5,803 research outputs found
Multilevel Monte Carlo for Random Degenerate Scalar Convection Diffusion Equation
We consider the numerical solution of scalar, nonlinear degenerate
convection-diffusion problems with random diffusion coefficient and with random
flux functions. Building on recent results on the existence, uniqueness and
continuous dependence of weak solutions on data in the deterministic case, we
develop a definition of random entropy solution. We establish existence,
uniqueness, measurability and integrability results for these random entropy
solutions, generalizing \cite{Mishr478,MishSch10a} to possibly degenerate
hyperbolic-parabolic problems with random data. We next address the numerical
approximation of random entropy solutions, specifically the approximation of
the deterministic first and second order statistics. To this end, we consider
explicit and implicit time discretization and Finite Difference methods in
space, and single as well as Multi-Level Monte-Carlo methods to sample the
statistics. We establish convergence rate estimates with respect to the
discretization parameters, as well as with respect to the overall work,
indicating substantial gains in efficiency are afforded under realistic
regularity assumptions by the use of the Multi-Level Monte-Carlo method.
Numerical experiments are presented which confirm the theoretical convergence
estimates.Comment: 24 Page
Numerical analysis of a nonlinear free-energy diminishing Discrete Duality Finite Volume scheme for convection diffusion equations
We propose a nonlinear Discrete Duality Finite Volume scheme to approximate
the solutions of drift diffusion equations. The scheme is built to preserve at
the discrete level even on severely distorted meshes the energy / energy
dissipation relation. This relation is of paramount importance to capture the
long-time behavior of the problem in an accurate way. To enforce it, the linear
convection diffusion equation is rewritten in a nonlinear form before being
discretized. We establish the existence of positive solutions to the scheme.
Based on compactness arguments, the convergence of the approximate solution
towards a weak solution is established. Finally, we provide numerical evidences
of the good behavior of the scheme when the discretization parameters tend to 0
and when time goes to infinity
Unified convergence analysis of numerical schemes for a miscible displacement problem
This article performs a unified convergence analysis of a variety of
numerical methods for a model of the miscible displacement of one
incompressible fluid by another through a porous medium. The unified analysis
is enabled through the framework of the gradient discretisation method for
diffusion operators on generic grids. We use it to establish a novel
convergence result in of the approximate
concentration using minimal regularity assumptions on the solution to the
continuous problem. The convection term in the concentration equation is
discretised using a centred scheme. We present a variety of numerical tests
from the literature, as well as a novel analytical test case. The performance
of two schemes are compared on these tests; both are poor in the case of
variable viscosity, small diffusion and medium to small time steps. We show
that upstreaming is not a good option to recover stable and accurate solutions,
and we propose a correction to recover stable and accurate schemes for all time
steps and all ranges of diffusion
A bounded upwinding scheme for computing convection-dominated transport problems
A practical high resolution upwind differencing scheme for the numerical solution of convection-dominated transport problems is presented. The scheme is based on TVD and CBC stability criteria and is implemented in the context of the finite difference methodology. The performance of the scheme is investigated by solving the 1D/2D scalar advection equations, 1D inviscid Burgers’ equation, 1D scalar convection–diffusion equation, 1D/2D compressible Euler’s equations, and 2D incompressible Navier–Stokes equations. The numerical results displayed good agreement with other existing numerical and experimental data
Entropy Solution Theory for Fractional Degenerate Convection-Diffusion Equations
We study a class of degenerate convection diffusion equations with a
fractional nonlinear diffusion term. These equations are natural
generalizations of anomalous diffusion equations, fractional conservations
laws, local convection diffusion equations, and some fractional Porous medium
equations. In this paper we define weak entropy solutions for this class of
equations and prove well-posedness under weak regularity assumptions on the
solutions, e.g. uniqueness is obtained in the class of bounded integrable
functions. Then we introduce a monotone conservative numerical scheme and prove
convergence toward an Entropy solution in the class of bounded integrable
functions of bounded variation. We then extend the well-posedness results to
non-local terms based on general L\'evy type operators, and establish some
connections to fully non-linear HJB equations. Finally, we present some
numerical experiments to give the reader an idea about the qualitative behavior
of solutions of these equations
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