219 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
On the convergence rate of finite difference methods for degenerate convection-diffusion equations in several space dimensions
We analyze upwind difference methods for strongly degenerate
convection-diffusion equations in several spatial dimensions. We prove that the
local -error between the exact and numerical solutions is
, where is the spatial dimension and
is the grid size. The error estimate is robust with respect to
vanishing diffusion effects. The proof makes effective use of specific kinetic
formulations of the difference method and the convection-diffusion equation
The discontinuous Galerkin method for fractional degenerate convection-diffusion equations
We propose and study discontinuous Galerkin methods for strongly degenerate
convection-diffusion equations perturbed by a fractional diffusion (L\'evy)
operator. We prove various stability estimates along with convergence results
toward properly defined (entropy) solutions of linear and nonlinear equations.
Finally, the qualitative behavior of solutions of such equations are
illustrated through numerical experiments
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
Continuous dependence estimates for nonlinear fractional convection-diffusion equations
We develop a general framework for finding error estimates for
convection-diffusion equations with nonlocal, nonlinear, and possibly
degenerate diffusion terms. The equations are nonlocal because they involve
fractional diffusion operators that are generators of pure jump Levy processes
(e.g. the fractional Laplacian). As an application, we derive continuous
dependence estimates on the nonlinearities and on the Levy measure of the
diffusion term. Estimates of the rates of convergence for general nonlinear
nonlocal vanishing viscosity approximations of scalar conservation laws then
follow as a corollary. Our results both cover, and extend to new equations, a
large part of the known error estimates in the literature.Comment: In this version we have corrected Example 3.4 explaining the link
with the results in [51,59
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