Preprint 2001-022

Convergence of An Upwind Difference Scheme for Degenerate Parabolic Convection-Diffusion Equations with A Discontinuous Coefficient

Kenneth H. Karlsen, Nils H. Risebro, and John D. Towers


Abstract: We establish convergence of an upwind difference scheme (of Engquist-Osher type) for nonlinear degenerate parabolic convection-diffusion equations where the nonlinear convective flux function has a discontinuous coefficient $\gamma(x)$ and the diffusion function $A(u)$ is allowed to be strongly degenerate (the pure hyperbolic case is included in our setup). The main problem is obtaining a uniform bound on the total variation of the difference approximation $u^\D$, which is a manifestation of resonance. To circumvent this analytical problem, we construct a singular mapping $\Psi(\gamma,\cdot)$ such that the total variation of the transformed variable $z^\D=\Psi(\gamma^\D,u^\D)$ can be bounded uniformly in $\D$. This establishes strong $L^1$ compactness of $z^\D$ and, since $\Psi(\gamma,\cdot)$ is invertible, also $u^\D$. Our singular mapping is novel in that it incorporates a contribution from the diffusion function $A(u)$. We then show that the limit of a converging sequence of difference approximations is a weak solution as well as satisfying a Kru\v{z}kov-type entropy inequality. We prove that the diffusion function $A(u)$ is H\"older continuous, implying that the constructed weak solution $u$ is continuous in those regions where the diffusion is nondegenerate. Finally, some numerical experiments are presented and discussed.


Paper:
Available as PDF (355 Kbytes) or gzipped PDF (216 Kbytes; uncompress using gunzip).
Author(s):
Kenneth H. Karlsen , <kennethk@mi.uib.no>
Nils H. Risebro, <nilshr@math.uio.no>
John D. Towers, <jtowers@cts.com>
Publishing information:
UCLA Computational and Applied Mathematics Report
Comments:
Submitted by:
<kennethk@mi.uib.no> July 4 2001.


[ 1996 | 1997 | 1998 | 1999 | 2000 | 2001 | All Preprints | Preprint Server Homepage ]
© The copyright for the following documents lies with the authors. Copies of these documents made by electronic or mechanical means including information storage and retrieval systems, may only be employed for personal use.

Conservation Laws Preprint Server <conservation@math.ntnu.no>
Last modified: Wed Jul 4 22:21:28 MET DST 2001