The Mathematical Institute, University of Oxford, Eprints Archive

A finite difference method for free boundary problems

Fornberg, B. (2009) A finite difference method for free boundary problems. Not specified . (Submitted)

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Abstract

Fornberg and Meyer-Spasche proposed some time ago a simple strategy to correct finite difference schemes in the presence of a free boundary that cuts across a Cartesian grid. We show here how this procedure can be combined with a minimax-based optimization procedure to rapidly solve a wide range of elliptic-type free boundary value problems.

Item Type:Article
Subjects:H - N > Numerical analysis
Research Groups:Oxford Centre for Collaborative Applied Mathematics
ID Code:818
Deposited By:Dr M. Stoll
Deposited On:24 Sep 2009 13:36
Last Modified:08 Oct 2012 12:51

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