On approximation of discontinuous solutions to the Buckley-Leverett equation

In this paper, the Lax-Wendroff and “cabaret” schemes for the Buckley-Leverett equation are studied. It is shown that these schemes represent unstable solutions. The choice of an unstable solution depends on the Courant number only. A finite-element version of the “cabaret” scheme is given.     

Second-order schemes for conservation laws with discontinuous flux modelling clarifier–thickener units

Continuously operated clarifier–thickener (CT) units can be modeled by a non-linear, scalar conservation law with a flux that involves two parameters that depend discontinuously on the space variable. This paper presents two numerical schemes for the solution of this equation that have formal second-order accuracy in both the time and space variable. One of the schemes is based on standard total variation diminishing (TVD) methods, and is addressed as a simple TVD (STVD) scheme, while the other scheme, the so-called flux-TVD (FTVD) scheme, is based on the property that due to the presence of the discontinuous parameters, the flux of the solution (rather than the solution itself) has the TVD property. The FTVD property is enforced by a new nonlocal limiter algorithm. We prove that the FTVD scheme converges to a BV _t solution of the conservation law with discontinuous flux. Numerical examples for both resulting schemes are presented. They produce comparable numerical errors, while the FTVD scheme is supported by convergence analysis. The accuracy of both schemes is superior to that of the monotone first-order scheme based on the adaptation of the Engquist–Osher scheme to the discontinuous flux setting of the CT model (Bürger, Karlsen and Towers in SIAM J Appl Math 65:882–940, 2005). In the CT application there is interest in modelling sediment compressibility by an additional strongly degenerate diffusion term. Second-order schemes for this extended equation are obtained by combining either the STVD or the FTVD scheme with a Crank–Nicolson discretization of the degenerate diffusion term in a Strang-type operator splitting procedure. Numerical examples illustrate the resulting schemes.     

Two-parameter homotopy method for nonlinear equations

We introduce a second auxiliary parameter into the zero-order deformation equation and propose a generalization of the homotopy analysis method. This includes the derivation of a general solution in terms of the Bell polynomials for nonlinear equations. Numerical examples show that the proposed zero-order deformation equation improves the convergence region and rate of the series solution and allows greater freedom in the selection of auxiliary operators. This facilitates the development of a homotopy iteration scheme for nonlinear equations with discontinuous or zero derivatives that are not amenable to Newton-type iteration schemes. The homotopy iteration scheme represents a generalization of conventional iteration schemes and additional examples demonstrate its applicability for a wider range of nonlinear problems.     

Convergence of a splitting method for the nonlinear Boltzmann equation

Convergence of a splitting method scheme for the nonlinear Boltzmann equation is considered. Using the splitting method scheme, boundedness of the positive solutions in a space of continuous functions is obtained. By means of the solution boundedness and some a priori estimates, convergence of the splitting method scheme and uniqueness of the limiting element are proved. The limiting element satisfies an equivalent integral Boltzmann equation. Thereby global in time solvability of the nonlinear Boltzmann equation is shown.     

Particular solutions of the linearized Boltzmann equation for a binary mixture of rigid spheres

Particular solutions that correspond to inhomogeneous driving terms in the linearized Boltzmann equation for the case of a binary mixture of rigid spheres are reported. For flow problems (in a plane channel) driven by pressure, temperature, and density gradients, inhomogeneous terms appear in the Boltzmann equation, and it is for these inhomogeneous terms that the particular solutions are developed. The required solutions for temperature and density driven problems are expressed in terms of previously reported generalized (vector-valued) Chapman–Enskog functions. However, for the pressure-driven problem (Poiseuille flow) the required particular solution is expressed in terms of two generalized Burnett functions defined by linear integral equations in which the driving terms are given in terms of the Chapman–Enskog functions. To complete this work, expansions in terms of Hermite cubic splines and a collocation scheme are used to establish numerical solutions for the generalized (vector-valued) Burnett functions.     

Particular solutions of the linearized Boltzmann equation for a binary mixture of rigid spheres

Particular solutions that correspond to inhomogeneous driving terms in the linearized Boltzmann equation for the case of a binary mixture of rigid spheres are reported. For flow problems (in a plane channel) driven by pressure, temperature, and density gradients, inhomogeneous terms appear in the Boltzmann equation, and it is for these inhomogeneous terms that the particular solutions are developed. The required solutions for temperature and density driven problems are expressed in terms of previously reported generalized (vector-valued) Chapman–Enskog functions. However, for the pressure-driven problem (Poiseuille flow) the required particular solution is expressed in terms of two generalized Burnett functions defined by linear integral equations in which the driving terms are given in terms of the Chapman–Enskog functions. To complete this work, expansions in terms of Hermite cubic splines and a collocation scheme are used to establish numerical solutions for the generalized (vector-valued) Burnett functions.     

Improved approximations of the solution and derivatives to a singularly perturbed reaction-diffusion equation based on the solution decomposition method

In the case of the Dirichlet problem for a singularly perturbed ordinary differential reaction-diffusion equation, a new approach is used to the construction of finite difference schemes such that their solutions and their normalized first- and second-order derivatives converge in the maximum norm uniformly with respect to a perturbation parameter ɛ ∈(0, 1]; the normalized derivatives are ɛ-uniformly bounded. The key idea of this approach to the construction of ɛ-uniformly convergent finite difference schemes is the use of uniform grids for solving grid subproblems for the regular and singular components of the grid solution. Based on the asymptotic construction technique, a scheme of the solution decomposition method is constructed such that its solution and its normalized first- and second-order derivatives converge ɛ-uniformly at the rate of O(N ⁻²ln² N), where N + 1 is the number of points in the uniform grids. Using the Richardson technique, an improved scheme of the solution decomposition method is constructed such that its solution and its normalized first and second derivatives converge ɛ-uniformly in the maximum norm at the same rate of O(N ⁻⁴ln⁴ N).     

Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion

In this article, we derive the exact rate of convergence of some approximation schemes associated to scalar stochastic differential equations driven by a fractional Brownian motion with Hurst index H. We consider two cases. If H>1/2, the exact rate of convergence of the Euler scheme is determined. We show that the error of the Euler scheme converges almost surely to a random variable, which in particular depends on the Malliavin derivative of the solution. This result extends those contained in J. Complex. 22(4), 459–474, 2006 and C.R. Acad. Sci. Paris, Ser. I 340(8), 611–614, 2005. When 1/6<H<1/2, the exact rate of convergence of the Crank-Nicholson scheme is determined for a particular equation. Here we show convergence in law of the error to a random variable, which depends on the solution of the equation and an independent Gaussian random variable.     

Wavelet-Taylor Galerkin Method for the Burgers Equation

In this paper, we propose a wavelet-Taylor Galerkin method for the numerical solution of the Burgers equation. In deriving the computational scheme, Taylor-generalized Euler time discretization is performed prior to wavelet-based Galerkin spatial approximation. The linear system of equations obtained in the process are solved by approximate-factorization-based simple explicit schemes, and the resulting solution is compared with that from regular methods. To deal with transient advection-diffusion situations that evolve toward a convective steady state, a splitting-up strategy is known to be very effective. So the Burgers equation is also solved by a splitting-up method using a wavelet-Taylor Galerkin approach. Here, the advection and diffusion terms in the Burgers equation are separated, and the solution is computed in two phases by appropriate wavelet-Taylor Galerkin schemes. Asymptotic stability of all the proposed schemes is verified, and the L_∞ errors relative to the analytical solution together with the numerical solution are reported. AMS subject classification (2000) 65M70     

Stability and consistency of kinetic upwinding for advection-diffusion equations

^** Email: matorril{at}ust.hk^*** Email: makxu{at}ust.hk Numerical methods based on kinetic models of fluid flows, likethe so-called BGK scheme, are becoming increasingly popularfor the solution of convection-dominated viscous fluid equationsin a finite-volume approach due to their accuracy and robustness.Based on kinetic-gas theory, the BGK scheme approxi-mately solvesthe BGK kinetic model of the Boltzmann equation at each cellinterface and obtains a numerical flux from integration of thedistribution function. This paper provides the first analyticalinvestigations of the BGK-scheme and its stability and consistencyapplied to a linear advection–diffusion equation. Thestructure of the method and its limiting cases are discussed.The stability results concern explicit time marching and demonstratethe upwinding ability of the kinetic method. Furthermore, itsstability domain is larger than that of common finite-volumemethods in the under-resolved case, i.e. where the grid Reynoldsnumber is large. In this regime, the BGK scheme is shown toallow the time step to be controlled from the advection alone.We show the existence of a third-order ‘super-convergence’on coarse grids independent of the initial condition. We alsoprove a limiting order for the local consist-ency error andshow the error of the BGK scheme to be asymptotically firstorder on very fine grids. However, in advection-dominated regimessuper-convergence is responsible for the high accuracy of themethod.     

A Relaxation Scheme for Solving the Boltzmann Equation Based on the Chapman-Enskog Expansion

Abstract In [16] a visco-elastic relaxation system, called the relaxed Burnett system, was proposed by Jinand Slemrod as a moment approximation to the Boltzmann equation. The relaxed Burnett system is weaklyparabolic, has a linearly hyperbolic convection part, and is endowed with a generalized eotropy inequality. Itagrees with the solution of the Boltzmann equation up to the Burnett order via the Chapman-Enskog expansion. We develop a one-dimensional non-oscillatory numerical scheme based on the relaxed Burnett system forthe Boltzmann equation. We compare numerical results for stationary shocks based on this relaxation scheme,and those obtained by the DSMC (Direct Simulation Monte Carlo), by the Navier-Stokes equations and bythe extended thermodynamics with thirteen moments (the Grad equations). Our numerical experiments showthat the relaxed Burnett gives more accurate approximations to the shock profiles of the Boltzmann equationobtained by the DSMC, for a range of Mach numbers for hypersonic flows, th     

Asymptotics of the solutions to theN-particle Kolmogorov-Feller equations and the asymptotics of the solution to the Boltzmann equation in the region of large deviations

We construct a representation in which the asymptotics of the solution to the Kolmogorov-Feller equation in the Fock space Γ(L ₁(ℝ ⁿ )) is of a form similar to the WKB asymptotic expansion; namely, the Boltzmann equation inL ₁(ℝ ⁿ ) plays the role of the Hamilton equations, the linearized Boltzmann equation extended to Γ(L ₁(ℝ ⁿ )) plays the role of the transport equation, and the Hamilton-Jacobi equation follows from the conservation of the total probability for the solutions of the Boltzmann equation. We also construct the asymptotics of the solution to the Boltzmann equation with small transfer of momentum; this asymptotics is given by the tunnel canonical operator corresponding to the self-consistent characteristic equation. Translated fromMatematicheskie Zametki, Vol. 58, No. 5, pp. 694–709, November, 1995. The author is deeply grateful to Prof. A. M. Chebotarev, whose assistance has made the writing of this paper possible. This work was financially supported by the International Science Foundation under grants Nos. MFO000 and MFO300.     

A second order numerical scheme for the solution of the one-dimensional Boussinesq equation

A predictor–corrector (P-C) scheme is applied successfully to a nonlinear method arising from the use of rational approximants to the matrix-exponential term in a three-time level recurrence relation. The resulting nonlinear finite-difference scheme, which is analyzed for local truncation error and stability, is solved using a P-C scheme, in which the predictor and the corrector are explicit schemes of order 2. This scheme is accelerated by using a modification (MPC) in which the already evaluated values are used for the corrector. The behaviour of the P-C/MPC schemes is tested numerically on the Boussinesq equation already known from the bibliography free of boundary conditions. The numerical results are derived for both the bad and the good Boussinesq equation and conclusions from the relevant known results are derived.      

High order local linearization methods: An approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise

An approach for the construction of A-stable high order explicit strong schemes for stochastic differential equations (SDEs) with additive noise is proposed. We prove that such schemes also have the dynamical property that we call Random A-stability (RA-stability), which ensures that, for linear equations with stationary solutions, the numerical scheme has a random attractor that converges to the exact one as the step size decreases. Basically, the proposed integrators are obtained by splitting, at each time step, the solution of the original equation into two parts: the solution of a linear ordinary differential equation plus the solution of an auxiliary SDE. The first one is solved by the Local Linearization scheme in such a way that A-stability is guaranteed, while the second one is approximated by any extant scheme, preferably an explicit one that yields high order of convergence with low computational cost. Numerical integrators constructed in this way are called High Order Local Linearization (HOLL) methods. Various efficient HOLL schemes are elaborated in detail, and their performance is illustrated through computer simulations. Furthermore, mean-square convergence of the introduced methods is studied.     

Convergence to rarefaction waves for the nonlinear Boltzmann equation and compressible Navier-Stokes equations

The main purpose of this paper is to study the asymptotic equivalence of the Boltzmann equation for the hard-sphere collision model to its corresponding Euler equations of compressible gas dynamics in the limit of small mean free path. When the fluid flow is a smooth rarefaction (or centered rarefaction) wave with finite strength, the corresponding Boltzmann solution exists globally in time, and the solution converges to the rarefaction wave uniformly for all time (or away from t=0) as ?→0. A decomposition of a Boltzmann solution into its macroscopic (fluid) part and microscopic (kinetic) part is adopted to rewrite the Boltzmann equation in a form of compressible Navier-Stokes equations with source terms. In this setting, the same asymptotic equivalence of the full compressible Navier-Stokes equations to its corresponding Euler equations in the limit of small viscosity and heat conductivity (depending on the viscosity) is also obtained.     

On the perturbation algorithm for the semidiscrete scheme for the evolution equation and estimation of the approximate solution error using semigroups

In a Banach space, for the approximate solution of the Cauchy problem for the evolution equation with an operator generating an analytic semigroup, a purely implicit three-level semidiscrete scheme that can be reduced to two-level schemes is considered. Using these schemes, an approximate solution to the original problem is constructed. Explicit bounds on the approximate solution error are proved using properties of semigroups under minimal assumptions about the smoothness of the data of the problem. An intermediate step in this proof is the derivation of an explicit estimate for the semidiscrete Crank–Nicolson scheme. To demonstrate the generality of the perturbation algorithm as applied to difference schemes, a four-level scheme that is also reduced to two-level schemes is considered.     

A Note on the Stability of the Integral-Differential Equation of the Hyperbolic Type in a Hilbert Space

In this paper, the initial-value problem for integral-differential equation of the hyperbolic type in a Hilbert space H is considered. The unique solvability of this problem is established. The stability estimates for the solution of this problem are obtained. The difference scheme approximately solving this problem is presented. The stability estimates for the solution of this difference scheme are obtained. In applications, the stability estimates for the solutions of the nonlocal boundary problem for one-dimensional integral-differential equation of the hyperbolic type with two dependent limits and of the local boundary problem for multidimensional integral-differential equation of the hyperbolic type with two dependent limits are obtained. The difference schemes for solving these two problems are presented. The stability estimates for the solutions of these difference schemes are obtained.     

Exact linearization of the sliding problem for a dilute gas in the Bhatnagar-Gross-Krook model

We consider the nonlinear Boltzmann equation in the Bhathnagar-Gross-Krook model for the gas flow in a half-space (the Kramers problem). The problem can be exactly linearized, and its solution can be reduced to a linear integral equation with an addition-difference kernel and a simple nonlinear relation. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 125, No. 2, pp. 339–342, November, 2000.     

Analysis of a new class of forward semi-Lagrangian schemes for the 1D Vlasov Poisson equations

The Vlasov equation is a kinetic model describing the evolution of a plasma which is a globally neutral gas of charged particles. It is self-consistently coupled with Poisson’s equation, which rules the evolution of the electric field. In this paper, we introduce a new class of forward semi-Lagrangian schemes for the Vlasov–Poisson system based on a Cauchy Kovalevsky (CK) procedure for the numerical solution of the characteristic curves. Exact conservation properties of the first moments of the distribution function for the schemes are derived and a convergence study is performed that applies as well for the CK scheme as for a more classical Verlet scheme. A L ¹ convergence of the schemes will be proved. Error estimates [in O(Dt²+h² + \frach²Dt){O\left(\Delta{t}^2+h^2 + \frac{h^2}{\Delta{t}}\right)} for Verlet] are obtained, where Δt and h = max(Δx, Δv) are the discretization parameters.