In this paper, parameter-uniform numerical methods for a class of singularly perturbed parabolic partial differential equations with two small parameters on a rectangular domain are studied. Parameter-explicit theoretical bounds on the derivatives of the solutions are derived. The solution is decomposed into a sum of regular and singular components. A numerical algorithm based on an upwind fini...

Abstract. A semidiscrete finite volume element (FVE) approximation to a parabolic integrodifferential equation (PIDE) is analyzed in a two-dimensional convex polygonal domain. An optimalorder L2-error estimate for smooth initial data and nearly the same optimal-order L2-error estimate for nonsmooth initial data are obtained. More precisely, for homogeneous equations, an elementary energy techni...

We examine a cell-vertex finite volume method which is applied to a model parabolic convection-diffusion problem. By using techniques from finite element analysis, local errors away from all layers are obtained in a seminorm that is related to, but weaker than, the L2 norm.

In this paper, we present an overview of the progress of the finite volume element (FVE) methods. We show that the linear FVE methods are quite mature due to their close relationship to the linear finite element methods, while development of higher order finite volume methods remains a difficult and promising research front. Theoretical analysis, as well as the algorithms and applications of th...

We study spatially semidiscrete and fully discrete finite volume element methods for the homogeneous heat equation with homogeneous Dirichlet boundary conditions and derive error estimates for smooth and nonsmooth initial data. We show that the results of our earlier work [Math. Comp. 81 (2012), 1–20] for the lumped mass method carry over to the present situation. In particular, in order for er...

Practical engineering problems in heat transfer and fluid flow involve one or more governing equations, together with some boundary conditions over a domain. The domain is often complex and non-uniform. The ability to use a mesh of finite elements to accurately discretise domain of any size and shape makes the finite element method a powerful tool to numerically analyse problems in these areas....

Using classical finite difference schemes often generates numerical drawbacks such as spurious oscillations in the solution of the famous Black–Scholes partial differential equation. We analyze the fully implicit scheme, frequently used numerical method in Finance, that in the presence of discontinuous payoff and low volatility arises spurious oscillations. We propose a modification of this sch...

The Perona–Malik nonlinear parabolic problem, which is widely used in image processing, is investigated in this paper from the numerical point of view. An explicit finite volume numerical scheme for this problem is presented and consistency property is proved.

The occurrence of unphysical negative concentrations in solutions to diffusion equations is a well known and severe problem. Especially in three dimensions finite element discretizations give qualitatively very poor results, while finite volume discretizations are much more stable. We investigate the cause of these instabilities and trace them back to constraints on the mesh. It turns out that ...

A general framework for weak residual error estimators applying to various types of boundary value problems in connection with finite element and finite volume approximations is developed. Basic ideas commonly shared by various applications in error estimation and adaptive computation are presented and illustrated. Some numerical results are given to show the effectiveness and efficiency of the...