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Related papers: Numerical Methods for a Nonlinear BVP Arising in P…

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The classical numerical treatment of boundary value problems defined on infinite intervals is to replace the boundary conditions at infinity by suitable boundary conditions at a finite point, the so-called truncated boundary. A truncated…

Numerical Analysis · Mathematics 2015-03-03 Riccardo Fazio , Alessandra Jannelli

Boundary value problems in ODEs arise in modelling many physical situations from microscale to mega scale. Such two-point boundary value problems (BVPs) are complex and often possess no analytical closed form solutions. So, one has to rely…

Fluid Dynamics · Physics 2025-03-04 Jitender Singh

This work investigates the application of the Newton's method for the numerical solution of a nonlinear boundary value problem formulated through an ordinary differential equation (ODE). Nonlinear ODEs arise in various mathematical modeling…

Cartesian-grid methods in combination with immersed-body and volume-of-fluid methods are ideally suited for simulating breaking waves around ships. A surface panelization of the ship hull is used as input to impose body-boundary conditions…

In numerical ocean models coast lines change the direction from one grid cell to its neighbor and the value for viscosity is set to be as small as possible. Therefore, model simulations are not converged with resolution and boundary…

Fluid Dynamics · Physics 2015-07-14 Peter D. Düben , Peter Korn

The shooting and finite-difference method are both numeric methods that approximate the solution of a BVP to a given accuracy. In this report both methods were implemented in Matlab and compared to each other on a BVP found in the context…

Numerical Analysis · Mathematics 2017-09-15 Luke Taylor

We develop numerical algorithms to approximate positive solutions of elliptic boundary value problems with superlinear subcritical nonlinearity on the boundary of the form $-\Delta u + u = 0$ in $\Omega$ with $\frac{\partial u}{\partial…

Numerical Analysis · Mathematics 2025-09-12 Shalmali Bandyopadhyay , Thomas Lewis , Dustin Nichols

Cartesian-grid methods in combination with immersed-body and volume-of-fluid methods are ideally suited for simulating breaking waves around ships. A surface panelization of the ship hull is used as input to impose body-boundary conditions…

Fluid Dynamics · Physics 2014-10-10 Thomas T. O'Shea , Kyle A. Brucker , Douglas G. Dommermuth , Donald C. Wyatt

A new reformulation of a free boundary problem for the Stokes equations governing a viscous flow with overdetermined condition on the free boundary is proposed. The idea of the method is to transform the governing equations to a boundary…

Optimization and Control · Mathematics 2023-02-24 Julius Fergy T. Rabago , Hirofumi Notsu

We propose methods that augment existing numerical schemes for the simulation of hyperbolic balance laws with Dirichlet boundary conditions to allow for the simulation of a broad class of differential algebraic conditions. Our approach is…

Numerical Analysis · Mathematics 2021-06-22 Edward W. G. Skevington

The conventional no-slip boundary condition leads to a non-integrable stress singularity at a moving contact line. This makes numerical simulations challenging, especially when capillary effects are essential for the dynamics of the flow.…

Fluid Dynamics · Physics 2017-09-18 Hanna Holmgren , Gunilla Kreiss

This work discusses the correct modeling of the fully nonlinear free surface boundary conditions to be prescribed in water waves flow simulations based on potential flow theory. The main goal of such a discussion is that of identifying a…

Numerical Analysis · Mathematics 2023-06-06 Andrea Mola , Nicola Giuliani , Óscar Crego , Gianluigi Rozza

In this paper, we propose a review of the free boundary formulation for BVPs defined on semi-infinite intervals. The main idea and theorem are illustrated, for the reader convenience, by using a class of second-order BVPs. Moreover, we are…

Numerical Analysis · Mathematics 2020-11-17 Riccardo Fazio

We propose a geometric approach for the numerical integration of singular initial value problems for (systems of) quasi-linear differential equations. It transforms the original problem into the problem of computing the unstable manifold at…

Numerical Analysis · Mathematics 2023-11-14 Werner M. Seiler , Matthias Seiss

The current paper is to investigate the numerical approximation of logistic type chemotaxis models in one space dimension with a free boundary. Such a model with a free boundary describes the spreading of a new or invasive species subject…

Numerical Analysis · Mathematics 2019-07-16 Lei Yang , Lianzhang Bao

We present a strategy for interpreting nonlinear, characteristic-type penalty terms as numerical boundary flux functions that provide provable bounds for solutions to nonlinear hyperbolic initial boundary value problems with open…

Numerical Analysis · Mathematics 2026-03-04 Andrew R. Winters , David A. Kopriva , Jan Nordström

This paper is concerned with two examples on the application of the free boundary formulation to BVPs on a semi-infinite interval. In both cases we are able to provide the exact solution of both the BVP and its free boundary formulation.…

Numerical Analysis · Mathematics 2015-03-03 Riccardo Fazio

This paper is devoted to the theoretical and numerical investigation of the initial boundary value problem for a system of equations used for the description of waves in coastal areas, namely, the Boussinesq-Abbott system in the presence of…

Analysis of PDEs · Mathematics 2024-02-07 David Lannes , Mathieu Rigal

We present a numerical approach for solving the free boundary problem for the Black-Scholes equation for pricing American style of floating strike Asian options. A fixed domain transformation of the free boundary problem into a parabolic…

Computational Finance · Quantitative Finance 2011-06-02 J. D. Kandilarov , D. Sevcovic

This paper describes a novel numerical model aiming at solving moving-boundary problems such as free-surface flows or fluid-structure interaction. This model uses a moving-grid technique to solve the Navier--Stokes equations expressed in…

Computational Engineering, Finance, and Science · Computer Science 2022-09-29 Nicolas Bodard , Roland Bouffanais , Michel O. Deville
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