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 elliptic-type free boundary value problems. Key words. Finite differences, free boundary, minimax optimization.

• Type: Journal
• Year: 2010
• Where: JCAM
• Authors: Bengt Fornberg
• Keywords: Finite Differences, Free Boundary, Free Boundary Value, JCAM 2010