A finite difference method for free boundary problems

نویسنده

  • Bengt Fornberg
چکیده

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.

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عنوان ژورنال:
  • J. Computational Applied Mathematics

دوره 233  شماره 

صفحات  -

تاریخ انتشار 2010