Numerical analysis of the stochastic Stefan problem
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arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| _version_ | 1866913460875427840 |
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| author | Droniou, Jerome Khan, Muhammad Awais Le, Kim Ngan |
| author_facet | Droniou, Jerome Khan, Muhammad Awais Le, Kim Ngan |
| contents | 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, Skorohod 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 mass-lumped 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2306_12668 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Numerical analysis of the stochastic Stefan problem Droniou, Jerome Khan, Muhammad Awais Le, Kim Ngan Numerical Analysis 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, Skorohod 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 mass-lumped 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. |
| title | Numerical analysis of the stochastic Stefan problem |
| topic | Numerical Analysis |
| url | https://arxiv.org/abs/2306.12668 |