l 1-error estimates on the immersed interface upwind scheme for linear convection equations with piecewise constant coefficients: A simple proof

Abstract A linear convection equation with discontinuous coefcients arises in wave propagation through interfaces.An interface condition is needed at the interface to select a unique solution.An upwind scheme that builds this interface condition into its numerical flux is called the immersed interface upwind scheme.An l1-error estimate of such a scheme was frst established by Wen et al.(2008).In this paper,we provide a simple analysis on the l1-error estimate.The main idea is to formulate the solution to the underline initial-value problem into the sum of solutions to two convection equations with constant coefcients,which can then be estimated using classical methods for the initial or boundary value problems.     

A finite volume method on general meshes for a degenerate parabolic convection–reaction–diffusion equation

We propose a finite volume method on general meshes for the discretization of a degenerate parabolic convection–reaction–diffusion equation. Equations of this type arise in many contexts, such as for example the modeling of contaminant transport in porous media. The diffusion term, which can be anisotropic and heterogeneous, is discretized using a recently developed hybrid mimetic mixed framework. We construct a family of discretizations for the convection term, which uses the hybrid interface unknowns. We consider a wide range of unstructured possibly nonmatching polyhedral meshes in arbitrary space dimension. The scheme is fully implicit in time, it is locally conservative and robust with respect to the Péclet number. We obtain a convergence result based upon a priori estimates and the Fréchet–Kolmogorov compactness theorem. We implement the scheme both in two and three space dimensions and compare the numerical results obtained with the upwind and the centered discretizations of the convection term numerically.     

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     

IIM-based ADI finite difference scheme for nonlinear convection–diffusion equations with interfaces

Based on Li’s immersed interface method (IIM), an ADI-type finite difference scheme is proposed for solving two-dimensional nonlinear convection–diffusion interface problems on a fixed cartesian grid, which is unconditionally stable and converges with two-order accuracy in both time and space in maximum norm. Correction terms are added to the right-hand side of standard ADI scheme at irregular points. The nonlinear convection terms are treated by Adams–Bashforth method, without affecting the stability of difference schemes. A new method for computing the correction terms is developed, in which the Adams–Bashforth method is employed. Thus we can get an explicit approximation for the computation of corrections, when the jump condition is solution-dependent. Three numerical experiments are displayed and analyzed. The numerical results show good agreement with the exact solutions and confirm the convergence order.     

Homogenization and concentration for a diffusion equation with large convection in a bounded domain

We consider the homogenization of a non-stationary convection–diffusion equation posed in a bounded domain with periodically oscillating coefficients and homogeneous Dirichlet boundary conditions. Assuming that the convection term is large, we give the asymptotic profile of the solution and determine its rate of decay. In particular, it allows us to characterize the “hot spot”, i.e., the precise asymptotic location of the solution maximum which lies close to the domain boundary and is also the point of concentration. Due to the competition between convection and diffusion, the position of the “hot spot” is not always intuitive as exemplified in some numerical tests.     

Stationary convection–diffusion equation in an infinite cylinder

We study the existence and uniqueness of a solution to a linear stationary convection–diffusion equation stated in an infinite cylinder, Neumann boundary condition being imposed on the boundary. We assume that the cylinder is a junction of two semi-infinite cylinders with two different periodic regimes. Depending on the direction of the effective convection in the two semi-infinite cylinders, we either get a unique solution, or one-parameter family of solutions, or even non-existence in the general case. In the latter case we provide necessary and sufficient conditions for the existence of a solution.     

Iterative methods for convection dominated flow

Some iterative methods are considered for the numerical solution of convection diffusion problems. The first class of iterative methods is Chebyshev accelerated iterations. The issues of parameter selection and convergence rates are considered. Secondly, we consider convection—diffusion type iterations where the iterations are of Peaceman-Rachford type. Here, a conjecture is given concerning a related problem in functional analysis. Finally, we consider flow-directed iterative schemes. We describe some schemes of this class for an upwind difference method, and also for a nonlinear hyperbolic equation. We emphasize work that remains to be done on these methods.     

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 finite volume scheme for convection–diffusion equations with nonlinear diffusion derived from the Scharfetter–Gummel scheme

We propose a finite volume scheme for convection–diffusion equations with nonlinear diffusion. Such equations arise in numerous physical contexts. We will particularly focus on the drift-diffusion system for semiconductors and the porous media equation. In these two cases, it is shown that the transient solution converges to a steady-state solution as t tends to infinity. The introduced scheme is an extension of the Scharfetter–Gummel scheme for nonlinear diffusion. It remains valid in the degenerate case and preserves steady-states. We prove the convergence of the scheme in the nondegenerate case. Finally, we present some numerical simulations applied to the two physical models introduced and we underline the efficiency of the scheme to preserve long-time behavior of the solutions.     

Uniform methods for semilinear problems with attractive boundary turning points

An upwind finite‐difference scheme for the numerical solution of semilinear convection‐diffusion problems with attractive boundary turning points is considered. We show that the maximum nodal error is bounded by a special weighted ℓ₁‐type norm of the truncation error. This result is used to establish uniform convergence with respect to the perturbation parameter on Shishkin meshes.     

A model for lime consolidation of porous solids

We propose a mathematical model describing the process of filling the pores of a building material with lime water solution with the goal to improve the consistency of the porous solid. Chemical reactions produce calcium carbonate which glues the solid particles together at some distance from the boundary and strengthens the whole structure. The model consists of a 3D convection–diffusion system with a nonlinear boundary condition for the liquid and for calcium hydroxide, coupled with the mass balance equations for the chemical reaction. The main result consists in proving that the system has a solution for each initial data from a physically relevant class. A 1D numerical test shows a qualitative agreement with experimental observations.     

MULTIPLICATIVE SCHWARZ ALGORITHM WITH TIME STEPPING ALONG CHARACTERISTIC FOR CONVECTION DIFFUSION EQUATIONS

1. IntroductionMultiplicative SNz method, based on domain decomposition, is a powernd iterationmethods fOr solving elliptic equatinns and other stationaIy problems. A systematic theory hasbeen developed fOr elliptic finite element problerns in the past few y6ars, see l2, 5, 11, 12].But there are little works of dOmain decomPosition methods fOr time-dependence problems.In [111, Lions gives a kind of Schwarz alternating algorithIn in two subdomain case fOr heatequations and gives a converge…     

Simulation of planar ionization wave front propagation on an unstructured adaptive grid

The paper deals with the numerical solution of a basic 2D model of the propagation of an ionization wave. The system of equations describing this propagation consists of a coupled set of reaction–diffusion-convection equations and a Poissons equation. The transport equations are solved by a finite volume method on an unstructured triangular adaptive grid. The upwind scheme and the diamond scheme are used for the discretization of the convection and diffusion fluxes, respectively. The Poisson equation is also discretized by the diamond scheme. Numerical results are presented. We deal in more detail with numerical tests of the grid adaptation technique and its influence on the numerical results. An original behavior is observed. The grid refinement is not sufficient to obtain accurate results for this particular phenomenon. Using a second order scheme for convection is necessary.     

A uniformly optimal‐order error estimate for a bilinear finite element method for degenerate convection‐diffusion equations

We prove an optimal‐order error estimate in a degenerate‐diffusion weighted energy norm for bilinear Galerkin finite element methods for two‐dimensional time‐dependent convection‐diffusion equations with degenerate diffusion. In the estimate, the generic constants depend only on certain Sobolev norms of the true solution but not the lower bound of the diffusion. This estimate, combined with a known stability estimate of the true solution of the governing partial differential equations, yields an optimal‐order estimate of the Galerkin finite element method, in which the generic constants depend only on the Sobolev norms of the initial and right side data. Preliminary numerical experiments were conducted to verify these estimates numerically. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

Unique Solvability of the Inverse Problem with a Time-Dependent Boundary Condition for a Sorption Model

A mixed initial boundary-value problem is considered for nonequilibrium sorption dynamics with inner-diffusion kinetics. The problem allows for convection and longitudinal diffusion and has a time-dependent boundary condition. This condition contains the time derivative of a solution component and constitutes the balance equation for the absorbed mixture near the output boundary of the sorption region—inside the diffusion barrier. Bounds on the solution of the direct problem are obtained: nonnegativity of the solution and its first time derivatives, and boundedness of the solution by known functions. The inverse problem of estimating the nonlinear system parameter—the sorption isotherm—is considered and a uniqueness theorem is proved.     

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     

Dopant diffusion in phases with a moving interface

We consider the diffusion of a dopant through a moving interface in the suicide film-Si system during silicide layer growth. The dopant concentration distribution is derived in analytical form by the integral Fourier transform method with subsequent reduction of the dopant redistribution problem to numerical solution of two integral equations. The results are presented in the form of curves plotting the time dependence of dopant concentration on both sides of the interface for various values of diffusion coefficients and interface velocity. The effect of physical parameters on the variation of dopant concentration near the interface is demonstrated.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 63, pp. 93–97, 1987.     

Numerical simulations of water–gas flow in heterogeneous porous media with discontinuous capillary pressures by the concept of global pressure

We present an approach and numerical results for a new formulation modeling immiscible compressible two-phase flow in heterogeneous porous media with discontinuous capillary pressures. The main feature of this model is the introduction of a new global pressure, and it is fully equivalent to the original equations. The resulting equations are written in a fractional flow formulation and lead to a coupled degenerate system which consists of a nonlinear parabolic (the global pressure) equation and a nonlinear diffusion–convection one (the saturation equation) with nonlinear transmission conditions at the interfaces that separate different media. The resulting system is discretized using a vertex-centred finite volume method combined with pressure and flux interface conditions for the treatment of heterogeneities. An implicit Euler approach is used for time discretization. A Godunov-type method is used to treat the convection terms, and the diffusion terms are discretized by piecewise linear conforming finite elements. We present numerical simulations for three one-dimensional benchmark tests to demonstrate the ability of the method to approximate solutions of water–gas equations efficiently and accurately in nuclear underground waste disposal situations.     

A numerical scheme for solving nonhomogeneous time-dependent problems

A numerical technique for solving time-dependent problems with variable coefficient governed by the heat, convection diffusion, wave, beam and telegraph equations is presented. The Sinc–Galerkin method is applied to construct the numerical solution. The method is tested on three problems and comparisons are made with the exact solutions. The numerical results demonstrate the reliability and efficiency of using the Sinc–Galerkin method to solve such problems.     

An Explicit-Implicit Predictor-Corrector Domain Decomposition Method for Time Dependent Multi-Dimensional Convection Diffusion Equations

The numerical solution of large scale multi-dimensional convection diffusion equations often requires efficient parallel algorithms. In this work, we consider the extension of a recently proposed non-overlapping domain decomposition method for two dimensional time dependent convection diffusion equations with variable coefficients. By combining predictor-corrector technique, modified upwind differences with explicitimplicit coupling, the method under consideration provides intrinsic parallelism while maintaining good stability and accuracy. Moreover, for multi-dimensional problems, the method can be readily implemented on a multi-processor system and does not have the limitation on the choice of subdomains required by some other similar predictorcorrector or stabilized schemes. These properties of the method are demonstrated in this work through both rigorous mathematical analysis and numerical experiments.