An implicit scheme to solve a system of ODEs arising from the space discretization of nonlinear diffusion equations

Éric Boillat

ESAIM: Mathematical Modelling and Numerical Analysis (2010)

  • Volume: 35, Issue: 4, page 749-765
  • ISSN: 0764-583X

Abstract

top
In this article, we consider the initial value problem which is obtained after a space discretization (with space step h) of the equations governing the solidification process of a multicomponent alloy. We propose a numerical scheme to solve numerically this initial value problem. We prove an error estimate which is not affected by the step size h chosen in the space discretization. Consequently, our scheme provides global convergence without any stability condition between h and the time step size τ. Moreover, it is not of excessive algorithmic complexity since it does not require more than one resolution of a linear system at each time step.

How to cite

top

Boillat, Éric. "An implicit scheme to solve a system of ODEs arising from the space discretization of nonlinear diffusion equations." ESAIM: Mathematical Modelling and Numerical Analysis 35.4 (2010): 749-765. <http://eudml.org/doc/197434>.

@article{Boillat2010,
abstract = { In this article, we consider the initial value problem which is obtained after a space discretization (with space step h) of the equations governing the solidification process of a multicomponent alloy. We propose a numerical scheme to solve numerically this initial value problem. We prove an error estimate which is not affected by the step size h chosen in the space discretization. Consequently, our scheme provides global convergence without any stability condition between h and the time step size τ. Moreover, it is not of excessive algorithmic complexity since it does not require more than one resolution of a linear system at each time step. },
author = {Boillat, Éric},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis},
keywords = {Nonlinear diffusion equations; nonlinear parabolic problem; Chernoff scheme; implicit scheme for ODE's.; nonlinear parabolic problems; diffusion equations; initial value problem; solidification; multicomponent alloy; global convergence; stability; algorithmic complexity; Chernoff algorithm},
language = {eng},
month = {3},
number = {4},
pages = {749-765},
publisher = {EDP Sciences},
title = {An implicit scheme to solve a system of ODEs arising from the space discretization of nonlinear diffusion equations},
url = {http://eudml.org/doc/197434},
volume = {35},
year = {2010},
}

TY - JOUR
AU - Boillat, Éric
TI - An implicit scheme to solve a system of ODEs arising from the space discretization of nonlinear diffusion equations
JO - ESAIM: Mathematical Modelling and Numerical Analysis
DA - 2010/3//
PB - EDP Sciences
VL - 35
IS - 4
SP - 749
EP - 765
AB - In this article, we consider the initial value problem which is obtained after a space discretization (with space step h) of the equations governing the solidification process of a multicomponent alloy. We propose a numerical scheme to solve numerically this initial value problem. We prove an error estimate which is not affected by the step size h chosen in the space discretization. Consequently, our scheme provides global convergence without any stability condition between h and the time step size τ. Moreover, it is not of excessive algorithmic complexity since it does not require more than one resolution of a linear system at each time step.
LA - eng
KW - Nonlinear diffusion equations; nonlinear parabolic problem; Chernoff scheme; implicit scheme for ODE's.; nonlinear parabolic problems; diffusion equations; initial value problem; solidification; multicomponent alloy; global convergence; stability; algorithmic complexity; Chernoff algorithm
UR - http://eudml.org/doc/197434
ER -

References

top
  1. A. Friedman, The Stefan problem in several space variables. Trans. Amer. Math. Soc.132 (1968) 51-87.  
  2. A.E. Berger, H. Brezis and J.C.W. Rogers, A numerical method for solving ut - Δƒ(u) = 0. RAIRO. Anal. Numér.13 (1979) 297-312.  
  3. C.M. Elliott, Error analysis of the enthalpy method for the Stefan problem. IMA J. Numer. Anal.7 (1987) 61-71.  
  4. S.R. De Groot and P. Mazur, Non-equilibrium thermodynamics. North-Holland, Amsterdam (1962).  
  5. H. Brezis, Analyse fonctionnelle, Théorie et applications. Masson, Paris (1993).  
  6. H.W. Alt and S. Luckhaus, Quasilinear elliptic-parabolic differential equations. Math. Z.183 (1983) 311-341.  
  7. I. Prigogine, Thermodynamics of irreversible processes. Interscience Publ. (1967).  
  8. J.D.P. Donnelly, A model for non-equilibrium thermodynamic processes involving phase changes. J. Inst. Math. Appl.24 (1979) 425-438.  
  9. J.F. Ciavaldini, Analyse numérique d'un problème de Stefan à deux phases par une méthode d'éléments finis. SIAM J. Numer. Anal.12 (1975) 464-487.  
  10. J.W. Jerome and M.E. Rose, Error estimates for the multidimensional two-phase Stefan problem. Math. Comp.39 (1982) 377-414.  
  11. K. Yosida, Functional Analysis. Springer-Verlag, Berlin (1984).  
  12. E. Magenes, Remarques sur l'approximation des problèmes paraboliques non-linéaires, in Analyse Mathématique et Applications, Gauthier-Villars, Paris (1988) 297-318.  
  13. E. Magenes, R.H. Nochetto and C. Verdi, Energy error estimates for a linear scheme to approximate nonlinear parabolic problems. RAIRO. Modèl. Math. Anal. Numér.21 (1987) 655-678.  
  14. M. Crouzeix and A.L. Mignot, Analyse numérique des équations différentielles. Masson (1989).  
  15. G.H. Meyer, Multidimensional Stefan problems. SIAM J. Numer. Anal.10 (1973) 522-538.  
  16. O. Krüger, Modélisation et analyse numérique de problèmes de réaction-diffusion provenant de la solidification d'alliages binaires. Technical Report 2071, Thèse EPFL (1999).  
  17. P. Grisvard, Elliptic Problems in Nonsmooth Domains. Pitman, Boston (1985).  
  18. M. Paolini, G. Sacchi and C. Verdi, Finite element approximations of singular parabolic problems. Internat. J. Numer. Methods Engrg.26 (1988) 1989-2007.  
  19. P.G. Ciarlet, The Finite Element Method for Elliptic Problem. North Holland, Amsterdam (1978).  
  20. J. Rulla, Error analysis for implicit approximations to Cauchy problems. SIAM J. Numer. Anal.33 (1996) 68-87.  
  21. V. Thomée, Galerkin finite element methods for Parabolic Problems. Springer-Verlag, Berlin (1984).  
  22. W. Jäger and J. Kačur, Solution of doubly nonlinear and degenerate parabolic problems by relaxation schemes. RAIRO. Modèl. Math. Anal. Numér.29 (1995) 605-627.  

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.