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Semi-Lagrangian methods have traditionally been developed in the framework of hyperbolic equations, but several extensions of the Semi-Lagrangian approach to diffusion and advection--diffusion problems have been proposed recently. These extensions are mostly based on probabilistic arguments and share the common feature of treating second-order operators in trace form, which makes them unsuitable for mass conservative models like the classical formulations of turbulent diffusion employed in computational fluid dynamics. We propose here some basic ideas for treating second-order operators in divergence form. A general framework for constructing consistent schemes in one space dimension is presented, and a specific case of nonconservative discretization is discussed in detail and analysed. Finally, an extension to (possibly nonlinear) problems in an arbitrary number of dimensions is proposed. Although the resulting discretization approach is only of first order in time, numerical results in a number of test cases highlight the advantages of these methods for applications to computational fluid dynamics and their superiority over to more standard low order time discretization approaches.
Parameter identification problems for partial differential equations are an important subclass of inverse problems. The parameter-to-state map, which maps the parameter of interest to the respective solution of the PDE or state of the system, plays t
This paper is concerned with the recovery of (approximate) solutions to parabolic problems from incomplete and possibly inconsistent observational data, given on a time-space cylinder that is a strict subset of the computational domain under consider
In this paper, we present a numerical verification method of solutions for nonlinear parabolic initial boundary value problems. Decomposing the problem into a nonlinear part and an initial value part, we apply Nakaos projection method, which is based
In this paper, we develop a computational multiscale to solve the parabolic wave approximation with heterogeneous and variable media. Parabolic wave approximation is a technique to approximate the full wave equation. One benefit of the method is that
We derive a posteriori error estimates in the $L_infty((0,T];L_infty(Omega))$ norm for approximations of solutions to linear para bolic equations. Using the elliptic reconstruction technique introduced by Makridakis and Nochetto and heat kernel estim