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An operator splitting method for nonlinear convection-diffusion equations.pdf

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An operator splitting method for nonlinear convection-diffusion equations

AN OPERATOR SPLITTING METHOD FORNONLINEAR CONVECTION-DIFFUSION EQUATIONSKenneth Hvistendahl Karlsen, Nils Henrik RisebroAbstract. We present a semi-discrete method for constructing approximate solutions to the initial value problemfor the m-dimensional convection-diusion equation ut +r f(u) = u. The method is based on the use of operatorsplitting to isolate the convection part and the diusion part of the equation. In the casem 1, dimensional splittingis used to reduce the m-dimensional convection problem to a series of one-dimensional problems. We show that themethod produces a compact sequence of approximate solutions which converges to the exact solution. Finally, a fullydiscrete method is analyzed, and demonstrated in the case of one and two space dimensions.1. Introduction. In this paper we present an operator splitting method for the scalar convection-diusionequation(1.1) ut + mXi=1 fi(u)xi = mXi=1 uxixi ; u (x1; : : : ; xm; 0) = u0 (x1; : : : ; xm) :For brevity of notation, we shall write this equation asut +r f (u) = u; u(x; 0) = u0(x);where x = (x1; : : : ; xm), f (u) = (f1 (u) ; : : : ; fm (u)), r = (@=@x1; : : : ; @=@xm), and =Pmi=1 @2=@x2i .Equations such as (1.1) arise in a variety of applications, ranging from models of turbulence [1], via trac ow [17], to two phase ow in porous media [19]. Equation (1.1) can also be viewed as a model problem for asystem of convection-diusion equations, such as three phase ow in porous media [23], or the Navier-Stokesequations.Of particular importance is the case where convection dominates diusion, i.e., is small compared with otherscales in (1:1). This is often the case in models of two phase ow in oil reservoirs. Accurate numerical simulationof such models is consequently often complicated by both unphysical oscillations and numerical diusion. Theoperator splitting approach presented here is especially well suited to the case where 1.The quasi-linear parabolic equation (1.1) was rst properly an