A semi-Lagrangian mixed finite element method for advection-diffusion variational inequalities

被引:1
|
作者
Tber, Moulay Hicham [1 ]
机构
[1] Cadi Ayyad Univ, Dept Math, FSTG BP 549, Ave Abdelkarim Elkhattabi, Marrakech, Morocco
关键词
Advection-diffusion; Variational inequalities; Characteristics; Mixed finite elements; Active set strategy; PRICING AMERICAN OPTIONS; NUMERICAL-METHODS; ALGORITHM; STABILITY; SCHEME;
D O I
10.1016/j.matcom.2022.08.006
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
We present a computational methodology for solving advection-diffusion variational inequalities. Our method is based on a Lagrange-Galerkin technique which combines a discretization of the material derivative along particle trajectories with a mixed finite element method. An efficient primal-dual active-set algorithm is designed to solve the resulting saddle point complementarity system. The overall approach applies to both advection and diffusion-dominated problems, and its performance is demonstrated on numerical examples with known analytical solutions and a benchmark from the literature. (c) 2022 International Association for Mathematics and Computers in Simulation (IMACS). Published by Elsevier B.V. All rights reserved.
引用
收藏
页码:202 / 215
页数:14
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