Parabolic Convection-diffusion Equation Research Articles

Interpolated coefficients stabilizer-free weak Galerkin method for semilinear parabolic convection–diffusion problem

We continue our effort in Li et al. (2024) to explore an interpolated coefficients stabilizer-free weak Galerkin finite element method (IC SFWG-FEM) to solve a one-dimensional semilinear parabolic convection–diffusion equation. Due to the introduction of interpolated coefficients and the design without stabilizers, this method not only possesses the capability of approximating functions and sparsity in the stiffness matrix, but also reduces the complexity of analysis and programming. Theoretical analysis of stability for the semi-discrete IC SFWG finite element scheme is provided. Moreover, numerical experiments are carried out to demonstrate the effectivity and stability.

Absolutely stable fitted mesh scheme for singularly perturbed parabolic convection diffusion equations

Absolutely stable fitted mesh scheme for singularly perturbed parabolic convection diffusion equations

On the nonstandard maximum principle and its application for construction of monotone finite-difference schemes for multidimensional quasilinear parabolic equations

UDC 517.9 We consider the difference maximum principle with input data of variable sign and its application to the investigation of the monotonicity and convergence of finite-difference schemes (FDSs). Namely, we consider the Dirichlet initial-boundary value problem for multidimensional quasilinear parabolic equation with an unbounded nonlinearity. Unconditionally monotone linearized finite-difference schemes of the second-order of accuracy are constructed on uniform grids. A two-sided estimate for the grid solution, which is completely consistent with similar estimates for the exact solution, is obtained. These estimates are used to prove the convergence of FDSs in the grid L 2 -norm. We also present a study aimed at constructing second-order monotone difference schemes for the parabolic convection-diffusion equation with boundary conditions of the third kind and unlimited nonlinearity without using the initial differential equation on the domain boundaries. The goal is a combination of the assumption of existence and uniqueness of a smooth solution and the regularization principle. In this case, the boundary conditions are directly approximated on a two-point stencil of the second order.

Null controllability for backward stochastic parabolic convection-diffusion equations with dynamic boundary conditions

Null controllability for backward stochastic parabolic convection-diffusion equations with dynamic boundary conditions

Uniformly Convergent Numerical Scheme for Solving Singularly Perturbed Parabolic Convection-Diffusion Equations with Integral Boundary Condition

Uniformly Convergent Numerical Scheme for Solving Singularly Perturbed Parabolic Convection-Diffusion Equations with Integral Boundary Condition

Parameter uniform numerical method for a system of singularly perturbed parabolic convection–diffusion equations

This article presents a numerical study of the initial boundary value problem for a singularly perturbed system of two equations of convection–diffusion type. The perturbation parameter in both equations leads to the boundary layer in both solution components. The sign of the convection coefficient decides the position of the boundary layer at the right end of the spatial domain. We suggest a numerical method composed of a spline-based scheme with a Shishkin mesh for solving the proposed system. Convergence analysis shows that the numerical technique is nearly second-order uniformly convergent concerning the perturbation parameter. The numerical illustration is delivered to support the theoretical results.

A numerical algorithm for solving one-dimensional parabolic convection-diffusion equation

A numerical method for solving one-dimensional (1D) parabolic convection–diffusion equation is provided. We consider the finite difference formulas with five points to obtain a numerical method. The proposed method converts the given equation, domain, and time interval into a discrete form. The numerical values of the solution are approximated by solving algebraic equations containing finite differences and values at these discrete points. The consistency, stability and convergence are investigated. On the other hand, some numerical examples illustrate the validity and applicability of the method. Finally, the numerical results are compared with the finite difference scheme’s three points.

Accelerated parameter-uniform numerical method for singularly perturbed parabolic convection-diffusion problems with a large negative shift and integral boundary condition

The singularly perturbed parabolic convection–diffusion equations with integral boundary conditions and a large negative shift are studied in this paper. The implicit Euler method for the temporal direction and the exponentially fitted finite difference scheme for the spatial direction are applied to formulate a parameter-uniform numerical method. The Simpson’s integration rule is used to handle the integral boundary condition. The Richardson extrapolation technique is applied to enhance the order of convergence of the method. The stability and uniform convergence analysis of the proposed method are studied. It is shown that the method is uniformly convergent with a convergence order of two in both temporal and spatial direction after Richardson extrapolation. Two test examples are considered to verify the validity of the proposed numerical scheme. The obtained numerical results confirm the theoretical estimates. The proposed method provide more accurate results and a higher order of convergence than methods available in the literature.

An Efficient Computational Method for Singularly Perturbed Delay Parabolic Partial Differential Equations

In this communication, a parameter uniform numerical scheme is proposed to solve singularly perturbed delay parabolic convection-diffusion equations. Taylor’s series expansion is applied to approximate the shift term. Then the resulting singularly perturbed parabolic convection-diffusion equation is solved by utilizing the implicit Euler method for temporal discretization on uniform mesh and hybrid numerical scheme based on a midpoint upwind scheme in the coarse mesh regions and a cubic spline method in the fine mesh regions on a piecewise uniform Shishkin mesh for the spatial discretization. The proposed numerical scheme is shown to be an ε−uniformly convergent accuracy of first-order in time and almost second-order in space directions. Some test examples are considered to testify the theoretical predictions.

A Robust computational method for singularly perturbed delay parabolic convection-diffusion equations arising in the modeling of neuronal variability

In this study, a robust computational method involving exponential cubic spline for solving singularly perturbed parabolic convection-diffusion equations arising in the modeling of neuronal variability has been presented. Some numerical examples are considered to validate the theoretical findings. The proposed scheme is shown to be an e-uniformly convergent accuracy of order O(Δt+h^2 ).

EXACT AND APPROXIMATE SOLUTIONS OF A PROBLEM WITH A SINGULARITY FOR A CONVECTION–DIFFUSION EQUATION

Solutions to a nonlinear parabolic convection–diffusion equation are constructed in the form of a diffusion wave that propagates over a zero background at a finite velocity. The theorem of existence and uniqueness of the solution is proven. The solution is constructed in the form of a characteristic series whose coefficients are determined using a recurrent procedure. Exact solutions of the considered type and their characteristics, including the domain of existence, are determined, and the behavior of these solutions on the boundaries of this domain of existence is studied. The boundary element method and the dual reciprocity method are used to develop, implement, and test an algorithm for constructing approximate solutions.

Second Order Monotone Difference Schemes with Approximation on Non-Uniform Grids for Two-Dimensional Quasilinear Parabolic Convection-Diffusion Equations

Second Order Monotone Difference Schemes with Approximation on Non-Uniform Grids for Two-Dimensional Quasilinear Parabolic Convection-Diffusion Equations

A Second Order Weighted Numerical Scheme on Nonuniform Meshes for Convection Diffusion Parabolic Problems

In this article, a singularly perturbed parabolic convection-diffusion equation on a rectangular domain is considered. The solution of the problem possesses regular boundary layer which appears in the spatial variable. To discretize the time derivative, we use two type of schemes, first the implicit Euler scheme and second the implicit trapezoidal scheme on a uniform mesh. For approximating the spatial derivatives, we use the monotone hybrid scheme, which is a combination of midpoint upwind scheme and central difference scheme with variable weights on Shishkin-type meshes (standard Shishkin mesh, Bakhvalov-Shishkin mesh and modified Bakhvalov-Shishkin mesh). We prove that both numerical schemes converge uniformly with respect to the perturbation parameter and are of second order accurate. Thomas algorithm is used to solve the tri-diagonal system. Finally, to support the theoretical results, we present a numerical experiment by using the proposed methods.

Second order monotone difference schemes with approximation on non-uniform grids for two-dimensional quasilinear parabolic convection-diffusion equations

The present communication is devoted to the construction of monotone difference schemes of the second order of local approximation on non-uniform grids in space for 2D quasi-linear parabolic convection-diffusion equation. With the help of difference maximum principle, two-sided estimates of the difference solution are established and an important a priori estimate in a uniform norm C is proved. It is interesting to note that the maximal and minimal values of the difference solution do not depend on the diffusion and convection coefficients.

Difference Schemes on Uniform Grids for an Initial-Boundary Value Problem for a Singularly Perturbed Parabolic Convection-Diffusion Equation

Abstract The convergence of difference schemes on uniform grids for an initial-boundary value problem for a singularly perturbed parabolic convection-diffusion equation is studied; the highest x-derivative in the equation is multiplied by a perturbation parameter ε taking arbitrary values in the interval ( 0 , 1 ] {(0,1]} . For small ε, the problem involves a boundary layer of width 𝒪 ⁢ ( ε ) {\mathcal{O}(\varepsilon)} , where the solution changes by a finite value, while its derivative grows unboundedly as ε tends to zero. We construct a standard difference scheme on uniform meshes based on the classical monotone grid approximation (upwind approximation of the first-order derivatives). Using a priori estimates, we show that such a scheme converges as { ε ⁢ N } , N 0 → ∞ {\{\varepsilon N\},N_{0}\to\infty} in the maximum norm with first-order accuracy in { ε ⁢ N } {\{\varepsilon N\}} and N 0 {N_{0}} ; as N , N 0 → ∞ {N,N_{0}\to\infty} , the convergence is conditional with respect to N, where N + 1 {N+1} and N 0 + 1 {N_{0}+1} are the numbers of mesh points in x and t, respectively. We develop an improved difference scheme on uniform meshes using the grid approximation of the first x-derivative in the convective term by the central difference operator under the condition h ≤ m ⁢ ε {h\leq m\varepsilon} , which ensures the monotonicity of the scheme; here m is some rather small positive constant. It is proved that this scheme converges in the maximum norm at a rate of 𝒪 ⁢ ( ε - 2 ⁢ N - 2 + N 0 - 1 ) {\mathcal{O}(\varepsilon^{-2}N^{-2}+N^{-1}_{0})} . We compare the convergence rate of the developed scheme with the known Samarskii scheme for a regular problem. It is found that the improved scheme (for ε = 1 {\varepsilon=1} ), as well as the Samarskii scheme, converges in the maximum norm with second-order accuracy in x and first-order accuracy in t.

Parameter uniform numerical method for a system of two coupled singularly perturbed parabolic convection-diffusion equations

In this paper, we propose a numerical scheme for a system of two linear singularly perturbed parabolic convection-diffusion equations. The presented numerical scheme consists of a classical backward-Euler scheme on a uniform mesh for the time discretization and an upwind finite difference scheme on an arbitrary nonuniform mesh for the spatial discretization. Then, for the time semidiscretization scheme, an a priori and an a posteriori error estimations in the maximum norm are obtained. It should be pointed out that the a posteriori error bound is suitable to design an adaptive algorithm, which is used to generate an adaptive spatial grid. It is proved that the method converges uniformly in the discrete maximum norm with first-order time and spatial accuracy, respectively, for the fully discrete scheme. At last, some numerical results are given to validate the theoretical results.

Computational uncertainty quantification for some strongly degenerate parabolic convection–diffusion equations

Strongly degenerate parabolic convection–diffusion equations arise as governing equations in a number of applications such as traffic flow with driver reaction and anticipation distance and sedimentation of solid–liquid suspensions in mineral processing and wastewater treatment. In these applications several parameters that define the convective flux function and the degenerating diffusion coefficient are subject to stochastic variability. A method to evaluate the variability of the solution of the governing partial differential equation in response to that of the parameters is presented. To this end, a generalized polynomial chaos (gPC) expansion of the solution is approximated by its projection onto a finite-dimensional space of piecewise polynomial functions defined on a suitable discretization of the stochastic domain, according to the basic principle of the hybrid stochastic Galerkin (HSG) approach. This approach is combined with a finite volume (FV) method, resulting in a so-called FV–HSG method, to compute the sought deterministic coefficient functions of the truncated polynomial-chaos-based expansion of the solution. Since the stochastic parameter space is now spanned by piecewise polynomial functions, one may employ the numerical result to compute the reconstruction of the numerical solution for arbitrary values of the random variables. The expectation, the variance or other stochastic quantities of the solution (as functions of time and position) can also be computed from these coefficient functions. The method is illustrated by a number of numerical examples.

Convergence of a Godunov scheme for conservation laws with a discontinuous flux lacking the crossing condition

We study a scalar conservation law whose flux has a single spatial discontinuity. There are many notions of (entropy) solution, the relevant concept being determined by the application. We focus on the so-called vanishing viscosity solution. We utilize a Kružkov-type entropy inequality which generalizes the one in [K. H. Karlsen, N. H. Risebro and J. D. Towers, [Formula: see text]-stability for entropy solutions of nonlinear degenerate parabolic convection–diffusion equations with discontinuous coefficients, Skr. K. Nor. Vidensk. Selsk. 3 (2003) 1–49], singles out the vanishing viscosity solution whether or not the crossing condition is satisfied, and has a discrete version satisfied by the Godunov variant of the finite difference scheme of [S. Diehl, On scalar conservation laws with point source and discontinuous flux function, SIAM J. Math. Anal. 26(6) (1995) 1425–1451]. We show that the solutions produced by that scheme converge to the unique vanishing viscosity solution. The scheme does not require a Riemann solver for the discontinuous flux problem. This makes its implementation simple even when the flux is multimodal, and there are multiple flux crossings.

A multilevel Monte Carlo finite difference method for random scalar degenerate convection–diffusion equations

This paper proposes a finite difference multilevel Monte Carlo algorithm for degenerate parabolic convection–diffusion equations where the convective and diffusive fluxes are allowed to be random. We establish a notion of stochastic entropy solutions to these equations. Our chief goal is to efficiently compute approximations to statistical moments of these stochastic entropy solutions. To this end, we design a multilevel Monte Carlo method based on a finite volume scheme for each sample. We present a novel convergence rate analysis of the combined multilevel Monte Carlo finite volume method, allowing in particular for low [Formula: see text]-integrability of the random solution with [Formula: see text], and low deterministic convergence rates (here, the theoretical rate is [Formula: see text]). We analyze the design and error versus work of the multilevel estimators. We obtain that the maximal rate (based on optimizing possibly the pessimistic upper bounds on the discretization error) is obtained for [Formula: see text], for finite volume convergence rate of [Formula: see text]. We conclude with numerical experiments.

Second-order uniformly convergent numerical method for singularly perturbed delay parabolic partial differential equations

ABSTRACTThis article proposes a second-order uniformly convergent numerical method for singularly perturbed delay parabolic convection-diffusion equation having a regular boundary layer. To handle this layer phenomenon, the problem is solved on a priori special mesh by using the implicit-Euler scheme for the discretization of the time derivative and the upwind scheme for the spatial derivatives which results almost first-order convergence, that is, . It is shown that, the implementation of Richardson extrapolation technique enhanced the order of convergence to . To support the theoretical results, numerical experiments are carried out by applying the proposed technique on two test examples.