Practical Techniques for Estimating the Accuracy of Finite-Difference Solutions to Parabolic Equations

1973 ◽  
Vol 40 (1) ◽  
pp. 61-67 ◽  
Author(s):  
A. M. Clausing

A criterion is proposed which provides a priori means of choosing increments in the independent variables for effecting accurate finite-difference solutions to parabolic partial-differential equations. This is accomplished by relating the increments to the thickness of the diffusion layer. In this manner, the size of the increments is related to the magnitude of the derivatives which are known to influence strongly the accuracy. The fac- that the thickness of the diffusion layer is unknown is surmounted by relating the parameters of the discrete, physical plane to the diffusion variable and to the diffusion thickness. The diffusion variable is a dimensionless coordinate which governs the diffusion process. In similar problems, the diffusion variable is identical to the independent similarity variable. The thickness of the diffusion layer in terms of the diffusion coordinate is shown to be of the same order of magnitude for a wide variety of problems. The utility of the proposed criterion is demonstrated with numerous finite-difference solutions to problems in the areas of heat conduction and boundary-layer theory.

1999 ◽  
Vol 09 (01) ◽  
pp. 93-110 ◽  
Author(s):  
A. A. SAMARSKII ◽  
V. I. MAZHUKIN ◽  
P. P. MATUS ◽  
V. G. RYCHAGOV ◽  
I. SMUROV

In this paper, invariant difference schemes for nonstationary equations under independent variables transformation constructed and investigated. Under invariance of difference scheme we mean its ability to preserve basic properties (stability, approximation, convergency, etc.) in various coordinate systems. Difference schemes of the second-order approximation that satisfy the invariance property are constructed for equations of parabolic type. Stability and convergency investigation of correspondent difference problems are carried out; a priori estimates in various grid norms are obtained.


2021 ◽  
Vol 11 (4) ◽  
pp. 1399
Author(s):  
Jure Oder ◽  
Cédric Flageul ◽  
Iztok Tiselj

In this paper, we present uncertainties of statistical quantities of direct numerical simulations (DNS) with small numerical errors. The uncertainties are analysed for channel flow and a flow separation case in a confined backward facing step (BFS) geometry. The infinite channel flow case has two homogeneous directions and this is usually exploited to speed-up the convergence of the results. As we show, such a procedure reduces statistical uncertainties of the results by up to an order of magnitude. This effect is strongest in the near wall regions. In the case of flow over a confined BFS, there are no such directions and thus very long integration times are required. The individual statistical quantities converge with the square root of time integration so, in order to improve the uncertainty by a factor of two, the simulation has to be prolonged by a factor of four. We provide an estimator that can be used to evaluate a priori the DNS relative statistical uncertainties from results obtained with a Reynolds Averaged Navier Stokes simulation. In the DNS, the estimator can be used to predict the averaging time and with it the simulation time required to achieve a certain relative statistical uncertainty of results. For accurate evaluation of averages and their uncertainties, it is not required to use every time step of the DNS. We observe that statistical uncertainty of the results is uninfluenced by reducing the number of samples to the point where the period between two consecutive samples measured in Courant–Friedrichss–Levy (CFL) condition units is below one. Nevertheless, crossing this limit, the estimates of uncertainties start to exhibit significant growth.


2020 ◽  
Vol 28 (5) ◽  
pp. 659-676
Author(s):  
Dinh Nho Hào ◽  
Nguyen Van Duc ◽  
Nguyen Van Thang ◽  
Nguyen Trung Thành

AbstractThe problem of determining the initial condition from noisy final observations in time-fractional parabolic equations is considered. This problem is well known to be ill-posed, and it is regularized by backward Sobolev-type equations. Error estimates of Hölder type are obtained with a priori and a posteriori regularization parameter choice rules. The proposed regularization method results in a stable noniterative numerical scheme. The theoretical error estimates are confirmed by numerical tests for one- and two-dimensional equations.


1982 ◽  
Vol 22 (03) ◽  
pp. 409-419 ◽  
Author(s):  
R.G. Larson

Abstract The variably-timed flux updating (VTU) finite difference technique is extended to two dimensions. VTU simulations of miscible floods on a repeated five-spot pattern are compared with exact solutions and with solutions obtained by front tracking. It is found that for neutral and favorable mobility ratios. VTU gives accurate results even on a coarse mesh and reduces numerical dispersion by a factor of 10 or more over the level generated by conventional single-point (SP) upstream weighting. For highly unfavorable mobility ratios, VTU reduces numerical dispersion. but on a coarse mesh the simulation is nevertheless inaccurate because of the inherent inadequacy of the finite-difference estimation of the flow field. Introduction A companion paper (see Pages 399-408) introduced the one-dimensional version of VTU for controlling numerical dispersion in finite-difference simulation of displacements in porous media. For linear and nonlinear, one- and two-independent-component problems, VTU resulted in more than an order-of-magnitude reduction in numerical dispersion over conventional explicit. SP upstream-weighted simulations with the same number of gridblocks. In this paper, the technique is extended to two dimensional (2D) problems, which require solution of a set of coupled partial differential equations that express conservation of material components-i.e., (1) and (2) Fi, the fractional flux of component i, is a function of the set of s - 1 independent-component fractional concentrations {Ci}, which prevail at the given position and time., the dispersion flux, is given by an expression that is linear in the specie concentration gradients. The velocity, is proportional to the pressure gradient,. (3) where lambda, in general, can be a function of composition and of the magnitude of the pressure gradient. The premises on which Eqs. 1 through 3 rest are stated in the companion paper. VTU in Two Dimensions The basic idea of variably-timed flux updating is to use finite-difference discretization of time and space, but to update the flux of a component not every timestep, but with a frequency determined by the corresponding concentration velocity -i.e., the velocity of propagation of fixed concentration of that component. The concentration velocity is a function of time and position. In the formulation described here, the convected flux is upstream-weighted, and all variables except pressure are evaluated explicitly. As described in the companion paper (SPE 8027), the crux of the method is the estimation of the number of timesteps required for a fixed concentration to traverse from an inflow to an outflow face of a gridblock. This task is simpler in one dimension, where there is only one inflow and one outflow face per gridblock, than it is in two dimensions, where each gridblock has in general multiple inflow and outflow faces. SPEJ P. 409^


2010 ◽  
Vol 62 (1) ◽  
pp. 202-217
Author(s):  
Lin Tang

AbstractIn this paper we establish a priori h1-estimates in a bounded domain for parabolic equations with vanishing LMO coefficients.


Author(s):  
Maria Shan

We are concerned with divergence type quasilinear parabolic equation with measurable coefficients and lower order terms model of which is a doubly nonlinear anisotropic parabolic equations with absorption term. This class of equations has numerous applications which appear in modeling of electrorheological fluids, image precessing, theory of elasticity, theory of non-Newtonian fluids with viscosity depending on the temperature. But the qualitative theory doesn't construct for these anisotropic equations. So, naturally, that during the last decade there has been growing substantial development in the qualitative theory of second order anisotropic elliptic and parabolic equations. The main purpose is to obtain the pointwise upper estimates in terms of distance to the boundary for nonnegative solutions of such equations. This type of estimates originate from the work of J. B. Keller, R. Osserman, who obtained a simple upper bound for any solution, in any number of variables for Laplace equation. These estimates play a crucial role in the theory of existence or nonexistence of so called large solutions of such equations, in the problems of removable singularities for solutions to elliptic and parabolic equations. Up to our knowledge all the known estimates for large solutions to elliptic and parabolic equations are related with equations for which some comparison properties hold. We refer to I.I. Skrypnik, A.E. Shishkov, M. Marcus , L. Veron, V.D. Radulescu for an account of these results and references therein. Such equations have been the object of very few works because in general such properties do not hold. The main ones concern equations only in the precise choice of absorption term \(f(u)=u^q\). Among the people who published significative results in this direction are I.I. Skrypnik, J. Vetois, F.C. Cirstea, J. Garcia-Melian, J.D. Rossi, J.C. Sabina de Lis. The main result of the paper is a priori estimates of Keller-Osserman type for nonnegative solutions of a doubly nonlinear anisotropic parabolic equations with absorption term that have been proven despite of the lack of comparison principle. To obtain these estimates we exploit the method of energy estimations and De Giorgy iteration techniques.


2001 ◽  
Vol 32 (2) ◽  
pp. 155-166
Author(s):  
B. G. Pachpatte

The main objective of this paper is to establish some new finite difference inequalities in two independent variables which can be used as handy tools in the theory of certain classes of partial finite difference equations. The analysis used in the proofs is elementary and the results established provide new estimates for these types of inequalities.


2002 ◽  
Vol 33 (1) ◽  
pp. 57-66
Author(s):  
B. G. Pachpatte

The aim of the present paper is to establish some new finite difference inequalities involving functions of two independent variables which provide explicit bounds on unknown functions. The inequalities given here can be used as tools in the qualitative theory of certain partial finite difference equations.


1997 ◽  
Vol 16 (6) ◽  
pp. 545-559 ◽  
Author(s):  
Edward J. Calabrese ◽  
Linda A. Baldwin

A comprehensive effort was undertaken to identify articles demonstrating chemical hormesis. Nearly 4000 potentially relevant articles were retrieved from preliminary computer searches utilizing various keyword descriptors and extensive cross-referencing. A priori evaluation criteria were established including study design features (e.g., number of doses, dose range), statistical analysis, and reproducibility of results. Evidence of chemical hormesis was judged to have occurred in approximately 350 of the 4000 studies evaluated. Chemical hormesis was observed in a wide range of taxonomic groups and involved agents representing highly diverse chemical classes, many of potential environmental relevance. Numerous biologic endpoints were assessed, with growth responses the most prevalent, followed by metabolic effects, longevity, reproductive responses, and survival. Hormetic responses were generally observed to be of limited magnitude with the average low-dose maximum stimulation approximately 50% greater than controls. The hormetic dose-response range was generally limited to about one order of magnitude with the upper end of the hormetic curve approaching the estimated no-observed-effect level (NOEL) for the particular endpoint. Based on the evaluation criteria, high to moderate evidence of hormesis was observed in studies comprised of ≥ doses with <3 doses in the hormetic zone. The present analysis suggests that chem ical hormesis is a reproducible and generalizable biologic phenomenon. Over the last decade advances have been made providing mechanistic insight helpful in explaining the phenomenon of chemical hormesis in multiple biologic systems with various endpoints. The reason for the uncertainty surrounding the existence of hormesis as a “real phenomenon” is believed to be the result of its relatively infrequent observation in the literature due to experimental design considerations, especially with respect to the number of doses, range of doses, and endpoint selection.


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