Article Dans Une Revue Computers & Mathematics with Applications Année : 2024

Numerical analysis of the stochastic Stefan problem

Résumé

The gradient discretisation method (GDM) -a generic framework encompassing many numerical methods -is studied for a general stochastic Stefan problem with multiplicative noise. The convergence of the numerical solutions is proved by compactness method using discrete functional analysis tools, Skorokhod theorem and the martingale representation theorem. The generic convergence results established in the GDM framework are applicable to a range of different numerical methods, including for example masslumped finite elements, but also some finite volume methods, mimetic methods, lowest-order virtual element methods, etc. Theoretical results are complemented by numerical tests based on two methods that fit in GDM framework.
Fichier principal
Vignette du fichier
NASSP.pdf (783.85 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-04884659 , version 1 (13-01-2025)

Identifiants

Citer

Jérôme Droniou, Muhammad Awais Khan, Kim-Ngan Le. Numerical analysis of the stochastic Stefan problem. Computers & Mathematics with Applications, 2024, 173, pp.114-140. ⟨10.1016/j.camwa.2024.08.007⟩. ⟨hal-04884659⟩
0 Consultations
0 Téléchargements

Altmetric

Partager

More