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Stable discretization of a diffuse interface model for liquid-vapor flows with surface tension

Malte Braack, Andreas Prohl (2013)

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

The isothermal Navier–Stokes–Korteweg system is used to model dynamics of a compressible fluid exhibiting phase transitions between a liquid and a vapor phase in the presence of capillarity effects close to phase boundaries. Standard numerical discretizations are known to violate discrete versions of inherent energy inequalities, thus leading to spurious dynamics of computed solutions close to static equilibria (e.g., parasitic currents). In this work, we propose a time-implicit discretization of...

Stable upwind schemes for the magnetic induction equation

Franz G. Fuchs, Kenneth H. Karlsen, Siddharta Mishra, Nils H. Risebro (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

We consider the magnetic induction equation for the evolution of a magnetic field in a plasma where the velocity is given. The aim is to design a numerical scheme which also handles the divergence constraint in a suitable manner. We design and analyze an upwind scheme based on the symmetrized version of the equations in the non-conservative form. The scheme is shown to converge to a weak solution of the equations. Furthermore, the discrete divergence produced by the scheme is shown to be...

Staggered schemes for all speed flows

Raphaèle Herbin, Walid Kheriji, Jean-Claude Latche (2012)

ESAIM: Proceedings

We review in this paper a class of schemes for the numerical simulation of compressible flows. In order to ensure the stability of the discretizations in a wide range of Mach numbers and introduce sufficient decoupling for the numerical resolution, we choose to implement and study pressure correction schemes on staggered meshes. The implicit version of the schemes is also considered for the theoretical study. We give both algorithms for the barotropic Navier-Stokes equations, for the full Navier-Stokes...

Static hedging of barrier options with a smile : an inverse problem

Claude Bardos, Raphaël Douady, Andrei Fursikov (2002)

ESAIM: Control, Optimisation and Calculus of Variations

Let L be a parabolic second order differential operator on the domain Π ¯ = 0 , T × . Given a function u ^ : R and x ^ > 0 such that the support of u ^ is contained in ( - , - x ^ ] , we let y ^ : Π ¯ be the solution to the equation: L y ^ = 0 , y ^ | { 0 } × = u ^ . Given positive bounds 0 < x 0 < x 1 , we seek a function u with support in x 0 , x 1 such that the corresponding solution y satisfies: y ( t , 0 ) = y ^ ( t , 0 ) t 0 , T . We prove in this article that, under some regularity conditions on the coefficients of L , continuous solutions are unique and dense in the sense that y ^ | [ 0 , T ] × { 0 } can be C 0 -approximated, but an exact solution does not...

Static Hedging of Barrier Options with a Smile: An Inverse Problem

Claude Bardos, Raphaël Douady, Andrei Fursikov (2010)

ESAIM: Control, Optimisation and Calculus of Variations

Let L be a parabolic second order differential operator on the domain Π ¯ = 0 , T × . Given a function u ^ : R and x ^ > 0 such that the support of û is contained in ( - , - x ^ ] , we let y ^ : Π ¯ be the solution to the equation: L y ^ = 0 , y ^ | { 0 } × = u ^ . Given positive bounds 0 < x 0 < x 1 , we seek a function u with support in x 0 , x 1 such that the corresponding solution y satisfies: y ( t , 0 ) = y ^ ( t , 0 ) t 0 , T . We prove in this article that, under some regularity conditions on the coefficients of L, continuous solutions are unique and dense in the sense that y ^ | [ 0 , T ] × { 0 } can be C0-approximated, but an exact solution...

Stick-slip transition capturing by using an adaptive finite element method

Nicolas Roquet, Pierre Saramito (2004)

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

The numerical modeling of the fully developed Poiseuille flow of a newtonian fluid in a square section with slip yield boundary condition at the wall is presented. The stick regions in outer corners and the slip region in the center of the pipe faces are exhibited. Numerical computations cover the complete range of the dimensionless number describing the slip yield effect, from a full slip to a full stick flow regime. The resolution of variational inequalities describing the flow is based on the...

Stick-slip transition capturing by using an adaptive finite element method

Nicolas Roquet, Pierre Saramito (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

The numerical modeling of the fully developed Poiseuille flow of a Newtonian fluid in a square section with slip yield boundary condition at the wall is presented. The stick regions in outer corners and the slip region in the center of the pipe faces are exhibited. Numerical computations cover the complete range of the dimensionless number describing the slip yield effect, from a full slip to a full stick flow regime. The resolution of variational inequalities describing the flow is based on the...

Study of a low Mach nuclear core model for two-phase flows with phase transition I: stiffened gas law

Manuel Bernard, Stéphane Dellacherie, Gloria Faccanoni, Bérénice Grec, Yohan Penel (2014)

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

In this paper, we are interested in modelling the flow of the coolant (water) in a nuclear reactor core. To this end, we use a monodimensional low Mach number model supplemented with the stiffened gas law. We take into account potential phase transitions by a single equation of state which describes both pure and mixture phases. In some particular cases, we give analytical steady and/or unsteady solutions which provide qualitative information about the flow. In the second part of the paper, we introduce...

Superconvergence estimates of finite element methods for American options

Qun Lin, Tang Liu, Shu Hua Zhang (2009)

Applications of Mathematics

In this paper we are concerned with finite element approximations to the evaluation of American options. First, following W. Allegretto etc., SIAM J. Numer. Anal. 39 (2001), 834–857, we introduce a novel practical approach to the discussed problem, which involves the exact reformulation of the original problem and the implementation of the numerical solution over a very small region so that this algorithm is very rapid and highly accurate. Secondly by means of a superapproximation and interpolation...

Superconvergence of mixed finite element semi-discretizations of two time-dependent problems

Jan Brandts (1999)

Applications of Mathematics

We will show that some of the superconvergence properties for the mixed finite element method for elliptic problems are preserved in the mixed semi-discretizations for a diffusion equation and for a Maxwell equation in two space dimensions. With the help of mixed elliptic projection we will present estimates global and pointwise in time. The results for the Maxwell equations form an extension of existing results. For both problems, our results imply that post-processing and a posteriori error estimation...

Currently displaying 101 – 120 of 126