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In this paper we solve numerically a degenerate parabolic equation with dynamical boundary conditions of zero-coupon bond pricing. First, we discuss some properties of the differential equation. Then, starting from the divergent form of the…

Numerical Analysis · Mathematics 2013-07-02 T. Chernogorova , R. Valkov

An implicit Euler finite-volume scheme for general cross-diffusion systems with volume-filling constraints is proposed and analyzed. The diffusion matrix may be nonsymmetric and not positive semidefinite, but the diffusion system is assumed…

Numerical Analysis · Mathematics 2021-05-13 Ansgar Jüngel , Antoine Zurek

The paper deals with second order parabolic equations on bounded domains with Dirichlet conditions in arbitrary Euclidean spaces. Their interest comes from being models for describing reaction-diffusion processes in several frameworks. A…

Analysis of PDEs · Mathematics 2018-09-10 Irene Benedetti , Luisa Malaguti , Valentina Taddei

In this article, we study the long-time behavior of a finite-volume discretization for a nonlinear kinetic reaction model involving two interacting species. Building upon the seminal work of [Favre, Pirner, Schmeiser, ARMA, 2023], we extend…

Numerical Analysis · Mathematics 2025-11-18 Marianne Bessemoulin-Chatard , Tino Laidin , Thomas Rey

We introduce and study the Dirichlet problem for double divergence form elliptic equations with coefficients of low regularity and boundary conditions given by general Borel measures. Under broad assumptions we establish the solvability of…

Analysis of PDEs · Mathematics 2026-05-26 V. I. Bogachev , S. V. Shaposhnikov

This paper focusses on finite volume schemes for solving multilayer diffusion problems. We develop a finite volume method that addresses a deficiency of recently proposed finite volume/difference methods, which consider only a limited…

Numerical Analysis · Mathematics 2018-07-16 Nathan G. March , Elliot J. Carr

Finite volume methods for problems involving second order operators with full diffusion matrix can be used thanks to the definition of a discrete gradient for piecewise constant functions on unstructured meshes satisfying an orthogonality…

Numerical Analysis · Mathematics 2016-08-16 Robert Eymard , Thierry Gallouët , Raphaèle Herbin

The stability and convergence analysis of high-order numerical approximations for the one- and two-dimensional nonlocal wave equations on unbounded spatial domains are considered. We first use the quadrature-based finite difference schemes…

Numerical Analysis · Mathematics 2022-11-09 Jihong Wang , Jerry Zhijian Yang , Jiwei Zhang

We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…

Analysis of PDEs · Mathematics 2020-08-10 Neeraj Bhauryal , Ujjwal Koley , Guy Vallet

We study the Dirichlet problem for fully nonlinear, degenerate elliptic equations of the form f(Hess, u)=0 on a smoothly bounded domain D in R^n. In our approach the equation is replaced by a subset F of the space of symmetric nxn-matrices,…

Analysis of PDEs · Mathematics 2017-12-12 F. Reese Harvey , H. Blaine Lawson,

An implicit Euler finite-volume scheme for a nonlocal cross-diffusion system on the one-dimensional torus, arising in population dynamics, is proposed and analyzed. The kernels are assumed to be in detailed balance and satisfy a weak…

Numerical Analysis · Mathematics 2023-02-23 Ansgar Jüngel , Stefan Portisch , Antoine Zurek

The aim of this work is to prove existence and uniqueness results for a doubly nonlinear elliptic problem that is essential for solving the associated parabolic problem using Rothe's method (discretizing time). We work under very weak…

Analysis of PDEs · Mathematics 2025-07-01 Bogdan Maxim

This article studies a dirichlet boundary value problem for singularly perturbed time delay convection diffusion equation with degenerate coefficient. A priori explicit bounds are established on the solution and its derivatives. For…

Numerical Analysis · Mathematics 2019-05-09 Pratima Rai , Swati yadav

In this paper, we study diagonal hyperbolic systems in one space dimension. Based on a new gradient entropy estimate, we prove the global existence of a continuous solution, for large and non-decreasing initial data. We remark that these…

Mathematical Physics · Physics 2009-04-14 Ahmad El Hajj , Régis Monneau

We propose a finite volume method on general meshes for the discretization of a degenerate parabolic convection-reaction-diffusion equation. Equations of this type arise in many contexts, such as the modeling of contaminant transport in…

Numerical Analysis · Mathematics 2010-11-18 Ophélie Angelini , Konstantin Brenner , Danielle Hilhorst

We study a class of second-order degenerate linear parabolic equations in divergence form in $(-\infty, T) \times \mathbb R^d_+$ with homogeneous Dirichlet boundary condition on $(-\infty, T) \times \partial \mathbb R^d_+$, where $\mathbb…

Analysis of PDEs · Mathematics 2021-07-19 Hongjie Dong , Tuoc Phan , Hung Vinh Tran

In this work, we introduce new second-order schemes for one- and two-dimensional hyperbolic systems of conservation laws. Following an approach recently proposed in [{\sc R. Abgrall}, Commun. Appl. Math. Comput., 5 (2023), pp. 370--402], we…

Numerical Analysis · Mathematics 2025-12-24 Rémi Abgrall , Alina Chertock , Alexander Kurganov , Lorenzo Micalizzi

We adapt the Gradient Discretisation Method (GDM), originally designed for elliptic and parabolic partial differential equations, to the case of a linear scalar hyperbolic equations. This enables the simultaneous design and convergence…

Numerical Analysis · Mathematics 2019-10-28 Jérôme Droniou , Robert Eymard , T. Gallouët , R. Herbin

We investigate the homogeneous Dirichlet problem in uniformly convex domains for a large class of degenerate elliptic equations with singular zero order term. In particular we establish sharp existence and uniqueness results of positive…

Analysis of PDEs · Mathematics 2019-08-01 Isabeau Birindelli , Giulio Galise

We present a fully adaptive multiresolution scheme for spatially one-dimensional quasilinear strongly degenerate parabolic equations with zero-flux and periodic boundary conditions. The numerical scheme is based on a finite volume…

Numerical Analysis · Mathematics 2012-06-22 Raimund Bürger , Ricardo Ruiz Baier , Mauricio Sepúlveda , Kai Schneider