scheme and we give some...
Consistency, accuracy and entropy behaviour of remeshed particle methods
In this paper we analyze the consistency, the accuracy and some entropy properties of particle methods with remeshing in the case of a scalar one-dimensional conservation law. As in [G.-H. Cottet and L. Weynans, C. R. Acad. Sci. Paris, Ser. I 343 (2006) 51–56] we re-write particle methods with remeshing in the finite-difference formalism. This allows us to prove the consistency of these methods, and accuracy properties related to the accuracy of interpolation kernels. Cottet and Magni devised recently...
Consistency, accuracy and entropy behaviour of remeshed particle methods
In this paper we analyze the consistency, the accuracy and some entropy properties of particle methods with remeshing in the case of a scalar one-dimensional conservation law. As in [G.-H. Cottet and L. Weynans, C. R. Acad. Sci. Paris, Ser. I 343 (2006) 51–56] we re-write particle methods with remeshing in the finite-difference formalism. This allows us to prove the consistency of these methods, and accuracy properties related to the accuracy of...
Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs
This paper deals with the numerical solution of nonlinear Black-Scholes equation modeling European vanilla call option pricing under transaction costs. Using an explicit finite difference scheme consistent with the partial differential equation valuation problem, a sufficient condition for the stability of the solution is given in terms of the stepsize discretization variables and the parameter measuring the transaction costs. This stability condition is linked to some properties of the numerical...
Consistent streamline residual-based artificial viscosity stabilization for numerical simulation of incompressible turbulent flow by isogeometric analysis
In this paper, we propose a new stabilization technique for numerical simulation of incompressible turbulent flow by solving Reynolds-averaged Navier-Stokes equations closed by the SST - turbulence model. The stabilization scheme is constructed such that it is consistent in the sense used in the finite element method, artificial diffusion is added only in the direction of convection and it is based on a purely nonlinear approach. We present numerical results obtained by our in-house incompressible...
Constructing Orthogonal Curvilinear Meshes by Solving Initial Value Problems.
Construction of convergent adaptive weighted essentially non-oscillatory schemes for Hamilton-Jacobi equations on triangular meshes
We propose a method of constructing convergent high order schemes for Hamilton-Jacobi equations on triangular meshes, which is based on combining a high order scheme with a first order monotone scheme. According to this methodology, we construct adaptive schemes of weighted essentially non-oscillatory type on triangular meshes for nonconvex Hamilton-Jacobi equations in which the first order monotone approximations are occasionally applied near singular points of the solution (discontinuities of...
Continuous dependence in for discontinuous solutions of the viscous -system
Contractivity in the Numerical Solution of Initial Value Problems.
Control and estimation of the boundary heat transfer function in Stefan problems
Converegence of a Finite Difference Method for the Heat Equation - Interpolation Technique
Convergence analysis of finite difference schemes for semi-linear initial-value problems
Convergence and error estimates in finite volume schemes for general multidimensional scalar conservation laws. I. Explicite monotone schemes