Partant du principe de conservation de la masse et du principe fondamental de la dynamique, on retrouve l'équation d'Euler nous permettant de décrire les modèles asymptotiques de propagation d'ondes dans des eaux peu profondes en dimension 1. Pour décrire la propagation des ondes en dimension 2, Kadomtsev et Petviashvili [ 15 (1970) 539] utilisent une perturbation linéaire de l'équation de KdV. Mais cela ne précise pas si les équations ainsi obtenues dérivent de l'équation d'Euler, c'est ce que...

We deal with numerical computation of the nonlinear partial differential equations (PDEs) of Black–Scholes type which incorporate the effect of transaction costs. Our proposed technique surmounts the difficulty of infinite domains and unbounded values of the solutions. Numerical implementation shows the validity of our scheme.

Iterative approximation algorithms are successfully applied in parametric approximation tasks. In particular, reduced basis methods make use of the so-called Greedy algorithm for approximating solution sets of parametrized partial differential equations. Recently, a priori convergence rate statements for this algorithm have been given (Buffa et al. 2009, Binev et al. 2010). The goal of the current study is the extension to time-dependent problems, which are typically approximated using the POD–Greedy...

In this paper, two algorithms are proposed to solve systems of algebraic equations generated by a discretization procedure of the weak formulation of boundary value problems for systems of nonlinear elliptic equations. The first algorithm, Newton-CG-MG, is suitable for systems with gradient mappings, while the second, Newton-CE-MG, can be applied to more general systems. Convergence theorems are proved and application to the semiconductor device modelling is described.

Curved triangular $C^m$-elements which can be pieced together with the generalized Bell’s $C^m$-elements are constructed. They are applied to solving the Dirichlet problem of an elliptic equation of the order $2(m+1)$ in a domain with a smooth boundary by the finite element method. The effect of numerical integration is studied, sufficient conditions for the existence and uniqueness of the approximate solution are presented and the rate of convergence is estimated. The rate of convergence is the same as in the...