Economic explicit-implicit schemes for solving multidimensional diffusion-convection problems
نویسندگان
چکیده
منابع مشابه
Numerical Methods for Solving Convection-Diffusion Problems
Convection-diffusion equations provide the basis for describing heat and mass transfer phenomena as well as processes of continuum mechanics. To handle flows in porous media, the fundamental issue is to model correctly the convective transport of individual phases. Moreover, for compressible media, the pressure equation itself is just a time-dependent convection-diffusion equation. For differen...
متن کاملLocal discontinuous Galerkin methods with implicit-explicit time-marching for multi-dimensional convection-diffusion problems
The main purpose of this paper is to analyze the stability and error estimates of the local discontinuous Galerkin (LDG) methods coupled with implicit-explicit (IMEX) time discretization schemes, for solving multi-dimensional convection-diffusion equations with nonlinear convection. By establishing the important relationship between the gradient and the interface of jump of the numerical soluti...
متن کاملAnalysis of an Embedded Discontinuous Galerkin Method with Implicit-explicit Time-marching for Convection-diffusion Problems
In this paper, we analyze implicit-explicit (IMEX) Runge-Kutta (RK) time discretization methods for solving linear convection-diffusion equations. The diffusion operator is treated implicitly via the embedded discontinuous Galerkin (EDG) method and the convection operator explicitly via the upwinding discontinuous Galerkin method.
متن کاملImplicit–explicit Numerical Schemes for Jump–diffusion Processes
We study the numerical approximation of viscosity solutions for Parabolic Integro-Differential Equations (PIDE). Similar models arise in option pricing, to generalize the Black–Scholes equation, when the processes which generate the underlying stock returns may contain both a continuous part and jumps. Due to the non-local nature of the integral term, unconditionally stable implicit difference ...
متن کاملLocal discontinuous Galerkin methods with explicit-implicit-null time discretizations for solving nonlinear diffusion problems
In this paper we discuss the local discontinuous Galerkin methods coupled with two specific explicit-implicit-null time discretizations for solving one-dimensional nonlinear diffusion problems Ut = (a(U)Ux)x. The basic idea is to add and subtract two equal terms a0Uxx on the right hand side of the partial differential equation, then to treat the term a0Uxx implicitly and the other terms (a(U)Ux...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computational Continuum Mechanics
سال: 2019
ISSN: 1999-6691
DOI: 10.7242/1999-6691/2019.12.4.37