A Two-Grid Finite Difference Scheme for Nonlinear Parabolic Equations

Nonlinear parabolic equations (35K55) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55)

Review text

The authors consider the nonlinear parabolic equation \[ {\partial p\over\partial t}- \nabla\cdot(K(x,p)\nabla p)= f(t,x)\quad\text{in }(0, T]\times \Omega \] with the initial condition \(p(0,x)= p^0(x)\) in \(\Omega\) and Neumann boundary condition \((K(x,p)\nabla p)\cdot\nu= g\) on \((0,T]\times \Gamma\), where \(\Omega\) is a rectangular domain in \(\mathbb{R}^d\) \((1\leq d\leq 3)\), \(\Gamma\) is its boundary, \(\nu\) is the outward unit normal vector on \(\Gamma\) and \(K:\Omega\times \mathbb{R}\to\mathbb{R}^{d\times d}\) is a symmetric, positive definite second-order diagonal tensor. Using the variational formulation of the above problem they obtain a two-level nonlinear cell-centered finite difference scheme on a ``coarse grid of mesh size \(H\). For \(f\) belonging to \(L^2(\Omega)\) on each time-level and for \(K\) being of class \(C^1\) the uniqueness and the existence of the solution to the discrete problem is proved, when \(\Delta t\) is small enough, where \(\Delta t= \max_n \Delta t^n\), \(\Delta t^n= t^{n+1}- t^n\). An a priori error estimation of order \(O(H^2+\Delta t)\) is also given. (Here \(d=2\); in general, the order of the error estimation is \(O(H^{4-d| 2}+ \Delta t)\). Next, the authors construct a linear difference scheme on a ``fine grid of mesh size \(h\), \(h\ll H\) using the nonlinear solution on the coarse grid. The a priori error estimation is now of order \(O(H^{4-d| 2}+ h^2+\Delta t)\). No computational results are given, but they are announced to appear in later papers.

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