Front tracking and operator splitting for nonlinear degenerate convection{diusion equations.pdf

Front tracking and operator splitting for nonlinear degenerate convection{diusion equations.pdf

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Front tracking and operator splitting for nonlinear degenerate convection{diusion equations

FRONT TRACKING AND OPERATOR SPLITTING FOR NONLINEARDEGENERATE CONVECTION{DIFFUSION EQUATIONSS. EVJE, K. HVISTENDAHL KARLSEN, K.{A. LIE, AND N. H. RISEBROAbstract. We describe two variants of an operator splitting strategy for nonlinear,possibly strongly degenerate, convection{di usion equations. The strategy is based onsplitting the equations into a hyperbolic conservation law for convection and a possiblydegenerate parabolic equation for di usion. The conservation law is solved by a fronttracking method while the di usion equation is here solved by a nite di erence scheme.The numerical methods are unconditionally stable in the sense that the (splitting) timestep is not restricted by the spatial discretization parameter. The strategy is designedto handle all combinations of convection and di usion (including the purely hyperboliccase). Two numerical examples are presented to highlight the features of the methods,and the potential for parallel implementation is discussed.1. IntroductionWe consider nonlinear convection{di usion equations of the type@tu+ dXi=1 @xiFi(x; u) = dXi=1 @2xiAi(x; u); x 2 Rd ; t 2 h0; T i;(1)with initial data u(x; 0) = u0. Here u0(x) is a bounded function of bounded total variation,Fi and Ai are suciently regular and @uAi is non-negative for all i. The small scalingparameter 0 indicates convection dominated ow.When (1) is non-degenerate, that is, @uAi   0 for all i, it is well known that theequation admits classical solutions. This contrasts with the case where (1) is allowed todegenerate for some values of u. The simplest examples are perhaps provided by the porousmedium equation ut = (um)xx, and the convective porous medium equation ut + (un)x =(um)xx, which both degenerate at u = 0 for n;m 1. In general, a manifestation ofdegeneracy is the nite speed of propagation of disturbances. Thus, if at some xed timethe solution u has compact support, then it will continue to have compact support for alllater times. The transition from a

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