A finite‐volume scheme for the multidimensional quantum drift‐diffusion model for semiconductors

A finite‐volume scheme for the stationary unipolar quantum drift‐diffusion equations for semiconductors in several space dimensions is analyzed. The model consists of a fourth‐order elliptic equation for the electron density, coupled to the Poisson equation for the electrostatic potential, with mixed Dirichlet‐Neumann boundary conditions. The numerical scheme is based on a Scharfetter‐Gummel type reformulation of the equations. The existence of a sequence of solutions to the discrete problem and its numerical convergence to a solution to the continuous model are shown. Moreover, some numerical examples in two space dimensions are presented. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1483–1510, 2011     

A finite‐volume scheme for a spinorial matrix drift‐diffusion model for semiconductors

An implicit Euler finite‐volume scheme for a spinorial matrix drift‐diffusion model for semiconductors is analyzed. The model consists of strongly coupled parabolic equations for the electron density matrix or, alternatively, of weakly coupled equations for the charge and spin‐vector densities, coupled to the Poisson equation for the electric potential. The equations are solved in a bounded domain with mixed Dirichlet–Neumann boundary conditions. The charge and spin‐vector fluxes are approximated by a Scharfetter–Gummel discretization. The main features of the numerical scheme are the preservation of nonnegativity and bounds of the densities and the dissipation of the discrete free energy. The existence of a bounded discrete solution and the monotonicity of the discrete free energy are proved. For undoped semiconductor materials, the numerical scheme is unconditionally stable. The fundamental ideas are reformulations using spin‐up and spin‐down densities and certain projections of the spin‐vector density, free energy estimates, and a discrete Moser iteration. Furthermore, numerical simulations of a simple ferromagnetic‐layer field‐effect transistor in two space dimensions are presented. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 819–846, 2016     

An IMEX‐BDF2 compact scheme for pricing options under regime‐switching jump‐diffusion models

In this paper, an implicit‐explicit two‐step backward differentiation formula (IMEX‐BDF2) together with finite difference compact scheme is developed for the numerical pricing of European and American options whose asset price dynamics follow the regime‐switching jump‐diffusion process. It is shown that IMEX‐BDF2 method for solving this system of coupled partial integro‐differential equations is stable with the second‐order accuracy in time. On the basis of IMEX‐BDF2 time semi‐discrete method, we derive a fourth‐order compact (FOC) finite difference scheme for spatial discretization. Since the payoff function of the option at the strike price is not differentiable, the results show only second‐order accuracy in space. To remedy this, a local mesh refinement strategy is used near the strike price so that the accuracy achieves fourth order. Numerical results illustrate the effectiveness of the proposed method for European and American options under regime‐switching jump‐diffusion models.     

An upwind finite volume scheme and its maximum‐principle‐preserving ADI splitting for unsteady‐state advection‐diffusion equations

We develop an upwind finite volume (UFV) scheme for unsteady‐state advection‐diffusion partial differential equations (PDEs) in multiple space dimensions. We apply an alternating direction implicit (ADI) splitting technique to accelerate the solution process of the numerical scheme. We investigate and analyze the reason why the conventional ADI splitting does not satisfy maximum principle in the context of advection‐diffusion PDEs. Based on the analysis, we propose a new ADI splitting of the upwind finite volume scheme, the alternating‐direction implicit, upwind finite volume (ADFV) scheme. We prove that both UFV and ADFV schemes satisfy maximum principle and are unconditionally stable. We also derive their error estimates. Numerical results are presented to observe the performance of these schemes. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 211–226, 2003     

Convergence analysis of a vertex‐centered finite volume scheme for a copper heap leaching model

In this paper a two‐dimensional solute transport model is considered to simulate the leaching of copper ore tailing using sulfuric acid as the leaching agent. The mathematical model consists in a system of differential equations: two diffusion–convection‐reaction equations with Neumann boundary conditions, and one ordinary differential equation. The numerical scheme consists in a combination of finite volume and finite element methods. A Godunov scheme is used for the convection term and an P1‐FEM for the diffusion term. The convergence analysis is based on standard compactness results in L². Some numerical examples illustrate the effectiveness of the scheme. Copyright © 2009 John Wiley & Sons, Ltd.     

A combined finite volume–finite element scheme for the discretization of strongly nonlinear convection–diffusion–reaction problems on nonmatching grids

We propose and analyze in this paper a numerical scheme for nonlinear degenerate parabolic convection–diffusion–reaction equations in two or three space dimensions. We discretize the time evolution, convection, reaction, and source terms on a given grid, which can be nonmatching and can contain nonconvex elements, by means of the cell‐centered finite volume method. To discretize the diffusion term, we construct a conforming simplicial mesh with the vertices given by the original grid and use the conforming piecewise linear finite element method. In this way, the scheme is fully consistent and the discrete solution is naturally continuous across the interfaces between the subdomains with nonmatching grids, without introducing any supplementary equations and unknowns or using any interpolation at the interfaces. We allow for general inhomogeneous and anisotropic diffusion–dispersion tensors, propose two variants corresponding respectively to arithmetic and harmonic averaging, and use the local Péclet upstream weighting in order to only add the minimal numerical diffusion necessary to avoid spurious oscillations in the convection‐dominated case. The scheme is robust, efficient since it leads to positive definite matrices and one unknown per element, locally conservative, and satisfies the discrete maximum principle under the conditions on the simplicial mesh and the diffusion tensor usual in the finite element method. We prove its convergence using a priori estimates and the Kolmogorov relative compactness theorem and illustrate its behavior on a numerical experiment. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

Finite volume approximation of degenerate two‐phase flow model with unlimited air mobility

Models of two‐phase flows in porous media, used in petroleum engineering, lead to a coupled system of two equations, one elliptic and the other degenerate parabolic, with two unknowns: the saturation and the pressure. In view of applications in hydrogeology, we construct a robust finite volume scheme allowing for convergent simulations, as the ratio μ of air/liquid mobility goes to infinity. This scheme is shown to satisfy a priori estimates (the saturation is shown to remain in a fixed interval, and a discrete L2(0,T;H1(Ω)) estimate is proved for both the pressure and a function of the saturation), which are sufficient to derive the convergence of a subsequence to a weak solution of the continuous equations, as the size of the discretization tends to zero. We then show that the scheme converges to a two‐phase flow model whose limit, as the mobility of the air phase tends to infinity, is the “quasi‐Richards equation” (Eymard et al., Convergence of two phase flow to Richards model, F. Benkhaldoun, editor, Finite Volumes for Complex Applications IV, ISTE, London, 2005; Eymard et al., Discrete Cont Dynam Syst, 5 (2012) 93–113), which remains available even if the gas phase is not connected with the atmospheric pressure. Numerical examples, which show that the scheme remains robust for high values of μ, are finally given. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

Monotone combined edge finite volume–finite element scheme for Anisotropic Keller–Segel model

In this article, a new numerical scheme for a degenerate Keller–Segel model with heterogeneous anisotropic tensors is treated. It is well‐known that standard finite volume scheme not permit to handle anisotropic diffusion without any restrictions on meshes. Therefore, a combined finite volume‐nonconforming finite element scheme is introduced, developed, and studied. The unknowns of this scheme are the values at the center of cell edges. Convergence of the approximate solution to the continuous solution is proved only supposing the shape regularity condition for the primal mesh. This scheme ensures the validity of the discrete maximum principle under the classical condition that all transmissibilities coefficients are positive. Therefore, a nonlinear technique is presented, as a correction of the diffusive flux, to provide a monotone scheme for general tensors. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1030–1065, 2014     

Crank‐Nicolson‐Galerkin finite element scheme for nonlocal coupled parabolic problem using the Newton's method

In this article, a finite element scheme based on the Newton's method is proposed to approximate the solution of a nonlocal coupled system of parabolic problem. The Crank‐Nicolson method is used for time discretization. Well‐posedness of the problem is discussed at continuous and discrete levels. We derive a priori error estimates for both semidiscrete and fully discrete formulations. Results based on usual finite element method are provided to confirm the theoretical estimates.     

Entropy dissipative one‐leg multistep time approximations of nonlinear diffusive equations

New one‐leg multistep time discretizations of nonlinear evolution equations are investigated. The main features of the scheme are the preservation of the non‐negativity and the entropy dissipation structure of the diffusive equations. The key ideas are to combine Dahlquist's G‐stability theory with entropy dissipation methods and to introduce a nonlinear transformation of variables, which provides a quadratic structure in the equations. It is shown that G‐stability of the one‐leg scheme is sufficient to derive discrete entropy dissipation estimates. The general result is applied to a cross‐diffusion system from population dynamics and a nonlinear fourth‐order quantum diffusion model, for which the existence of semidiscrete weak solutions is proved. Under some assumptions on the operator of the evolution equation, the second‐order convergence of solutions is shown. Moreover, some numerical experiments for the population model are presented, which underline the theoretical results. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1119–1149, 2015     

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     

Stability of a combined finite element ‐ finite volume discretization of convection‐diffusion equations

We consider a time‐dependent and a stationary convection‐diffusion equation. These equations are approximated by a combined finite element – finite volume method: the diffusion term is discretized by Crouzeix‐Raviart piecewise linear finite elements on a triangular grid, and the convection term by upwind barycentric finite volumes. In the nonstationary case, we use an implicit Euler approach for time discretization. This scheme is shown to be L²‐stable uniformly with respect to the diffusion coefficient. In addition, it turns out that stability is unconditional in the time‐dependent case. These results hold if the underlying grid satisfies a condition that is fulfilled, for example, by some structured meshes. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 402–424, 2012     

A discrete duality finite volume discretization of the vorticity‐velocity‐pressure stokes problem on almost arbitrary two‐dimensional grids

We present an application of the discrete duality finite volume method to the numerical approximation of the vorticity‐velocity‐pressure formulation of the two‐dimensional Stokes equations, associated to various nonstandard boundary conditions. The finite volume method is based on the use of discrete differential operators obeying some discrete duality principles. The scheme may be seen as an extension of the classical Marker and Cell scheme to almost arbitrary meshes, thanks to an appropriate choice of degrees of freedom. The efficiency of the scheme is illustrated by numerical examples over unstructured triangular and locally refined nonconforming meshes, which confirm the theoretical convergence analysis led in the article. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1–30, 2015     

Singly diagonally implicit runge‐kutta method for time‐dependent reaction‐diffusion equation

In this article, an efficient fourth‐order accurate numerical method based on Padé approximation in space and singly diagonally implicit Runge‐Kutta method in time is proposed to solve the time‐dependent one‐dimensional reaction‐diffusion equation. In this scheme, we first approximate the spatial derivative using the second‐order central finite difference then improve it to fourth‐order by applying Padé approximation. A three stage fourth‐order singly diagonally implicit Runge‐Kutta method is then used to solve the resulting system of ordinary differential equations. It is also shown that the scheme is unconditionally stable, and is suitable for stiff problems. Several numerical examples are solved by the scheme and the efficiency and accuracy of the new scheme are compared with two widely used high‐order compact finite difference methods. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1423–1441, 2011     

Fully discrete T‐ψ finite element method to solve a nonlinear induction hardening problem

We study an induction hardening model described by Maxwell's equations coupled with a heat equation. The magnetic induction field is assumed a nonlinear constitutional relation and the electric conductivity is temperature‐dependent. The T ‐ψ method is to transform Maxwell's equations to the vector–scalar potential formulations and to solve the potentials by means of the finite element method. In this article, we present a fully discrete T ‐ψ finite element scheme for this nonlinear coupled problem and discuss its solvability. We prove that the discrete solution converges to a weak solution of the continuous problem. Finally, we conclude with two numerical experiments for the coupled system.     

Study of the mixed finite volume method for Stokes and Navier‐Stokes equations

We present finite volume schemes for Stokes and Navier‐Stokes equations. These schemes are based on the mixed finite volume introduced in (Droniou and Eymard, Numer Math 105 (2006), 35‐71), and can be applied to any type of grid (without “orthogonality” assumptions as for classical finite volume methods) and in any space dimension. We present numerical results on some irregular grids, and we prove, for both Stokes and Navier‐Stokes equations, the convergence of the scheme toward a solution of the continuous problem. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

A finite difference scheme for solving parabolic two‐step micro‐heat transport equations in a double‐layered micro‐sphere heated by ultrashort‐pulsed lasers

Ultrashort‐pulsed lasers with pulse durations of the order of sub‐picosecond to femtosecond domain possess exclusive capabilities in limiting the undesirable spread of the thermal process zone in the heated sample. Parabolic two‐step micro heat transport equations have been widely applied for thermal analysis of thin metal films exposed to picosecond thermal pulses. In this study, we develop a three‐level finite difference scheme for solving the micro heat transport equations in a double‐layered micro sphere. It is shown by the discrete energy method that the scheme is unconditionally stable. Numerical results for thermal analysis of a gold layer coated on a chromium padding layer are obtained. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

A new combined finite element‐upwind finite volume method for convection‐dominated diffusion problems

In this article, we develop a combined finite element‐weighted upwind finite volume method for convection‐dominated diffusion problems in two dimensions, which discretizes the diffusion term with the standard finite element scheme, and the convection and source terms with the weighted upwind finite volume scheme. The developed method leads to a totally new scheme for convection‐dominated problems, which overcomes numerical oscillation, avoids numerical dispersion, and has high‐order accuracy. Stability analyses of the scheme are given for the problems with constant coefficients. Numerical experiments are presented to illustrate the stability and optimal convergence of our proposed method. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 799–818, 2016     

A robust finite difference scheme for strongly coupled systems of singularly perturbed convection‐diffusion equations

This paper is devoted to developing an Il'in‐Allen‐Southwell (IAS) parameter‐uniform difference scheme on uniform meshes for solving strongly coupled systems of singularly perturbed convection‐diffusion equations whose solutions may display boundary and/or interior layers, where strong coupling means that the solution components in the system are coupled together mainly through their first derivatives. By decomposing the coefficient matrix of convection term into the Jordan canonical form, we first construct an IAS scheme for 1D systems and then extend the scheme to 2D systems by employing an alternating direction technique. The robustness of the developed IAS scheme is illustrated through a series of numerical examples, including the magnetohydrodynamic duct flow problem with a high Hartmann number. Numerical evidence indicates that the IAS scheme appears to be formally second‐order accurate in the sense that it is second‐order convergent when the perturbation parameter ϵ is not too small and when ϵ is sufficiently small, the scheme is first‐order convergent in the discrete maximum norm uniformly in ϵ.     

On the stability of alternating‐direction explicit methods for advection‐diffusion equations

Alternating‐Direction Explicit (A.D.E.) finite‐difference methods make use of two approximations that are implemented for computations proceeding in alternating directions, e.g., from left to right and from right to left, with each approximation being explicit in its respective direction of computation. Stable A.D.E. schemes for solving the linear parabolic partial differential equations that model heat diffusion are well‐known, as are stable A.D.E. schemes for solving the first‐order equations of fluid advection. Several of these are combined here to derive A.D.E. schemes for solving time‐dependent advection‐diffusion equations, and their stability characteristics are discussed. In each case, it is found that it is the advection term that limits the stability of the scheme. The most stable of the combinations presented comprises an unconditionally stable approximation for computations carried out in the direction of advection of the system, from left to right in this case, and a conditionally stable approximation for computations proceeding in the opposite direction. To illustrate the application of the methods and verify the stability conditions, they are applied to some quasi‐linear one‐dimensional advection‐diffusion problems. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007