Stability and convergence analysis of a class of continuous piecewise polynomial approximations for time fractional differential equations

We propose and study a class of numerical schemes to approximate time fractional differential equations. The methods are based on the approximation of the Caputo fractional derivative by continuous piecewise polynomials, which is strongly related to the backward differentiation formulae for the integer-order case. We investigate their theoretical properties, such as the local truncation error and global error analyses with respect to a sufficiently smooth solution, and the numerical stability in terms of the stability region and $A(\frac{\pi}{2})$-stability by refining the technique proposed in \cite{LubichC:1986b}. Numerical experiments are given to verify the theoretical investigations.Comment: 34 pages, 3 figure

S-shaped bifurcations in a two-dimensional Hamiltonian system

We study the solutions to the following Dirichlet boundary problem: d 2x(t) dt2 + λ f(x(t)) = 0, where x ∈ R, t ∈ R, λ ∈ R+, with boundary conditions: x(0) = x(1) = A ∈ R. Especially we focus on varying the parameters λ and A in the case where the phase plane representation of the equation contains a saddle loop filled with a period annulus surrounding a center. We introduce the concept of mixed solutions which take on values above and below x = A, generalizing the concept of the well-studied positive solutions. This leads to a generalization of the so-called period function for a period annulus. We derive expansions of these functions and formulas for the derivatives of these generalized period functions. The main result is that under generic conditions on f(x) so-called S-shaped bifurcations of mixed solutions occur. As a consequence there exists an open interval for sufficiently small A for which λ can be found such that three solutions of the same mixed type exist. We show how these concepts relate to the simplest possible case f(x) = x(x + 1) where despite its simple form difficult open problems remain

A numerical study of two-phase flow with dynamic capillary pressure using an adaptive moving mesh method

Motivated by observations of saturation overshoot, this paper investigates numerical modeling of two-phase flow incorporating dynamic capillary pressure. The effects of the dynamic capillary coefficient, the infiltrating flux rate and the initial and boundary values are systematically studied using a travelling wave ansatz and efficient numerical methods. The travelling wave solutions may exhibit monotonic, non-monotonic or plateau-shaped behaviour. Special attention is paid to the non-monotonic profiles. The travelling wave results are confirmed by numerically solving the partial differential equation using an accurate adaptive moving mesh solver. Comparisons between the computed solutions using the Brooks-Corey model and the laboratory measurements of saturation overshoot verify the effectiveness of our approach

A numerical study of two-phase flow with dynamic capillary pressure using an adaptive moving mesh method

Motivated by observations of saturation overshoot, this paper investigates numerical modeling of two-phase flow incorporating dynamic capillary pressure. The effects of the dynamic capillary coefficient, the infiltrating flux rate and the initial and boundary values are systematically studied using a travelling wave ansatz and efficient numerical methods. The travelling wave solutions may exhibit monotonic, non-monotonic or plateau-shaped behaviour. Special attention is paid to the non-monotonic profiles. The travelling wave results are confirmed by numerically solving the partial differential equation using an accurate adaptive moving mesh solver. Comparisons between the computed solutions using the Brooks-Corey model and the laboratory measurements of saturation overshoot verify the effectiveness of our approach

A Moving Mesh Finite Difference Method for Non-Monotone Solutions of Non-Equilibrium Equations in Porous Media

An adaptive moving mesh finite difference method is presented to solve two types of equations with dynamic capillary pressure effect in porous media. One is the non-equilibrium Richards Equation and the other is the modified Buckley-Leverett equation. The governing equations are discretized with an adaptive moving mesh finite difference method in the space direction and an implicit-explicit method in the time direction. In order to obtain high quality meshes, an adaptive monitor function with directional control is applied to redistribute the mesh grid in every time step, then a diffusive mechanism is used to smooth the monitor function. The behaviors of the central difference flux, the standard local Lax-Friedrich flux and the local Lax-Friedrich flux with reconstruction are investigated by solving a 1D modified Buckley-Leverett equation. With the moving mesh technique, good mesh quality and high numerical accuracy are obtained. A collection of one-dimensional and two-dimensional numerical experiments is presented to demonstrate the accuracy and effectiveness of the proposed method

A Numerical Study of Two-Phase Flow Models with Dynamic Capillary Pressure and Hysteresis

Saturation overshoot and pressure overshoot are studied by incorporating dynamic capillary pressure, capillary pressure hysteresis and hysteretic dynamic coefficient with a traditional fractional flow equation in one-dimensional space. Using the method of lines, the discretizations are constructed by applying the Castillo–Grone’s mimetic operators in the space direction and a semi-implicit integrator in the time direction. Convergence tests and conservation properties of the schemes are presented. Computed profiles capture both the saturation overshoot and pressure overshoot phenomena. Comparisons between numerical results and experiments illustrate the effectiveness and different features of the models

A numerical study of the higher-dimensional Gelfand-Bratu model

In this article, a higher dimensional nonlinear boundary-value problem, viz., Gelfand-Bratu (GB) problem, is solved numerically. For the three-dimensional case, we present an accurate and efficient nonlinear multigrid (MG) approach and investigate multiplicities depending on the bifurcation parameter λ. We adopt a nonlinear MG approach Full approximation scheme (FAS) extended with a Krylov method as a smoother to handle the computational difficulties for obtaining the upper branches of the solutions. Further, we examine the numerical bifurcation behaviour of the GB problem in 3D and identify the existence of two new bifurcation points. Experiments illustrate the convergence of the numerical solutions and demonstrate the effectiveness of the proposed numerical strategy for all parameter values λ∈(0,λc]. For higher dimensions, we transform the GB problem, using n-dimensional spherical coordinates, to a nonlinear ordinary differential equation (ODE). The numerical solutions of this nonlinear ODE are computed by a shooting method for a range of values of the dimension parameter n. Numerical experiments show the existence of several types of solutions for different values of n and λ. These results confirm the bifurcation behaviour of the higher dimensional GB problem as predicted from theoretical results in literature

Nonstandard finite differences for a truncated Bratu–Picard model

In this paper, we consider theoretical and numerical properties of a nonlinear boundary-value problem which is strongly related to the well-known Gelfand–Bratu model with parameter λ. When approximating the nonlinear term in the model via a Taylor expansion, we are able to find new types of solutions and multiplicities, depending on the final index N in the expansion. The number of solutions may vary from 0, 1, 2 to ∞. In the latter case of infinitely many solutions, we find both periodic and semi-periodic solutions. Numerical experiments using a non-standard finite-difference (NSFD) approximation illustrate all these aspects. We also show the difference in accuracy for different denominator functions in NSFD when applied to this model. A full classification is given of all possible cases depending on the parameters N and λ

Nonstandard finite differences for a truncated Bratu–Picard model

In this paper, we consider theoretical and numerical properties of a nonlinear boundary-value problem which is strongly related to the well-known Gelfand–Bratu model with parameter λ. When approximating the nonlinear term in the model via a Taylor expansion, we are able to find new types of solutions and multiplicities, depending on the final index N in the expansion. The number of solutions may vary from 0, 1, 2 to ∞. In the latter case of infinitely many solutions, we find both periodic and semi-periodic solutions. Numerical experiments using a non-standard finite-difference (NSFD) approximation illustrate all these aspects. We also show the difference in accuracy for different denominator functions in NSFD when applied to this model. A full classification is given of all possible cases depending on the parameters N and λ