Monotone Finite Difference Schemes for Nonlinear Systems with Mixed Quasi-Monotonicity

Monotone finite difference schemes are proposed for nonlinear systems with mixed quasi-monotonicity. Two monotone iteration processes for the corresponding discrete problems are presented, which converge monotonically to the quasi-solutions of the discrete problems. The limits are the exact solutions under some conditions. A monotone finite difference scheme on uniform mesh with the accuracy of fourth order is constructed. The numerical results coincide with theoretical analysis.     

Simulation of spreading surfactant on a thin liquid film

The spreading of insoluble surfactant on a thin liquid film is modeled by a pair of nonlinear partial differential equations for the height of the free surface and the surfactant concentration. A numerical method is developed in which the leading edge of the surfactant is tracked. In the absence of higher order regularization the system becomes hyperbolic/degenerate-parabolic, introducing jumps in the height of the free surface and the surfactant concentration gradient. We compare numerical simulations to those of a hybrid Godunov method in which the height equation is treated as a scalar conservation law and a parabolic solver is used for the surfactant equation. We show how the tracking method applies to the full equations with realistic gravity and capillarity terms included, even though the disturbance in the height of the free surface extends beyond the support of the surfactant concentration.     

一类四阶抛物型积分-微分方程的混合间断时空有限元法

构造四阶抛物型积分-微分方程的混合间断时空有限元格式,利用混合有限元方法将高阶方程降阶,利用空间连续而时间允许间断的时空有限元方法离散方程,证明离散解的稳定性,存在唯一性和收敛性.     

A characterisation of oscillations in the discrete two-dimensional convection-diffusion equation

It is well known that discrete solutions to the convection-diffusion equation contain nonphysical oscillations when boundary layers are present but not resolved by the discretisation. However, except for one-dimensional problems, there is little analysis of this phenomenon. In this paper, we present an analysis of the two-dimensional problem with constant flow aligned with the grid, based on a Fourier decomposition of the discrete solution. For Galerkin bilinear finite element discretisations, we derive closed form expressions for the Fourier coefficients, showing them to be weighted sums of certain functions which are oscillatory when the mesh Péclet number is large. The oscillatory functions are determined as solutions to a set of three-term recurrences, and the weights are determined by the boundary conditions. These expressions are then used to characterise the oscillations of the discrete solution in terms of the mesh Péclet number and boundary conditions of the problem.

     

Finite Speed of Propagation of Perturbations for the Cahn-Hilliard Equation with Degenerate Mobility

This paper is devoted to the Cabn-Hilliard equation with degenerate mobility in two spatial variables with a typical case modelling thin viscous film spreading over a solid surface. We establish tbe existence of radial symmetric solutions with the property of finite speed of perturbations.     

Fourth Order Symmetric Finite Difference Schemes for the Acoustic Wave Equation

We present an explicit, symmetric finite difference scheme for the acoustic wave equation on a rectangle with Neumann and/or Dirichlet boundary conditions. The scheme is fourth order accurate both in time and space. It is obtained by mass lumping of a finite element scheme. The accuracy and the difference approximations at the boundary are analyzed in terms of local and global errors. AMS subject classification (2000) 65M10     

Rimming flow of a power-law fluid: Qualitative analysis of the mathematical model and analytical solutions

Rimming flow of a non-Newtonian fluid on the inner surface of a horizontal rotating cylinder is investigated. Simple lubrication theory is applied since the Reynolds number is small and liquid film is thin. For the steady-state flow of a power-law fluid the mathematical model reduces to a simple algebraic equation regarding the thickness of the liquid film. The qualitative analysis of this equation is carried out and the existence of two possible solutions is rigorously proved. Based on this qualitative analysis, different regimes of the rimming flow are defined and analyzed analytically. For the particular case, when the flow index in a power-law constitutive equation is equal to 1/2, the problem reduces to the fourth order algebraic equation which is solved analytically by Ferrari method.     

Numerical Solution of Hamilton-Jacobi-Bellman Equations by an Upwind Finite Volume Method

In this paper we present a finite volume method for solving Hamilton-Jacobi-Bellman(HJB) equations governing a class of optimal feedback control problems. This method is based on a finite volume discretization in state space coupled with an upwind finite difference technique, and on an implicit backward Euler finite differencing in time, which is absolutely stable. It is shown that the system matrix of the resulting discrete equation is an M-matrix. To show the effectiveness of this approach, numerical experiments on test problems with up to three states and two control variables were performed. The numerical results show that the method yields accurate approximate solutions to both the control and the state variables.     

An equation decomposition method for the numerical solution of a fourth‐order elliptic singular perturbation problem

In this article, we propose a tailored finite point method (TFPM) for the numerical solution of a type of fourth‐order singular perturbation problem in two dimensions based on the equation decomposition technique. Our finite point method has been tailored based on the local exponential basis functions. Furthermore, our TFPM satisfies the discrete maximum principle automatically. Our numerical examples show that our method has second order convergence rate in energy norm as $\varepsilon\to0$ . © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

A compact finite difference method for the solution of the generalized Burgers–Fisher equation

In this article, numerical solutions of the generalized Burgers–Fisher equation are obtained using a compact finite difference method with minimal computational effort. To verify this, a combination of a sixth‐order compact finite difference scheme in space and a low‐storage third‐order total variation diminishing Runge–Kutta scheme in time have been used. The computed results with the use of this technique have been compared with the exact solution to show the accuracy of it. The approximate solutions to the equation have been computed without transforming the equation and without using linearization. Comparisons indicate that there is a very good agreement between the numerical solutions and the exact solutions in terms of accuracy. The present method is seen to be a very good alternative to some existing techniques for realistic problems. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

On a finite difference scheme for Burgers’ equation

In this paper we study properties of numerical solutions of Burger’s equation. Burgers’ equation is reduced to the heat equation on which we apply the Douglas finite difference scheme. The method is shown to be unconditionally stable, fourth order accurate in space and second order accurate in time. Two test problems are used to validate the algorithm. Numerical solutions for various values of viscosity are calculated and it is concluded that the proposed method performs well.     

A discrete maximum principle for the weak Galerkin finite element method on nonuniform rectangular partitions

This article establishes a discrete maximum principle (DMP) for the approximate solution of convection–diffusion–reaction problems obtained from the weak Galerkin (WG) finite element method on nonuniform rectangular partitions. The DMP analysis is based on a simplified formulation of the WG involving only the approximating functions defined on the boundary of each element. The simplified weak Galerkin (SWG) method has a reduced computational complexity over the usual WG, and indeed provides a discretization scheme different from the WG when the reaction terms are present. An application of the SWG on uniform rectangular partitions yields some 5- and 7-point finite difference schemes for the second order elliptic equation. Numerical experiments are presented to verify the DMP and the accuracy of the scheme, particularly the finite difference scheme.     

Weak Galerkin finite element methods for a fourth order parabolic equation

This paper is devoted to a newly developed weak Galerkin finite element method with the stabilization term for a linear fourth order parabolic equation, where weakly defined Laplacian operator over discontinuous functions is introduced. Priori estimates are developed and analyzed in L² and an H² type norm for both semi‐discrete and fully discrete schemes. And finally, numerical examples are provided to confirm the theoretical results.     

On the convergence of entropy consistent schemes for lubrication type equations in multiple space dimensions

We present nonnegativity-preserving finite element schemes for a general class of thin film equations in multiple space dimensions. The equations are fourth order degenerate parabolic, and may contain singular terms of second order which are to model van der Waals interactions. A subtle discretization of the arising nonlinearities allows us to prove discrete counterparts of the essential estimates found in the continuous setting. By use of the entropy estimate, strong convergence results for discrete solutions are obtained. In particular, the limit of discrete fluxes will be identified with the flux in the continuous setting. As a by-product, first results on existence and positivity almost everywhere of solutions to equations with singular lower order terms can be established in the continuous setting.

     

Numerical simulation of pollution and oil spill spreading by the stochastic discrete particle method

The features of the stochastic discrete particle method are discussed as applied to the simulation of pollutant advection and diffusion in a turbulent flow and to the spread of a thin film of a viscous substance (oil) on the surface of water. The diffusion tensor in the former problem depends on the scale of the pollution cloud, and the diffusivity in the latter problem depends nonlinearly on the desired function. For pollution dispersion by a turbulent flow, a stochastic discrete particle algorithm is constructed in the case when the diffusion tensor corresponds to the Richardson 4/3 law. The numerical and analytical results are shown to agree well. The problem of oil film spreading is described by a quasilinear advection-diffusion equation. For this problem, a random walking algorithm is constructed in which the variance of the walking particle step depends on the desired function. For both instantaneous and time-continuous sources of pollutants, the solution produced by the stochastic discrete particle method agrees well with the analytical and/or numerical solutions to the test problems under consideration.     

伪双曲型积分-微分方程的H~1-Galerkin混合元法误差估计

<正>1引言考虑如下一类具有Lipschitz连续边界(?)Ω的凸有界区域Ω上的伪双曲型积分微分方程其中Ω(?)R~d,(d=1,2,3)J=(0,T],对于固定的T,0T∞,函数0a_0≤a(x,t)≤     

A finite‐volume scheme for the multidimensional quantum drift‐diffusion model for semiconductors

A finite‐volume scheme for the stationary unipolar quantum drift‐diffusion equations for semiconductors in several space dimensions is analyzed. The model consists of a fourth‐order elliptic equation for the electron density, coupled to the Poisson equation for the electrostatic potential, with mixed Dirichlet‐Neumann boundary conditions. The numerical scheme is based on a Scharfetter‐Gummel type reformulation of the equations. The existence of a sequence of solutions to the discrete problem and its numerical convergence to a solution to the continuous model are shown. Moreover, some numerical examples in two space dimensions are presented. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1483–1510, 2011     

A new higher‐order accurate numerical method for solving heat conduction in a double‐layered film with the neumann boundary condition

Heat conduction in multilayered films with the Neumann (or insulated) boundary condition is often encountered in engineering applications, such as laser process in a gold thin‐layer padding on a chromium thin‐layer for micromachining and patterning. Predicting the temperature distribution in a multilayered thin film is essential for precision of laser process. This article presents an accurate finite difference (FD) scheme for solving heat conduction in a double‐layered thin film with the Neumann boundary condition. In particular, the heat conduction equation is discretized using a fourth‐order accurate compact FD method in space coupled with the Crank–Nicolson method in time, where the Neumann boundary condition and the interfacial condition are approximated using a third‐order accurate compact FD method. The overall scheme is proved to be convergent and hence unconditionally stable. Furthermore, the overall scheme can be written into a tridiagonal linear system so that the Thomas algorithm can be easily used. Numerical errors and convergence rates of the solution are tested by an example. Numerical results coincide with the theoretical analysis. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1291–1314, 2014     

Analysis of a combined barycentric finite volume—nonconforming finite element method for nonlinear convection-diffusion problems

We present the convergence analysis of an efficient numerical method for the solution of an initial-boundary value problem for a scalar nonlinear conservation law equation with a diffusion term. Nonlinear convective terms are approximated with the aid of a monotone finite volume scheme considered over the finite volume barycentric mesh, whereas the diffusion term is discretized by piecewise linear nonconforming triangular finite elements. Under the assumption that the triangulations are of weakly acute type, with the aid of the discrete maximum principle, a priori estimates and some compactness arguments based on the use of the Fourier transform with respect to time, the convergence of the approximate solutions to the exact solution is proved, provided the mesh size tends to zero.     

A finite difference scheme for the nonlinear time-fractional partial integro-differential equation

In this paper, a finite difference scheme is proposed for solving the nonlinear time-fractional integro-differential equation. This model involves two nonlocal terms in time, ie, a Caputo time-fractional derivative and an integral term with memory. The existence of numerical solutions is shown by the Leray-Schauder theorem. And we obtain the discrete L₂ stability and convergence with second order in time and space by the discrete energy method. Then the uniqueness of numerical solutions is derived. Moreover, an iterative algorithm is designed for solving the derived nonlinear system. Numerical examples are presented to validate the theoretical findings and the efficiency of the proposed algorithm.