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The meshless results are also in good agreement with the finite difference results in terms of dimensionless limiting length and volume of the drop.

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The combination of diffuse approximate method is also suitable for tackling the axisymmetric forced-flow moving boundary two-phase flow problems. This represented work deals with a pioneering attempt in solution of 2D Rayleigh-Taylor instability and the axisymmetric forced-flow moving boundary two-phase flow problems by a meshless solution of the phase field formulation.

Escola de Altos Estudos: Free Boundary Problems - Luis Caffarelli - Class 9

The results showthat the combination of diffuse approximate method and phase field method is capable to handle free surface flows with large topological changes and provide a valuable numerical tool for solving immiscible convective hydrodynamics. Furthermore, extensive experiments are carried out using the combination of diffuse approximate method and phase field method for the numerical simulation of gas focused micro-jets formed bygas dynamic virtual micro-nozzles.

Fluid Structure Interaction and Moving Boundary Problems

After such experiments, it is found that the current version of the methodis not yet suitablefor gas focused micro jets due to very large density difference of liquid water and gas helium and many very sharp edges of the nozzle. In the perspective, there is a need to further explore aspecial treatment of sharp edges and pressure velocity coupling scheme to handle very large density variations.


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Numerical Methods for Free and Moving Boundary Problems

Record created , last modified Similar records. Rate this document: Rate this document: 1 2 3 4 5. Moving-boundary approaches are also used to price options under jump-diffusion models and stochastic-volatility jump-diffusion models. The approach is general enough to encompass general jump distributions and stochastic volatility models.


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Convergence of the approach is proved under the various models. Extensive numerical comparisons also highlight the superior run times and accuracy of the approach compared to other methods that solve the free-boundary problems.

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We also show that the moving-boundary approach is general enough to use numerical methods and simulation techniques to solve the fixed-boundary problems. Finally, two theoretical results are provided with regard to price functions obtained using sub-optimal boundaries, the first proving an error bound for price functions associated with lower exercise boundaries, highlighting the efficiency of the approach, and the second proving the location of the maximum error of the price function associated with higher exercise boundaries.


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    Free and Moving Boundary Problems: Methods and Applications

    Domain : Mathematics [math]. Links full text. Three-dimensional adaptive domain remeshing, implicit domain meshing, and applications to free and moving boundary problems. Journal of Computational Physics , Elsevier, , , pp. Metrics Record views. Contact support.