A numerical investigation of blow-up in reaction-diffusion problems with traveling heat sources

This paper studies the numerical solution of a reaction-diffusion differential equation with traveling heat sources. According to the fact that the locations of heat sources are known, we add auxiliary mesh points exactly at heat sources and present a novel moving mesh algorithm for solving the problem. Several examples are provided to demonstrate the efficiency of the new moving mesh method, especially in the case of two or three traveling heat sources. Moreover, numerical results illustrate that the speed of the movement of the heat source is critical for blow-up when there is only one traveling heat source. For the case of two traveling heat sources, blow-up depends not only on the speed but also on the distance between the two traveling heat sources.     

A self-adaptive moving mesh method for the Camassa-Holm equation

A self-adaptive moving mesh method is proposed for the numerical simulations of the Camassa-Holm equation. It is an integrable scheme in the sense that it possesses the exact N-soliton solution. It is named a self-adaptive moving mesh method, because the non-uniform mesh is driven and adapted automatically by the solution. Once the non-uniform mesh is evolved, the solution is determined by solving a tridiagonal linear system. Due to these two superior features of the method, several test problems give very satisfactory results even if by using a small number of grid points.     

First-Order and Second-Order,Chaos-Free,Finite Difference Schemes for Fisher Equation

A new class of finite difference schemes is constructed for Fisher partial differential equation i.e. the reaction-diffusion equation with stiff source term: $au(1-u)$. These schemes have the properties that they reduce to high fidelity algorithms in the diffusion-free case namely in which the numerical solutions preserve the properties in the exact solutions for arbitrary time step-size and reaction coefficient α＞0 and all nonphysical spurious solutions including bifurcations and chaos that normally appear in the standard discrete models of Fisher partial differential equation will not occur. The implicit schemes so developed obtain the numerical solutions by solving a single linear algebraic system at each step. The boundness and asymptotic behaviour of numerical solutions obtained by all these schemes are given. The approach constructing the above schemes can be extended to reaction-diffusion equations with other stiff source terms.     

An almost third order finite difference scheme for singularly perturbed reaction-diffusion systems

This paper addresses the numerical approximation of solutions to coupled systems of singularly perturbed reaction-diffusion problems. In particular a hybrid finite difference scheme of HODIE type is constructed on a piecewise uniform Shishkin mesh. It is proved that the numerical scheme satisfies a discrete maximum principle and also that it is third order (except for a logarithmic factor) uniformly convergent, even for the case in which the diffusion parameter associated with each equation of the system has a different order of magnitude. Numerical examples supporting the theory are given.     

An efficient hybrid numerical method based on an additive scheme for solving coupled systems of singularly perturbed linear parabolic problems

We construct an efficient hybrid numerical method for solving coupled systems of singularly perturbed linear parabolic problems of reaction-diffusion type. The discretization of the coupled system is based on the use of an additive or splitting scheme on a uniform mesh in time and a hybrid scheme on a layer-adapted mesh in space. It is proven that the developed numerical method is uniformly convergent of first order in time and third order in space. The purpose of the additive scheme is to decouple the components of the vector approximate solution at each time step and thus make the computation more efficient. The numerical results confirm the theoretical convergence result and illustrate the efficiency of the proposed strategy.     

Mesh Spacing Estimates and Efficiency Considerations for Moving Mesh Systems

Adaptive numerical methods for solving partial differential equations (PDEs) that control the movement of grid points are called moving mesh methods. In this paper, these methods are examined in the case where a separate PDE, that depends on a monitor function, controls the behavior of the mesh. This results in a system of PDEs: one controlling the mesh and another solving the physical problem that is of interest. For a class of monitor functions resembling the arc length monitor, a trade off between computational efficiency in solving the moving mesh system and the accuracy level of the solution to the physical PDE is demonstrated. This accuracy is measured in the density of mesh points in the desired portion of the domain where the function has steep gradient. The balance of computational efficiency versus accuracy is illustrated numerically with both the arc length monitor and a monitor that minimizes certain interpolation errors. Physical solutions with steep gradients in small portions of their domain are considered for both the analysis and the computations.     

A parameter robust numerical method for a two dimensional reaction-diffusion problem

In this paper a singularly perturbed reaction-diffusion partial differential equation in two space dimensions is examined. By means of an appropriate decomposition, we describe the asymptotic behaviour of the solution of problems of this kind. A central finite difference scheme is constructed for this problem which involves an appropriate Shishkin mesh. We prove that the numerical approximations are almost second order uniformly convergent (in the maximum norm) with respect to the singular perturbation parameter. Some numerical experiments are given that illustrate in practice the theoretical order of convergence established for the numerical method.

     

Moving mesh finite difference solution of non-equilibrium radiation diffusion equations

Numerical Algorithms - A moving mesh finite difference method based on the moving mesh partial differential equation is proposed for the numerical solution of the 2T model for multi-material,...     

Numerical simulation of blowup in nonlocal reaction–diffusion equations using a moving mesh method

In this paper we implement the moving mesh PDE method for simulating the blowup in reaction–diffusion equations with temporal and spacial nonlinear nonlocal terms. By a time-dependent transformation, the physical equation is written into a Lagrangian form with respect to the computational variables. The time-dependent transformation function satisfies a parabolic partial differential equation — usually called moving mesh PDE (MMPDE). The transformed physical equation and MMPDE are solved alternately by central finite difference method combined with a backward time-stepping scheme. The integration time steps are chosen to be adaptive to the blowup solution by employing a simple and efficient approach. The monitor function in MMPDEs plays a key role in the performance of the moving mesh PDE method. The dominance of equidistribution is utilized to select the monitor functions and a formal analysis is performed to check the principle. A variety of numerical examples show that the blowup profiles can be expressed correctly in the computational coordinates and the blowup rates are determined by the tests.     

TWO-GRID CHARACTERISTIC FINITE VOLUME METHODS FOR NONLINEAR PARABOLIC PROBLEMS＊

In this work, two-grid characteristic finite volume schemes for the nonlinear parabolic problem are considered. In our algorithms, the diffusion term is discretized by the finite volume method, while the temporal differentiation and advection terms are treated by the characteristic scheme. Under some conditions about the coefficients and exact solution, optimal error estimates for the numerical solution are obtained. Furthermore, the two- grid characteristic finite volume methods involve solving a nonlinear equation on coarse mesh with mesh size H, a large linear problem for the Oseen two-grid characteristic finite volume method on a fine mesh with mesh size h = O（H2） or a large linear problem for the Newton two-grid characteristic finite volume method on a fine mesh with mesh size h = 0（I log hll/2H3）. These methods we studied provide the same convergence rate as that of the characteristic finite volume method, which involves solving one large nonlinear problem on a fine mesh with mesh size h. Some numerical results are presented to demonstrate the efficiency of the proposed methods.     

Approximation of singularly perturbed reaction-diffusion problems by quadratic C 1-splines

Collocation with quadratic C ¹-splines for a singularly perturbed reaction-diffusion problem in one dimension is studied. A modified Shishkin mesh is used to resolve the layers. The resulting method is shown to be almost second order accurate in the maximum norm, uniformly in the perturbation parameter. Furthermore, a posteriori error bounds are derived for the collocation method on arbitrary meshes. These bounds are used to drive an adaptive mesh moving algorithm. Numerical results are presented.     

Meshfree Approximation for Stochastic Optimal Control Problems

In this work,we study the gradient projection method for solving a class of stochastic control problems by using a mesh free approximation ap-proach to implement spatial dimension approximation.Our main contribu-tion is to extend the existing gradient projection method to moderate high-dimensional space.The moving least square method and the general radial basis function interpolation method are introduced as showcase methods to demonstrate our computational framework,and rigorous numerical analysis is provided to prove the convergence of our meshfree approximation approach.We also present several numerical experiments to validate the theoretical re-sults of our approach and demonstrate the performance meshfree approxima-tion in solving stochastic optimal control problems.     

A simple moving mesh method for one- and two-dimensional phase-field equations

A simple moving mesh method is proposed for solving phase-field equations. The numerical strategy is based on the approach proposed in Li et al. [J. Comput. Phys. 170 (2001) 562–588] to separate the mesh-moving and PDE evolution. The phase-field equations are discretized by a finite-volume method, and the mesh-moving part is realized by solving the conventional Euler–Lagrange equations with the standard gradient-based monitors. Numerical results demonstrate the accuracy and effectiveness of the proposed algorithm.     

A coupled system of singularly perturbed parabolic reaction-diffusion equations

In this paper systems with an arbitrary number of singularly perturbed parabolic reaction-diffusion equations are examined. A numerical method is constructed for these systems which involves an appropriate layer-adapted piecewise-uniform mesh. The numerical approximations generated from this method are shown to be uniformly convergent with respect to the singular perturbation parameters. Numerical experiments supporting the theoretical results are given.     

On the uniform convergence of a finite difference scheme for time dependent singularly perturbed reaction-diffusion problems

In this work we are interested in the numerical approximation of 1D parabolic singularly perturbed problems of reaction-diffusion type. To approximate the multiscale solution of this problem we use a numerical scheme combining the classical backward Euler method and central differencing. The scheme is defined on some special meshes which are the tensor product of a uniform mesh in time and a special mesh in space, condensing the mesh points in the boundary layer regions. In this paper three different meshes of Shishkin, Bahkvalov and Vulanovic type are used, proving the uniform convergence with respect to the diffusion parameter. The analysis of the uniform convergence is based on a new study of the asymptotic behavior of the solution of the semidiscrete problems, which are obtained after the time discretization by the Euler method. Some numerical results are showed corroborating in practice the theoretical results on the uniform convergence and the order of the method.     

An Implicit Solver for the Time-Dependent Kohn-Sham Equation

The implicit numerical methods have the advantages on preserving the physical properties of the quantum system when solving the time-dependent Kohn-Sham equation. However, the efficiency issue prevents the practical applications of those implicit methods. In this paper, an implicit solver based on a class of Runge-Kutta methods and the finite element method is proposed for the time-dependent Kohn-Sham equation. The efficiency issue is partially resolved by three approaches, i.e., an $h$-adaptive mesh method is proposed to effectively restrain the size of the discretized problem, a complex-valued algebraic multigrid solver is developed for efficiently solving the derived linear system from the implicit discretization, as well as the OpenMP based parallelization of the algorithm. The numerical convergence, the ability on preserving the physical properties, and the efficiency of the proposed numerical method are demonstrated by a number of numerical experiments.     

Finite difference reaction–diffusion equations with nonlinear diffusion coefficients

Summary. A monotone iterative method for numerical solutions of a class of finite difference reaction-diffusion equations with nonlinear diffusion coefficient is presented. It is shown that by using an upper solution or a lower solution as the initial iteration the corresponding sequence converges monotonically to a unique solution of the finite difference system. It is also shown that the solution of the finite difference system converges to the solution of the continuous equation as the mesh size decreases to zero. Received February 18, 1998 / Revised version received April 21, 1999 / Published online February 17, 2000     

A characteristic finite element method with local mesh refinements for the Lamm equation in analytical ultracentrifugation

The Lamm equation is a fundamental differential equation in analytical ultracentrifugation, for describing the transport of solutes in an ultracentrifuge cell. In this article, we present a characteristic finite element method with local mesh refinements for solving the Lamm equation. The numerical method is mass‐conservative by design and allows relatively large time steps to be used. Numerical experiments indicate that the numerical solutions are oscillation‐free in the region near the cell bottom, where mass build up and large concentration gradients occur. Positivity of solutions is also well kept. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Adaptive first integral preserving methods for PDEs

We present a method for constructing first integral preserving numerical schemes for time-dependent partial differential equations on non-uniform grids, using a finite difference approach for spatial discretization and discrete gradients for time stepping. The method is extended to accommodate spatial adaptivity. A numerical experiment is carried out where the method is applied to the Sine-Gordon equation with moving mesh adaptivity. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Solving a partially singularly perturbed initial value problem on Shishkin meshes

A coupled first order system of one singularly perturbed and one non-perturbed ordinary differential equation with prescribed initial conditions is considered. A Shishkin piecewise uniform mesh is constructed and used, in conjunction with a classical finite difference operator, to form a new numerical method for solving this problem. It is proved that the numerical approximations generated by this method are essentially first order convergent in the maximum norm at all points of the domain, uniformly with respect to the singular perturbation parameter. Numerical results are presented in support of the theory.