Numerical solution of fast diffusion or slow diffusion equations

Numerical Solution of Advection-Diffusion-Reaction Equations

Numerical solution of a fast diffusion equation

In this paper, the authors consider the first boundary value problem for the nonlinear reaction diffusion equation: ut −∆um = αup1 in Ω, a smooth bounded domain in Rd(d ≥ 1) with the zero lateral boundary condition and with a positive initial condition, m ∈ ]0, 1[ (fast diffusion problem), α ≥ 0 and p1 ≥ m. Sufficient conditions on the initial data are obtained for the solution to vanish or bec...

Numerical solution of Convection-Diffusion equations with memory term based on sinc method

‎In this paper‎, ‎we study the numerical solution of Convection-Diffusion equation with a memory term subject to initial boundary value conditions‎. ‎Finite difference method in combination with product trapezoidal integration rule is used to discretize the equation in time and sinc collocation method is employed in space‎. ‎The accuracy and error analysis of the method are discussed‎. ‎Numeric...

Numerical Solution of Stochastic Differential Equations with Constant Diffusion Coefficients

We present Runge-Kutta methods of high accuracy for stochastic differential equations with constant diffusion coefficients. We analyze L2 convergence of these methods and present convergence proofs. For scalar equations a second-order method is derived, and for systems a method of order one-and-one-half is derived. We further consider a variance reduction technique based on Hermite expansions f...

Numerical solution of quasilinear kinetic diffusion equations in toroidal plasmas

One of the main challenges for the realization of a working fusion power plant is an increased detailed understanding of kinetic phenomena in toroidal plasmas. The tokamak is a toroidal, magnetically confined plasma device and is currently the main line towards a power plant. The spatial and temporal scales in a tokamak plasma are extreme and the only tractable path for quantitative studies is ...