Numerical Method for Singularly Perturbed Third Order Ordinary Differential Equations of Convection-Diffusion Type

In this paper, we have proposed a numerical method for Singularly Perturbed Boundary Value Problems (SPBVPs) of convection-diffusion type of third order Ordinary Differential Equations (ODEs) in which the SPBVP is reduced into a weakly coupled system of two ODEs subject to suitable initial and boundary conditions. The numerical method combines boundary value technique, asymptotic expansion approximation, shooting method and finite difference scheme. In order to get a numerical solution for the derivative of the solution, the domain is divided into two regions namely inner region and outer region. The shooting method is applied to the inner region while standard finite difference scheme (FD) is applied for the outer region. Necessary error estimates are derived for the method. Computational efficiency and accuracy are verified through numerical examples. The method is easy to implement and suitable for parallel computing.     

A mapping finite difference model for infinite elastic media

A simple mapping finite difference model is presented for the solution of boundary-value problems in the theory of time-harmonic elastic vibrations. The finite problem domain is condensed by mapping into a smaller finite domain using a suitable coordinate transformation. The field equations and the boundary conditions are also appropriately transformed. The radiation condition at infinity is satisfied through a change of the dependent variable. Finite difference forms of the transformed equations are then solved in the mapped domain, subject to the transformed boundary conditions.     

Mathematical and numerical study of a corrosion model

In this paper, we consider a PDE system arising in corrosion modelling. This system consists in two convection-diffusion equations on the densities of charge carriers and a Poisson equation on the electric potential. Boundary conditions are Robin boundary conditions. We discretize each equation by a finite volume scheme and we prove the convergence of the scheme towards a weak solution to the initial system. Finally, we provide numerical results describing the behaviour of the solutions with respect to an applied voltage.     

Solution of the advection-dispersion equation with free exit boundary

I investigated the exit boundary condition for the advection-dispersion equation and found that in numerical solutions of this equation, using Galekin finite elements, a free exit boundary condition requiring no a priori information is possible, provided the advective component in the numerical equations is of sufficient magnitude relative to the dispersive component. Since the relationship between these two components is controlled by the spatial discretization through the grid Peclet number, the free exit boundary condition can in fact be applied whenever there is a non-zero advective component. The numerical solution in a finite domain with free exit boundary, using a correctly proportioned spatial discrezation, behaves like an infinite-domain solution.     

An Upwind Difference Scheme and Its Corresponding Boundary Scheme

An upwind difference scheme was given by the author in [5] for the numerical solution of steady-state problems. The present work studies this upwind scheme and its corresponding boundary scheme for the numerical solution of unsteady problems. For interior points the difference equations are approximations of the characteristic relations; for boundary points difference equatons are approximations of the characteristicrelations corresponding to the outgoing characteristics and the "non-reflecting" boundary conditions. Calculation of a Riemann problem in a finite computational region yields promising numerical results.     

Convergence analysis of a DDFV scheme for a system describing miscible fluid flows in porous media

In this article, we prove the convergence of a discrete duality finite volume scheme for a system of partial differential equations describing miscible displacement in porous media. This system is made of two coupled equations: an anisotropic diffusion equation on the pressure and a convection‐diffusion‐dispersion equation on the concentration. We first establish some a priori estimates satisfied by the sequences of approximate solutions. Then, it yields the compactness of these sequences. Passing to the limit in the numerical scheme, we finally obtain that the limit of the sequence of approximate solutions is a weak solution to the problem under study. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 723–760, 2015     

Convergence of a difference scheme for the heat equation in a long strip by artificial boundary conditions

The numerical solution of the heat equation on a strip in two dimensions is considered. An artificial boundary is introduced to make the computational domain finite. On the artificial boundary, an exact boundary condition is proposed to reduce the original problem to an initial‐boundary value problem in a finite computational domain. A difference scheme is constructed by the method of reduction of order to solve the problem in the finite computational domain. It is proved that the difference scheme is uniquely solvable, unconditionally stable and convergent with the convergence order 2 in space and order 3/2 in time in an energy norm. A numerical example demonstrates the theoretical results.© 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2007     

NUMERICAL SOLUTIONS OF PARABOLIC PROBLEMS ON UNBOUNDED 3-D SPATIAL DOMAIN

In this paper,the numerical solutions of heat equation on 3-D unbounded spatial do-main are considered. n artificial boundary Γ is introduced to finite the computationaldomain.On the artificial boundary Γ,the exact boundary condition and a series of approx-imating boundary conditions are derived,which are called artificial boundary conditions.By the exact or approximating boundary condition on the artificial boundary,the originalproblem is reduced to an initial-boundary value problem on the bounded computationaldomain,which is equivalent or approximating to the original problem.The finite differencemethod and finite element method are used to solve the reduced problems on the finitecomputational domain.The numerical results demonstrate that the method given in thispaper is effective and feasible.     

A numerical analysis of the Cahn–Hilliard equation with non-permeable walls

In this article we consider the numerical analysis of the Cahn–Hilliard equation in a bounded domain with non-permeable walls, endowed with dynamic-type boundary conditions. The dynamic-type boundary conditions that we consider here have been recently proposed in Ruiz Goldstein et al. (Phys D 240(8):754–766, 2011) in order to describe the interactions of a binary material with the wall. The equation is semi-discretized using a finite element method for the space variables and error estimates between the exact and the approximate solution are obtained. We also prove the stability of a fully discrete scheme based on the backward Euler scheme for the time discretization. Numerical simulations sustaining the theoretical results are presented.     

Minimum time‐step criteria for the Galerkin finite element methods applied to one‐dimensional parabolic partial differential equations

The finite element method has been well established for numerically solving parabolic partial differential equations (PDEs). Also it is well known that a too large time step should not be chosen in order to obtain a stable and accurate numerical solution. In this article, accuracy analysis shows that a too small time step should not be chosen either for some time‐stepping schemes. Otherwise, the accuracy of the numerical solution cannot be improved or can even be worsened in some cases. Furthermore, the so‐called minimum time step criteria are established for the Crank‐Nicolson scheme, the Galerkin‐time scheme, and the backward‐difference scheme used in the temporal discretization. For the forward‐difference scheme, no minimum time step exists as far as the accuracy is concerned. In the accuracy analysis, no specific initial and boundary conditions are invoked so that such established criteria can be applied to the parabolic PDEs subject to any initial and boundary conditions. These minimum time step criteria are verified in a series of numerical experiments for a one‐dimensional transient field problem with a known analytical solution. The minimum time step criteria developed in this study are useful for choosing appropriate time steps in numerical simulations of practical engineering problems. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Analytic and Experimental Studies of the Errors in Numerical Methods for the Valuation of Options

The value of a European option satisfies the Black-Scholes equation with appropriately specified final and boundary conditions.We transform the problem to an initial boundary value problem in dimensionless form.There are two parameters in the coefficients of the resulting linear parabolic partial differential equation.For a range of values of these parameters,the solution of the problem has a boundary or an initial layer.The initial function has a discontinuity in the first-order derivative,which leads to the appearance of an interior layer.We construct analytically the asymptotic solution of the equation in a finite domain.Based on the asymptotic solution we can determine the size of the artificial boundary such that the required solution in a finite domain in x and at the final time is not affected by the boundary.Also,we study computationally the behaviour in the maximum norm of the errors in numerical solutions in cases such that one of the parameters varies from finite (or pretty large) to small values,while the other parameter is fixed and takes either finite (or pretty large) or small values. Crank-Nicolson explicit and implicit schemes using centered or upwind approximations to the derivative are studied.We present numerical computations,which determine experimentally the parameter-uniform rates of convergence.We note that this rate is rather weak,due probably to mixed sources of error such as initial and boundary layers and the discontinuity in the derivative of the solution.     

A finite volume scheme for nonlinear parabolic equations derived from one-dimensional local dirichlet problems

In this paper, we propose a new method to compute the numerical flux of a finite volume scheme, used for the approximation of the solution of the nonlinear partial differential equation u_t+div(qf(u))−ΔΦ(u)=0 in a 1D, 2D or 3D domain. The function Φ is supposed to be strictly increasing, but some values s such that Φ′(s)=0 can exist. The method is based on the solution, at each interface between two control volumes, of the nonlinear elliptic two point boundary value problem (qf(υ)+(Φ(υ))′)′=0 with Dirichlet boundary conditions given by the values of the discrete approximation in both control volumes. We prove the existence of a solution to this two point boundary value problem. We show that the expression for the numerical flux can be yielded without referring to this solution. Furthermore, we prove that the so designed finite volume scheme has the expected stability properties and that its solution converges to the weak solution of the continuous problem. Numerical results show the increase of accuracy due to the use of this scheme, compared to some other schemes.     

A stable boundary elements method for magnetohydrodynamic channel flows at high Hartmann numbers

The article is devoted to extension of boundary element method (BEM) for solving coupled equations in velocity and induced magnetic field for time dependent magnetohydrodynamic (MHD) flows through a rectangular pipe. The BEM is equipped with finite difference approach to solve MHD problem at high Hartmann numbers up to 10⁶. In fact, the finite difference approach is used to approximate partial derivatives of unknown functions at boundary points respect to outward normal vector. It yields a numerical method with no singular boundary integrals. Besides, a new approach is suggested in this article where transforms 2D singular BEM's integrals to 1D nonsingular ones. The new approach reduces computational cost, significantly. Note that the stability of the numerical scheme is proved mathematically when computational domain is discretized uniformly and Hartmann number is 40 times bigger than length of boundary elements. Numerical examples show behavior of velocity and induced magnetic field across the sections.     

Numerical analysis of a mathematical model for propagation of an electrical pulse in a neuron

This article is devoted to the study of a mathematical model arising in the mathematical modeling of pulse propagation in nerve fibers. A widely accepted model of nerve conduction is based on nonlinear parabolic partial differential equations. When considered as part of a particular initial boundary value problem the equation models the electrical activity in a neuron. A small perturbation parameter ε is introduced to the highest order derivative term. The parameter if decreased, speeds up the fast variables of the model equations whereas it does not affect the slow variables. In order to formally reduce the problem to a discussion of the moment of fronts and backs we take the limit ε → 0. This limit is singular and is therefore the solution tends to a slowly moving solution of the limiting equation. This leads to the boundary layers located in the neighborhoods of the boundary of the domain where the solution has very steep gradient. Most of the classical methods are incapable of providing helpful information about this limiting solution. To this effort a parameter robust numerical method is constructed on a piecewise uniform fitted mesh. The method consists of standard upwind finite difference operator. A rigorous analysis is carried out to obtain priori estimates on the solution of the problem and its derivatives. A parameter uniform error estimate for the numerical scheme so constructed is established in the maximum norm. It is then proven that the numerical method is unconditionally stable and provides a solution that converges to the solution of the differential equation. A set of numerical experiment is carried out in support of the predicted theory, which validates computationally the theoretical results. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2008     

Error estimates for the finite element approximation of linear elastic equations in an unbounded domain

In this paper we present error estimates for the finite element approximation of linear elastic equations in an unbounded domain. The finite element approximation is formulated on a bounded computational domain using a nonlocal approximate artificial boundary condition or a local one. In fact there are a family of nonlocal approximate boundary conditions with increasing accuracy (and computational cost) and a family of local ones for a given artificial boundary. Our error estimates show how the errors of the finite element approximations depend on the mesh size, the terms used in the approximate artificial boundary condition, and the location of the artificial boundary. A numerical example for Navier equations outside a circle in the plane is presented. Numerical results demonstrate the performance of our error estimates.

     

The impact of finite precision arithmetic and sensitivity on the numerical solution of partial differential equations

In this paper, we address some fundamental issues concerning “time marching” numerical schemes for computing steady state solutions of boundary value problems for nonlinear partial differential equations. Simple examples are used to illustrate that even theoretically convergent schemes can produce numerical steady state solutions that do not correspond to steady state solutions of the boundary value problem. This phenomenon must be considered in any computational study of nonunique solutions to partial differential equations that govern physical systems such as fluid flows. In particular, numerical calculations have been used to “suggest” that certain Euler equations do not have a unique solution. For Burgers' equation on a finite spatial interval with Neumann boundary conditions the only steady state solutions are constant (in space) functions. Moreover, according to recent theoretical results, for any initial condition the corresponding solution to Burgers' equation must converge to a constant as t → ∞. However, we present a convergent finite difference scheme that produces false nonconstant numerical steady state “solutions.” These erroneous solutions arise out of the necessary finite floating point arithmetic inherent in every digital computer. We suggest the resulting numerical steady state solution may be viewed as a solution to a “nearby” boundary value problem with high sensitivity to changes in the boundary conditions. Finally, we close with some comments on the relevance of this paper to some recent “numerical based proofs” of the existence of nonunique solutions to Euler equations and to aerodynamic design.     

二维线性双曲型方程Neumann边值问题的紧交替方向隐格式

对二维Neumann边界条件的线性双曲型方程建立了紧交替方向的隐格式.利用方程和边界条件得到在空间上的三阶与五阶导数的边界值,进而在内点、边界内点和边界角点分别建立9点、6点和4点紧差分格式;通过引进新的范数和L₂范数估计L_∞范数;借助能量估计、Gronwall不等式和Schwarz不等式等技巧,详细分析了差分格式在无穷范数下关于时间和空间分别为二阶和四阶收敛性,并给出了稳定性结果;通过数值算例,验证了理论分析结果.     

Solution for a problem of linear plane elasticity with mixed boundary conditions on an ellipse by the method of boundary integrals

A numerical boundary integral scheme is proposed for the solution of the system of field equations of plane, linear elasticity in stresses for homogeneous, isotropic media in the domain bounded by an ellipse under mixed boundary conditions. The stresses are prescribed on one half of the ellipse, while the displacements are given on the other half. The method relies on previous analytical work within the Boundary Integral Method [1], [2].The considered problem with mixed boundary conditions is replaced by two subproblems with homogeneous boundary conditions, one of each type, having a common solution. The equations are reduced to a system of boundary integral equations, which is then discretized in the usual way and the problem at this stage is reduced to the solution of a rectangular linear system of algebraic equations. The unknowns in this system of equations are the boundary values of four harmonic functions which define the full elastic solution inside the domain, and the unknown boundary values of stresses or displacements on proper parts of the boundary.On the basis of the obtained results, it is inferred that the tangential stress component on the fixed part of the boundary has a singularity at each of the two separation points, thought to be of logarithmic type. A tentative form for the singular solution is proposed to calculate the full solution in bulk directly from the given boundary conditions using the well-known Boundary Collocation Method. It is shown that this addition substantially decreases the error in satisfying the boundary conditions on some interval not containing the singular points.The obtained results are discussed and boundary curves for unknown functions are provided, as well as three-dimensional plots for quantities of practical interest. The efficiency of the used numerical schemes is discussed, in what concerns the number of boundary nodes needed to calculate the approximate solution.     

A meshless method for numerical solution of the one-dimensional wave equation with an integral condition using radial basis functions

The hyperbolic partial differential equation with an integral condition arises in many physical phenomena. In this paper, we propose a numerical scheme to solve the one-dimensional hyperbolic equation that combines classical and integral boundary conditions using collocation points and approximating the solution using radial basis functions (RBFs). The results of numerical experiments are presented, and are compared with analytical solution and finite difference method to confirm the validity and applicability of the presented scheme.