An analysis of discretisations of inverse diffusion equations

2006 ◽  
Vol 2 (3) ◽  
pp. 117-129
Author(s):  
M. Breuß
Keyword(s):  
Diffusion Processes ◽  
Diffusion Equations ◽  
Numerical Tests ◽  
Inverse Diffusion ◽  
Theoretical Results

We discuss some important issues arising when approximating numerically stabilised inverse diffusion processes. We prove rigorously the necessity of a minmod-type stabilisation. Furthermore, we give rigorously verified assertions concerning the occurence of undesirable staircasing aka terracing artefacts. The theoretical results are supplemented by numerical tests.

Certain problems with the application of stochastic diffusion processes for description of chemical engineering phenomena; Kolmogorov and classic diffusion equations

1988 ◽  
Vol 53 (6) ◽  
pp. 1181-1197
Author(s):  
Vladimír Kudrna
Keyword(s):  
Mass Transfer ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Chemical Engineering ◽  
Diffusion Processes ◽  
Parabolic Type ◽  
Diffusion Equations ◽  
Stochastic Motion ◽  
Energy Component ◽  
Classic Form

The paper presents alternative forms of partial differential equations of the parabolic type used in chemical engineering for description of heat and mass transfer. It points at the substantial difference between the classic form of the equations, following from the differential balances of mass and enthalpy, and the form following from the concept of stochastic motion of particles of mass or energy component. Examples are presented of the processes that may be described by the latter method. The paper also reviews the cases when the two approaches become identical.

Certain problems with the application of stochastic diffusion processes for description of chemical engineering phenomena; Diffusion equations in curvilinear coordinates

1991 ◽  
Vol 56 (3) ◽  
pp. 602-618
Author(s):  
Vladimír Kudrna
Keyword(s):  
Heat Transfer ◽  
Mass Transport ◽  
Probability Density ◽  
Chemical Engineering ◽  
Diffusion Processes ◽  
Curvilinear Coordinates ◽  
Diffusion Equations ◽  
Parabolic Partial Differential Equations ◽  
Spherical Coordinates ◽  
Transformation Procedure

Parabolic partial differential equations used in chemical engineering for the description of mass transport and heat transfer and analogous relationship derived in stochastic processes theory are given. A standard transformation procedure is applied, allowing these relations to be generally written in curvilinear coordinates and particular expressions for cylindrical and spherical coordinates to be derived. The relation between the probability density for the position of a discernible particle and the concentration of a set of such particles is discussed.

scholarly journals Stable Filtering Procedures for Nodal Discontinuous Galerkin Methods

2021 ◽  
Vol 87 (1) ◽  
Author(s):  
Jan Nordström ◽  
Andrew R. Winters
Keyword(s):  
Discontinuous Galerkin ◽  
Discontinuous Galerkin Methods ◽  
Finite Difference Methods ◽  
Basis Functions ◽  
Galerkin Methods ◽  
Theoretical Discussion ◽  
Numerical Tests ◽  
Dg Methods ◽  
Theoretical Results ◽  
Filtering Procedure

AbstractWe prove that the most common filtering procedure for nodal discontinuous Galerkin (DG) methods is stable. The proof exploits that the DG approximation is constructed from polynomial basis functions and that integrals are approximated with high-order accurate Legendre–Gauss–Lobatto quadrature. The theoretical discussion re-contextualizes stable filtering results for finite difference methods into the DG setting. Numerical tests verify and validate the underlying theoretical results.

scholarly journals An optimal fourth-order family of modified Cauchy methods for finding solutions of nonlinear equations and their dynamical behavior

2019 ◽  
Vol 17 (1) ◽  
pp. 1567-1598
Author(s):  
Tianbao Liu ◽  
Xiwen Qin ◽  
Qiuyue Li
Keyword(s):  
Nonlinear Equations ◽  
Fourth Order ◽  
Dynamical Behavior ◽  
Basins Of Attraction ◽  
Second Derivative ◽  
Third Order ◽  
Numerical Tests ◽  
The Family ◽  
Theoretical Results ◽  
High Computational Efficiency

Abstract In this paper, we derive and analyze a new one-parameter family of modified Cauchy method free from second derivative for obtaining simple roots of nonlinear equations by using Padé approximant. The convergence analysis of the family is also considered, and the methods have convergence order three. Based on the family of third-order method, in order to increase the order of the convergence, a new optimal fourth-order family of modified Cauchy methods is obtained by using weight function. We also perform some numerical tests and the comparison with existing optimal fourth-order methods to show the high computational efficiency of the proposed scheme, which confirm our theoretical results. The basins of attraction of this optimal fourth-order family and existing fourth-order methods are presented and compared to illustrate some elements of the proposed family have equal or better stable behavior in many aspects. Furthermore, from the fractal graphics, with the increase of the value m of the series in iterative methods, the chaotic behaviors of the methods become more and more complex, which also reflected in some existing fourth-order methods.

ABSORBING BOUNDARY CONDITIONS IN BLOCK GAUSS–SEIDEL METHODS FOR CONVECTION PROBLEMS

1996 ◽  
Vol 06 (04) ◽  
pp. 481-502 ◽  
Author(s):  
FREDERIC NATAF
Keyword(s):  
Diffusion Equation ◽  
Boundary Conditions ◽  
Absorbing Boundary Conditions ◽  
Absorbing Boundary ◽  
Convection Diffusion ◽  
Radiation Boundary Conditions ◽  
Convection Diffusion Equation ◽  
Numerical Tests ◽  
Radiation Boundary ◽  
Theoretical Results

In the context of convection-diffusion equation, the use of absorbing boundary conditions (also called radiation boundary conditions) is considered in block Gauss–Seidel algorithms. Theoretical results and numerical tests show that the convergence is thus accelerated.

scholarly journals A New Class of Iterative Processes for Solving Nonlinear Systems by Using One Divided Differences Operator

Mathematics ◽  
2019 ◽  
Vol 7 (9) ◽  
pp. 776 ◽  
Author(s):  
Alicia Cordero ◽  
Cristina Jordán ◽  
Esther Sanabria ◽  
Juan R. Torregrosa
Keyword(s):  
Nonlinear Systems ◽  
Boundary Problem ◽  
Fourth Order ◽  
Difference Operator ◽  
Divided Difference ◽  
Order Convergence ◽  
New Class ◽  
Numerical Tests ◽  
New Family ◽  
Theoretical Results

In this manuscript, a new family of Jacobian-free iterative methods for solving nonlinear systems is presented. The fourth-order convergence for all the elements of the class is established, proving, in addition, that one element of this family has order five. The proposed methods have four steps and, in all of them, the same divided difference operator appears. Numerical problems, including systems of academic interest and the system resulting from the discretization of the boundary problem described by Fisher’s equation, are shown to compare the performance of the proposed schemes with other known ones. The numerical tests are in concordance with the theoretical results.

On the solution of the Fokker–Planck equation for a Feller process

1990 ◽  
Vol 22 (01) ◽  
pp. 101-110
Author(s):  
L. Sacerdote
Keyword(s):  
Diffusion Processes ◽  
Planck Equation ◽  
Hyperbolic Type ◽  
Diffusion Equations ◽  
Time Varying ◽  
Feller Process ◽  
Parameter Group ◽  
One Dimensional ◽  
Dimensional Diffusion ◽  
Type Boundary

Use of one-parameter group transformations is made to obtain the transition p.d.f. of a Feller process confined between the origin and a hyperbolic-type boundary. Such a procedure, previously used by Bluman and Cole (cf., for instance, [4]), although useful for dealing with one-dimensional diffusion processes restricted between time-varying boundaries, does not appear to have been sufficiently exploited to obtain solutions to the diffusion equations associated to continuous Markov processes.

FACTORIZATION OF THE CONVECTION-DIFFUSION OPERATOR AND THE SCHWARZ ALGORITHM

1995 ◽  
Vol 05 (01) ◽  
pp. 67-93 ◽  
Author(s):  
F. NATAF ◽  
F. ROGIER
Keyword(s):  
Boundary Conditions ◽  
Rate Of Convergence ◽  
Dirichlet Boundary ◽  
Dirichlet Boundary Conditions ◽  
Interface Conditions ◽  
Diffusion Operator ◽  
Convection Diffusion ◽  
Numerical Tests ◽  
Schwarz Algorithm ◽  
Theoretical Results

In the original Schwarz algorithm, Dirichlet boundary conditions are used as interface conditions. We consider the use of the operators arising from the factorization of the convection-diffusion operator as transmission conditions. The rate of convergence is then significantly higher. Theoretical results are proven and numerical tests are shown.

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