A combined finite volume–nonconforming/mixed-hybrid finite element scheme for degenerate parabolic problems

We propose and analyze a numerical scheme for nonlinear degenerate parabolic convection–diffusion–reaction equations in two or three space dimensions. We discretize the diffusion term, which generally involves an inhomogeneous and anisotropic diffusion tensor, over an unstructured simplicial mesh of the space domain by means of the piecewise linear nonconforming (Crouzeix–Raviart) finite element method, or using the stiffness matrix of the hybridization of the lowest-order Raviart–Thomas mixed finite element method. The other terms are discretized by means of a cell-centered finite volume scheme on a dual mesh, where the dual volumes are constructed around the sides of the original mesh. Checking the local Péclet number, we set up the exact necessary amount of upstream weighting to avoid spurious oscillations in the convection-dominated case. This technique also ensures the validity of the discrete maximum principle under some conditions on the mesh and the diffusion tensor. We prove the convergence of the scheme, only supposing the shape regularity condition for the original mesh. We use a priori estimates and the Kolmogorov relative compactness theorem for this purpose. The proposed scheme is robust, only 5-point (7-point in space dimension three), locally conservative, efficient, and stable, which is confirmed by numerical experiments.This work was supported by the GdR MoMaS, CNRS-2439, ANDRA, BRGM, CEA, EdF, France.     

Finite element approximation of a fourth order nonlinear degenerate parabolic equation

Summary. We consider a fully practical finite element approximation of the fourth order nonlinear degenerate parabolic equation where generically for any given . An iterative scheme for solving the resulting nonlinear discrete system is analysed. In addition to showing well-posedness of our approximation, we prove convergence in one space dimension. Finally some numerical experiments are presented. Received July 29, 1997     

Co-volume methods for degenerate parabolic problems

Summary A complementary volume (co-volume) technique is used to develop a physically appealing algorithm for the solution of degenerate parabolic problems, such as the Stefan problem. It is shown that, these algorithms give rise to a discrete semigroup theory that parallels the continuous problem. In particular, the discrete Stefan problem gives rise to nonlinear semigroups in both the discreteL ¹ andH ^–1 spaces.The first author was supported by a grant from the Hughes foundation, and the second author was supported by the National Science Foundation Grant No. DMS-9002768 while this work was undertaken. This work was supported by the Army Research Office and the National Science Foundation through the Center for Nonlinear Analysis.     

Quenching for nonlinear degenerate parabolic problems

For the problem given by u_τ=(ξ^ru^mu_ξ)_ξ/ξ^r+f(u) for 0<ξ<a, 0<τ<Λ≤∞, u(ξ,0)=u₀(ξ) for 0≤ξ≤a, and u(0,τ)=0=u(a,τ) for 0<τ<Λ, where a and m are positive constants, r is a constant less than 1, f(u) is a positive function such that lim_u→c⁻f(u)=∞ for some positive constant c, and u₀(ξ) is a given function satisfying u₀(0)=0=u₀(a), this paper studies quenching of the solution u.     

A Harnack inequality for a degenerate parabolic equation

We prove a Harnack inequality for a degenerate parabolic equation using proper estimates based on a suitable version of the Rayleigh quotient. Dedicated to Giuseppe Da Prato on the occasion of his 70th birthday     

Two-grid methods for finite volume element approximations of nonlinear parabolic equations

Two-grid methods are studied for solving a two dimensional nonlinear parabolic equation using finite volume element method. The methods are based on one coarse-grid space and one fine-grid space. The nonsymmetric and nonlinear iterations are only executed on the coarse grid and the fine-grid solution can be obtained in a single symmetric and linear step. It is proved that the coarse grid can be much coarser than the fine grid. The two-grid methods achieve asymptotically optimal approximation as long as the mesh sizes satisfy h=O(H³|lnH|)$h=O\left(H^3|lnH|\right)$. As a result, solving such a large class of nonlinear parabolic equations will not be much more difficult than solving one single linearized equation.     

Marcinkiewicz estimates for degenerate parabolic equations with measure data

We consider solutions to degenerate parabolic equations with measurable coefficients, having on the right-hand side a measure satisfying a suitable density condition; we prove integrability results for the gradient in the Marcinkiewicz scale.     

Analysis and finite element approximations for distributed optimal control problems for implicit parabolic equations

This work concerns analysis and error estimates for optimal control problems related to implicit parabolic equations. The minimization of the tracking functional subject to implicit parabolic equations is examined. Existence of an optimal solution is proved and an optimality system of equations is derived. Semi-discrete (in space) error estimates for the finite element approximations of the optimality system are presented. These estimates are symmetric and applicable for higher-order discretizations. Finally, fully-discrete error estimates of arbitrarily high-order are presented based on a discontinuous Galerkin (in time) and conforming (in space) scheme. Two examples related to the Lagrangian moving mesh Galerkin formulation for the convection-diffusion equation are described.     

High-order finite element methods for time-fractional partial differential equations

The aim of this paper is to develop high-order methods for solving time-fractional partial differential equations. The proposed high-order method is based on high-order finite element method for space and finite difference method for time. Optimal convergence rate O((Δt)^2−α+N^−r) is proved for the (r−1)th-order finite element method (r≥2).     

A stabilized finite element method for the incompressible magnetohydrodynamic equations

Summary. We propose and analyze a stabilized finite element method for the incompressible magnetohydrodynamic equations. The numerical results that we present show a good behavior of our approximation in experiments which are relevant from an industrial viewpoint. We explain in particular in the proof of our convergence theorem why it may be interesting to stabilize the magnetic equation as soon as the hydrodynamic diffusion is small and even if the magnetic diffusion is large. This observation is confirmed by our numerical tests. Received August 31, 1998 / Revised version received June 16, 1999 / Published online June 21, 2000     

Navier-Stokes equations with several independent pressure laws and explicit predictor-corrector schemes

This work is concerned with the numerical capture of stiff viscous shock solutions of Navier-Stokes equations for complex compressible materials, in the regime of large Reynolds numbers. After [2] and [6], a relevant numerical capture is known to require the satisfaction of an extended set of non classical Rankine-Hugoniot conditions due to the non conservation form of the governing PDE model. Here, we show how to enforce their validity at the discrete level without the need for solving local non linear algebraic problems. Non linearities are bypassed when introducing new averaging techniques which are proved to satisfy all the desirable stability properties when invoking suitable approximate Riemann solutions. A relaxation procedure is proposed to that purpose with the benefit of a fairly simple overall numerical method.     

Existence for a degenerate diffusion problem with a nonlinear operator

We study a degenerate nonlinear variational inequality which can be reduced to a multivalued inclusion by an appropriate change of the unknown function. We establish existence, uniqueness and regularity results. An application arising in the theory of water diffusion in porous media is discussed as an example.      

Spectral element methods for parabolic problems

A spectral element method for solving parabolic initial boundary value problems on smooth domains using parallel computers is presented in this paper. The space domain is divided into a number of shape regular quadrilaterals of size h and the time step k   is proportional to h²$h^2$. At each time step we minimize a functional which is the sum of the squares of the residuals in the partial differential equation, initial condition and boundary condition in different Sobolev norms and a term which measures the jump in the function and its derivatives across inter-element boundaries in certain Sobolev norms. The Sobolev spaces used are of different orders in space and time. We can define a preconditioner for the minimization problem which allows the problem to decouple. Error estimates are obtained for both the h and p versions of this method.     

On the Galerkin finite element approximations to multi-dimensional differential and integro-differential parabolic equations

The maximum norm error estimates of the Galerkin finite element approximations to the solutions of differential and integro-differential multi-dimensional parabolic problems are considered. Our method is based on the use of the discrete version of the elliptic-Sobolev inequality and some operator representations of the finite element solutions. The results of the present paper lead to the error estimates of optimal or almost optimal order for the case of simplicial Lagrangian piecewise polynomial elements.     

On some global well-posedness and asymptotic results for quasilinear parabolic equations

We prove that the quasilinear parabolic initial-boundary value problem (1.1) below is globally well-posed in a class of high order Sobolev solutions, and that these solutions possess compact, regular attractors ast+.     

Continuous interior penalty finite element method for the time-dependent Navier–Stokes equations: space discretization and convergence

This paper focuses on the numerical analysis of a finite element method with stabilization for the unsteady incompressible Navier–Stokes equations. Incompressibility and convective effects are both stabilized adding an interior penalty term giving L ²-control of the jump of the gradient of the approximate solution over the internal faces. Using continuous equal-order finite elements for both velocities and pressures, in a space semi-discretized formulation, we prove convergence of the approximate solution. The error estimates hold irrespective of the Reynolds number, and hence also for the incompressible Euler equations, provided the exact solution is smooth.     

Uniqueness and decay estimates for a class of parabolic partial differential equations with hysteresis and convection

We deal in detail with the question of existence, uniqueness and asymptotic behaviour of solutions to a parabolic equation with hysteresis and convection. This equation is part of a model system which describes the magnetohydrodynamic (MHD) flow of a conducting fluid between two ferromagnetic plates. The result of this paper complements the content of a previous paper of the first author, where existence of the solution has been proved under fairly general assumptions on the hysteresis operator and the uniqueness was only obtained for a restricted class of hysteresis operators.     

Large time behavior for some nonlinear degenerate parabolic equations

We study the asymptotic behavior of Lipschitz continuous solutions of nonlinear degenerate parabolic equations in the periodic setting. Our results apply to a large class of Hamilton–Jacobi–Bellman equations. Defining Σ as the set where the diffusion vanishes, i.e., where the equation is totally degenerate, we obtain the convergence when the equation is uniformly parabolic outside Σ and, on Σ, the Hamiltonian is either strictly convex or satisfies an assumption similar of the one introduced by Barles–Souganidis (2000) for first-order Hamilton–Jacobi equations. This latter assumption allows to deal with equations with nonconvex Hamiltonians. We can also release the uniform parabolic requirement outside Σ. As a consequence, we prove the convergence of some everywhere degenerate second-order equations.