Adaptive finite difference methods for nonlinear elliptic and parabolic partial differential equations with free boundaries

DOI10.1007/s10915-015-0137-xzbMath1344.65101arXiv1412.3057OpenAlexW1444177673MaRDI QIDQ2631051

Adam M. Oberman, Ian Zwiers

Publication date: 28 July 2016

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.3057

zbMATH Keywords

numerical exampleStefan problemfinite difference methodselliptic partial differential equationsPoisson equationfree boundary problemsobstacle problemadaptive gridsdegenerate parabolic partial differential equationsmonotone finite difference methods

Mathematics Subject Classification ID

Stefan problems, phase changes, etc. (80A22) Degenerate parabolic equations (35K65) Degenerate elliptic equations (35J70) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) Free boundary problems for PDEs (35R35) Finite difference methods for boundary value problems involving PDEs (65N06) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50)

Related Items (7)

Algorithm for the numerical solution of the Stefan problem and its application to calculations of the temperature of tungsten under impulse action ⋮ Adaptive Solution to Two-Dimensional Partial Differential Equations in Curved Domains Using the Monge--Ampére Equation ⋮ Modified Newton-PSS method to solve nonlinear equations ⋮ Symmetric and symplectic exponential integrators for nonlinear Hamiltonian systems ⋮ A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL ⋮ A high-order embedded domain method combining a predictor-corrector-Fourier-continuation-Gram method with an integral Fourier pseudospectral collocation method for solving linear partial differential equations in complex domains ⋮ Improved Accuracy of Monotone Finite Difference Schemes on Point Clouds and Regular Grids

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