Numerical methods for coupled systems of nonlinear parabolic boundary value problems
convergencecoupled system of nonlinear equationsfinite difference equationsmethod of upper-lower solutionsreaction-diffusion equation
Reaction-diffusion equations (35K57) Numerical computation of solutions to systems of equations (65H10) 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)
The coupled system of nonlinear equations \(u_ t-D^{(1)}\nabla^ 2u=f^{(1)}(x,t,u,v),\) \(v_ t-D^{(2)}\nabla^ 2v=f^{(2)}(x,t,u,v),\) (t\(\in [0,T]\), \(x\in \Omega)\) with the initial- boundary conditions \(\alpha^{(1)}\partial u/\partial \mu +\beta^{(1)}u=g^{(1)}(x,t),\alpha^{(2)}\partial v/\partial \nu +\beta^{(2)}v=g^{(2)}(x,t),\) \(u(x,0)=\psi^{(1)}_{(x)},\) \(v(x,0)=\psi^{(2)}(x)\) is considered. Here \(\Omega\) is a bounded domain in \(R^ p\), \(D^{(\ell)}\equiv D^{(\ell)}(x,t)>0\), \(\alpha^{(\ell)}=\alpha^{(\ell)}(x)\geq 0\), \(\beta^{(\ell)}=\beta^{(\ell)}(x)\geq 0\) with \(\alpha^{(\ell)}+\beta^{(\ell)}>0\) on \(\partial \Omega\) and \(f^{(\ell)}\), \(g^{(\ell)}\), \(\psi^{(\ell)}\) are Hölder continuous functions of their respective arguments. Using the method of upper-lower solutions monotone sequences for the finite difference equations are constructed. The convergence of the finite difference solution to the differential solution as the mesh size decreases to zero is proved.
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