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High Order Whitney Forms on Simplices and the Question of Potentials Read chapter Read first chapter

2021 | OriginalPaper | Chapter

A Second Order Time Integration Method for the Approximation of a Parabolic 2D Monge-Ampère Equation

Authors : Alexandre Caboussat, Dimitrios Gourzoulidis

Published in: Numerical Mathematics and Advanced Applications ENUMATH 2019

Publisher: Springer International Publishing

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Abstract

Parabolic fully nonlinear equations may be found in various applications, for instance in optimal portfolio management strategy. A numerical method for the approximation of a canonical parabolic Monge-Ampère equation is investigated in this work. A second order semi-implicit time-stepping method is presented, coupled to safeguarded Newton iterations A low order finite element method is used for space discretization. Numerical experiments exhibit appropriate convergence orders and a robust behavior.

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previous chapter 3D-2D Stokes-Darcy Coupling for the Modelling of Seepage with an Application to Fluid-Structure Interaction with Contact
next chapter Local Flux Reconstruction for a Frictionless Unilateral Contact Problem
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Metadata
Title
A Second Order Time Integration Method for the Approximation of a Parabolic 2D Monge-Ampère Equation
Authors
Alexandre Caboussat
Dimitrios Gourzoulidis
Copyright Year
2021
Book
Numerical Mathematics and Advanced Applications ENUMATH 2019

Print ISBN: 978-3-030-55873-4

Electronic ISBN: 978-3-030-55874-1

Copyright Year: 2021

DOI
https://doi.org/10.1007/978-3-030-55874-1_21

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