Convergence of a finite volume scheme for nonlinear degenerate parabolic equations

Summary. One approximates the entropy weak solution u of a nonlinear parabolic degenerate equation by a piecewise constant function using a discretization in space and time and a finite volume scheme. The convergence of to u is shown as the size of the space and time steps tend to zero. In a first step, estimates on are used to prove the convergence, up to a subsequence, of to a measure valued entropy solution (called here an entropy process solution). A result of uniqueness of the entropy process solution is proved, yielding the strong convergence of to{\it u}. Some on a model equation are shown. Received September 27, 2000 / Published online October 17, 2001     

Semi-implicit finite volume scheme for solving nonlinear diffusion equations in image processing

Summary. We propose and prove a convergence of the semi-implicit finite volume approximation scheme for the numerical solution of the modified (in the sense of Catté, Lions, Morel and Coll) Perona–Malik nonlinear image selective smoothing equation (called anisotropic diffusion in the image processing). The proof is based on a-priori estimates and Kolmogorov's compactness theorem. The implementation aspects and computational results are discussed. Received January 7, 1999 / Revised version received May 31, 2000 / Published online March 20, 2001     

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.     

An adaptive finite element method for singular parabolic equations

Summary. In this paper we consider additive Schwarz-type iteration methods for saddle point problems as smoothers in a multigrid method. Each iteration step of the additive Schwarz method requires the solutions of several small local saddle point problems. This method can be viewed as an additive version of a (multiplicative) Vanka-type iteration, well-known as a smoother for multigrid methods in computational fluid dynamics. It is shown that, under suitable conditions, the iteration can be interpreted as a symmetric inexact Uzawa method. In the case of symmetric saddle point problems the smoothing property, an important part in a multigrid convergence proof, is analyzed for symmetric inexact Uzawa methods including the special case of the additive Schwarz-type iterations. As an example the theory is applied to the Crouzeix-Raviart mixed finite element for the Stokes equations and some numerical experiments are presented. Mathematics Subject Classification (1991):65N22, 65F10, 65N30Supported by the Austrian Science Foundation (FWF) under the grant SFB F013}\and Walter Zulehner     

Two-grid methods for finite volume element approximations of nonlinear parabolic equations

Two-grid methods are studied for solving a two dimensional nonlinear parabolic equation using finite volume element method. The methods are based on one coarse-grid space and one fine-grid space. The nonsymmetric and nonlinear iterations are only executed on the coarse grid and the fine-grid solution can be obtained in a single symmetric and linear step. It is proved that the coarse grid can be much coarser than the fine grid. The two-grid methods achieve asymptotically optimal approximation as long as the mesh sizes satisfy h=O(H³|lnH|)$h=O\left(H^3|lnH|\right)$. As a result, solving such a large class of nonlinear parabolic equations will not be much more difficult than solving one single linearized equation.     

An approximate solvability scheme for a class of nonlinear equations

An approximate solvability scheme for equations of the typeu+K _u(u)=w, in a closed convex subsetA of a Hilbert spaceX is given. Here, for eachu ∈ A, K _u: X → X is a bounded linear operator.     

An iterative scheme for solving nonlinear equations with monotone operators

An iterative scheme for solving ill-posed nonlinear operator equations with monotone operators is introduced and studied in this paper. A discrete version of the Dynamical Systems Method (DSM) algorithm for stable solution of ill-posed operator equations with monotone operators is proposed and its convergence is proved. A discrepancy principle is proposed and justified. A priori and a posteriori stopping rules for the iterative scheme are formulated and justified. AMS subject classification (2000)  47J05, 47J06, 47J35, 65R30     

Diffusive approximations for a class of nonlinear parabolic equations

We study a class of discrete velocity type approximations to nonlinear parabolic equations with source. After proving existence results and estimates on the solution to the relaxation system, we pass into the limit towards a weak solution, which is the unique entropy solution if the coefficients of the parabolic equation are constant.     

Isoperimetric inequalities for a class of nonlinear parabolic equations

Abstrac Existence theorems and a priori bounds for a class of nonlinear parabolic equations are established. By means of an iteration process and symmetrization methods the solution in an arbitrary domain is compared with the one for the sphere of the same volume. It is shown that among all domains of given volume the sphere is the least stable.

---

Zusammenfassung Mit Hilfe von Symmetrisierungen und Iterationsmethoden werden Existenzsätze und a priori Schranken für eine Klasse von nichtlinearen parabolischen Differentiagleichungen hergeleitet. Die Lösung für ein allgemeines Gebiet wird mit derjenigen für die Kugel vom gleichen Volumen verglichen. Es zeigt sich insbesondere, dass unter allen Gebieten mit demselben Volumen die Kugel am wenigsten stabil ist.

     

An adaptive least-squares mixed finite element method for nonlinear parabolic problems

A least-squares mixed finite element method for nonlinear parabolic problems is investigated in terms of computational efficiency. An a posteriori error estimator, which is needed in an adaptive refinement algorithm, was composed with the least-squares functional, and a posteriori errors were effectively estimated.     

Wavelet-Galerkin method for solving parabolic equations in finite domains

A novel wavelet-Galerkin method tailored to solve parabolic equations in finite domains is presented. The emphasis of the paper is on the development of the discretization formulations that are specific to finite domain parabolic equations with arbitrary boundary conditions based on weak form functionals. The proposed method also deals with the development of algorithms for computing the associated connection coefficients at arbitrary points. Here the Lagrange multiplier method is used to enforce the essential boundary conditions. The numerical results on a two-dimensional transient heat conducting problem are used to validate the proposed wavelet-Galerkin algorithm as an effective numerical method to solve finite domain parabolic equations.     

Convergence of a finite volume scheme for coagulation-fragmentation equations

This paper is devoted to the analysis of a numerical scheme for the coagulation and fragmentation equation. A time explicit finite volume scheme is developed, based on a conservative formulation of the equation. It is shown to converge under a stability condition on the time step, while a first order rate of convergence is established and an explicit error estimate is given. Finally, several numerical simulations are performed to investigate the gelation phenomenon and the long time behavior of the solution.

     

On a class of Newton-like methods for solving nonlinear equations

We provide a semilocal convergence analysis for a certain class of Newton-like methods considered also in [I.K. Argyros, A unifying local-semilocal convergence analysis and applications for two-point Newton-like methods in Banach space, J. Math. Anal. Appl. 298 (2004) 374–397; I.K. Argyros, Computational theory of iterative methods, in: C.K. Chui, L. Wuytack (Eds.), Series: Studies in Computational Mathematics, vol. 15, Elsevier Publ. Co, New York, USA, 2007; J.E. Dennis, Toward a unified convergence theory for Newton-like methods, in: L.B. Rall (Ed.), Nonlinear Functional Analysis and Applications, Academic Press, New York, 1971], in order to approximate a locally unique solution of an equation in a Banach space.     

A compact difference scheme combined with extrapolation techniques for solving a class of neutral delay parabolic differential equations

In this work, we present an implicit compact difference scheme for solving a class of neutral delay parabolic differential equations (NDPDEs). The unique solvability and unconditional stability of the scheme are proved. The temporal accuracy of the scheme is improved by using different Richardson extrapolation techniques for linear and nonlinear problems, and fourth-order accuracy in both temporal and spatial dimensions is obtained. Finally, numerical experiments are conducted to verify the accuracy and efficiency of the algorithms.     

On a class of secant-like methods for solving nonlinear equations

We provide a semilocal convergence analysis for a certain class of secant-like methods considered also in Argyros (J Math Anal Appl 298:374–397, 2004, 2007), Potra (Libertas Mathematica 5:71–84, 1985), in order to approximate a locally unique solution of an equation in a Banach space. Using a combination of Lipschitz and center-Lipschitz conditions for the computation of the upper bounds on the inverses of the linear operators involved, instead of only Lipschitz conditions (Potra, Libertas Mathematica 5:71–84, 1985), we provide an analysis with the following advantages over the work in Potra (Libertas Mathematica 5:71–84, 1985) which improved the works in Bosarge and Falb (J Optim Theory Appl 4:156–166, 1969, Numer Math 14:264–286, 1970), Dennis (SIAM J Numer Anal 6(3):493–507, 1969, 1971), Kornstaedt (1975), Larsonen (Ann Acad Sci Fenn, A 450:1–10, 1969), Potra (L’Analyse Numérique et la Théorie de l’Approximation 8(2):203–214, 1979, Aplikace Mathematiky 26:111–120, 1981, 1982, Libertas Mathematica 5:71–84, 1985), Potra and Pták (Math Scand 46:236–250, 1980, Numer Func Anal Optim 2(1):107–120, 1980), Schmidt (Period Math Hung 9(3):241–247, 1978), Schmidt and Schwetlick (Computing 3:215–226, 1968), Traub (1964), Wolfe (Numer Math 31:153–174, 1978): larger convergence domain; weaker sufficient convergence conditions, finer error bounds on the distances involved, and a more precise information on the location of the solution. Numerical examples further validating the results are also provided.     

The smoothing property for a class of doubly nonlinear parabolic equations

We consider a class of doubly nonlinear parabolic equations used in modeling free boundaries with a finite speed of propagation. We prove that nonnegative weak solutions satisfy a smoothing property; this is a well-known feature in some particular cases such as the porous medium equation or the parabolic -Laplace equation. The result is obtained via regularization and a comparison theorem.

     

Classical solutions for a class of fully nonlinear degenerate parabolic equations

This paper is concerned with the existence and comparison principle of classical solutions for a class of fully nonlinear degenerate parabolic equations.