Integrated fast and high‐accuracy computation of convection diffusion equations using multiscale multigrid method

We present an explicit sixth‐order compact finite difference scheme for fast high‐accuracy numerical solutions of the two‐dimensional convection diffusion equation with variable coefficients. The sixth‐order scheme is based on the well‐known fourth‐order compact (FOC) scheme, the Richardson extrapolation technique, and an operator interpolation scheme. For a particular implementation, we use multiscale multigrid method to compute the fourth‐order solutions on both the coarse grid and the fine grid. Then, an operator interpolation scheme combined with the Richardson extrapolation technique is used to compute a sixth‐order accurate fine grid solution. We compare the computed accuracy and the implementation cost of the new scheme with the standard nine‐point FOC scheme and Sun–Zhang's sixth‐order method. Two convection diffusion problems are solved numerically to validate our proposed sixth‐order scheme. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

An optimal asymptotic-numerical method for convection dominated systems having exponential boundary layers

The convection dominated diffusion problems are studied. Higher order accurate numerical methods are presented for problems in one and two dimensions. The underlying technique utilizes a superposition of given problem into two independent problems. The first one is the reduced problem that refers to the outer or smooth solution. Stretching transformation is used to obtain the second problem for inner layer solution. The method considered for outer or degenerate problems are based on higher order Runge–Kutta methods and upwind finite differences. However, inner problem is solved analytically or asymptotically. The schemes presented are proved to be consistent and stable. Possible extensions to delay differential equations and to nonlinear problems are outlined. Numerical results for several test examples are illustrated and a comparative analysis is presented. It is observed that the method presented is highly accurate and easy to implement. Moreover, the numerical results obtained are not only comparable with the exact solution but also in agreement with the theoretical estimates.     

Overlapping Schwarz waveform relaxation method for the solution of the convection–diffusion equation

In this article we study the convergence of the overlapping Schwarz wave form relaxation method for solving the convection–diffusion equation over multi-overlapped subdomains. It is shown that the method converges linearly and superlinearly over long and short time intervals, and the convergence depends on the size of the overlap. Numerical results are presented from solving specific types of model problems to demonstrate the convergence and the role of the size of the overlap. Copyright © 2007 John Wiley & Sons, Ltd.     

A high order finite difference method with Richardsonextrapolation for 3D convection diffusion equation

In this paper, we extend the Sun and Zhang’s [24] work on high order finite difference method, which is based on the Richardson extrapolation technique and an operator interpolation scheme for the one and two dimensional steady convection diffusion equations to the three dimensional case. Firstly, we employ a fourth order compact difference scheme to get the fourth order accurate solution on the fine and the coarse grids. Then, we use the Richardson extrapolation technique by combining the two approximate solutions to get a sixth order accurate solution on coarse grid. Finally, we apply an operator interpolation scheme to achieve the sixth order accurate solution on the fine grid. During this process, we use alternating direction implicit (ADI) method to solve the resulting linear systems. Numerical experiments are conducted to verify the accuracy and effectiveness of the present method.     

Numerical approximation of two‐dimensional convection‐diffusion equations with boundary layers

Our aim in this article is to show how one can improve the numerical solution of singularity perturbed problems involving boundary layers. Incorporating the structures of boundary layers into finite element spaces can improve the accuracy of approximate solutions and result in significant simplifications. In this article we discuss convection‐diffusion equations in the two‐dimensional space with a homogeneous Dirichlet boundary condition and a mixed boundary condition. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

A note on an accelerated high‐accuracy multigrid solution of the convection‐diffusion equation with high Reynolds number

We present a new strategy to accelerate the convergence rate of a high‐accuracy multigrid method for the numerical solution of the convection‐diffusion equation at the high Reynolds number limit. We propose a scaled residual injection operator with a scaling factor proportional to the magnitude of the convection coefficients, an alternating line Gauss‐Seidel relaxation, and a minimal residual smoothing acceleration technique for the multigrid solution method. The new implementation strategy is tested to show an improved convergence rate with three problems, including one with a stagnation point in the computational domain. The effect of residual scaling and the algebraic properties of the coefficient matrix arising from the fourth‐order compact discretization are investigated numerically. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 1–10, 2000     

High‐order approximation of 2D convection‐diffusion equation on hexagonal grids

We derive a fourth‐order finite difference scheme for the two‐dimensional convection‐diffusion equation on an hexagonal grid. The difference scheme is defined on a single regular hexagon of size h over a seven‐point stencil. Numerical experiments are conducted to verify the high accuracy of the derived scheme, and to compare it with the standard second‐order central difference scheme. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2006     

Numerical investigation of quenching for a nonlinear diffusion equation with a singular Neumann boundary condition

For a nonlinear diffusion equation with a singular Neumann boundary condition, we devise a difference scheme which represents faithfully the properties of the original continuous boundary value problem. We use non‐uniform mesh in order to adequately represent the spatial behavior of the quenching solution near the boundary. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 429–440, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/num.10013     

The pointwise estimates of solutions for a nonlinear convection diffusion reaction equation

This paper studies the time asymptotic behavior of solutions for a nonlinear convection diffusion reaction equation in one dimension.First,the pointwise estimates of solutions are obtained,furthermore,we obtain the optimal L~p,1≤ p ≤ +∞,convergence rate of solutions for small initial data.Then we establish the local existence of solutions,the blow up criterion and the sufficient condition to ensure the nonnegativity of solutions for large initial data.Our approach is based on the detailed analysis of the Green function of the linearized equation and some energy estimates.     

A second-order numerical method for two-dimensional two-sided space fractional convection diffusion equation

Space fractional convection diffusion equation describes physical phenomena where particles or energy (or other physical quantities) are transferred inside a physical system due to two processes: convection and superdiffusion. In this paper, we discuss the practical alternating directions implicit method to solve the two-dimensional two-sided space fractional convection diffusion equation on a finite domain. We theoretically prove and numerically verify that the presented finite difference scheme is unconditionally von Neumann stable and second order convergent in both space and time directions.     

The effective boundary conditions and their lifespan of the logistic diffusion equation on a coated body

We consider the logistic diffusion equation on a bounded domain, which has two components with a thin coating surrounding a body. The diffusion tensor is isotropic on the body, and anisotropic on the coating. The size of the diffusion tensor on these components may be very different; within the coating, the diffusion rates in the normal and tangent directions may be in different scales. We find effective boundary conditions (EBCs) that are approximately satisfied by the solution of the diffusion equation on the boundary of the body. We also prove that the lifespan of each EBC, which measures how long the EBC remains effective, is infinite. The EBCs enable us to see clearly the effect of the coating and ease the difficult task of solving the PDE in a thin region with a small diffusion tensor. The motivation of the mathematics includes a nature reserve surrounded by a buffer zone.     

A free boundary problem of diffusion equation with integral condition

We consider a free boundary problem of heat equation with integral condition on the unknown free boundary. Results of solution regularity and problem well-posedness are presented.     

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.     

Parallel preconditioners and multigrid solvers for stochastic polynomial chaos discretizations of the diffusion equation at the large scale

This paper presents parallel preconditioners and multigrid solvers for solving linear systems of equations arising from stochastic polynomial chaos formulations of the diffusion equation with random coefficients. These preconditioners and solvers are extensions of the preconditioner developed in an earlier paper for strongly coupled systems of elliptic partial differential equations that are norm equivalent to systems that can be factored into an algebraic coupling component and a diagonal differential component. The first preconditioner, which is applied to the norm equivalent system, is obtained by sparsifying the inverse of the algebraic coupling component. This sparsification leads to an efficient method for solving these systems at the large scale, even for problems with large statistical variations in the random coefficients. An extension of this preconditioner leads to stand‐alone multigrid methods that can be applied directly to the actual system rather than to the norm equivalent system. These multigrid methods exploit the algebraic/differential factorization of the norm equivalent systems to produce variable‐decoupled systems on the coarse levels. Moreover, the structure of these methods allows easy software implementation through re‐use of robust high‐performance software such as the Hypre library package. Two‐grid matrix bounds will be established, and numerical results will be given. Copyright © 2015 John Wiley & Sons, Ltd.     

An inverse diffusion problem with nonlocal boundary conditions

This article considers the inverse problem of identification of a time‐dependent thermal diffusivity together with the temperature in an one‐dimensional heat equation with nonlocal boundary and integral overdetermination conditions when a heat exchange takes place across boundary of the material. The well‐posedness of the problem is studied under some regularity, and consistency conditions on the data of the problem together with the nonnegativity condition on the Fourier coefficients of the initial data and source term. The inverse problem is also studied numerically by using the Crank–Nicolson finite difference scheme combined with predictor‐corrector technique. The numerical examples are presented and discussed. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 564–590, 2016     

A time-periodic reaction–diffusion–advection equation with a free boundary and sign-changing coefficients

We consider a reaction–diffusion–advection equation of the form: $u_t=u_{xx}-\beta \left(t\right)u_x+f(t,u)$ for $x\in [0,h\left(t\right))$, where $\beta \left(t\right)$ is a $T$-periodic function, $f(t,u)$ is a $T$-periodic Fisher–KPP type of nonlinearity with $a\left(t\right)≔f_u(t,0)$ changing sign, $h\left(t\right)$ is a free boundary satisfying the Stefan condition. We study the long time behavior of solutions and find that there are two critical numbers $\bar{c}$ and $B\left(\tilde{\beta }\right)$ with $B\left(\tilde{\beta }\right)>\bar{c}>0$, $\bar{\beta }≔\frac{1}{T}{\int }_0^T\beta \left(t\right)dt$ and $\tilde{\beta }\left(t\right)≔\beta \left(t\right)-\bar{\beta }$, such that a vanishing–spreading dichotomy result holds when $\left|\bar{\beta }\right|<\bar{c}$; a vanishing–transition–virtual spreading trichotomy result holds when $\bar{\beta }\in [\bar{c},B\left(\tilde{\beta }\right))$; all solutions vanish when $\bar{\beta }⩾B\left(\tilde{\beta }\right)$ or $\bar{\beta }⩽-\bar{c}$.     

Global behavior of solutions to the fast diffusion equation with boundary flux governed by memory

We study global existence and blow up in finite time for a one‐dimensional fast diffusion equation with memory boundary condition. The problem arises out of a corresponding model formulated from tumor‐induced angiogenesis. We obtain necessary and sufficient conditions for global existence of solutions to the problem. Copyright © 2016 John Wiley & Sons, Ltd.     

Optimal control problems for the reaction–diffusion–convection equation with variable coefficients

The solvability of optimal control problems is proved on both weak and strong solutions of a boundary value problem for the nonlinear reaction–diffusion–convection equation with variable coefficients. In the second case, the requirements for smoothness of the multiplicative control are reduced. The study of extremal problems is based on the proof of the solvability of the corresponding boundary value problems and on the qualitative analysis of their solutions properties. The large data existence results for weak solutions, the maximum principle as well as the local existence and uniqueness of a strong solution are established. Moreover, an optimal feedback control problem is considered. Using methods of the theory of topological degree for set-valued perturbations (with aspheric image sets) of generalized monotone operators, we obtain sufficient conditions for the solvability of this problem in the class of weak solutions.     

A class of time‐fractional reaction‐diffusion equation with nonlocal boundary condition

The purpose of the study is to analyze the time‐fractional reaction‐diffusion equation with nonlocal boundary condition. The proposed model is used to predict the invasion of tumor and its growth. Further, we establish the existence and uniqueness of a weak solution of the proposed model using the Faedo‐Galerkin method and compactness arguments.