A discrete finite element galerkin method for a unidimensional single-phase Stefan problem

Based on Landau-type transformation, a Stefan problem with nonlinear free boundary condition is transformed into a system consisting of parabolic equation and the ordinary differential equations. Semidiscrete approximations are constructed. Optimal orders of convergence of semidiscrete approximation inL ₂,H ¹ andH ² normed spaces are derived.     

A coupling method based on new MFE and FE for fourth-order parabolic equation

In this article, a coupling method of new mixed finite element (MFE) and finite element (FE) is proposed and analyzed for fourth-order parabolic partial differential equation. First, the fourth-order parabolic equation is split into the coupled system of second-order equations. Then, an equation is solved by finite element method, the other equation is approximated by the new mixed finite element method, whose flux belongs to the square integrable space replacing the classical H(div;Ω) space. The stability for fully discrete scheme is derived, and both semi-discrete and fully discrete error estimates are obtained. Moreover, the optimal a priori error estimates in L ² and H ¹-norm for both the scalar unknown u and the diffusion term γ and a priori error estimate in (L ²)²-norm for its flux σ are derived. Finally, some numerical results are provided to validate our theoretical analysis.     

Die Linienmethode bei nichtlinearen parabolischen Differentialgleichungen

The method of lines for parabolic differential equations consists in the discretization of the spatial variable only. In this way the first boundary value problem for a parabolic differential equation is transformed into an initial value problem for a system of ordinary differential equations. In this paper it is proved that for the general nonlinear parabolic equation the solution of the discrete problem converges to the solution of the original problem, when the mesh size tends to zero. The principal tool in this investigation is the theory of ordinary differential inequalities and especially the concept of quasimonotonicity.     

On the maximum principle and its application to diffusion equations

In this article, an analog of the maximum principle has been established for an ordinary differential operator associated with a semi‐discrete approximation of parabolic equations. In applications, the maximum principle is used to prove O(h²) and O(h⁴) uniform convergence of the method of lines for the diffusion Equation (1). The system of ordinary differential equations obtained by the method of lines is solved by an implicit predictor corrector method. The method is tested by examples with the use of the enclosed Mathematica module solveDiffusion. The module solveDiffusion gives the solution by O(h²) uniformly convergent discrete scheme or by O(h⁴) uniformly convergent discrete scheme. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Second order generalized difference methods for one dimensional parabolic equations

In this paper, the second order semi-discrete and full discrete generalized difference schemes for one dimensional parabolic equations are constructed and the optimal orderH ¹, L² error estimates and superconvergence results inH ¹ are obtained. The results in this paper perfect the theory of generalized difference methods.     

Galerkin method for a nonlinear parabolic–elliptic system with nonlinear mixed boundary conditions

Materials which are heated by the passage of electricity are usually modeled by a nonlinear coupled system of two partial differential equations. The current equation is elliptic, while the temperature equation is parabolic. These equations are coupled one to another through the conductivities and the Joule effect. A computationally attractive discretization method is analyzed and shown to yield optimal error estimates in H¹. © 1993 John Wiley & Sons, Inc.     

Existenzsätze mit der linienmethode für parabolische probleme und periodische lösungen von ut=f(t,x,u,ux,uxx)

The (longitudinal) method of lines transforms a parabolic equation into a first order system of ordinary differential equations by discretization of the spatial variable. It is shown how to obtain existence theorems for nonlinear parabolic equations from those for ordinary differential equations under general growth conditions and weak regularity assumptions. The method is demonstrated in proving a new existence theorem for periodic solutions to u_t=f(t,x,u,u_x,u_xx) with boundary conditions of Dirichlet type.     

Ermakov–Pinney and Emden–Fowler Equations: New Solutions from Novel Bäcklund Transformations

We study the class of nonlinear ordinary differential equations y″ y = F(z, y²), where F is a smooth function. Various ordinary differential equations with a well-known importance for applications belong to this class of nonlinear ordinary differential equations. Indeed, the Emden–Fowler equation, the Ermakov–Pinney equation, and the generalized Ermakov equations are among them. We construct Bäcklund transformations and auto-Bäcklund transformations: starting from a trivial solution, these last transformations induce the construction of a ladder of new solutions admitted by the given differential equations. Notably, the highly nonlinear structure of this class of nonlinear ordinary differential equations implies that numerical methods are very difficult to apply.     

A fully discrete H 1-Galerkin method with quadrature for nonlinear advection–diffusion–reaction equations

We propose and analyze a fully discrete H ¹-Galerkin method with quadrature for nonlinear parabolic advection–diffusion–reaction equations that requires only linear algebraic solvers. Our scheme applied to the special case heat equation is a fully discrete quadrature version of the least-squares method. We prove second order convergence in time and optimal H ¹ convergence in space for the computer implementable method. The results of numerical computations demonstrate optimal order convergence of scheme in H ^k for k = 0, 1, 2. Support of the Australian Research Council is gratefully acknowledged.     

The motion of a particle on a light viscoelastic bar: asymptotic analysis of its quasilinear parabolic–hyperbolic equation

We study the large longitudinal motion of a nonlinearly viscoelastic bar with one end fixed and the other end attached to a heavy particle. This problem is a precise continuum-mechanical analog of the basic discrete mechanical problem of the motion of a particle on a (massless) spring. This motion is governed by an initial-boundary-value problem for a class of third-order quasilinear parabolic–hyperbolic partial differential equations subject to a nonstandard boundary condition, which is the equation of motion of the particle. The ratio of the mass of the bar to that of the tip mass is taken to be a small parameter ε. We prove that this problem has a unique globally defined solution that admits a valid asymptotic expansion, including an initial-layer expansion, in powers of ε for ε near 0. The validity of the expansion gives a precise meaning to the solution of the reduced problem, obtained by setting ε=0, which curiously is seldom governed by the expected ordinary differential equation. The fundamental constitutive hypothesis that the tension be a uniformly monotone function of the strain rate plays a critical role in a delicate proof that each term of the initial-layer expansion decays exponentially in time. These results depend on new decay estimates for the solution of quasilinear parabolic equations.     

Approximation of a system of singularly perturbed reaction-diffusion parabolic equations in a rectangle

The Dirichlet problem for a system of singularly perturbed reaction-diffusion parabolic equations in a rectangle is considered. The higher order derivatives of the equations are multiplied by a perturbation parameter ?², where ? takes arbitrary values in the interval (0, 1]. When ? vanishes, the system of parabolic equations degenerates into a system of ordinary differential equations with respect to t. When ? tends to zero, a parabolic boundary layer with a characteristic width ? appears in a neighborhood of the boundary. Using the condensing grid technique and the classical finite difference approximations of the boundary value problem, a special difference scheme is constructed that converges ?-uniformly at a rate of O(N ^?2ln² N + N ₀ ^?1 , where \(N = \mathop {\min }\limits_s N_s \), N ^s + 1 and N ₀ + 1 are the numbers of mesh points on the axes x _s and t, respectively.     

Finite element method for a class of parabolic integro-differential equations with interfaces

In this paper, convergence of finite element method for a class of parabolic integro-differential equations with discontinuous coefficients are analyzed. Optimal L ²(L ²) and L ² (H ¹) norms are shown to hold when the finite element space consists of piecewise linear functions on a mesh that do not require to fit exactly to the interface. Both continuous time and discrete time Galerkin methods are discussed for arbitrary shape but smooth interfaces.     

On nonlinear systems consisting of different types of differential equations

We consider a system consisting of a quasilinear parabolic equation and a first order ordinary differential equation where both equations contain functional dependence on the unknown functions. Then we consider a system which consists of a quasilinear parabolic partial differential equation, a first order ordinary differential equation and an elliptic partial differential equation. These systems were motivated by models describing diffusion and transport in porous media with variable porosity. Supported by the Hungarian NFSR under grant OTKA T 049819.     

Galerkin alternating-direction method for a kind of second-order quasi-linear hyperbolic problems

A kind of second-order quasi-linear hyperbolic equation is firstly transformed into a first-order system of equations, then the Galerkin alternating-direction procedure for the system is derived. The optimal order estimates in H¹ norm and L² norm of the procedure are obtained respectively by using the theory and techniques of priori estimate of differential equations. The numerical experiment is also given to support the theoretical analysis. Comparing the results of numerical example with the theoretical analysis, they are uniform.     

On the stability of sheet invariant sets of two-dimensional periodic systems

In the paper small C ¹-perturbations of differential equations are considered. The concepts of a weakly hyperbolic set K and a sheet ? for a system of ordinary differential equation are introduced. Lipschitz property is not assumed to hold. It is shown that if the perturbation is small enough, then there is a continuous mapping h: ? → ? ^Y , where ? ^Y is a sheet of the perturbed system.     

Second-order type-changing evolution equations with first-order intermediate equations

This paper presents a partial classification for C^∞ type-changing symplectic Monge-Ampère partial differential equations (PDEs) that possess an infinite set of first-order intermediate PDEs. The normal forms will be quasi-linear evolution equations whose types change from hyperbolic to either parabolic or to zero. The zero points can be viewed as analogous to singular points in ordinary differential equations. In some cases, intermediate PDEs can be used to establish existence of solutions for ill-posed initial value problems.     

Attractors for Fully Discrete Finite Difference Scheme of Dissipative Zakharov Equations

A fully discrete finite difference scheme for dissipative Zakharov equations is analyzed. On the basis of a series of the time-uniform priori estimates of the difference solutions, the stability of the difference scheme and the error bounds of optimal order of the difference solutions are obtained in L²×H¹×H² over a finite time interval (0, T]. Finally, the existence of a global attractor is proved for a discrete dynamical system associated with the fully discrete finite difference scheme.     

Finite volume element approximations of nonlocal reactive flows in porous media

In this article, we study finite volume element approximations for two‐dimensional parabolic integro‐differential equations, arising in the modeling of nonlocal reactive flows in porous media. These types of flows are also called NonFickian flows and exhibit mixing length growth. For simplicity, we consider only linear finite volume element methods, although higher‐order volume elements can be considered as well under this framework. It is proved that the finite volume element approximations derived are convergent with optimal order in H¹‐ and L²‐norm and are superconvergent in a discrete H¹‐norm. By examining the relationship between finite volume element and finite element approximations, we prove convergence in L^∞‐ and W^1,∞‐norms. These results are also new for finite volume element methods for elliptic and parabolic equations. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 285–311, 2000     

Strong solution of backward stochastic partial differential equations in C 2 domains

This paper is concerned with the strong solution to the Cauchy–Dirichlet problem for backward stochastic partial differential equations of parabolic type. Existence and uniqueness theorems are obtained, due to an application of the continuation method under fairly weak conditions on variable coefficients and C ² domains. The problem is also considered in weighted Sobolev spaces which allow the derivatives of the solutions to blow up near the boundary. As applications, a comparison theorem is obtained and the semi-linear equation is discussed in the C ² domain.