High accuracy difference schemes for the system of two space nonlinear parabolic differential equations with mixed derivatives and variable coefficients
In the region \((0,1)^2 \times (0,\infty)\) the authors consider the following system of nonlinear parabolic equations: \[ A(x,y,t) u_{xx} +2B(x,y,t) u_{xy} +C(x,y,t) u_{yy} =f(x,y,t,u^T, u^T_x, u^T_y, u^T_t), \] subject to initial and Dirichlet boundary conditions, where \[ u = [u^{(1)}, \dots, u^{(M)}]^T,\quad f=[f^{(1)}, \dots, f^{(M)}]^T,\quad u_{xx} =[u^{(1)}_{xx}, \dots, u_{xx}^{ (M)}]^T, \] etc. and \(A,B,C\) are \(M \times M\) diagonal matrices of the form \(\text{diag} [S^1(x,y, t), \dots, S^{(M)} (x,y,t)]\) for \(S=A,B\) and \(C\), respectively. They examine two cases: \(A^{(i)}= C^{(i)}\), \(B^{(i)} \neq 0\) or \(B^{(i)} =0\). Assuming \(A^{(i)} >0\), \(C^{(i)} >0\), \((B^{(i)})^2 <A^{(i)} C^{(i)}\) and suitable regularity conditions on \(u^{(i)}\), \(A^{(i)}\), \(B^{(i)}\), \(C^{(i)}\) they propose, using 9-spatial grid points, a two-level implicit finite difference scheme for the above problem. In an appendix a derivation of this finite difference method is given in details. The accuracy of the method is \(O(k^2+ kh^2+ h^4)\), where \(h\) and \(k\) are the step lengths in space and time directions, respectively. The difference method is applied (after some modification) to a linear scalar parabolic equation. Next, a series of problems (heat equation, two-space unsteady Navier-Stokes equations), both linear and nonlinear, are formulated in polar, spherical and cylindrical coordinates and treated by the authors' method, which turns out to be an unconditionally stable ADI method of \(O(k^2+ h^4)\) accuracy, also in the vicinity of \(r=0\) and even for \(r=0\). Computational implementations for some examples are tabulated.
- High accuracy difference schemes for a class of three space dimensional singular parabolic equations with variable coefficients
- Fourth-order finite difference method for 2D parabolic partial differential equations with nonlinear first-derivative terms
- scientific article; zbMATH DE number 4084917
- High order difference schemes for the system of two space second order nonlinear hyperbolic equations with variable coefficients
- An accurate finite difference scheme for 2D parabolic problems with mixed derivative
- Fourth order finite difference methods for the system of 2-d nonlinear elliptic equations with variable coefficients
- Fourth order operator splitting method for the three space parabolic equation with variable coefficients
- Fourth-order finite difference method for 2D parabolic partial differential equations with nonlinear first-derivative terms
- High order difference methods for heat equation in polar cylindrical coordinates
- High-order difference schemes for two-dimensional elliptic equations
- High-order methods for elliptic equations with variable coefficients
- Higher order accurate difference solutions of fluid mechanics problems by a compact differencing technique
- scientific article; zbMATH DE number 3614398 (Why is no real title available?)
- scientific article; zbMATH DE number 3273491 (Why is no real title available?)
- Monotone Difference Schemes for Diffusion-Convection Problems
- The numerical solution of the two-dimensional unsteady navier-stokes equations using fourth-order difference method
- The operator compact implicit method for parabolic equations
- Numerical inversion of a Laplace transform solution of a diffusion equation with a mixed derivative term
- High accuracy difference schemes for a class of three space dimensional singular parabolic equations with variable coefficients
- ADI schemes for higher-order nonlinear diffusion equations.
- A new high accuracy two-level implicit off-step discretization for the system of two space dimensional quasi-linear parabolic partial differential equations
- Extrapolation algorithm of compact ADI approximation for two-dimensional parabolic equation
- A new two-level implicit discretization of \(O(k^{2} + kh^{2} + h^{4})\) for the solution of singularly perturbed two-space dimensional non-linear parabolic equations
- Single cell discretization of \(O(kh^2+h^4)\) for the estimates of \(\frac{\partial u}{\partial n}\) for two-space dimensional quasi-linear parabolic equation
- Peaceman‐Rachford ADI scheme for the two dimensional flow of a second‐grade fluid
- scientific article; zbMATH DE number 996273 (Why is no real title available?)
- scientific article; zbMATH DE number 1438886 (Why is no real title available?)
- HIGH-ACCURACY DIFFERENCE SCHEMES FOR THE NONLINEAR TRANSFER EQUATION
- High accuracy two-level compact implicit method in exponential form for 2D fourth order quasi-linear parabolic equations
- A new half-step compact exponential approximation for solution of 2D fourth-order non-linear parabolic equations
- Two-level implicit high-order compact scheme in exponential form for 3D quasi-linear parabolic equations
This page was built for publication: High accuracy difference schemes for the system of two space nonlinear parabolic differential equations with mixed derivatives and variable coefficients
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1919495)
