Stable discretization methods with external approximation schemes
نویسندگان
چکیده
منابع مشابه
Investigation of Vector Discretization Schemes for Box Volume Methods
The application of the box integration method in Technology CAD environments is investigated. A particular difficulty arises from physical models like the impact ionization rate or the high-field mobility within the drift-diffusion carrier transport equations which rely on vector quantities. We discuss different methods how generation rates can be approximated in the box scheme and how the requ...
متن کاملEfficient Energy Stable Schemes with Spectral Discretization in Space for Anisotropic Cahn–hilliard Systems
We develop in this paper efficient and robust numerical methods for solving anisotropic Cahn–Hilliard systems. We construct energy stable schemes for the time discretization of the highly nonlinear anisotropic Cahn-Hilliard systems by using a stabilization technique. At each time step, these schemes lead to a sequence of linear coupled elliptic equations with constant coefficients which can be ...
متن کاملStability and Convergence for Discretization Methods with Applications to Wavelet Galerkin Schemes
We give a simple approach for a well-known, but rather complicated theory for general discretization methods, Petryshyn [34] and Zeidler [40]. We employ only some basic concepts such as invertibility, compact perturbation and approximation. It allows to treat a wide class of space discretization methods and operator equations. As demonstration examples we use wavelet Galerkin methods applied to...
متن کاملOptimization Problems with Approximation Schemes
In this paper we extend recent work about the relationship between the syntactic description of NP optimization problems and their approximation properties. In contrast to Max SNP we consider problems that take arbitrary weighted structures as input instances and we use the framework of Metaanite Model Theory 5] to get a more general deenability theory of optimization problems. We deene a class...
متن کاملAPPROXIMATION OF STOCHASTIC PARABOLIC DIFFERENTIAL EQUATIONS WITH TWO DIFFERENT FINITE DIFFERENCE SCHEMES
We focus on the use of two stable and accurate explicit finite difference schemes in order to approximate the solution of stochastic partial differential equations of It¨o type, in particular, parabolic equations. The main properties of these deterministic difference methods, i.e., convergence, consistency, and stability, are separately developed for the stochastic cases.
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: Journal of Applied Mathematics and Stochastic Analysis
سال: 1995
ISSN: 1048-9533,1687-2177
DOI: 10.1155/s1048953395000372