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216views
12 years 3 months ago
The Geometry of Time-Stepping
The space-time geometric structure of Maxwell’s equations is examined and a subset of them is found to define a pair of exact discrete time-stepping relations. The desirability ...
Claudio Mattiussi
AMC
2004
95views more  AMC 2004»
13 years 5 months ago
Optimal multigrid solutions of two-dimensional convection-conduction problems
The present work investigates the efficiency of the multigrid numerical method when used to solve two-dimensional laminar velocity and temperature fields inside a rectangular doma...
Maximilian S. Mesquita, Marcelo J. S. de Lemos
SIAMNUM
2011
161views more  SIAMNUM 2011»
13 years 19 days ago
A Convergent Finite Volume Scheme for Diffusion on Evolving Surfaces
Abstract. A finite volume scheme for transport and diffusion problems on evolving hypersurfaces is discussed. The underlying motion is assumed to be described by a fixed, not ne...
Martin Lenz, Simplice Firmin Nemadjieu, Martin Rum...
SIAMSC
2008
106views more  SIAMSC 2008»
13 years 5 months ago
Finite Volume Simulation of the Geostrophic Adjustment in a Rotating Shallow-Water System
The goal of this article is to simulate rotating flows of shallow layers of fluid by means of finite volume numerical schemes. More precisely, we focus on the simulation of the geo...
Manuel J. Castro, Juan Antonio López, Carlo...
FS
2006
84views more  FS 2006»
13 years 5 months ago
Iterative construction of the optimal Bermudan stopping time
Abstract. We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of appro...
Anastasia Kolodko, John Schoenmakers