Petr N. Vabishchevich

A. Churbanov, P. Vabishchevich

Convection-diffusion equations provide the basis for describing heat and mass transfer phenomena as well as processes of continuum mechanics. To handle flows in porous media, the fundamental issue is to model correctly the convective transport of individual phases. Moreover, for compressible media, the pressure equation itself is just a time-dependent convection-diffusion equation. For different problems, a convection-diffusion equation may be be written in various forms. The most popular formulation of convective transport employs the divergent (conservative) form. In some cases, the nondivergent (characteristic) form seems to be preferable. The so-called skew-symmetric form of convective transport operators that is the half-sum of the operators in the divergent and nondivergent forms is of great interest in some applications. Here we discuss the basic classes of discretization in space: finite difference schemes on rectangular grids, approximations on general polyhedra (the finite volume method), and finite element procedures. The key properties of discrete operators are studied for convective and diffusive transport. We emphasize the problems of constructing approximations for convection and diffusion operators that satisfy the maximum principle at the discrete level --- they are called monotone approximations. Two- and three-level schemes are investigated for transient problems. Unconditionally stable explicit-implicit schemes are developed for convection-diffusion problems. Stability conditions are obtained both in finite-dimensional Hilbert spaces and in Banach spaces depending on the form in which the convection-diffusion equation is written.

Petr N. Vabishchevich

Many applied time-dependent problems are characterized by an additive representation of the problem operator. Additive schemes are constructed using such a splitting and associated with the transition to a new time level on the basis of the solution of more simple problems for the individual operators in the additive decomposition. We consider a new class of additive schemes for problems with additive representation of the operator at the time derivative. In this paper we construct and study the vector operator-difference schemes, which are characterized by a transition from one initial the evolution equation to a system of such equations.

Petr N. Vabishchevich

Some mathematical models of applied problems lead to the need of solving boundary value problems with a fractional power of an elliptic operator. In a number of works, approximations of such a nonlocal operator are constructed on the basis of an integral representation with a singular integrand. In the present paper, new and more convenient integral representations are proposed for operators with fractional powers. Approximations are based on the classical quadrature formulas. The results of numerical experiments on the accuracy of quadrature formulas are presented. The proposed approximations are used for numerical solving a model two-dimensional boundary value problem for fractional diffusion.

Petr N. Vabishchevich

Domain decomposition methods are used for approximate solving boundary problems for partial differential equations on parallel computing systems. Specific features of unsteady problems are taken into account in the most complete way in iteration-free schemes of domain decomposition. Regionally-additive schemes are based on different classes of splitting schemes. In this paper we highlight a class of domain decomposition schemes which is based on the partition of the initial domain into subdomains with common boundary nodes. Using the partition of unit we have constructed and studied unconditionally stable schemes of domain decomposition based on two-component splitting: the problem within subdomain and the problem at their boundaries. As an example there is considered the Cauchy problem for evolutionary equations of first and second order with non-negative self-adjoint operator in a finite Hilbert space. The theoretical consideration is supplemented with numerical solving a model problem for the two-dimensional parabolic equation.

Alexander G. Churbanov, Petr N. Vabishchevich

A Dirichlet problem is considered for the eikonal equation in an anisotropic medium. The nonlinear boundary value problem (BVP) formulated in the present work is the limit of the diffusion-reaction problem with a reaction parameter tending to infinity. To solve numerically the singularly perturbed diffusion-reaction problem, monotone approximations are employed. Numerical examples are presented for a two-dimensional BVP for the eikonal equation in an anisotropic medium. The standard piecewise-linear finite-element approximation in space is used in computations.

Petr N. Vabishchevich

Coefficient inverse problems related to identifying the right-hand side of an equation with use of additional information is of interest among inverse problems for partial differential equations. When considering non-stationary problems, tasks of recovering the dependence of the right-hand side on time and spatial variables can be treated as independent. These tasks relate to a class of linear inverse problems, which sufficiently simplifies their study. This work is devoted to a finding the dependence of right-hand side of multidimensional parabolic equation on spatial variables using additional observations of the solution at the final point of time - the final overdetermination. More general problems are associated with some integral observation of the solution on time - the integral overdetermination. The first method of numerical solution of inverse problems is based on iterative solution of boundary value problem for time derivative with non-local acceleration. The second method is based on the known approach with iterative refinement of desired dependence of the right-hand side on spacial variables. Capabilities of proposed methods are illustrated by numerical examples for model two-dimensional problem of identifying the right-hand side of a parabolic equation. The standard finite-element approximation on space is used, the time discretization is based on fully implicit two-level schemes.

A. E. Kolesov, P. N. Vabishchevich

We consider unsteady poroelasticity problem in fractured porous medium within the classical Barenblatt double-porosity model. For numerical solution of double-porosity poroelasticity problems we construct splitting schemes with respect to physical processes, where transition to a new time level is associated with solving separate problem for the displacements and fluid pressures in pores and fractures. The stability of schemes is achieved by switching to three-level explicit-implicit difference scheme with some of the terms in the system of equations taken from the lower time level and by choosing a weight parameter used as a regularization parameter. The computational algorithm is based on the finite element approximation in space. The investigation of stability of splitting schemes is based on the general stability (well-posedness) theory of operator-difference schemes. A priori estimates for proposed splitting schemes and the standard two-level scheme are provided. The accuracy and stability of considered schemes are demonstrated by numerical experiments.

Petr N. Vabishchevich

Rapid processes of heat transfer are not described by the standard heat conduction equation. To take into account a finite velocity of heat transfer, we use the hyperbolic model of heat conduction, which is connected with the relaxation of heat fluxes. In this case, the mathematical model is based on a hyperbolic equation of second order or a system of equations for the temperature and heat fluxes. In this paper we construct for the hyperbolic heat conduction equation the additive schemes of splitting with respect to directions. Unconditional stability of locally one-dimensional splitting schemes is established. New splitting schemes are proposed and studied for a system of equations written in terms of the temperature and heat fluxes.

Peter Minev, Petr N. Vabishchevich

In this paper we consider various splitting schemes for unsteady problems containing the grad-div operator. The fully implicit discretization of such problems would yield at each time step a linear problem that couples all components of the solution vector. In this paper we discuss various possibilities to decouple the equations for the different components that result in unconditionally stable schemes. If the spatial discretization uses Cartesian grids, the resulting schemes are Locally One Dimensional (LOD). The stability analysis of these schemes is based on the general stability theory of additive operator-difference schemes developed by Samarskii and his collaborators. The results of the theoretical analysis are illustrated on a 2D numerical example with a smooth manufactured solution.

P. Vabishchevich, M. Vasil'eva

Applied problems of oil and gas recovery are studied numerically using the mathematical models of multiphase fluid flows in porous media. The basic model includes the continuity equations and the Darcy laws for each phase, as well as the algebraic expression for the sum of saturations. Primary computational algorithms are implemented for such problems using the pressure equation. In this paper, we highlight the basic properties of the pressure problem and discuss the necessity of their fulfillment at the discrete level. The resulting elliptic problem for the pressure equation is characterized by a non-selfadjoint operator. Possibilities of approximate solving the elliptic problem are considered using the iterative methods. Special attention is given to the numerical algorithms for calculating the pressure on parallel computers.

Petr N. Vabishchevich

In the present work, we consider a nonlinear inverse problem of identifying the lowest coefficient of a parabolic equation. The desired coefficient depends on spatial variables only. Additional information about the solution is given at the final time moment, i.e., we consider the final redefinition. An iterative process is used to evaluate the lowest coefficient, where at each iteration we solve the standard initial-boundary value problem for the parabolic equation. On the basis of the maximum principle for the solution of the differential problem, the monotonicity of the iterative process is established along with the fact that the coefficient approaches from above. The possibilities of the proposed computational algorithm are illustrated by numerical examples for a model two-dimensional problem.

Petr N. Vabishchevich

On the basis of additive schemes (splitting schemes) we construct efficient numerical algorithms to solve approximately the initial-boundary value problems for systems of time-dependent partial differential equations (PDEs). In many applied problems the individual components of the vector of unknowns are coupled together and then splitting schemes are applied in order to get a simple problem for evaluating components at a new time level. Typically, the additive operator-difference schemes for systems of evolutionary equations are constructed for operators coupled in space. In this paper we investigate more general problems where coupling of derivatives in time for components of the solution vector takes place. Splitting schemes are developed using an additive representation for both the primary operator of the problem and the operator at the time derivative. Splitting schemes are based on a triangular two-component representation of the operators.

Petr N. Vabishchevich

Numerical algorithms for solving problems of mathematical physics on modern parallel computers employ various domain decomposition techniques. Domain decomposition schemes are developed here to solve numerically initial/boundary value problems for the Stokes system of equations in the primitive variables pressure-velocity. Unconditionally stable schemes of domain decomposition are based on the partition of unit for a computational domain and the corresponding Hilbert spaces of grid functions.

Petr N. Vabishchevich

Numerical simulation of compressible fluid flows is performed using the Euler equations. They include the scalar advection equation for the density, the vector advection equation for the velocity and a given pressure dependence on the density. An approximate solution of an initial--boundary value problem is calculated using the finite element approximation in space. The fully implicit two-level scheme is used for discretization in time. Numerical implementation is based on Newton's method. The main attention is paid to fulfilling conservation laws for the mass and total mechanical energy for the discrete formulation. Two-level schemes of splitting by physical processes are employed for numerical solving problems of barotropic fluid flows. For a transition from one time level to the next one, an iterative process is used, where at each iteration the linearized scheme is implemented via solving individual problems for the density and velocity. Possibilities of the proposed schemes are illustrated by numerical results for a two--dimensional model problem with density perturbations.

Petr N. Vabishchevich

An iteration-free method of domain decomposition is considered for approximate solving a boundary value problem for a second-order parabolic equation. A standard approach to constructing domain decomposition schemes is based on a partition of unity for the domain under the consideration. Here a new general approach is proposed for constructing domain decomposition schemes with overlapping subdomains based on indicator functions of subdomains. The basic peculiarity of this method is connected with a representation of the problem operator as the sum of two operators, which are constructed for two separate subdomains with the subtraction of the operator that is associated with the intersection of the subdomains. There is developed a two-component factorized scheme, which can be treated as a generalization of the standard Alternating Direction Implicit (ADI) schemes to the case of a special three-component splitting. There are obtained conditions for the unconditional stability of regionally additive schemes constructed using indicator functions of subdomains. Numerical results are presented for a model two-dimensional problem.

Petr N. Vabishchevich

Various classes of stable finite difference schemes can be constructed to obtain a numerical solution. It is important to select among all stable schemes such a scheme that is optimal in terms of certain additional criteria. In this study, we use a simple boundary value problem for a one-dimensional parabolic equation to discuss the selection of an approximation with respect to time. We consider the pure diffusion equation, the pure convective transport equation and combined convection-diffusion phenomena. Requirements for the unconditionally stable finite difference schemes are formulated that are related to retaining the main features of the differential problem. The concept of SM stable finite difference scheme is introduced. The starting point are difference schemes constructed on the basis of the various Pad$\acute{e}$ approximations.

Nikolay P. Vabishchevich, Petr N. Vabishchevich

Mathematical physics problems are often formulated using differential oprators of vector analysis - invariant operators of first order, namely, divergence, gradient and rotor operators. In approximate solution of such problems it is natural to employ similar operator formulations for grid problems, too. The VAGO (Vector Analysis Grid Operators) method is based on such a methodology. In this paper the vector analysis difference operators are constructed using the Delaunay triangulation and the Voronoi diagrams. Further the VAGO method is used to solve approximately boundary value problems for the general elliptic equation of second order. In the convection-diffusion-reaction equation the diffusion coefficient is a symmetric tensor of second order.

Petr N. Vabishchevich

A boundary value problem for a fractional power $0 < \varepsilon < 1$ of the second-order elliptic operator is considered. The boundary value problem is singularly perturbed when $\varepsilon \rightarrow 0$. It is solved numerically using a time-dependent problem for a pseudo-parabolic equation. For the auxiliary Cauchy problem, the standard two-level schemes with weights are applied. The numerical results are presented for a model two-dimen\-sional boundary value problem with a fractional power of an elliptic operator. Our work focuses on the solution of the boundary value problem with $0 < \varepsilon \ll 1$.

Petr N. Vabishchevich

Domain decomposition methods are essential in solving applied problems on parallel computer systems. For boundary value problems for evolutionary equations the implicit schemes are in common use to solve problems at a new time level employing iterative methods of domain decomposition. An alternative approach is based on constructing iteration-free methods based on special schemes of splitting into subdomains. Such regionally-additive schemes are constructed using the general theory of additive operator-difference schemes. There are employed the analogues of classical schemes of alternating direction method, locally one-dimensional schemes, factorization methods, vector and regularized additive schemes. The main results were obtained here for time-dependent problems with self-adjoint elliptic operators of second order. The paper discusses the Cauchy problem for the first order evolutionary equations with a nonnegative not self-adjoint operator in a finite-dimensional Hilbert space. Based on the partition of unit, we have constructed the operators of decomposition which preserve nonnegativity for the individual operator terms of splitting. Unconditionally stable additive schemes of domain decomposition were constructed using the regularization principle for operator-difference schemes. Vector additive schemes were considered, too. The results of our work are illustrated by a model problem for the two-dimensional parabolic equation.

Petr N. Vabishchevich

The problem of increasing the accuracy of an approximate solution is considered for boundary value problems for parabolic equations. For ordinary differential equations (ODEs), nonstandard finite difference schemes are in common use for this problem. They are based on a modification of standard discretizations of time derivatives and, in some cases, allow to obtain the exact solution of problems. For multidimensional problems, we can consider the problem of increasing the accuracy only for the most important components of the approximate solution. In the present work, new unconditionally stable schemes for parabolic problems are constructed, which are exact for the fundamental mode. Such two-level schemes are designed via a modification of standard schemes with weights using Padé approximations. Numerical results obtained for a model problem demonstrate advantages of the proposed fundamental mode exact schemes.

Petr N. Vabishchevich

An equation containing a fractional power of an elliptic operator of second order is studied for Dirichlet boundary conditions. Finite difference approximations in space are employed. The proposed numerical algorithm is based on solving an auxiliary Cauchy problem for a pseudo-parabolic equation. Unconditionally stable vector additive schemes (splitting schemes) are constructed. Numerical results for a model problem in a rectangle calculated using the splitting with respect to spatial variables are presented.

P. N. Vabishchevich

Schemes with the second-order approximation in time are considered for numerical solving the Cauchy problem for an evolutionary equation of first order with a self-adjoint operator. The implicit two-level scheme based on the Padé polynomial approximation is unconditionally stable. It demonstrates good asymptotic properties in time and provides an adequate evolution in time for individual harmonics of the solution (has spectral mimetic stability). In fact, the only drawback of this scheme is the necessity to solve an equation with an operator polynomial of second degree at each time level. We consider modifications of these schemes, which are based on solving equations with operator polynomials of first degree. Such computational implementations occur, for example, if we apply the fully implicit two-level scheme (the backward Euler scheme). A three-level modification of the SM-stable scheme is proposed. Its unconditional stability is established in the corresponding norms. The emphasis is on the scheme, where the numerical algorithm involves two stages, namely, the backward Euler scheme of first order at the first (prediction) stage and the following correction of the approximate solution using a factorized operator. The SM-stability is established for the proposed scheme. To illustrate the theoretical results of the work, a model problem is solved numerically.

Petr N. Vabishchevich

An unsteady problem is considered for a space-fractional diffusion equation in a bounded domain. A first-order evolutionary equation containing a fractional power of an elliptic operator of second order is studied for general boundary conditions of Robin type. Finite element approximation in space is employed. To construct approximation in time, regularized two-level schemes are used. The numerical implementation is based on solving the equation with the fractional power of the elliptic operator using an auxiliary Cauchy problem for a pseudo-parabolic equation. The results of numerical experiments are presented for a model two-dimensional problem.