Nonuniform Crank-Nicolson scheme for solving the stochastic Kawarada equation via arbitrary grids

DOI10.1002/NUM.22144MaRDI QIDQ5349274zbMATH OpenOpenAlexWikidataFDO

Authors Joshua L. Padgett, Qin Sheng

Publication date 24 August 2017

Published in Numerical Methods for Partial Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1901.06365

zbMATH Keywords

combustionCrank-Nicolson schemeliquid fuelsmonotonicitynonuniform gridsnumerical examplesnumerical stabilitypositivityquenching blow-upstochastic Kawarada equationturbulent macro and micro flows

Mathematics Subject Classification ID

PDEs in connection with classical thermodynamics and heat transfer (35Q79) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) 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) Statistical turbulence modeling (76F55) Combustion (80A25)

Abstract: This paper studies a nonuniform finite difference method for solving the degenerate Kawarada quenching-combustion equation with a vibrant stochastic source. Arbitrary grids are introduced in both space and time via adaptive principals to accommodate the uncertainty and singularities involved. It is shown that, under proper constraints on mesh step sizes, the positivity, monotonicity of the solution, and numerical stability of the scheme developed are well preserved. Numerical experiments are given to illustrate our conclusions.

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Cited in

(13)

• Second-order semi-discretized schemes for solving stochastic quenching models on arbitrary spatial grids
• A simulation expressivity of the quenching phenomenon in a two-sided space-fractional diffusion equation
• Numerical solution of degenerate stochastic Kawarada equations via a semi-discretized approach
• The quenching of solutions to time-space fractional Kawarada problems
• An extended Kudryashov technique for solving stochastic nonlinear models with generalized conformable derivatives
• On the positivity, monotonicity, and stability of a semi-adaptive LOD method for solving three-dimensional degenerate Kawarada equations
• Short Communication: A Gaussian Kusuoka Approximation without Solving Random ODEs
• A stable and convergent finite-difference model which conserves the positivity and the dissipativity of Gibbs' free energy for a nonlinear combustion equation
• A nonconventional stability approach for a nonlinear Crank-Nicolson method solving degenerate Kawarada problems
• A new approach on the stability and convergence of a time-space nonuniform finite difference approximation of a degenerate Kawarada problem
• A semi-adaptive finite difference method for simulating two-sided fractional convection-diffusion quenching problems
• A moving mesh method for quenching problem
• Adaptive ADI numerical analysis of 2D quenching-type reaction: diffusion equation with convection term

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