On a Finite Differnce Scheme For Blow Up Solutions For The Chipot-Weissler Equation

In this paper, we are interested in the numerical analysis of blow up for the Chipot-Weissler equation with Dirichlet boundary conditions in bounded domain. To approximate the blow up solution, we construct a finite difference scheme and we prove that the numerical solution satisfies the same properties of the exact one and blows up in finite time.Comment: 27 pages, 9 figures in Applied Mathematics and Computation (2015

Numerical Solution of the Two-Phase Obstacle Problem by Finite Difference Method

In this paper we consider the numerical approximation of the two-phase membrane (obstacle) problem by finite difference method. First, we introduce the notion of viscosity solution for the problem and construct certain discrete nonlinear approximation system. The existence and uniqueness of the solution of the discrete nonlinear system is proved. Based on that scheme, we propose projected Gauss-Seidel algorithm and prove its convergence. At the end of the paper we present some numerical simulations.Comment: Free Boundary Problem, Two-Phase Membrane Problem, Two-Phase Obstacle Problem, Finite Difference Metho

Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation

A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs. It is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. The proof is based on a careful study of the discretization matrices and on an abstract convergence result due to Barles and Souganides.High-order compact finite differences, numerical convergence, viscosity solution, financial derivatives

A time dependent difference theory for sound propagation in ducts with flow

A time dependent numerical solution of the linearized continuity and momentum equation was developed for sound propagation in a two dimensional straight hard or soft wall duct with a sheared mean flow. The time dependent governing acoustic difference equations and boundary conditions were developed along with a numerical determination of the maximum stable time increments. A harmonic noise source radiating into a quiescent duct was analyzed. This explicit iteration method then calculated stepwise in real time to obtain the transient as well as the steady state solution of the acoustic field. Example calculations were presented for sound propagation in hard and soft wall ducts, with no flow and plug flow. Although the problem with sheared flow was formulated and programmed, sample calculations were not examined. The time dependent finite difference analysis was found to be superior to the steady state finite difference and finite element techniques because of shorter solution times and the elimination of large matrix storage requirements

Defect correction from a galerkin viewpoint

We consider the numerical solution of systems of nonlinear two point boundary value problems by Galerkin's method. An initial solution is computed with piecewise linear approximating functions and this is then improved by using higher—order piecewise polynomials to compute defect corrections. This technique, including numerical integration, is justified by typical Galerkin arguments and properties of piecewise polynomials rather than the traditional asymptotic error expansions of finite difference methods