Monotone iterative technique for weakly coupled system of finite difference equations of time degenerate parabolic problems
نویسندگان
چکیده
منابع مشابه
Monotone Difference Schemes for Weakly Coupled Elliptic and Parabolic Systems
The present paper is devoted to the development of the theory of monotone difference schemes, approximating the so-called weakly coupled system of linear elliptic and quasilinear parabolic equations. Similarly to the scalar case, the canonical form of the vector-difference schemes is introduced and the definition of its monotonicity is given. This definition is closely associated with the prope...
متن کاملDifference Schemes for Degenerate Parabolic Equations
Diagonal dominant implicit-difference schemes approximating a porous media type class of multidimensional nonlinear equations are shown to generate semigroups in an approximate l) -space, and the rate of convergence to the semigroup solution in Ll is given. The numerical schemes proposed by Berger et al. in [4] are described and a proof of convergence for the fully discrete algorithms is outlin...
متن کاملOn Uniqueness and Existence of Entropy Solutions of Weakly Coupled Systems of Nonlinear Degenerate Parabolic Equations
We prove existence and uniqueness of entropy solutions for the Cauchy problem of weakly coupled systems of nonlinear degenerate parabolic equations. We prove existence of an entropy solution by demonstrating that the Engquist-Osher finite difference scheme is convergent and that any limit function satisfies the entropy condition. The convergence proof is based on deriving a series of a priori e...
متن کاملHigh Order Finite Difference WENO Schemes for Nonlinear Degenerate Parabolic Equations
High order accurate weighted essentially non-oscillatory (WENO) schemes are usually designed to solve hyperbolic conservation laws or to discretize the first derivative convection terms in convection dominated partial differential equations. In this paper we discuss a high order WENO finite difference discretization for nonlinear degenerate parabolic equations which may contain discontinuous so...
متن کاملAPPROXIMATION OF STOCHASTIC PARABOLIC DIFFERENTIAL EQUATIONS WITH TWO DIFFERENT FINITE DIFFERENCE SCHEMES
We focus on the use of two stable and accurate explicit finite difference schemes in order to approximate the solution of stochastic partial differential equations of It¨o type, in particular, parabolic equations. The main properties of these deterministic difference methods, i.e., convergence, consistency, and stability, are separately developed for the stochastic cases.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Malaya Journal of Matematik
سال: 2019
ISSN: 2319-3786,2321-5666
DOI: 10.26637/mjm0702/0007