A finite difference method for free boundary problems

Bengt Fornberg

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

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. © 2009 Elsevier B.V. All rights reserved.
Original languageEnglish (US)
Pages (from-to)2831-2840
Number of pages10
JournalJournal of Computational and Applied Mathematics
Volume233
Issue number11
DOIs
StatePublished - Apr 2010
Externally publishedYes

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