A non-local boundary value problem method for parabolic equations backward in time

The ill-posed parabolic equation backward in time

     

A linearized difference scheme for semilinear parabolic equations with nonlinear absorbing boundary conditions

A novel three level linearized difference scheme is proposed for the semilinear parabolic equation with nonlinear absorbing boundary conditions. The solution of this problem will blow up in finite time. Hence this difference scheme is coupled with an adaptive time step size, i.e., when the solution tends to infinity, the time step size will be smaller and smaller. Furthermore, the solvability, stability and convergence of the difference scheme are proved by the energy method. Numerical experiments are also given to demonstrate the theoretical second order convergence both in time and in space in L_∞-norm.     

Finite difference schemes for the fourth-order parabolic equations with different boundary value conditions

In this paper, the fourth-order parabolic equations with different boundary value conditions are studied. Six kinds of boundary value conditions are proposed. Several numerical differential formulae for the fourth-order derivative are established by the quartic interpolation polynomials and their truncation errors are given with the aid of the Taylor expansion with the integral remainders. Effective difference schemes are presented for the third Dirichlet boundary value problem, the first Neumann boundary value problem and the third Neumann boundary value problem, respectively. Some new embedding inequalities on the discrete function spaces are presented and proved. With the method of energy analysis, the unique solvability, unconditional stability and unconditional convergence of the difference schemes are proved. The convergence orders of derived difference schemes are all O(τ² + h²) in appropriate norms. Finally, some numerical examples are provided to confirm the theoretical results.     

On the solution of the non-local parabolic partial differential equations via radial basis functions

In this paper, the problem of solving the one-dimensional parabolic partial differential equation subject to given initial and non-local boundary conditions is considered. The approximate solution is found using the radial basis functions collocation method. There are some difficulties in computing the solution of the time dependent partial differential equations using radial basis functions. If time and space are discretized using radial basis functions, the resulted coefficient matrix will be very ill-conditioned and so the corresponding linear system cannot be solved easily. As an alternative method for solution, we can use finite-difference methods for discretization of time and radial basis functions for discretization of space. Although this method is easy to use but an accurate solution cannot be provided. In this work an efficient collocation method is proposed for solving non-local parabolic partial differential equations using radial basis functions. Numerical results are presented and are compared with some existing methods.     

A difference method for solving parabolic equations of order 2n

In this paper, a finite difference method is used to approximate for the solution of the parabolic partial differential equation of order 2n and error of the method is determined. The resulting system is solved by efficient implicit iterations. In some numerical examples, MAPLE modules are designed for the purpose of testing and using the method.     

Monotonicity criteria for difference schemes designed for hyperbolic equations

Previously formulated monotonicity criteria for explicit two-level difference schemes designed for hyperbolic equations (S.K. Godunov’s, A. Harten’s (TVD schemes), characteristic criteria) are extended to multileveled, including implicit, stencils. The characteristic monotonicity criterion is used to develop a universal algorithm for constructing high-order accurate nonlinear monotone schemes (for an arbitrary form of the desired solution) based on their analysis in the space of grid functions. Several new fourth-to-third-order accurate monotone difference schemes on a compact three-level stencil and nonexpanding (three-point) stencils are proposed for an extended system, which ensures their monotonicity for both the desired function and its derivatives. The difference schemes are tested using the characteristic monotonicity criterion and are extended to systems of hyperbolic equations.     

On a class of parabolic equations with nonlocal boundary conditions

In this paper we study a class of parabolic equations subject to a nonlocal boundary condition. The problem is a generalized model for a theory of ion-diffusion in channels. By using energy method, we first derive some a priori estimates for solutions and then prove that the problem has a unique global solution. Moreover, under some assumptions on the nonlinear boundary condition, it is shown that the solution blows up in finite time. Finally, the long-time behavior of solution to a linear problem is also studied in the paper.     

Positive solutions for a system of difference equations with coupled multi-point boundary conditions

We investigate the existence and nonexistence of positive solutions for a system of nonlinear second-order difference equations with parameters subject to coupled multi-point boundary conditions.     

A PDAE formulation of parabolic problems with dynamic boundary conditions

The weak formulation of parabolic problems with dynamic boundary conditions is rewritten in form of a partial differential–algebraic equation. More precisely, we consider two dynamic equations with a coupling condition on the boundary. This constraint is included explicitly as an additional equation and incorporated with the help of a Lagrange multiplier. Well-posedness of the formulation is shown.     

MLPG method for two-dimensional diffusion equation with Neumann's and non-classical boundary conditions

In this paper, a meshless local Petrov-Galerkin (MLPG) method is presented to treat parabolic partial differential equations with Neumann's and non-classical boundary conditions. A difficulty in implementing the MLPG method is imposing boundary conditions. To overcome this difficulty, two new techniques are presented to use on square domains. These techniques are based on the finite differences and the Moving Least Squares (MLS) approximations. Non-classical integral boundary condition is approximated using Simpson's composite numerical integration rule and the MLS approximation. Two test problems are presented to verify the efficiency and accuracy of the method.     

Higher order finite difference schemes for the magnetic induction equations

We describe high order accurate and stable finite difference schemes for the initial-boundary value problem associated with the magnetic induction equations. These equations model the evolution of a magnetic field due to a given velocity field. The finite difference schemes are based on Summation by Parts (SBP) operators for spatial derivatives and a Simultaneous Approximation Term (SAT) technique for imposing boundary conditions. We present various numerical experiments that demonstrate both the stability as well as high order of accuracy of the schemes.      

Compact difference schemes for heat equation with Neumann boundary conditions (II)

This is the further work on compact finite difference schemes for heat equation with Neumann boundary conditions subsequent to the paper, [Sun, Numer Methods Partial Differential Equations (NMPDE) 25 (2009), 1320–1341]. A different compact difference scheme for the one‐dimensional linear heat equation is developed. Truncation errors of the proposed scheme are O(τ² + h⁴) for interior mesh point approximation and O(τ² + h³) for the boundary condition approximation with the uniform partition. The new obtained scheme is similar to the one given by Liao et al. (NMPDE 22 (2006), 600–616), while the major difference lies in no extension of source terms to outside the computational domain any longer. Compared with ones obtained by Zhao et al. (NMPDE 23 (2007), 949–959) and Dai (NMPDE 27 (2011), 436–446), numerical solutions at all mesh points including two boundary points are computed in our new scheme. The significant advantage of this work is to provide a rigorous analysis of convergence order for the obtained compact difference scheme using discrete energy method. The global accuracy is O(τ² + h⁴) in discrete maximum norm, although the spatial approximation order at the Neumann boundary is one lower than that for interior mesh points. The analytical techniques are important and can be successfully used to solve the open problem presented by Sun (NMPDE 25 (2009), 1320–1341), where analyzed theoretical convergence order of the scheme by Liao et al. (NMPDE 22 (2006), 600–616) is only O(τ² + h^3.5) while the numerical accuracy is O(τ² + h⁴), and convergence order of theoretical analysis for the scheme by Zhao et al. (NMPDE 23 (2007), 949–959) is O(τ² + h^2.5), while the actual numerical accuracy is O(τ² + h³). Following the procedure used for the new obtained difference scheme in this work, convergence orders of these two schemes can be proved rigorously to be O(τ² + h⁴) and O(τ² + h³), respectively. Meanwhile, extension to the case involving the nonlinear reaction term is also discussed, and the global convergence order O(τ² + h⁴) is proved. A compact ADI difference scheme for solving two‐dimensional case is derived. Finally, several examples are given to demonstrate the numerical accuracy of new obtained compact difference schemes. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Lateral boundary differentiability of solutions of parabolic equations in nondivergence form

The lateral boundary differentiability is shown for solutions of parabolic differential equations in nondivergence form under the assumptions that the parabolic boundary satisfies the exterior Dini condition and is punctually C¹$C^1$ differentiable one-sided in t-direction. The classical barrier technique, the maximum principle, the interior Harnack inequality and an iteration procedure are the main analytical tools.     

Energy stability for a class of two-dimensional interface linear parabolic problems

We consider parabolic equations in two-dimensions with interfaces corresponding to concentrated heat capacity and singular own source. We give an analysis for energy stability of the solutions based on special Sobolev spaces (the energies also are given by the norms of these spaces) that are intrinsic to such problems. In order to define these spaces we study nonstandard spectral problems in which the eigenvalue appears in the interfaces (conjugation conditions) or at the boundary of the spatial domain. The introducing of appropriate spectral problems enable us to precise the values of the parameters which control the energy decay. In fact, in order for numerical calculation to be carried out effectively for large time, we need to know quantitatively this decay property.     

Carleman estimates for stochastic parabolic equations with Neumann boundary conditions and applications

By a dual method, two Carleman estimates for forward and backward stochastic parabolic equations with Neumann boundary conditions are established. Then they are used to study a null controllability problem and a state observation problem for some stochastic forward parabolic equations with Neumann boundary conditions.     

On the stability of the σ-scheme with transparent boundary conditions for parabolic equations

Initial-boundary value problems for self-adjoint parabolic equations on a semiaxis and a semibounded strip are considered. For finite-difference σ-schemes, an alternative method for stating approximate transparent boundary conditions is suggested and conditions ensuring unconditional stability in the energy norm with respect to the initial data and free terms for a weight σ ≥ 1/2 are presented. The validity of these stability conditions in the case of discrete transparent boundary conditions is proved (by several methods), and the derivation of the latter conditions is revisited. Published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2007, Vol. 47, No. 4, pp. 671–692. This article was translated by the author.     

The stability of boundary conditions for an angled-derivative difference scheme

Tidal forcing of the shallow water equations is typical of a class of problems where an approximate equilibrium solution is sought by long time integration of a differential equation system. A combination of the angled-derivative scheme with a staggered leap-frog scheme is sometimes used to discretise this problem. It is shown here why great care then needs to be taken with the boundary conditions to ensure that spurious solution modes do not lead to numerical instabilities. Various techniques are employed to analyse two simple model problems and display instabilities met in practical computations; these are then used to deduce a set of stable boundary conditions.Dedicated to Professor J. Crank on the occasion of his 80th birthday     

Fourth‐order compact schemes of a heat conduction problem with Neumann boundary conditions

In this article, a set of fourth‐order compact finite difference schemes is developed to solve a heat conduction problem with Neumann boundary conditions. It is derived through the compact difference schemes at all interior points, and the combined compact difference schemes at the boundary points. This set of schemes is proved to be globally solvable and unconditionally stable. Numerical examples are provided to verify the accuracy.© 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Blow‐up phenomena for a system of semilinear parabolic equations with nonlinear boundary conditions

This paper deals with the blow‐up phenomena for a system of parabolic equations with nonlinear boundary conditions. We show that under some conditions on the nonlinearities, blow‐up occurs at some finite time. We also obtain upper and lower bounds for the blow‐up time when blow‐up occurs. Copyright © 2014 John Wiley & Sons, Ltd.     

Theoretical study of a finite difference scheme applied to steady-state Navier-Stokes-like equations

In this paper, we are concerned with the numerical approximation of the solutions to a stationary Navier-Stokes-like system of equations introduced in [1]. Unlike previous studies, the discrete trilinear form appearing in the variational formulation does not verify the usual cancellation property b_h (u_h, v_h, v_h) = 0. Existence of solutions for the approximate equation and general convergence theorems are demonstrated.