A finite difference method for free boundary problems

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• 作者：Bengt Fornberg
• 关键词：Finite differences ; Free boundary ; Minimax optimization
• 刊名：Journal of Computational and Applied Mathematics
• 出版年：2010
• 出版时间：1 April 2010
• 年：2010
• 卷：233
• 期：11
• 页码：2831-2840
• 全文大小：4388 K

文摘

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.