A super-convergent unsymmetric finite volume method for convection-diffusion equations

DOI10.1016/J.CAM.2019.03.017MaRDI QIDQ2000618zbMATH OpenOpenAlexWikidataFDO

Authors L. Angermann, Song Wang

Publication date 28 June 2019

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2019.03.017

zbMATH Keywords

fitted finite volume methodsuper-convergencedual mesh

Mathematics Subject Classification ID

Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite volume methods for boundary value problems involving PDEs (65N08)

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Cites work

• scientific article; zbMATH DE number 1122417 (Why is no real title available?)
• scientific article; zbMATH DE number 1461244 (Why is no real title available?)
• scientific article; zbMATH DE number 863018 (Why is no real title available?)
• A new non-conforming Petrov-Galerkin finite-element method with triangular elements for a singularly perturbed advection-diffusion problem
• A novel fitted finite volume method for the Black-Scholes equation governing option pricing
• A smooth locally-analytical technique for singularly perturbed two-point boundary-value problems
• A superconvergent fitted finite volume method for Black-Scholes equations governing European and American option valuation
• Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing
• Error analysis for a Galerkin-spectral method with coordinate transformation for solving singularly perturbed problems
• Numerical solution of a singularly perturbed two-point boundary value problem using equidistribution: Analysis of convergence
• On Convergence of the Exponentially Fitted Finite Volume Method With an Anisotropic Mesh Refinement for a Singularly Perturbed Convection-diffusion Equation

Cited in

(6)

• scientific article; zbMATH DE number 1979595 (Why is no real title available?)
• An upwind finite volume element method on a Shishkin mesh for singularly perturbed convection-diffusion problems
• Similarities and differences of two exponential schemes for convection-diffusion problems: the FV-CF and ENATE schemes
• Unsymmetric conjugate gradient methods and sparse direct methods in finite element flow simulation
• Extension of an exponential discretization scheme to multidimensional convection-diffusion problems
• A high-order modified finite-volume method on Cartesian grids for nonlinear convection-diffusion problems

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