A finite difference scheme for nonlinear ultra-parabolic equations

A Two-Grid Finite Difference Scheme for Nonlinear Parabolic Equations

We present a two level nite di erence scheme for the approximation of nonlinear parabolic equations. Discrete inner products and the lowest order Raviart-Thomas approximating space are used in the expanded mixed method in order to develop the nite di erence scheme. Analysis of the scheme is given assuming an implicit time discretization. In this two level scheme, the full nonlinear problem is s...

A finite volume scheme for nonlinear degenerate parabolic equations

We propose a second order finite volume scheme for nonlinear degenerate parabolic equations. For some of these models (porous media equation, drift-diffusion system for semiconductors, ...) it has been proved that the transient solution converges to a steady-state when time goes to infinity. The present scheme preserves steady-states and provides a satisfying long-time behavior. Moreover, it re...

A numerical scheme for solving nonlinear backward parabolic problems

‎In this paper a nonlinear backward parabolic problem in one‎ ‎dimensional space is considered‎. ‎Using a suitable iterative‎ ‎algorithm‎, ‎the problem is converted to a linear backward parabolic‎ ‎problem‎. ‎For the corresponding problem‎, ‎the backward finite‎ ‎differences method with suitable grid size is applied‎. ‎It is shown‎ ‎that if the coefficients satisfy some special conditions‎, ‎th...

WELL- POSEDNESS OF THE ROTHE DIFFERENCE SCHEME FOR REVERSE PARABOLIC EQUATIONS

Approximation of stochastic advection diffusion equations with finite difference scheme

In this paper, a high-order and conditionally stable stochastic difference scheme is proposed for the numerical solution of $rm Ithat{o}$ stochastic advection diffusion equation with one dimensional white noise process. We applied a finite difference approximation of fourth-order for discretizing space spatial derivative of this equation. The main properties of deterministic difference schemes,...