A nonlinearity lagging for the solution of nonlinear steady state reaction diffusion problems

This paper concerns with the analysis of the iterative procedure for the solution of a nonlinear reaction diffusion equation at the steady state in a two dimensional bounded domain supplemented by suitable boundary conditions. This procedure, called Lagged Diffusivity Functional Iteration (LDFI)-procedure, computes the solution by “lagging” the diffusion term. A model problem is considered and a finite difference discretization for that model problem is described. Furthermore, properties of the finite difference operator are proved. Then, sufficient conditions for the convergence of the LDFI-procedure are given. At each stage of the LDFI-procedure a weakly nonlinear algebraic system has to be solved and the simplified Newton–Arithmetic Mean (Newton–AM) method is used. This method is particularly well suited for implementation on parallel computers. Numerical studies show the efficiency, for different test functions, of the LDFI-procedure combined with the simplified Newton–AM method. Better results are obtained when in the reaction diffusion equation also a convection term is present.     

A fast numerical method for solving coupled Burgers' equations

A new fast numerical scheme is proposed for solving time‐dependent coupled Burgers' equations. The idea of operator splitting is used to decompose the original problem into nonlinear pure convection subproblems and diffusion subproblems at each time step. Using Taylor's expansion, the nonlinearity in convection subproblems is explicitly treated by resolving a linear convection system with artificial inflow boundary conditions that can be independently solved. A multistep technique is proposed to rescue the possible instability caused by the explicit treatment of the convection system. Meanwhile, the diffusion subproblems are always self‐adjoint and coercive at each time step, and they can be efficiently solved by some existing preconditioned iterative solvers like the preconditioned conjugate galerkin method, and so forth. With the help of finite element discretization, all the major stiffness matrices remain invariant during the time marching process, which makes the present approach extremely fast for the time‐dependent nonlinear problems. Finally, several numerical examples are performed to verify the stability, convergence and performance of the new method.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1823–1838, 2017     

Reconstructing unknown nonlinear boundary conditions in a time‐fractional inverse reaction–diffusion–convection problem

This paper has focused on unknown functions identification in nonlinear boundary conditions of an inverse problem of a time‐fractional reaction–diffusion–convection equation. This inverse problem is generally ill‐posed in the sense of stability, that is, the solution of problem does not depend continuously on the input data. Thus, a combination of the mollification regularization method with Gauss kernel and a finite difference marching scheme will be introduced to solve this problem. The generalized cross‐validation choice rule is applied to find a suitable regularization parameter. The stability and convergence of the numerical method are investigated. Finally, two numerical examples are provided to test the effectiveness and validity of the proposed approach.     

An operator splitting method for nonlinear convection-diffusion equations

Summary. We present a semi-discrete method for constructing approximate solutions to the initial value problem for the -dimensional convection-diffusion equation . The method is based on the use of operator splitting to isolate the convection part and the diffusion part of the equation. In the case , dimensional splitting is used to reduce the -dimensional convection problem to a series of one-dimensional problems. We show that the method produces a compact sequence of approximate solutions which converges to the exact solution. Finally, a fully discrete method is analyzed, and demonstrated in the case of one and two space dimensions. ReceivedFebruary 1, 1996 / Revised version received June 24, 1996     

On the coupled BEM and FEM for a nonlinear exterior Dirichlet problem in R2

Summary In this paper we apply the coupling of boundary integral and finite element methods to solve a nonlinear exterior Dirichlet problem in the plane. Specifically, the boundary value problem consists of a nonlinear second order elliptic equation in divergence form in a bounded inner region, and the Laplace equation in the corresponding unbounded exterior region, in addition to appropriate boundary and transmission conditions. The main feature of the coupling method utilized here consists in the reduction of the nonlinear exterior boundary value problem to an equivalent monotone operator equation. We provide sufficient conditions for the coefficients of the nonlinear elliptic equation from which existence, uniqueness and approximation results are established. Then, we consider the case where the corresponding operator is strongly monotone and Lipschitz-continuous, and derive asymptotic error estimates for a boundary-finite element solution. We prove the unique solvability of the discrete operator equations, and based on a Strang type abstract error estimate, we show the strong convergence of the approximated solutions. Moreover, under additional regularity assumptions on the solution of the continous operator equation, the asymptotic rate of convergenceO (h) is obtained.The first author's research was partly supported by the U.S. Army Research Office through the Mathematical Science Institute of Cornell University, by the Universidad de Concepción through the Facultad de Ciencias, Dirección de Investigación and Vicerretoria, and by FONDECYT-Chile through Project 91-386.     

Contaminant Transport with Adsorption in Dual-Well Flow

Numerical approximation schemes are discussed for the solution of contaminant transport with adsorption in dual-well flow. The method is based on time stepping and operator splitting for the transport with adsorption and diffusion. The nonlinear transport is solved by Godunov's method. The nonlinear diffusion is solved by a finite volume method and by Newton's type of linearization. The efficiency of the method is discussed.     

Stability estimates of solutions to extremal problems for a nonlinear convection-diffusion-reaction equation

We consider an identification problem for a stationary nonlinear convection–diffusion–reaction equation in which the reaction coefficient depends nonlinearly on the concentration of the substance. This problem is reduced to an inverse extremal problem by an optimization method. The solvability of the boundary value problem and the extremal problem is proved. In the case that the reaction coefficient is quadratic, when the equation acquires cubic nonlinearity, we deduce an optimality system. Analyzing it, we establish some estimates of the local stability of solutions to the extremal problem under small perturbations both of the quality functional and the given velocity vector which occurs multiplicatively in the convection–diffusion–reaction equation.     

迁移方程的扩散近似的收敛性

导出了迁移方程的扩散近似方程．说明了它的离散纵标方法在区间内和边界上都有扩散极限，它的解关于一致地收敛于迁移方程的解．其收敛性的证明是依据其渐近扩散展开式，在边界层上得到的误差估计逼近其离散纵标方法的解．     

Convergence of the Finite Difference Scheme for a Fast Diffusion Equation in Porous Media

We are concerned with an implicit scheme for the finite difference solution to a nonlinear parabolic equation with a multivalued coefficient that describes the fast diffusion in a porous medium. The boundary conditions contain the multivalued function as well. We prove the stability and the convergence of the scheme, emphasizing the precise nature of convergence in this specific case, and compute the error level of the approximating solution. The method is aimed to simplify the numerical computations for the solutions to equations of this type, without performing an approximation of the multivalued function. The theory is illustrated by numerical results.     

Simultaneous identification of convection velocity and source strength in a convection–diffusion equation

In this work we are concerned with the analysis on a simultaneous finite element reconstruction of the convection velocity and source strength in a time-dependent convection–diffusion equation. The ill-posed problem is formulated into an output least-squares nonlinear minimization by an appropriately selected Tikhonov regularization. The regularizing effect and mathematical properties of the regularized system are justified and demonstrated. The nonlinear optimization problem is approximated by a fully discrete finite element method, whose convergence is rigorously established.     

Numerical Solution of Time-Dependent Problems with a Fractional-Power Elliptic Operator

A time-dependent problem in a bounded domain for a fractional diffusion equation is considered. The first-order evolution equation involves a fractional-power second-order elliptic operator with Robin boundary conditions. A finite-element spatial approximation with an additive approximation of the operator of the problem is used. The time approximation is based on a vector scheme. The transition to a new time level is ensured by solving a sequence of standard elliptic boundary value problems. Numerical results obtained for a two-dimensional model problem are presented.     

Convergence of a finite element scheme for the two-dimensional time-dependent Schrödinger equation in a long strip

This paper addresses the finite element method for the two-dimensional time-dependent Schrödinger equation on an infinite strip by using artificial boundary conditions. We first reduce the original problem into an initial-boundary value problem in a bounded domain by introducing a transparent boundary condition, then fully discretize this reduced problem by applying the Crank-Nicolson scheme in time and a bilinear or quadratic finite element approximation in space. This scheme, by a rigorous analysis, has been proved to be unconditionally stable and convergent, and its convergence order has also been obtained. Finally, two numerical examples are given to verify the accuracy of the scheme.     

Analytical and numerical investigation of the spectra of three-point difference operators

The properties of the spectra of discrete spatially one-dimensional problems of convection — diffusion type with constant coefficients and nonstandard boundary conditions are examined in the framework of stability of explicit algorithms for time-dependent problems of mathematical physics. An analytical method is proposed for finding isolated limit points of the operator spectrum. Limit points are determined for the difference transport equation with different versions of nonreflecting boundary conditions and for an approximation of the heat conduction equation on a grid with condensation near the boundary. Stability and other properties of the spectrum are also established numerically. __________ Translated from Prikladnaya Matematika i Informatika, No. 27, pp. 25–45, 2007.     

Periodic solutions to a class of biological diffusion models with hysteresis effect

This paper is concerned with a class of biological models which consists of a nonlinear diffusion equation and a hysteresis operator describing the relationship between some variables of the equations. By the viscosity approach, we show the existence of periodic solutions of the problem under consideration. More precisely, with the help of the subdifferential operator theory and Leray–Schauder theorem, we show the existence of periodic solutions to the approximation problem and then obtain the solution of the original problem by using a passage-to-limit procedure.     

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.     

Splitting method for an inverse source problem in parabolic differential equations: Error analysis and applications

In this work, we present a numerical method based on a splitting algorithm to find the solution of an inverse source problem with the integral condition. The source term is reconstructed by using the specified data and by employing the Lie splitting method, we decompose the equation into linear and nonlinear parts. Each subproblem is solved by the Fourier transform and then by combining the solutions of subproblems, the solution of the original problem is computed. Moreover, the framework of strongly continuous semigroup (or C₀-semigroup) is employed in error analysis of operator splitting method for the inverse problem. The convergence of the proposed method is also investigated and proved. Finally, some numerical examples in one, two, and three-dimensional spaces are provided to confirm the efficiency and capability of our work compared with some other well-known methods.     

Limit Galerkin-Petrov schemes for a nonlinear convection-diffusion equation

In the present paper, we suggest a version of the nonconformal finite-element method (a perturbed Galerkin method) for approximating a quasilinear convection-diffusion equation in divergence form. A grid scheme is constructed with the use of an approach based on the Galerkin-Petrov approximation to the mixed statement of the original problem. The separated coordinate approximation of the solution components for the mixed problem permits one to take into account the direction of convective transport and preserve the main properties of the spatial operator of the original problem. We prove the stability of the line method scheme and a two-layer weighted scheme for the original problem.     

Time stepping for vectorial operator splitting

We present a fully implicit finite difference method for the unsteady incompressible Navier-Stokes equations. It is based on the one-step θ-method for discretization in time and a special coordinate splitting (called vectorial operator splitting) for efficiently solving the nonlinear stationary problems for the solution at each new time level. The resulting system is solved in a fully coupled approach that does not require a boundary condition for the pressure. A staggered arrangement of velocity and pressure on a structured Cartesian grid combined with the fully implicit treatment of the boundary conditions helps us to preserve the properties of the differential operators and thus leads to excellent stability of the overall algorithm. The convergence properties of the method are confirmed via numerical experiments.     

Full discretization of a nonlinear parabolic problem containing volterra operators and an unknown dirichlet boundary condition

The reconstruction of an unknown solely time‐dependent Dirichlet boundary condition in a nonlinear parabolic problem containing a linear and a nonlinear Volterra operator is considered. The inverse problem is converted into a variational problem in which the unknown Dirichlet condition is eliminated using a given integral overdetermination. A time‐discrete recurrent approximation scheme is designed, using Backward Euler's method. The convergence of the approximations towards a solution of the variational problem is proved under appropriate assumptions on the data and on the Volterra operators. The uniqueness of this solution is shown in the case that the nonlinear Volterra operator satisfies a particular inequality. Moreover, the Finite Element Method is used to discretize the time‐discrete approximation scheme in space. Finally, full‐discrete error estimates are derived for a particular choice of the finite elements. The corresponding convergence rates are supported by a numerical experiment. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1444–1460, 2015     

Transcendental Bernstein series for solving reaction–diffusion equations with nonlocal boundary conditions through the optimization technique

In this paper, we apply transcendental Bernstein series (TBS) for solving reaction–diffusion equations with nonlocal boundary conditions which is the novel approximation tool. To carry out the method, we firstly expand the solution of the system in the term of TBS through the operational matrix scheme. To determine the unknown free coefficients and control parameters appeared in TBS expansion, we define an optimization problem which combines the reaction–diffusion equation with its nonlocal boundary conditions. Then we use the Lagrange multipliers technique for converting the problem under study into a system of algebraic equations. High accuracy and simplicity in reducing the integral boundary conditions are some privileges of the proposed scheme. We emphasize that Bernstein polynomials is the particular case of transcendental Bernstein series. Theoretical discussion about convergence confirms the reliability of the proposed method. Some test problems are chosen to investigate the applicability and computational efficiency. The experimental results confirm that the obtained results are in good agreement with the exact solutions with high rate of convergence.