Flux-splitting schemes for parabolic problems

Splitting with respect to space variables can be used in solving boundary value problems for second-order parabolic equations. Classical alternating direction methods and locally one-dimensional schemes could be examples of this approach. For problems with rapidly varying coefficients, a convenient tool is the use of fluxes (directional derivatives) as independent variables. The original equation is written as a system in which not only the desired solution but also directional derivatives (fluxes) are unknowns. In this paper, locally one-dimensional additional schemes (splitting schemes) for second-order parabolic equations are examined. By writing the original equation in flux variables, certain two-level locally one-dimensional schemes are derived. The unconditional stability of locally one-dimensional flux schemes of the first and second approximation order with respect to time is proved.     

Fundamental mode exact schemes for unsteady problems

The problem of increasing the accuracy of an approximate solution is considered for boundary value problems for parabolic equations. For ordinary differential equations (ODEs), nonstandard finite difference schemes are in common use for this problem. They are based on a modification of standard discretizations of time derivatives and, in some cases, allow to obtain the exact solution of problems. For multidimensional problems, we can consider the problem of increasing the accuracy only for the most important components of the approximate solution. In the present work, new unconditionally stable schemes for parabolic problems are constructed, which are exact for the fundamental mode. Such two‐level schemes are designed via a modification of standard schemes with weights using Padé approximations. Numerical results obtained for a model problem demonstrate advantages of the proposed fundamental mode exact schemes.     

Discrete Approximations for Singularly Perturbed Boundary Value Problems with Parabolic Layers,I

In this series of three papers we study singularly perturbed (SP) boundary value problems for equations of elliptic and parabolic type. For small values of the perturbation parameter parabolic boundary and interior layers appear in these problems. If classical discretisation methods are used, the solution of the finite difference scheme and the approximation of the diffusive flux do not converge uniformly with respect to this parameter. Using the method of special, adapted grids, we can construct difference schemes that allow approximation of the solution and the normalised diffusive flux uniformly with respect to the small parameter. We also consider singularly perturbed boundary value problems for convection-diffusion equations. Also for these problems we construct special finite difference schemes, the solution of which converges $ε$-uniformly. We study what problems appear, when classical schemes are used for the approximation of the spatial derivatives. We compare the results with those obtained by the adapted approach. Results of numerical experiments are discussed. In the three papers we first give an introduction on the general problem, and then we consider respectively (i) Problems for SP parabolic equations, for which the solution and the normalised diffusive fluxes are required; (ii) Problems for SP elliptic equations with boundary conditions of Dirichlet, Neumann and Robin type; (iii) Problems for SP parabolic equation with discontinuous boundary conditions.     

DISCRETE APPROXIMATIONS FOR SINGULARLY PERTURBED BOUNDARY VALUE PROBLEMS WITH PARABOLIC LAYERS,Ⅱ

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Discrete Approximations for Singularly Perturbed Boundary Value Problems with Parabolic Layers,III

1.IntroductionThesolution0fpartialdifferentiaJequationsthataresingularlyperturbedand/orhavediscontinu0usboundaryconditionsgenerallyhave0nlylimitedsmoothness.DuetothisfaCtdndcultiesaPpearwhenwesolvethesepr0blemsbynumericalmethods.Forexampleforregularparab0licequationswithdiscontinuousboundaryconditions,classicalmethods(FDMorFEM)onregularrectangulargridsd0n0tconvergeintheIoo-normonadomainthatincludesaneighbourhood0fthediscontinulty[8,9,4].Iftheparametermultiplyingthehighest-orderderivativeva…     

Time step selection for the numerical solution of boundary value problems for parabolic equations

An algorithm is proposed for selecting a time step for the numerical solution of boundary value problems for parabolic equations. The solution is found by applying unconditionally stable implicit schemes, while the time step is selected using the solution produced by an explicit scheme. Explicit computational formulas are based on truncation error estimation at a new time level. Numerical results for a model parabolic boundary value problem are presented, which demonstrate the performance of the time step selection algorithm.     

Stable difference schemes for certain parabolic equations

In some applications, boundary value problems for second-order parabolic equations with a special nonself-adjoint operator have to be solved approximately. The operator of such a problem is a weighted sum of self-adjoint elliptic operators. Unconditionally stable two-level schemes are constructed taking into account that the operator of the problem is not self-adjoint. The possibilities of using explicit-implicit approximations in time and introducing a new sought variable are discussed. Splitting schemes are constructed whose numerical implementation involves the solution of auxiliary problems with self-adjoint operators.     

Alternating triangular schemes for convection–diffusion problems

Explicit–implicit approximations are used to approximate nonstationary convection–diffusion equations in time. In unconditionally stable two-level schemes, diffusion is taken from the upper time level, while convection, from the lower layer. In the case of three time levels, the resulting explicit–implicit schemes are second-order accurate in time. Explicit alternating triangular (asymmetric) schemes are used for parabolic problems with a self-adjoint elliptic operator. These schemes are unconditionally stable, but conditionally convergent. Three-level modifications of alternating triangular schemes with better approximating properties were proposed earlier. In this work, two- and three-level alternating triangular schemes for solving boundary value problems for nonstationary convection–diffusion equations are constructed. Numerical results are presented for a two-dimensional test problem on triangular meshes, such as Delaunay triangulations and Voronoi diagrams.     

Max-Norm Estimates for Galerkin Approximations of One-Dimensional Elliptic,Parabolic and Hyperbolic Problems with Mixed Boundary Conditions

The Galerkin methods are studied for two-point boundary value problems and the related one-dimensional parabolic and hyperbolic problems. The boundary value problem considered here is of non-adjoint from and with mixed boundary conditions. The optimal order error estimate in the max-norm is first derived for the boundary problem for the finite element subspace. This result then gives optimal order max-norm error estimates for the continuous and discrete time approximations for the evolution problems described above.     

Factorized SM-stable two-level schemes

Additional requirements for unconditionally stable schemes were formulated by analyzing higher order accurate difference schemes in time as applied to boundary value problems for second-order parabolic equations. These requirements concern the inheritance of the basic properties of the differential problem and lead to the concept of an SM-stable difference scheme. An earlier distinguished class of SM-stable schemes consists of the schemes based on various Padé approximations. The computer implementation of such higher order accurate schemes deserves special consideration because certain matrix polynomials must be inverted at each new time level. Factorized SM-stable difference schemes are constructed that can be interpreted as diagonally implicit Runge-Kutta methods.     

Fourth-Order Splitting Methods for Time-Dependant Differential Equations

This study was suggested by previous work on the simulation of evolution equations with scale-dependent processes,e.g.,wave-propagation or heat-transfer,that are modeled by wave equations or heat equations.Here,we study both parabolic and hyperbolic equations.We focus on ADI (alternating direction implicit) methods and LOD (locally one-dimensional) methods,which are standard splitting methods of lower order,e.g.second-order.Our aim is to develop higher-order ADI methods,which are performed by Richardson extrapolation,Crank-Nicolson methods and higher-order LOD methods,based on locally higher-order methods.We discuss the new theoretical results of the stability and consistency of the ADI methods.The main idea is to apply a higher- order time discretization and combine it with the ADI methods.We also discuss the dis- cretization and splitting methods for first-order and second-order evolution equations. The stability analysis is given for the ADI method for first-order time derivatives and for the LOD (locally one-dimensional) methods for second-order time derivatives.The higher-order methods are unconditionally stable.Some numerical experiments verify our results.     

On convergence to steady state of solutions of parabolic equations in unbounded domains

Solutions of the first mixed boundary value problem for a class of parabolic partial differential equations are shown to converge to solutions of associated elliptic boundary value problems as time t → ∞. The method of proof involves the introduction, for the parabolic problem, of a class of generalized solutions which may behave asymptotically, at spatial infinity, like solutions of the associated elliptic equation.     

Regularity of solutions of boundary value problems for a second-order parabolic equation in weighted Hölder spaces

We consider the first boundary value problem and the oblique derivative problem for a linear second-order parabolic equation in noncylindrical not necessarily bounded domains with nonsmooth (with respect to t) and noncompact lateral boundary under the assumption that the right-hand side and the lower-order coefficients of the equation may have certain growth when approaching the parabolic boundary of the domain and all coefficients are locally Hölder with given characteristics of the Hölder property. We construct a smoothness scale of solutions of these boundary value problems in Hölder spaces of functions that admit growth of higher derivatives near the parabolic boundary of the domain.     

An accurate LOD scheme for two-dimensional parabolic problems

We propose a high order locally one-dimensional scheme for solving parabolic problems. The method is fourth-order in space and second-order in time, and provides a computationally efficient implicit scheme. It is shown through a discrete Fourier analysis that the method is unconditionally stable. Numerical experiments are conducted to test its high accuracy and to compare it with other schemes.     

On the convergence of difference schemes for fractional differential equations with Robin boundary conditions

Locally one-dimensional difference schemes for partial differential equations with fractional order derivatives with respect to time and space in multidimensional domains are considered. Stability and convergence of locally one-dimensional schemes for this equation are proved.     

Family of fifth-order three-level schemes for evolution problems

A multiparameter family of fifth-order three-level schemes in time based on compact approximations is presented for solving evolution problems. The schemes are adapted to hyperbolic and parabolic equations and to stiff systems of ordinary differential equations. In the case of hyperbolic equations, a fifth-order accurate scheme in all variables with compact approximations of spatial derivatives is analyzed. Stability estimates are presented, and the dispersive and dissipative properties are examined.     

A Galerkin method for mixed parabolic–elliptic partial differential equations

In this article boundary value problems for partial differential equations of mixed elliptic–parabolic type are considered. To ensure that the considered problems possess a unique solution, the usual variational existence proof for parabolic problems is extended to the mixed situation. Further, the convergence of approximations computed by a time-space Galerkin method to the solution of the mixed problem is proven and error estimates are given.     

Abstract Elliptic Equations with Integral Boundary Conditons

This paper focuses on nonlocal integral boundary value problems for elliptic differential-operator equations. Here given conditions guarantee that maximal regularity and Fredholmness in $L_{p}$ spaces. These results are applied to the Cauchy problem for abstract parabolic equations, its infinite systems and boundary value problems for anisotropic partial differential equations in mixed $L_{\mathbf{p}}$ norm.     

Simple layer potential and the first boundary value problem for a parabolic system on the plane

By the method of boundary integral equations, we construct a classical solution of the first initial–boundary value problem for a one-dimensional (with respect to x) parabolic system in a domain with nonsmooth lateral boundary for the case in which the right-hand sides of the boundary conditions only have continuous derivatives of order 1/2. We study the smoothness of the solution.     

Three-level schemes of the alternating triangular method

In this paper, the schemes of the alternating triangular method are set out in the class of splitting methods used for the approximate solution of Cauchy problems for evolutionary problems. These schemes are based on splitting the problem operator into two operators that are conjugate transposes of each other. Economical schemes for the numerical solution of boundary value problems for parabolic equations are designed on the basis of an explicit-implicit splitting of the problem operator. The alternating triangular method is also of interest for the construction of numerical algorithms that solve boundary value problems for systems of partial differential equations and vector systems. The conventional schemes of the alternating triangular method used for first-order evolutionary equations are two-level ones. The approximation properties of such splitting methods can be improved by transiting to three-level schemes. Their construction is based on a general principle for improving the properties of difference schemes, namely, on the regularization principle of A.A. Samarskii. The analysis conducted in this paper is based on the general stability (or correctness) theory of operator-difference schemes.