A skew-symmetric iterative method for solving a steady convection–diffusion–reaction equation with an indefinite reaction coefficient

An iterative product-type triangular skew-symmetric method (PTSM) is used to solve systems of linear algebraic equations (SLAEs) obtained by approximation with a central-difference scheme of a first-type boundary value problem for convection–diffusion–reaction and standard grid ordering. Sufficient conditions for non-negative definiteness of the SLAE matrix resulting from this approximation are obtained for the indefinite reaction coefficient. This property provides convergence of a wide class of iterative methods (in particular, the PTSM). In test problems, agreement of the theory with computational experiments is shown, and a comparison of the PTSM and SSOR is done.     

A novel finite volume method for the Riesz space distributed-order advection–diffusion equation

In this paper, we investigate the finite volume method (FVM) for a distributed-order space-fractional advection–diffusion (AD) equation. The mid-point quadrature rule is used to approximate the distributed-order equation by a multi-term fractional model. Next, the transformed multi-term fractional equation is solved by discretizing in space by the finite volume method and in time using the Crank–Nicolson scheme. We use a novel technique to deal with the convection term, by which the Riesz fractional derivative of order 0 < γ < 1 is transformed into a fractional integral form. An important contribution of our work is the use of nodal basis function to derive the discrete form of our model. The unique solvability of the scheme is also discussed and we prove that the Crank–Nicolson scheme is unconditionally stable and convergent with second-order accuracy. Finally, we give some examples to show the effectiveness of the numerical method.     

Fitted finite volume method for a generalized Black–Scholes equation transformed on finite interval

A generalized Black–Scholes equation is considered on the semi-axis. It is transformed on the interval (0, 1) in order to make the computational domain finite. The new parabolic operator degenerates at the both ends of the interval and we are forced to use the Gärding inequality rather than the classical coercivity. A fitted finite volume element space approximation is constructed. It is proved that the time $\theta $ -weighted full discretization is uniquely solvable and positivity-preserving. Numerical experiments, performed to illustrate the usefulness of the method, are presented.     

A finite volume scheme with preconditioned Lanczos method for two-dimensional space-fractional reaction–diffusion equations

Fractional differential equations have been increasingly used as a powerful tool to model the non-locality and spatial heterogeneity inherent in many real-world problems. However, a constant challenge faced by researchers in this area is the high computational expense of obtaining numerical solutions of these fractional models, owing to the non-local nature of fractional derivatives. In this paper, we introduce a finite volume scheme with preconditioned Lanczos method as an attractive and high-efficiency approach for solving two-dimensional space-fractional reaction–diffusion equations. The computational heart of this approach is the efficient computation of a matrix-function-vector product $f(\mathbf{A})\mathbf{b}$, where $\mathbf{A}$ is the matrix representation of the Laplacian obtained from the finite volume method and is non-symmetric. A key aspect of our proposed approach is that the popular Lanczos method for symmetric matrices is applied to this non-symmetric problem, after a suitable transformation. Furthermore, the convergence of the Lanczos method is greatly improved by incorporating a preconditioner. Our approach is show-cased by solving the fractional Fisher equation including a validation of the solution and an analysis of the behaviour of the model.     

Conservation laws for a variable coefficient nonlinear diffusion–convection–reaction equation

We find the Lie point symmetries of a class of second-order nonlinear diffusion–convection–reaction equations containing an unspecified coefficient function of the independent variable t and determine the subclasses of these equations which are nonlinearly self-adjoint. By using a general theorem on conservation laws proved recently by N.H. Ibragimov we establish conservation laws corresponding to the aforementioned Lie point symmetries, one by one, for the simultaneous system of the original equation together with its adjoint equation through a formal Lagrangian. Particularly, for the nonlinearly self-adjoint subclasses, we construct conservation laws for the corresponding equations themselves.     

Convergence of a finite element method on a Bakhvalov-type mesh for a singularly perturbed convection–diffusion equation in 2D

A finite element method of any order is applied on a Bakhvalov-type mesh to solve a singularly perturbed convection–diffusion equation in 2D, whose solution exhibits exponential boundary layers. A uniform convergence of (almost) optimal order is proved by means of a carefully defined interpolant.     

Numerical solutions for convection–diffusion equation using El-Gendi method

The method of El-Gendi [El-Gendi SE. Chebyshev solution of differential integral and integro-differential equations. J Comput 1969;12:282–7; Mihaila B, Mihaila I. Numerical approximation using Chebyshev polynomial expansions: El-gendi’s method revisited. J Phys A Math Gen 2002;35:731–46] is presented with interface points to deal with linear and non-linear convection–diffusion equations.The linear problem is reduced to two systems of ordinary differential equations. And, then, each system is solved using three-level time scheme.The non-linear problem is reduced to three systems of ordinary differential. Each one of these systems is, then, solved using three-level time scheme. Numerical results for Burgers’ equation and modified Burgers’ equation are shown and compared with other methods. The numerical results are found to be in good agreement with the exact solutions.     

An $$H^1$$-Galerkin mixed finite element method for time fractional reaction–diffusion equation

In this article, an \(H^1\)-Galerkin mixed finite element (MFE) method for solving time fractional reaction–diffusion equation is presented. The optimal time convergence order \(O(\varDelta t^{2-\alpha })\) and the optimal spatial rate of convergence in \(H^1\) and \(L^2\)-norms for variable \(u\) and its gradient \(\sigma \) are derived. Moreover, some numerical results are shown to support our theoretical analysis.     

Standard finite difference scheme for a singularly perturbed elliptic convection–diffusion equation on a rectangle under computer perturbations

A singularly perturbed elliptic convection–diffusion equation with a perturbation parameter ε (ε ∈ (0, 1]) is considered on a rectangle. As applied to this equation, a standard finite difference scheme on a uniform grid is studied under computer perturbations. This scheme is not ε-uniformly stable with respect to perturbations. The conditions imposed on a “computing system” are established under which a converging standard scheme (referred to as a computer difference scheme) remains stable.     

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.     

An error estimate for the finite difference approximation to degenerate convection–diffusion equations

We consider semi-discrete first-order finite difference schemes for a nonlinear degenerate convection?Cdiffusion equations in one space dimension, and prove an L ¹ error estimate. Precisely, we show that the ${L^1_{\rm{loc}}}$ difference between the approximate solution and the unique entropy solution converges at a rate ${\mathcal{O}(\Delta x^{1/11})}$ , where ${\Delta x}$ is the spatial mesh size. If the diffusion is linear, we get the convergence rate ${\mathcal{O}(\Delta x^{1/2})}$ , the point being that the ${\mathcal{O}}$ is independent of the size of the diffusion.     

Uniform global bounds for solutions of an implicit Voronoi finite volume method for reaction–diffusion problems

We consider discretizations for reaction–diffusion systems with nonlinear diffusion in two space dimensions. The applied model allows to handle heterogeneous materials and uses the chemical potentials of the involved species as primary variables. We propose an implicit Voronoi finite volume discretization on arbitrary, even anisotropic, Voronoi meshes that allows to prove uniform, mesh-independent global upper and lower bounds for the chemical potentials. These bounds provide one of the main steps for a convergence analysis for the fully discretized nonlinear evolution problem. The fundamental ideas are energy estimates, a discrete Moser iteration and the use of discrete Gagliardo–Nirenberg inequalities.     

Traveling waves for a boundary reaction–diffusion equation

We prove the existence of a traveling wave solution for a boundary reaction–diffusion equation when the reaction term is the combustion nonlinearity with ignition temperature. A key role in the proof is plaid by an explicit formula for traveling wave solutions of a free boundary problem obtained as singular limit for the reaction–diffusion equation (the so-called high energy activation energy limit). This explicit formula, which is interesting in itself, also allows us to get an estimate on the decay at infinity of the traveling wave (which turns out to be faster than the usual exponential decay).     

A weighted finite difference method for the fractional diffusion equation based on the Riemann–Liouville derivative

A one dimensional fractional diffusion model with the Riemann–Liouville fractional derivative is studied. First, a second order discretization for this derivative is presented and then an unconditionally stable weighted average finite difference method is derived. The stability of this scheme is established by von Neumann analysis. Some numerical results are shown, which demonstrate the efficiency and convergence of the method. Additionally, some physical properties of this fractional diffusion system are simulated, which further confirm the effectiveness of our method.     

A virtual element method-based positivity-preserving conservative scheme for convection–diffusion problems on polygonal meshes

In this paper, we propose a positivity-preserving conservative scheme based on the virtual element method (VEM) to solve convection–diffusion problems on general meshes. As an extension of finite element methods to general polygonal elements, the VEM has many advantages such as substantial mathematical foundations, simplicity in implementation. However, it is neither positivity-preserving nor locally conservative. The purpose of this article is to develop a new scheme, which has the same accuracy as the VEM and preserves the positivity of the numerical solution and local conservation on primary grids. The first step is to calculate the cell-vertex values by the lowest-order VEM. Then, the nonlinear two-point flux approximations are utilized to obtain the nonnegativity of cell-centered values and the local conservation property. The new scheme inherits both advantages of the VEM and the nonlinear two-point flux approximations. Numerical results show that the new scheme can reach the optimal convergence order of the virtual element theory, that is, the second-order accuracy for the solution and the first-order accuracy for its gradient. Moreover, the obtained cell-centered values are nonnegative, which demonstrates the positivity-preserving property of our new scheme.