A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients

A Scheme for Simulating One-dimensional Diffusion Processes with Discontinuous Coefficients

The aim of this article is to provide a scheme for simulating diffusion processes evolving in one-dimensional discontinuous media. This scheme does not rely on smoothing the coefficients that appear in the infinitesimal generator of the diffusion processes, but uses instead an exact description of the behavior of their trajectories when they reach the points of discontinuity. This description i...

A High Order Approximation of the Two Dimensional Acoustic Wave Equation with Discontinuous Coefficients

This paper concerns with the modeling and construction of a fifth order method for two dimensional acoustic wave equation in heterogenous media. The method is based on a standard discretization of the problem on smooth regions and a nonstandard method for nonsmooth regions. The construction of the nonstandard method is based on the special treatment of the interface using suitable jump conditio...

On Diffusion Approximation with Discontinuous Coefficients

Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a diffusion process with discontinuous diffusion and drift coefficients.

Simulating Turduckened Black Holes with a Discontinuous Galerkin Scheme

Spikes for the Gierer-Meinhardt System with Discontinuous Diffusion Coefficients

Abstract. We rigorously prove results on spiky patterns for the Gierer-Meinhardt system [8] with a jump discontinuity in the diffusion coefficient of the inhibitor. Using numerical computations in combination with a Turing-type instability analysis, this system has been investigated by Benson, Maini and Sherratt [1], [3], [11]. Firstly, we show the existence of an interior spike located away fr...