A finite difference method for free boundary problems

A finite difference method for free boundary problems

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...

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Bibliographic Details
Main Author:	Fornberg, B
Format:	Journal article
Published:	2009

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