Do you want to publish a course? Click here

Superconvergence of the Strang splitting when using the Crank-Nicolson scheme for parabolic PDEs with Dirichlet and oblique boundary conditions

75   0   0.0 ( 0 )
 Added by Christophe Besse
 Publication date 2020
and research's language is English




Ask ChatGPT about the research

We show that the Strang splitting method applied to a diffusion-reaction equation with inhomogeneous general oblique boundary conditions is of order two when the diffusion equation is solved with the Crank-Nicolson method, while order reduction occurs in general if using other Runge-Kutta schemes or even the exact flow itself for the diffusion part. We prove these results when the source term only depends on the space variable, an assumption which makes the splitting scheme equivalent to the Crank-Nicolson method itself applied to the whole problem. Numerical experiments suggest that the second order convergence persists with general nonlinearities.



rate research

Read More

We develop a general strategy in order to implement (approximate) discrete transparent boundary conditions for finite difference approximations of the two-dimensional transport equation. The computational domain is a rectangle equipped with a Cartesian grid. For the two-dimensional leapfrog scheme, we explain why our strategy provides with explicit numerical boundary conditions on the four sides of the rectangle and why it does not require prescribing any condition at the four corners of the computational domain. The stability of the numerical boundary condition on each side of the rectangle is analyzed by means of the so-called normal mode analysis. Numerical investigations for the full problem on the rectangle show that strong instabilities may occur when coupling stable strategies on each side of the rectangle. Other coupling strategies yield promising results.
In this paper we develop an existence theory for the nonlinear initial-boundary value problem with singular diffusion $partial_t u = text{div}(k(x) abla G(u))$, $u|_{t=0}=u_0$ with Neumann boundary conditions $k(x) abla G(u)cdot u = 0$. Here $xin Bsubset mathbb{R}^d$, a bounded open set with locally Lipchitz boundary, and with $ u$ as the unit outer normal. The function $G$ is Lipschitz continuous and nondecreasing, while $k(x)$ is diagonal matrix. We show that any two weak entropy solutions $u$ and $v$ satisfy $Vert{u(t)-v(t)}Vert_{L^1(B)}le Vert{u|_{t=0}-v|_{t=0}}Vert_{L^1(B)}e^{Ct}$, for almost every $tge 0$, and a constant $C=C(k,G,B)$. If we restrict to the case when the entries $k_i$ of $k$ depend only on the corresponding component, $k_i=k_i(x_i)$, we show that there exists an entropy solution, thus establishing in this case that the problem is well-posed in the sense of Hadamard.
Strang splitting is a well established tool for the numerical integration of evolution equations. It allows the application of tailored integrators for different parts of the vector field. However, it is also prone to order reduction in the case of non-trivial boundary conditions. This order reduction can be remedied by correcting the boundary values of the intermediate splitting step. In this paper, three different approaches for constructing such a correction in the case of inhomogeneous Dirichlet, Neumann, and mixed boundary conditions are presented. Numerical examples that illustrate the effectivity and benefits of these corrections are included.
In this paper we introduce a new approach to compute rigorously solutions of Cauchy problems for a class of semi-linear parabolic partial differential equations. Expanding solutions with Chebyshev series in time and Fourier series in space, we introduce a zero finding problem $F(a)=0$ on a Banach algebra $X$ of Fourier-Chebyshev sequences, whose solution solves the Cauchy problem. The challenge lies in the fact that the linear part $mathcal{L} := DF(0)$ has an infinite block diagonal structure with blocks becoming less and less diagonal dominant at infinity. We introduce analytic estimates to show that $mathcal{L}$ is a boundedly invertible linear operator on $X$, and we obtain explicit, rigorous and computable bounds for the operator norm $| mathcal{L}^{-1}|_{B(X)}$. These bounds are then used to verify the hypotheses of a Newton-Kantorovich type argument which shows that the (Newton-like) operator $mathcal{T}(a) := a - mathcal{L}^{-1} F(a)$ is a contraction on a small ball centered at a numerical approximation of the Cauchy problem. The contraction mapping theorem yields a fixed point which corresponds to a classical (strong) solution of the Cauchy problem. The approach is simple to implement, numerically stable and is applicable to a class of PDE models, which include for instance Fishers equation, the Kuramoto-Sivashinsky equation, the Swift-Hohenberg equation and the phase-field crystal (PFC) equation. We apply our approach to each of these models and report plausible experimental results, which motivate further research on the method.
The tangential condition was introduced in [Hanke et al., 95] as a sufficient condition for convergence of the Landweber iteration for solving ill-posed problems. In this paper we present a series of time dependent benchmark inverse problems for which we can verify this condition.
comments
Fetching comments Fetching comments
Sign in to be able to follow your search criteria
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا