Uniform convergent monotone iterates for semilinear singularly perturbed parabolic problems

AbstractThis paper deals with discrete monotone iterative methods for solving semilinear singularly perturbed parabolic problems. Monotone sequences, based on the accelerated monotone iterative method, are constructed for a nonlinear difference scheme which approximates the semilinear parabolic problem. This monotone convergence leads to the existence-uniqueness theorem. An analysis of uniform convergence of the monotone iterative method to the solutions of the nonlinear difference scheme and continuous problem is given. Numerical experiments are presented

The cutoff method for the numerical computation of nonnegative solutions of parabolic PDEs with application to anisotropic diffusion and lubrication-type equations

The cutoff method, which cuts off the values of a function less than a given number, is studied for the numerical computation of nonnegative solutions of parabolic partial differential equations. A convergence analysis is given for a broad class of finite difference methods combined with cutoff for linear parabolic equations. Two applications are investigated, linear anisotropic diffusion problems satisfying the setting of the convergence analysis and nonlinear lubrication-type equations for which it is unclear if the convergence analysis applies. The numerical results are shown to be consistent with the theory and in good agreement with existing results in the literature. The convergence analysis and applications demonstrate that the cutoff method is an effective tool for use in the computation of nonnegative solutions. Cutoff can also be used with other discretization methods such as collocation, finite volume, finite element, and spectral methods and for the computation of positive solutions.Comment: 19 pages, 41 figure

Nonlinear Preconditioning: How to use a Nonlinear Schwarz Method to Precondition Newton's Method

For linear problems, domain decomposition methods can be used directly as iterative solvers, but also as preconditioners for Krylov methods. In practice, Krylov acceleration is almost always used, since the Krylov method finds a much better residual polynomial than the stationary iteration, and thus converges much faster. We show in this paper that also for non-linear problems, domain decomposition methods can either be used directly as iterative solvers, or one can use them as preconditioners for Newton's method. For the concrete case of the parallel Schwarz method, we show that we obtain a preconditioner we call RASPEN (Restricted Additive Schwarz Preconditioned Exact Newton) which is similar to ASPIN (Additive Schwarz Preconditioned Inexact Newton), but with all components directly defined by the iterative method. This has the advantage that RASPEN already converges when used as an iterative solver, in contrast to ASPIN, and we thus get a substantially better preconditioner for Newton's method. The iterative construction also allows us to naturally define a coarse correction using the multigrid full approximation scheme, which leads to a convergent two level non-linear iterative domain decomposition method and a two level RASPEN non-linear preconditioner. We illustrate our findings with numerical results on the Forchheimer equation and a non-linear diffusion problem

Discrete monotone method for space-fractional nonlinear reaction–diffusion equations

A discrete monotone iterative method is reported here to solve a space-fractional nonlinear diffusion–reaction equation. More precisely, we propose a Crank–Nicolson discretization of a reaction–diffusion system with fractional spatial derivative of the Riesz type. The finite-difference scheme is based on the use of fractional-order centered differences, and it is solved using a monotone iterative technique. The existence and uniqueness of solutions of the numerical model are analyzed using this approach, along with the technique of upper and lower solutions. This methodology is employed also to prove the main numerical properties of the technique, namely, the consistency, stability, and convergence. As an application, the particular case of the space-fractional Fisher’s equation is theoretically analyzed in full detail. In that case, the monotone iterative method guarantees the preservation of the positivity and the boundedness of the numerical approximations. Various numerical examples are provided to illustrate the validity of the numerical approximations. More precisely, we provide an extensive series of comparisons against other numerical methods available in the literature, we show detailed numerical analyses of convergence in time and in space against fractional and integer-order models, and we provide studies on the robustness and the numerical performance of the discrete monotone method. © 2019, The Author(s).Russian Foundation for Basic Research, RFBR: 19-01-00019Consejo Nacional de Ciencia y Tecnología, CONACYT: A1-S-45928The first author would like to acknowledge the financial support of the National Council for Science and Technology of Mexico (CONACYT). The second (and corresponding) author acknowledges financial support from CONACYT through grant A1-S-45928. ASH is financed by RFBR Grant 19-01-00019

Monotone traveling wavefronts of the KPP-Fisher delayed equation

In the early 2000's, Gourley (2000), Wu et al. (2001), Ashwin et al. (2002) initiated the study of the positive wavefronts in the delayed Kolmogorov-Petrovskii-Piskunov-Fisher equation. Since then, this model has become one of the most popular objects in the studies of traveling waves for the monostable delayed reaction-diffusion equations. In this paper, we give a complete solution to the problem of existence and uniqueness of monotone waves in the KPP-Fisher equation. We show that each monotone traveling wave can be found via an iteration procedure. The proposed approach is based on the use of special monotone integral operators (which are different from the usual Wu-Zou operator) and appropriate upper and lower solutions associated to them. The analysis of the asymptotic expansions of the eventual traveling fronts at infinity is another key ingredient of our approach.Comment: 25 pages, 2 figures, submitte