Related papers: Convergence of a finite difference scheme for 2X2 …
We are concerned with the convergence of numerical schemes for the initial value problem associated to the Keyfitz-Kranzer system of equations. This system is a toy model for several important models such as in elasticity theory,…
In this paper, we rigorously study an order 2 scheme that was previously proposed by some of the authors. A slight modification is proposed that enables us to prove the convergence of the scheme while simplifying in the same time the inner…
We prove convergence of a fully discrete finite difference scheme for the Korteweg--de Vries equation. Both the decaying case on the full line and the periodic case are considered. If the initial data $u|_{t=0}=u_0$ is of high regularity,…
The classical continuous finite element method with Lagrangian $Q^k$ basis reduces to a finite difference scheme when all the integrals are replaced by the $(k+1)\times (k+1)$ Gauss-Lobatto quadrature. We prove that this finite difference…
In this paper we consider the existence of global weak entropy solutions for a particualr nonsymmetric Keyfitz-Kranzer type system, by using the compensated compactness method we get bounde entropy weak solutions
This paper deals with the Darcy-Forchheimer problem with two kinds of boundary conditions. We discretize the system by using the finite element methods and we propose two iterative schemes to solve the discrete problems. The well-posedness…
In this paper we present a numerical scheme for the approximation of singular shock solutions of the Keyfitz-Kranzer model system. Consistence in the sense of distributions is studied. As long as some numerical properties are verified when…
Finite difference schemes are here solved by means of a linear matrix equation. The theoretical study of the related algebraic system is exposed, and enables us to minimize the error due to a finite difference approximation.
We prove the convergence in a strong norm of a finite difference semi-discrete scheme approximating a coupled Schr\"odinger--KdV system on a bounded domain. This system models the interaction of short and long waves. Since the energy…
The authors show that the round-off error can break the consistency which is the premise of using the difference equation to replace the original differential equations. We therefore proposed a theoretical approach to investigate this…
In this work we prove convergence of the finite difference scheme for equations of stationary states of a general class of the spatial segregation of reaction-diffusion systems with $m\geq 2$ components. More precisely, we show that the…
Recently there has been renewed interests in derivative free approaches to stochastic optimization. In this paper, we examine the rates of convergence for the Kiefer-Wolfowitz algorithm and the mirror descent algorithm, under various…
A convergence theorem for the continuous weak approximation of the solution of stochastic differential equations by general one step methods is proved, which is an extension of a theorem due to Milstein. As an application, uniform second…
We are concerned with the convergence of a numerical scheme for the initial-boundary value problem associated to the Korteweg-de Vries- Kawahara equation (in short Kawahara equation), which is a transport equation perturbed by dispersive…
The aim of this paper is to develop some tools in order to obtain the weak consistency of (in other words, analogues of the Lax-Wendroff theorem for) finite volume schemes for balance laws in the multi-dimensional case and under minimal…
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…
This paper is devoted to the design and analysis of a numerical algorithm for approximating solutions of a degenerate cross-diffusion system, which models particular instances of taxis-type migration processes under local sensing…
We present a convergence analysis of a finite difference scheme for the time dependent partial different equation called gradient flow associated with the Rudin-Osher-Fatemi model. We devise an iterative algorithm to compute the solution of…
We study a discrete-time approximation for solutions of systems of decoupled forward-backward doubly stochastic differential equations (FBDSDEs). Assuming that the coefficients are Lipschitz-continuous, we prove the convergence of the…
In this paper we prove the convergence of a Crank-Nicolson type Galerkin finite element scheme for the initial value problem associated to the Benjamin-Ono equation. The proof is based on a recent result for a similar discrete scheme for…