Solving Nonlinear Parabolic Equations by a Strongly Implicit Finite-Difference Scheme

We discuss the numerical solution of nonlinear parabolic partial differential equations, exhibiting finite speed of propagation, via a strongly implicit finite-difference scheme with formal truncation error $\mathcal{O}\left[(\Delta x)^2 + (\Delta t)^2 \right]$. Our application of interest is the spreading of viscous gravity currents in the study of which these type of differential equations arise. Viscous gravity currents are low Reynolds number (viscous forces dominate inertial forces) flow phenomena in which a dense, viscous fluid displaces a lighter (usually immiscible) fluid. The fluids may be confined by the sidewalls of a channel or propagate in an unconfined two-dimensional (or axisymmetric three-dimensional) geometry. Under the lubrication approximation, the mathematical description of the spreading of these fluids reduces to solving the so-called thin-film equation for the current's shape $h(x,t)$. To solve such nonlinear parabolic equations we propose a finite-difference scheme based on the Crank--Nicolson idea. We implement the scheme for problems involving a single spatial coordinate (i.e., two-dimensional, axisymmetric or spherically-symmetric three-dimensional currents) on an equispaced but staggered grid. We benchmark the scheme against analytical solutions and highlight its strong numerical stability by specifically considering the spreading of non-Newtonian power-law fluids in a variable-width confined channel-like geometry (a "Hele-Shaw cell") subject to a given mass conservation/balance constraint. We show that this constraint can be implemented by re-expressing it as nonlinear flux boundary conditions on the domain's endpoints. Then, we show numerically that the scheme achieves its full second-order accuracy in space and time. We also highlight through numerical simulations how the proposed scheme accurately respects the mass conservation/balance constraint.Comment: 36 pages, 9 figures, Springer book class; v2 includes improvements and corrections; to appear as a contribution in "Applied Wave Mathematics II

Positivity-preserving, energy stable numerical schemes for the Cahn-Hilliard equation with logarithmic potential

We present and analyze finite difference numerical schemes for the Allen Cahn/Cahn-Hilliard equation with a logarithmic Flory Huggins energy potential. Both the first order and second order accurate temporal algorithms are considered. In the first order scheme, we treat the nonlinear logarithmic terms and the surface diffusion term implicitly, and update the linear expansive term and the mobility explicitly. We provide a theoretical justification that, this numerical algorithm has a unique solution such that the positivity is always preserved for the logarithmic arguments. In particular, our analysis reveals a subtle fact: the singular nature of the logarithmic term around the values of $-1$ and 1 prevents the numerical solution reaching these singular values, so that the numerical scheme is always well-defined as long as the numerical solution stays similarly bounded at the previous time step. Furthermore, an unconditional energy stability of the numerical scheme is derived, without any restriction for the time step size. The unique solvability and the positivity-preserving property for the second order scheme are proved using similar ideas, in which the singular nature of the logarithmic term plays an essential role. For both the first and second order accurate schemes, we are able to derive an optimal rate convergence analysis, which gives the full order error estimate. The case with a non-constant mobility is analyzed as well. We also describe a practical and efficient multigrid solver for the proposed numerical schemes, and present some numerical results, which demonstrate the robustness of the numerical schemes