Local solution of parabolic equations with strongly increasing nonlinearity by the Rothe method
Long-Range Numerical Solution of Mildly Non-Linear Parabolic Equations.
Long-Time Simulation of a Size-Structured Population Model with a Dynamical Resource
In this paper, we study the numerical approximation of a size-structured population model whose dependency on the environment is managed by the evolution of a vital resource. We show that this is a difficult task: some numerical methods are not suitable for a long-time integration. We analyze the reasons for the failure.
Lösung der Dirichletproblems und Konvergenz der Differenzenapproximation für elliptische Differentialgleichungen zweiter Ordnung.
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...
Low-Mach consistency of a class of linearly implicit schemes for the compressible Euler equations
In this note, we give an overview of the authors’ paper [6] which deals with asymptotic consistency of a class of linearly implicit schemes for the compressible Euler equations. This class is based on a linearization of the nonlinear fluxes at a reference state and includes the scheme of Feistauer and Kučera [3] as well as the class of RS-IMEX schemes [8,5,1] as special cases. We prove that the linearization gives an asymptotically consistent solution in the low-Mach limit under the assumption of...