scholarly journals Cholesky Factorisation of Linear Systems Coming from Finite Difference Approximations of Singularly Perturbed Problems

2015 ◽  
pp. 209-220 ◽  
Author(s):  
Thái Anh Nhan ◽  
Niall Madden
Keyword(s):  
Finite Difference ◽  
Linear Systems ◽  
Singularly Perturbed ◽  
Singularly Perturbed Problems ◽  
Finite Difference Approximations ◽  
Difference Approximations

Numerical Methods of Higher-Order Accuracy for Diffusion- Convection Equations

1968 ◽  
Vol 8 (03) ◽  
pp. 293-303 ◽  
Author(s):  
H.S. Price ◽  
J.C. Cavendish ◽  
R.S. Varga
Keyword(s):  
Finite Difference ◽  
Boundary Conditions ◽  
Variational Methods ◽  
Miscible Displacement ◽  
Two Dimensional ◽  
Order Accuracy ◽  
One Dimensional ◽  
Finite Difference Approximations ◽  
Difference Approximations ◽  
Diffusion Convection

Abstract A numerical formulation of high order accuracy, based on variational methods, is proposed for the solution of multidimensional diffusion-convection-type equations. Accurate solutions are obtained without the difficulties that standard finite difference approximations present. In addition, tests show that accurate solutions of a one-dimensional problem can be obtained in the neighborhood of a sharp front without the need for a large number of calculations for the entire region of interest. Results using these variational methods are compared with several standard finite difference approximations and with a technique based on the method of characteristics. The variational methods are shown to yield higher accuracies in less computer time. Finally, it is indicated how one can use these attractive features of the variational methods for solving miscible displacement problems in two dimensions. Introduction The problem of finding suitable numerical approximations for equations describing the transport of heat or mass by diffusion and convection simultaneously has been of interest for some time. Equations of this type, which will be called diffusion-convection equations, arise in describing many diverse physical processes. Of particular interest here is the equation describing the process by which one miscible liquid displaces another liquid in a one-dimensional porous medium. The behavior of such a system is described by the following parabolic partial differential equation: (1) where the diffusivity is taken to be unity and c(x, t) represents a normalized concentration, i.e., c(x, t) satisfied 0 less than c(x, t) less than 1. Typical boundary conditions are given by ....................(2) Our interest in this apparently simple problem arises because accurate numerical approximations to this equation with the boundary conditions of Eq. 2 are as theoretically difficult to obtain as are accurate solutions for the general equations describing the behavior of two-dimensional miscible displacement. This is because the numerical solution for this simplified problem exhibits the two most important numerical difficulties associated with the more general problem: oscillations and undue numerical dispersion. Therefore, any solution technique that successfully solves Eq. 1, with boundary conditions of Eq. 2, would be excellent for calculating two-dimensional miscible displacement. Many authors have presented numerical methods for solving the simple diffusion-convection problem described by Eqs. 1 and 2. Peaceman and Rachford applied standard finite difference methods developed for transient heat flow problems. They observed approximate concentrations that oscillated about unity and attempted to eliminate these oscillations by "transfer of overshoot". SPEJ P. 293ˆ

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