A Fourier method and an extrapolation technique for Stokes’ first problem for a heated generalized second grade fluid with fractional derivative

In this article, we consider Stokes’ first problem for a heated generalized second grade fluid with fractional derivative (SFP-HGSGF). Implicit and explicit numerical approximation schemes for the SFP-HGSGF are presented. The stability and convergence of the numerical schemes are discussed using a Fourier method. In addition, the solvability of the implicit numerical approximation scheme is also analyzed. A Richardson extrapolation technique for improving the order of convergence of the implicit scheme is proposed. Finally, a numerical test is given. The numerical results demonstrate the good performance of our theoretical analysis.     

Maximum norm error estimates of efficient difference schemes for second-order wave equations

The three-level explicit scheme is efficient for numerical approximation of the second-order wave equations. By employing a fourth-order accurate scheme to approximate the solution at first time level, it is shown that the discrete solution is conditionally convergent in the maximum norm with the convergence order of two. Since the asymptotic expansion of the difference solution consists of odd powers of the mesh parameters (time step and spacings), an unusual Richardson extrapolation formula is needed in promoting the second-order solution to fourth-order accuracy. Extensions of our technique to the classical ADI scheme also yield the maximum norm error estimate of the discrete solution and its extrapolation. Numerical experiments are presented to support our theoretical results.     

Locally linearized fractional step methods for nonlinear parabolic problems

This work deals with the efficient numerical solution of a class of nonlinear time-dependent reaction-diffusion equations. Via the method of lines approach, we first perform the spatial discretization of the original problem by applying a mimetic finite difference scheme. The system of ordinary differential equations arising from that process is then integrated in time with a linearly implicit fractional step method. For that purpose, we locally decompose the discrete nonlinear diffusion operator using suitable Taylor expansions and a domain decomposition splitting technique. The totally discrete scheme considers implicit time integrations for the linear terms while explicitly handling the nonlinear ones. As a result, the original problem is reduced to the solution of several linear systems per time step which can be trivially decomposed into a set of uncoupled parallelizable linear subsystems. The convergence of the proposed methods is illustrated by numerical experiments.     

STABILITY ANALYSIS OF NONLINEAR GALERKIN ＆ GALERKIN METHODS FOR NONLINEAR EVOLUTION EQUATIONS

Abstract. Ogr object in this artlcle is to describe tbe Galerkln scheme and nonlin-eax Galerkin scheme for the approximation of nonlinear evolution equations, and tostudy the stability of these schemes. Spatial discretizatlon can be pedormed by eitherGalerkln spectral method or nonlinear Galerldn spectral method; time discretizatlort isdone hy Euler sin.heine wklch is explicit or implicit in the nonlinear terms. According tothe stability analysis of the above schemes, the stability of nonllneex Galerkln methodis better than that of Galexkln method.     

A normal compliance contact problem in viscoelasticity: An a posteriori error analysis and computational experiments

In this work, the numerical approximation of a viscoelastic contact problem is studied. The classical Kelvin-Voigt constitutive law is employed, and contact is assumed with a deformable obstacle and modelled using the normal compliance condition. The variational formulation leads to a nonlinear parabolic variational equation. An existence and uniqueness result is recalled. Then, a fully discrete scheme is introduced, by using the finite element method to approximate the spatial variable and the implicit Euler scheme to discretize time derivatives. A priori error estimates recently proved for this problem are recalled. Then, an a posteriori error analysis is provided, extending some preliminary results obtained in the study of the heat equation and other parabolic equations. Upper and lower error bounds are proved. Finally, some numerical experiments are presented to demonstrate the accuracy and the numerical behaviour of the error estimates.     

A priori error estimation for the dual mixed finite element method of the elastodynamic problem in a polygonal domain, II

In this paper we analyze a new dual mixed formulation of the elastodynamic system in polygonal domains by using an implicit scheme for the time discretization. After the analysis of stability of the fully discrete scheme, L^∞ in time, L² in space a priori error estimates for the approximation of the displacement, the strain, the pressure and the rotational are derived. Numerical tests are presented which confirm our theoretical results.     

An efficient nonlinear iteration scheme for nonlinear parabolic-hyperbolic system

A nonlinear iteration method named the Picard-Newton iteration is studied for a two-dimensional nonlinear coupled parabolic-hyperbolic system. It serves as an efficient method to solve a nonlinear discrete scheme with second spatial and temporal accuracy. The nonlinear iteration scheme is constructed with a linearization-discretization approach through discretizing the linearized systems of the original nonlinear partial differential equations. It can be viewed as an improved Picard iteration, and can accelerate convergence over the standard Picard iteration. Moreover, the discretization with second-order accuracy in both spatial and temporal variants is introduced to get the Picard-Newton iteration scheme. By using the energy estimate and inductive hypothesis reasoning, the difficulties arising from the nonlinearity and the coupling of different equation types are overcome. It follows that the rigorous theoretical analysis on the approximation of the solution of the Picard-Newton iteration scheme to the solution of the original continuous problem is obtained, which is different from the traditional error estimate that usually estimates the error between the solution of the nonlinear discrete scheme and the solution of the original problem. Moreover, such approximation is independent of the iteration number. Numerical experiments verify the theoretical result, and show that the Picard-Newton iteration scheme with second-order spatial and temporal accuracy is more accurate and efficient than that of first-order temporal accuracy.     

The solution of the two-dimensional sine-Gordon equation using the method of lines

The method of lines is used to transform the initial/boundary-value problem associated with the two-dimensional sine-Gordon equation in two space variables into a second-order initial-value problem. The finite-difference methods are developed by replacing the matrix-exponential term in a recurrence relation with rational approximants. The resulting finite-difference methods are analyzed for local truncation error, stability and convergence. To avoid solving the nonlinear system a predictor–corrector scheme using the explicit method as predictor and the implicit as corrector is applied. Numerical solutions for cases involving the most known from the bibliography line and ring solitons are given.     

A characteristic finite element method for optimal control problems governed by convection-diffusion equations

In this paper we analyze a characteristic finite element approximation of convex optimal control problems governed by linear convection-dominated diffusion equations with pointwise inequality constraints on the control variable, where the state and co-state variables are discretized by piecewise linear continuous functions and the control variable is approximated by either piecewise constant functions or piecewise linear discontinuous functions. A priori error estimates are derived for the state, co-state and the control. Numerical examples are given to show the efficiency of the characteristic finite element method.     

A priori error estimation for the dual mixed finite element method of the elastodynamic problem in a polygonal domain, I

In this paper we analyze a new dual mixed formulation of the elastodynamic system in polygonal domains. In this formulation the symmetry of the strain tensor is relaxed by the rotation of the displacement. For the time discretization of this new dual mixed formulation, we use an explicit scheme. After the analysis of stability of the fully discrete scheme, L^∞ in time, L² in space a priori error estimates are derived for the approximation of the displacement, the strain, the pressure and the rotation. Numerical experiments confirm our theoretical predictions.     

On the penalty-projection method for the Navier–Stokes equations with the MAC mesh

We deal with the time-dependent Navier–Stokes equations (NSE) with Dirichlet boundary conditions on the whole domain or, on a part of the domain and open boundary conditions on the other part. It is shown numerically that combining the penalty-projection method with spatial discretization by the Marker And Cell scheme (MAC) yields reasonably good results for solving the above-mentioned problem. The scheme which has been introduced combines the backward difference formula of second-order (BDF2, namely Gear’s scheme) for the temporal approximation, the second-order Richardson extrapolation for the nonlinear term, and the penalty-projection to split the velocity and pressure unknowns. Similarly to the results obtained for other projection methods, we estimate the errors for the velocity and pressure in adequate norms via the energy method.     

A posteriori error estimate for finite volume approximations to singularly perturbed nonlinear convection-diffusion equations

Summary. This paper is devoted to the study of a posteriori and a priori error estimates for the scalar nonlinear convection diffusion equation . The estimates for the error between the exact solution and an upwind finite volume approximation to the solution are derived in the -norm in the situation, where the diffusion parameter is smaller or comparable to the mesh size. Numerical experiments underline the theoretical results. Received February 25, 1999 / Revised version received July 6, 1999 / Published online August 2, 2000     

Finite element approximation of spatially extended predator–prey interactions with the Holling type II functional response

We study the numerical approximation of the solutions of a class of nonlinear reaction–diffusion systems modelling predator–prey interactions, where the local growth of prey is logistic and the predator displays the Holling type II functional response. The fully discrete scheme results from a finite element discretisation in space (with lumped mass) and a semi-implicit discretisation in time. We establish a priori estimates and error bounds for the semi discrete and fully discrete finite element approximations. Numerical results illustrating the theoretical results and spatiotemporal phenomena are presented in one and two space dimensions. The class of problems studied in this paper are real experimental systems where the parameters are associated with real kinetics, expressed in nondimensional form. The theoretical techniques were adapted from a previous study of an idealised reaction–diffusion system (Garvie and Blowey in Eur J Appl Math 16(5):621–646, 2005).     

IMEX Runge–Kutta schemes for reaction–diffusion equations

A fundamental research is carried out into convergence and stability properties of IMEX (implicit–explicit) Runge–Kutta schemes applied to reaction–diffusion equations. It is shown that a fully discrete scheme converges if it satisfies certain conditions using a technique of the B-convergence analysis, developed by Burrage, Hundsdorfer and Verwer in 1986. Stability of the schemes is also examined on the basis of a scalar test equation, proposed by Frank, Hundsdorfer and Verwer in 1997.     

ANALYSIS ON A NUMERICAL SCHEME WITH SECOND-ORDER TIME ACCURACY FOR NONLINEAR DIFFUSION EQUATIONS

A nonlinear fully implicit finite difference scheme with second-order time evolution for nonlinear diffusion problem is studied.The scheme is constructed with two-layer coupled discretization (TLCD) at each time step.It does not stir numerical oscillation,while per-mits large time step length,and produces more accurate numerical solutions than the other two well-known second-order time evolution nonlinear schemes,the Crank-Nicolson (CN)scheme and the backward difference formula second-order (BDF2) scheme.By developing a new reasoning technique,we overcome the difficulties caused by the coupled nonlinear discrete diffusion operators at different time layers,and prove rigorously the TLCD scheme is uniquely solvable,unconditionally stable,and has second-order convergence in both s-pace and time.Numerical tests verify the theoretical results,and illustrate its superiority over the CN and BDF2 schemes.     

An adaptive scheme for the approximation of dissipative systems

We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, a regular explicit Euler scheme–with constant or decreasing step–may explode and implicit Euler schemes are CPU-time expensive. The algorithm we introduce is explicit and we prove that any weak limit of the weighted empirical measures of this scheme is a stationary distribution of the stochastic differential equation. Several examples are presented including gradient dissipative systems and Hamiltonian dissipative systems.     

An implicit finite difference scheme for the nonlinear size-structured population model

In this paper we consider the "fully nonlinear" size structured population model. We develop an implicit finite difference scheme to approximate the solution of this nonlinear partial differential equation. The convergence of this approximation to a unique bounded variation solution of this model is obtained. Numerical results to an example problem are presented.     

A mathematical approach to HIV infection dynamics

In order to obtain a comprehensive form of mathematical models describing nonlinear phenomena such as HIV infection process and AIDS disease progression, it is efficient to introduce a general class of time-dependent evolution equations in such a way that the associated nonlinear operator is decomposed into the sum of a differential operator and a perturbation which is nonlinear in general and also satisfies no global continuity condition. An attempt is then made to combine the implicit approach (usually adapted for convective diffusion operators) and explicit approach (more suited to treat continuous-type operators representing various physiological interactions), resulting in a semi-implicit product formula. Decomposing the operators in this way and considering their individual properties, it is seen that approximation–solvability of the original model is verified under suitable conditions. Once appropriate terms are formulated to describe treatment by antiretroviral therapy, the time-dependence of the reaction terms appears, and such product formula is useful for generating approximate numerical solutions to the governing equations. With this knowledge, a continuous model for HIV disease progression is formulated and physiological interpretations are provided. The abstract theory is then applied to show existence of unique solutions to the continuous model describing the behavior of the HIV virus in the human body and its reaction to treatment by antiretroviral therapy. The product formula suggests appropriate discrete models describing the dynamics of host pathogen interactions with HIV1 and is applied to perform numerical simulations based on the model of the HIV infection process and disease progression. Finally, the results of our numerical simulations are visualized and it is observed that our results agree with medical and physiological aspects.     

Second-order implicit–explicit scheme for the Gray–Scott model

A second-order scheme for the Gray–Scott (GS) model used to describe the pattern formation is studied. The linear part of the GS equation for the time derivative and the viscous terms is discretized implicitly, while the other (or nonlinear) part of the GS equation explicitly. Galerkin finite element approximation methods are presented and analyzed, as well as methods for solving the resulting system of equations. The optimal L²$L^2$-norm error estimates are derived. Numerical experiments are presented.     

The Conservation and Convergence of Two Finite Difference Schemes for KdV Equations with Initial and Boundary Value Conditions

Korteweg-de Vries equation is a nonlinear evolutionary partial differential equation that is of third order in space. For the approximation to this equation with the initial and boundary value conditions using the finite difference method, the difficulty is how to construct matched finite difference schemes at all the inner grid points. In this paper, two finite difference schemes are constructed for the problem. The accuracy is second-order in time and first-order in space. The first scheme is a two-level nonlinear implicit finite difference scheme and the second one is a three-level linearized finite difference scheme. The Browder fixed point theorem is used to prove the existence of the nonlinear implicit finite difference scheme. The conservation, boundedness, stability, convergence of these schemes are discussed and analyzed by the energy method together with other techniques. The two-level nonlinear finite difference scheme is proved to be unconditionally convergent and the three-level linearized one is proved to be conditionally convergent. Some numerical examples illustrate the efficiency of the proposed finite difference schemes.