Numerical solution of the Dirichlet problem for nonlinear parabolic equations by a probabilistic approach

2001 ◽  
Vol 21 (4) ◽  
pp. 887-917 ◽  
Author(s):  
G. N. Milstein
Keyword(s):  
Dirichlet Problem ◽  
Numerical Solution ◽  
Parabolic Equations ◽  
Probabilistic Approach ◽  
Nonlinear Parabolic Equations ◽  
Nonlinear Parabolic

scholarly journals Block monotone iterations for solving coupled systems of nonlinear parabolic equations

2020 ◽  
Vol 61 ◽  
pp. C166-C180
Author(s):  
Mohamed Saleh Mehdi Al-Sultani ◽  
Igor Boglaev
Keyword(s):  
Numerical Solution ◽  
Iterative Methods ◽  
Parabolic Equations ◽  
Nonlinear Parabolic Equations ◽  
Coupled Systems ◽  
Parabolic Problems ◽  
Nonlinear Elliptic ◽  
Monotone Iterations ◽  
Nonlinear Parabolic ◽  
Appl Math

The article deals with numerical methods for solving a coupled system of nonlinear parabolic problems, where reaction functions are quasi-monotone nondecreasing. We employ block monotone iterative methods based on the Jacobi and Gauss–Seidel methods incorporated with the upper and lower solutions method. A convergence analysis and the theorem on uniqueness of a solution are discussed. Numerical experiments are presented. References Al-Sultani, M. and Boglaev, I. ''Numerical solution of nonlinear elliptic systems by block monotone iterations''. ANZIAM J. 60:C79–C94, 2019. doi:10.21914/anziamj.v60i0.13986 Al-Sultani, M. ''Numerical solution of nonlinear parabolic systems by block monotone iterations''. Tech. Report, 2019. https://arxiv.org/abs/1905.03599 Boglaev, I. ''Inexact block monotone methods for solving nonlinear elliptic problems'' J. Comput. Appl. Math. 269:109–117, 2014. doi:10.1016/j.cam.2014.03.029 Lui, S. H. ''On monotone iteration and Schwarz methods for nonlinear parabolic PDEs''. J. Comput. Appl. Math. 161:449–468, 2003. doi:doi.org/10.1016/j.cam.2003.06.001 Pao, C. V. Nonlinear parabolic and elliptic equations. Plenum Press, New York, 1992. doi:10.1007/s002110050168 Pao C. V. ''Numerical analysis of coupled systems of nonlinear parabolic equations''. SIAM J. Numer. Anal. 36:393–416, 1999. doi:10.1137/S0036142996313166 Varga, R. S. Matrix iterative analysis. Springer, Berlin, 2000. 10.1007/978-3-642-05156-2 Zhao, Y. Numerical solutions of nonlinear parabolic problems using combined-block iterative methods. Masters Thesis, University of North Carolina, 2003. http://dl.uncw.edu/Etd/2003/zhaoy/yaxizhao.pdf

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