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Finite volume method in curvilinear coordinates for hyperbolic conservation laws⋆

A. Bonnement, T. Fajraoui, H. Guillard, M. Martin, A. Mouton, B. Nkonga, A. Sangam (2011)

ESAIM: Proceedings

This paper deals with the design of finite volume approximation of hyperbolic conservation laws in curvilinear coordinates. Such coordinates are encountered naturally in many problems as for instance in the analysis of a large number of models coming from magnetic confinement fusion in tokamaks. In this paper we derive a new finite volume method for hyperbolic conservation laws in curvilinear coordinates. The method is first described in a general...

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 multi-dimensional drift-diffusion equations and convergence analysis

Claire Chainais-Hillairet, Jian-Guo Liu, Yue-Jun Peng (2003)

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

We introduce a finite volume scheme for multi-dimensional drift-diffusion equations. Such equations arise from the theory of semiconductors and are composed of two continuity equations coupled with a Poisson equation. In the case that the continuity equations are non degenerate, we prove the convergence of the scheme and then the existence of solutions to the problem. The key point of the proof relies on the construction of an approximate gradient of the electric potential which allows us to deal...

Finite volume scheme for multi-dimensional drift-diffusion equations and convergence analysis

Claire Chainais-Hillairet, Jian-Guo Liu, Yue-Jun Peng (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We introduce a finite volume scheme for multi-dimensional drift-diffusion equations. Such equations arise from the theory of semiconductors and are composed of two continuity equations coupled with a Poisson equation. In the case that the continuity equations are non degenerate, we prove the convergence of the scheme and then the existence of solutions to the problem. The key point of the proof relies on the construction of an approximate gradient of the electric potential which allows us to deal...

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...

Finite volume schemes for the generalized subjective surface equation in image segmentation

Karol Mikula, Mariana Remešíková (2009)

Kybernetika

In this paper, we describe an efficient method for 3D image segmentation. The method uses a PDE model – the so called generalized subjective surface equation which is an equation of advection-diffusion type. The main goal is to develop an efficient and stable numerical method for solving this problem. The numerical solution is based on semi-implicit time discretization and flux-based level set finite volume space discretization. The space discretization is discussed in details and we introduce three...

Finite-dimensional control of nonlinear parabolic PDE systems with time-dependent spatial domains using empirical eigenfunctions

Antonios Armaou, Panagiotis Christofides (2001)

International Journal of Applied Mathematics and Computer Science

This article presents a methodology for the synthesis of finite-dimensional nonlinear output feedback controllers for nonlinear parabolic partial differential equation (PDE) systems with time-dependent spatial domains. Initially, the nonlinear parabolic PDE system is expressed with respect to an appropriate time-invariant spatial coordinate, and a representative (with respect to different initial conditions and input perturbations) ensemble of solutions of the resulting time-varying PDE system is...

Finite-volume level set method and its adaptive version in completing subjective contours

Zuzana Krivá (2007)

Kybernetika

In this paper we deal with a problem of segmentation (including missing boundary completion) and subjective contour creation. For the corresponding models we apply the semi-implicit finite volume numerical schemes leading to methods which are robust, efficient and stable without any restriction to a time step. The finite volume discretization enables to use the spatial adaptivity and thus improve significantly the computational time. The computational results related to image segmentation with partly...

Finite-volume solvers for a multilayer Saint-Venant system

Emmanuel Audusse, Marie-Odile Bristeau (2007)

International Journal of Applied Mathematics and Computer Science

We consider the numerical investigation of two hyperbolic shallow water models. We focus on the treatment of the hyperbolic part. We first recall some efficient finite volume solvers for the classical Saint-Venant system. Then we study their extensions to a new multilayer Saint-Venant system. Finally, we use a kinetic solver to perform some numerical tests which prove that the 2D multilayer Saint-Venant system is a relevant alternative to D hydrostatic Navier-Stokes equations.

Fluid–particle shear flows

Bertrand Maury (2003)

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

Our purpose is to estimate numerically the influence of particles on the global viscosity of fluid–particle mixtures. Particles are supposed to rigid, and the surrounding fluid is newtonian. The motion of the mixture is computed directly, i.e. all the particle motions are computed explicitly. Apparent viscosity, based on the force exerted by the fluid on the sliding walls, is computed at each time step of the simulation. In order to perform long–time simulations and still control the solid fraction,...

Fluid–particle shear flows

Bertrand Maury (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

Our purpose is to estimate numerically the influence of particles on the global viscosity of fluid–particle mixtures. Particles are supposed to rigid, and the surrounding fluid is newtonian. The motion of the mixture is computed directly, i.e. all the particle motions are computed explicitly. Apparent viscosity, based on the force exerted by the fluid on the sliding walls, is computed at each time step of the simulation. In order to perform long–time simulations and still control the solid fraction,...

Forced anisotropic mean curvature flow of graphs in relative geometry

Dieu Hung Hoang, Michal Beneš (2014)

Mathematica Bohemica

The paper is concerned with the graph formulation of forced anisotropic mean curvature flow in the context of the heteroepitaxial growth of quantum dots. The problem is generalized by including anisotropy by means of Finsler metrics. A semi-discrete numerical scheme based on the method of lines is presented. Computational results with various anisotropy settings are shown and discussed.

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