Numerical Methods for Partial Differential Equations

In this paper, an explicit boundary-type numerical procedure, including a constraint-type fictitious time integration method (FTIM) and a two-point boundary solution of the Lie-group shooting method (LGSM), is constructed to tackle nonlinear nonhomogeneous backward heat conduction problems (BHCPs). Conventional methods cannot effectively overcome numerical instability to solve inverse problems that lack initial conditions and take a long time to calculate, even using different variable transformations and regularization techniques. Therefore, an explicit-type numerical procedure is developed from the FTIM and the LGSM to avoid numerical instability and numerical iterations. First, a two-point boundary solution of the LGSM is introduced into the numerical algorithm. Then, the maximum and minimum values of the initial guess value can be determined linearly from the boundary conditions at the initial and final times. Finally, an explicit-type boundary-type numerical procedure, including a boundary value solution and constraint-type FTIM, can directly avoid the numerical iterative problems of BHCPs. Several nonlinear examples are tested. Based on the numerical results shown, this boundary-type numerical procedure using a two-point solution can directly obtain an approximated solution and can achieve stable convergence to boundary conditions, even if numerical iterations occur. Furthermore, the numerical efficiency and accuracy are better than in the previous literature, even with an increased computational time span without the regularization technique. Full article

A novel dimension splitting method is proposed for the efficient numerical simulation of a biochemotaxis model, which is a coupled system of chemotaxis–fluid equations and incompressible Navier–Stokes equations. A second-order pressure correction method is employed to decouple the velocity and pressure for the Navier–Stokes equations. Then, the alternating direction implicit scheme is used to solve the velocity equation, and the operator with dimension splitting effect is used instead of the traditional elliptic operator to solve the pressure equation. For the chemotactic equation, the operator splitting method and extrapolation technique are used to solve oxygen and cell density to achieve second-order time accuracy. The proposed dimension splitting method splits the two-dimensional problem into a one-dimensional problem by splitting the spatial derivative, which reduces the computation and storage costs. Finally, through interesting experiments, we show the evolution of the cell plume shape during the descent process. The effect of changing specific parameters on the velocity and plume shape during the descent process is also studied. Full article

Physics-informed neural networks (PINNs) have been widely used to solve partial differential equations in recent years. But studies have shown that there is a gradient pathology in PINNs. That is, there is an imbalance gradient problem in each regularization term during back-propagation, which makes it difficult for neural network models to accurately approximate partial differential equations. Based on the depth-weighted residual neural network and neural attention mechanism, we propose a new mixed-weighted residual block in which the weighted coefficients are chosen autonomously by the optimization algorithm, and one of the transformer networks is replaced by a skip connection. Finally, we test our algorithms with some partial differential equations, such as the non-homogeneous Klein–Gordon equation, the (1+1) advection–diffusion equation, and the Helmholtz equation. Experimental results show that the proposed algorithm significantly improves the numerical accuracy. Full article

In this paper, we study the stability of the stochastic parabolic differential equation with dependent coefficients. We consider the stability of an abstract Cauchy problem for the solution of certain stochastic parabolic differential equations in a Hilbert space. For the solution of the initial-boundary value problems (IBVPs), we obtain the stability estimates for stochastic parabolic equations with dependent coefficients in specific applications. Full article

This paper proposes a higher-order blended compact difference (BCD) scheme on nonuniform grids for solving the three-dimensional (3D) convection–diffusion equation with variable coefficients. The BCD scheme has fifth- to sixth-order accuracy and considers the first and second derivatives of the unknown function as unknowns as well. Unlike other schemes that require grid transformation, the BCD scheme does not require any grid transformation and is simple and flexible in grid subdivisions. Concurrently, the corresponding high-order boundary schemes of the first and second derivatives have also been constructed. We tested the BCD scheme on three problems that involve convection-dominated and boundary-layer features. The numerical results show that the BCD scheme has good adaptability and high resolution on nonuniform grids. It outperforms the BCD scheme on uniform grids and the high-order compact scheme on nonuniform grids in the literature in terms of accuracy and resolution. Full article

In this paper, a thermomechanical problem involving a viscoelastic Timoshenko beam is analyzed from a numerical point of view. The so-called thermodiffusion effects are also included in the model. The problem is written as a linear system composed of two second-order-in-time partial differential equations for the transverse displacement and the rotational movement, and two first-order-in-time partial differential equations for the temperature and the chemical potential. The corresponding variational formulation leads to a coupled system of first-order linear variational equations written in terms of the transverse velocity, the rotation speed, the temperature and the chemical potential. The existence and uniqueness of solutions, as well as the energy decay property, are stated. Then, we focus on the numerical approximation of this weak problem by using the implicit Euler scheme to discretize the time derivatives and the classical finite element method to approximate the spatial variable. A discrete stability property and some a priori error estimates are shown, from which we can conclude the linear convergence of the approximations under suitable additional regularity conditions. Finally, some numerical simulations are performed to demonstrate the accuracy of the scheme, the behavior of the discrete energy decay and the dependence of the solution with respect to some parameters. Full article

Reflected partial differential equations (PDEs) have important applications in financial mathematics, stochastic control, physics, and engineering. This paper aims to present a numerical method for solving high-dimensional reflected PDEs. In fact, overcoming the “dimensional curse” and approximating the reflection term are challenges. Some numerical algorithms based on neural networks developed recently fail in solving high-dimensional reflected PDEs. To solve these problems, firstly, the reflected PDEs are transformed into reflected backward stochastic differential equations (BSDEs) using the reflected Feyman–Kac formula. Secondly, the reflection term of the reflected BSDEs is approximated using the penalization method. Next, the BSDEs are discretized using a strategy that combines Euler and Crank–Nicolson schemes. Finally, a deep neural network model is employed to simulate the solution of the BSDEs. The effectiveness of the proposed method is tested by two numerical experiments, and the model shows high stability and accuracy in solving reflected PDEs of up to 100 dimensions. Full article

Heat transfer and fluid dynamics modeling in porous media is a widely explored topic in physics and applied mathematics, and it involves advanced numerical methods to address its non-linear nature. One interesting application has been the urban-heat-island (UHI) numerical simulation. The UHI is a negative consequence of the increasing urbanization in cities, which is defined as the presence of warm temperatures inside the urban canopy in contrast to the colder surroundings. Furthermore, an interesting phenomena occurs within a UHI context when the city transitions from a heat island to a cold island, matching the increases and decreases of solar radiation over the span of a day, as well as the decrease in the UHI intensity as a result of wind action. The numerical study in this paper had, as its main goal, to reproduce this phenomenon. Therefore, the key elements proposed in this work were the following: A 2D horizontal urban–rural domain that had a variable porosity with a Gaussian distribution centered in the city center. A non-stationary Darcy–Forchheimer–Brinkman model to simulate the flow in porous media, combined with an air–soil heat transport model linked by a balancing equation for the surface energy that includes the evapotranspiration of plants. In regards to the numerical resolution of the model, a classical numerical methodology based on the finite elements of Lagrange P₁ type combined with explicit and implicit time-marching schemes have been effective for high-quality numerical simulations. Several numerical tests were performed on a domain inspired by the metropolitan region of Guadalajara (Mexico), in which not only the temperature inversion was reproduced but also the simulation of the UHI transition by strong wind gusts. Full article

The current research study is focusing on the investigation of the physical effects of thermal radiation on heat and mass transfer of a nanofluid located around a sphere. The configuration is investigated by solving the partial differential equations governing the phenomenon. By using suitable non-dimensional variables, the governing set of partial differential equations is transformed into a dimensionless form. For numerical simulation, the attained set of dimensionless partial differential equations is discretized by using the finite difference method. The effects of the governing parameters, such as the Brownian motion parameter, the thermophoresis parameter, the radiation parameter, the Prandtl number, and the Schmidt number on the velocity field, temperature distribution, and mass concentration, are presented graphically. Moreover, the impacts of these physical parameters on the skin friction coefficient, the Nusselt number, and the Sherwood number are displayed in the form of tables. Numerical outcomes reflect that the effects of the radiation parameter, thermophoresis parameter, and the Brownian motion parameter intensify the profiles of velocity, temperature, and concentration at different circumferential positions on the sphere. Full article

In this paper, we propose a finite volume element method of primal-dual type to solve the ill-posed elliptic problem, that is, the elliptic problem with lacking or overlapping boundary value condition. We first establish the primal-dual finite volume element scheme by introducing the Lagrange multiplier $\lambda$ and prove the well-posedness of the discrete scheme. Then, the error estimations of the finite volume solution are derived under some proper norms including the $H^1$-norm. Numerical experiments are provided to verify the effectiveness of the proposed finite volume element method at last. Full article

We herein mainly employ a proper orthogonal decomposition (POD) to study the reduced dimension of unknown solution coefficient vectors in the Crank–Nicolson finite element (FE) (CNFE) method for the symmetric tempered fractional diffusion equation so that we can build the reduced-dimension recursive CNFE (RDRCNFE) method. In this case, the RDRCNFE method keeps the same basic functions and accuracy as the CNFE method. Especially, we adopt the matrix analysis to discuss the stability and convergence of RDRCNFE solutions, resulting in the very laconic theoretical analysis. We also use some numerical simulations to confirm the correctness of theoretical results. Full article

In this paper, we consider a fully discrete modular grad-div stabilization algorithm for time-dependent thermally coupled magnetohydrodynamic (MHD) equations. The main idea of the proposed algorithm is to add an extra minimally intrusive module to penalize the divergence errors of velocity and improve the computational efficiency for increasing values of the Reynolds number and grad-div stabilization parameters. In addition, we provide the unconditional stability and optimal convergence analysis of this algorithm. Finally, several numerical experiments are performed and further indicated these advantages over the algorithm without grad-div stabilization. Full article