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A finite difference method for free boundary problems

Abstract:
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.

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Publication date:
2009-01-01
URN:
uuid:a86bdc72-a9d9-4dc1-aa53-3c7a82640b63
Local pid:
oai:eprints.maths.ox.ac.uk:818

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