Dissertations / Theses on the topic 'Reaction-convection-diffusion equations'

Optimal control problems (OCPs) governed by convection dominated diffusion-convection-reaction equations arise in many science and engineering applications such as shape optimization of the technological devices, identification of parameters in environmental processes and flow control problems. A characteristic feature of convection dominated optimization problems is the presence of sharp layers. In this case, the Galerkin finite element method performs poorly and leads to oscillatory solutions. Hence, these problems require stabilization techniques to resolve boundary and interior layers accurately. The Streamline Upwind Petrov-Galerkin (SUPG) method is one of the most popular stabilization technique for solving convection dominated OCPs. The focus of this thesis is the application and analysis of the SUPG method for distributed and boundary OCPs governed by evolutionary diffusion-convection-reaction equations. There are two approaches for solving these problems: optimize-then-discretize and discretize-then-optimize. For the optimize-then-discretize method, the time-dependent OCPs is transformed to a biharmonic equation, where space and time are treated equally. The resulting optimality system is solved by the finite element package COMSOL. For the discretize-then-optimize approach, we have used the so called allv at-once method, where the fully discrete optimality system is solved as a saddle point problem at once for all time steps. A priori error bounds are derived for the state, adjoint, and controls by applying linear finite element discretization with SUPG method in space and using backward Euler, Crank- Nicolson and semi-implicit methods in time. The stabilization parameter is chosen for the convection dominated problem so that the error bounds are balanced to obtain L2 error estimates. Numerical examples with and without control constraints for distributed and boundary control problems confirm the effectiveness of both approaches and confirm a priori error estimates for the discretize-then-optimize approach.

Partial differential equations having diffusive, convective and reactive terms appear naturally in the modeling of a large variety of processes of practical interest in several branches of science such as biology, chemistry, economics, physics, physiology and materials science. Moreover, in some instances several species or components interact with each other requiring to solve strongly coupled systems of convection-diffusion-reaction equations. Of special interest for us is the numerical treatment of the advection dominated continuum dislocation transport equations used to describe the plastic behavior of crystalline materials.Analytical solutions for such equations are extremely scarce and practically limited to linear equations with homogeneous coefficients and simple initial and boundary conditions. Therefore, resorting to numerical approximations is the most affordable and often the only viable strategy to deal with such models. However, when classical numerical methods are used to approximate the solutions of such equations, even in the simplest one dimensional case in the steady state regime for a single equation, instabilities in the form of node to node spurious oscillations are found when the convective or reactive terms dominate over the diffusive term.To address such issues, stabilization techniques have been developed over the years in order to handle such transport equations by numerical means, overcoming the stability difficulties. However, such stabilization techniques are most often suited for particular problems. For instance the Streamline Upwind Petrov-Galerkin method, to name only one of the most well-known, successfully eliminates spurious oscillations for single advection-diffusion equations when its advective form is discretized, but have been shown useless if the divergence form is used instead. Additionally, no extensive work has been carried out for systems of coupled equations. The reason for this immaturity is the lack of a maximum principle when going from a single transport equation towards systems of coupled equations.The main aim of this work is to present a stabilization technique for systems of coupled multidimensional convection-diffusion-reaction equations based on coefficient perturbations. These perturbations are optimally chosen in such a way that certain compatibility conditions analogous to a maximum principle are satisfied. Once the computed perturbations are injected in the classical Bubnov-Galerkin finite element method, they provide smooth and stable numerical approximations.Such a stabilization technique is first developed for the single one-dimensional convection-diffusion-reaction equation. Rigorous proof of its effectiveness in rendering unconditionally stable numerical approximations with respect to the space discretization is provided for the convection-diffusion case via the fulfillment of the discrete maximum principle. It is also demonstrated and confirmed by numerical assessments that the stabilized solution is consistent with the discretized partial differential equation, since it converges to the classical Bubnov-Galerkin solution if the mesh Peclet number is small enough. The corresponding proofs for the diffusion-reaction and the general convection-diffusion-reaction cases can be obtained in a similar manner. Furthermore, it is demonstrated that this stabilization technique is applicable irrespective of whether the advective or the divergence form is used for the spatial discretization, making it highly flexible and general. Subsequently the stabilization technique is extended to the one-dimensional multiple equations case by using the superposition principle, a well-known strategy used when solving non-homogeneous second order ordinary differential equations. Finally, the stabilization technique is applied to mutually perpendicular spatial dimensions in order to deal with multidimensional problems.Applications to several prototypical linear coupled systems of partial differential equations, of interest in several scientific disciplines, are presented. Subsequently the stabilization technique is applied to the continuum dislocation transport equations, involving their non-linearity, their strongly coupled character and the special boundary conditions used in this context; a combination of additional difficulties which most traditional stabilization techniques are unable to deal with. The proposed stabilization scheme has been successfully applied to these equations. Its effectiveness in stabilizing the classical Bubnov-Galerkin scheme and being consistent with the discretized partial differential equation are both demonstrated in the numerical simulations performed. Such effectiveness remains unaffected when different types of dislocation transport models with constant or variable length scales are used.These results allow envisioning the use of the developed technique for simulating systems of strongly coupled convection-diffusion-reaction equations with an affordable computational effort. In particular, the above mentioned crystal plasticity models can now be handled with reasonable computation times without the use of extraordinary computational power, but still being able to render accurate and physically meaningful numerical approximations.
Doctorat en Sciences de l'ingénieur et technologie
info:eu-repo/semantics/nonPublished

We present the analysis for the higher order continuous Galerkin−Petrov (cGP) time discretization schemes in combination with the one-level local projection stabilization in space applied to time-dependent convection-diffusion-reaction problems. Optimal a priori error estimates will be proved. Numerical studies support the theoretical results. Furthermore, a numerical comparison between continuous Galerkin−Petrov and discontinuous Galerkin time discretization schemes will be given.

Magister Scientiae - MSc
Many chemical and physical problems are mathematically described by partial differential equations (PDEs). These PDEs are often highly nonlinear and therefore have no closed form solutions. Thus, it is necessary to recourse to numerical approaches to determine suitable approximations to the solution of such equations. For solutions possessing sharp spatial transitions (such as boundary or interior layers), standard numerical methods have shown limitations as they fail to capture large gradients. The method of lines (MOL) is one of the numerical methods used to solve PDEs. It proceeds by the discretization of all but one dimension leading to systems of ordinary di erential equations. In the case of time-dependent PDEs, the MOL consists of discretizing the spatial derivatives only leaving the time variable continuous. The process results in a system to which a numerical method for initial value problems can be applied. In this project we consider various types of singularly perturbed time-dependent PDEs. For each type, using the MOL, the spatial dimensions will be discretized in many different ways following fitted numerical approaches. Each discretisation will be analysed for stability and convergence. Extensive experiments will be conducted to confirm the analyses.

We present three new stabilized finite element (FE) based Petrov-Galerkin methods for the convection-diffusionreaction (CDR), the Helmholtz and the Stokes problems, respectively. The work embarks upon a priori analysis of a consistency recovery procedure for some stabilization methods belonging to the Petrov- Galerkin framework. It was ound that the use of some standard practices (e.g. M-Matrices theory) for the design of essentially non-oscillatory numerical methods is not appropriate when consistency recovery methods are employed. Hence, with respect to convective stabilization, such recovery methods are not preferred. Next, we present the design of a high-resolution Petrov-Galerkin (HRPG) method for the CDR problem. The structure of the method in 1 D is identical to the consistent approximate upwind (CAU) Petrov-Galerkin method [doi: 10.1016/0045-7825(88)90108-9] except for the definitions of he stabilization parameters. Such a structure may also be attained via the Finite Calculus (FIC) procedure [doi: 10.1 016/S0045-7825(97)00119-9] by an appropriate definition of the characteristic length. The prefix high-resolution is used here in the sense popularized by Harten, i.e. second order accuracy for smooth/regular regimes and good shock-capturing in non-regular re9jmes. The design procedure in 1 D embarks on the problem of circumventing the Gibbs phenomenon observed in L projections. Next, we study the conditions on the stabilization parameters to ircumvent the global oscillations due to the convective term. A conjuncture of the two results is made to deal with the problem at hand that is usually plagued by Gibbs, global and dispersive oscillations in the numerical solution. A multi dimensional extension of the HRPG method using multi-linear block finite elements is also presented. Next, we propose a higher-order compact scheme (involving two parameters) on structured meshes for the Helmholtz equation. Making the parameters equal, we recover the alpha-interpolation of the Galerkin finite element method (FEM) and the classical central finite difference method. In 1 D this scheme is identical to the alpha-interpolation method [doi: 10.1 016/0771 -050X(82)90002-X] and in 2D choosing the value 0.5 for both the parameters, we recover he generalized fourth-order compact Pade approximation [doi: 10.1 006/jcph.1995.1134, doi: 10.1016/S0045- 7825(98)00023-1] (therein using the parameter V = 2). We follow [doi: 10.1 016/0045-7825(95)00890-X] for the analysis of this scheme and its performance on square meshes is compared with that of the quasi-stabilized FEM [doi: 10.1016/0045-7825(95)00890-X]. Generic expressions for the parameters are given that guarantees a dispersion accuracy of sixth-order should the parameters be distinct and fourth-order should they be equal. In the later case, an expression for the parameter is given that minimizes the maximum relative phase error in 2D. A Petrov-Galerkin ormulation that yields the aforesaid scheme on structured meshes is also presented. Convergence studies of the error in the L2 norm, the H1 semi-norm and the I ~ Euclidean norm is done and the pollution effect is found to be small.
Presentamos tres nuevos metodos estabilizados de tipo Petrov- Galerkin basado en elementos finitos (FE) para los problemas de convecci6n-difusi6n- reacci6n (CDR), de Helmholtz y de Stokes, respectivamente. El trabajo comienza con un analisis a priori de un metodo de recuperaci6n de la consistencia de algunos metodos de estabilizaci6n que pertenecen al marco de Petrov-Galerkin. Hallamos que el uso de algunas de las practicas estandar (por ejemplo, la eoria de Matriz-M) para el diserio de metodos numericos esencialmente no oscilatorios no es apropiado cuando utilizamos los metodos de recu eraci6n de la consistencia. Por 10 tanto, con res ecto a la estabilizaci6n de conveccion, no preferimos tales metodos de recuperacion . A continuacion, presentamos el diser'io de un metodo de Petrov-Galerkin de alta-resolucion (HRPG) para el problema CDR. La estructura del metodo en 10 es identico al metodo CAU [doi: 10.1016/0045-7825(88)90108-9] excepto en la definicion de los parametros de estabilizacion. Esta estructura tambien se puede obtener a traves de la formulacion del calculo finito (FIC) [doi: 10.1 016/S0045- 7825(97)00119-9] usando una definicion adecuada de la longitud caracteristica. El prefijo de "alta-resolucion" se utiliza aqui en el sentido popularizado por Harten, es decir, tener una solucion con una precision de segundo orden en los regimenes suaves y ser esencialmente no oscilatoria en los regimenes no regulares. El diser'io en 10 se embarca en el problema de eludir el fenomeno de Gibbs observado en las proyecciones de tipo L2. A continuacion, estudiamos las condiciones de los parametros de estabilizacion para evitar las oscilaciones globales debido al ermino convectivo. Combinamos los dos resultados (una conjetura) para tratar el problema COR, cuya solucion numerica sufre de oscilaciones numericas del tipo global, Gibbs y dispersiva. Tambien presentamos una extension multidimensional del metodo HRPG utilizando los elementos finitos multi-lineales. fa. continuacion, proponemos un esquema compacto de orden superior (que incluye dos parametros) en mallas estructuradas para la ecuacion de Helmholtz. Haciendo igual ambos parametros, se recupera la interpolacion lineal del metodo de elementos finitos (FEM) de tipo Galerkin y el clasico metodo de diferencias finitas centradas. En 10 este esquema es identico al metodo AIM [doi: 10.1 016/0771 -050X(82)90002-X] y en 20 eligiendo el valor de 0,5 para ambos parametros, se recupera el esquema compacto de cuarto orden de Pade generalizada en [doi: 10.1 006/jcph.1 995.1134, doi: 10.1 016/S0045-7825(98)00023-1] (con el parametro V = 2). Seguimos [doi: 10.1 016/0045-7825(95)00890-X] para el analisis de este esquema y comparamos su rendimiento en las mallas uniformes con el de "FEM cuasi-estabilizado" (QSFEM) [doi: 10.1016/0045-7825 (95) 00890-X]. Presentamos expresiones genericas de los para metros que garantiza una precision dispersiva de sexto orden si ambos parametros son distintos y de cuarto orden en caso de ser iguales. En este ultimo caso, presentamos la expresion del parametro que minimiza el error maxima de fase relativa en 20. Tambien proponemos una formulacion de tipo Petrov-Galerkin ~ue recupera los esquemas antes mencionados en mallas estructuradas. Presentamos estudios de convergencia del error en la norma de tipo L2, la semi-norma de tipo H1 y la norma Euclidiana tipo I~ y mostramos que la perdida de estabilidad del operador de Helmholtz ("pollution effect") es incluso pequer'ia para grandes numeros de onda. Por ultimo, presentamos una coleccion de metodos FE estabilizado para el problema de Stokes desarrollados a raves del metodo FIC de primer orden y de segundo orden. Mostramos que varios metodos FE de estabilizacion existentes y conocidos como el metodo de penalizacion, el metodo de Galerkin de minimos cuadrados (GLS) [doi: 10.1016/0045-7825(86)90025-3], el metodo PGP (estabilizado a traves de la proyeccion del gradiente de presion) [doi: 10.1 016/S0045-7825(96)01154-1] Y el metodo OSS (estabilizado a traves de las sub-escalas ortogonales) [doi: 10.1016/S0045-7825(00)00254-1] se recuperan del marco general de FIC. Oesarrollamos una nueva familia de metodos FE, en adelante denominado como PLS (estabilizado a traves del Laplaciano de presion) con las formas no lineales y consistentes de los parametros de estabilizacion. Una caracteristica distintiva de la familia de los metodos PLS es que son no lineales y basados en el residuo, es decir, los terminos de estabilizacion dependera de los residuos discretos del momento y/o las ecuaciones de incompresibilidad. Oiscutimos las ventajas y desventajas de estas tecnicas de estabilizaci6n y presentamos varios ejemplos de aplicacion

Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Aeronautics and Astronautics, 2008.
Includes bibliographical references (p. 147-152).
There are multiple instances in science and engineering where quantities of interest are evaluated by solving one or several nonlinear partial differential equations (PDEs) that are parametrized in terms of a set of inputs. Even though well-established numerical techniques exist for solving these problems, their computational cost often precludes their use in cases where the outputs of interest must be evaluated repeatedly for different values of the input parameters such as probabilistic analysis applications. In this thesis we present a model reduction methodology that combines efficient representation of the nonlinearities in the governing PDE with an efficient model-constrained, greedy algorithm for sampling the input parameter space. The nonlinearities in the PDE are represented using a coefficient-function approximation that enables the development of an efficient offline-online computational procedure where the online computational cost is independent of the size of the original high-fidelity model. The input space sampling algorithm used for generating the reduced space basis adaptively improves the quality of the reduced order approximation by solving a PDE-constrained continuous optimization problem that targets the output error between the reduced and full order models in order to determine the optimal sampling point at every greedy cycle. The resulting model reduction methodology is applied to a highly nonlinear combustion problem governed by a convection-diffusion-reaction PDE with up to 3 input parameters. The reduced basis approximation developed for this problem is up to 50, 000 times faster to solve than the original high-fidelity finite element model with an average relative error in prediction of outputs of interest of 2.5 - 10-6 over the input parameter space. The reduced order model developed in this thesis is used in a novel probabilistic methodology for solving inverse problems.
(cont) The extreme computational cost of the Bayesian framework approach for inferring the values of the inputs that generated a given set of empirically measured outputs often precludes its use in practical applications. In this thesis we show that using a reduced order model for running the Markov
by David Galbally.
S.M.

Distributed optimal control problems with transient convection dominated diffusion convection reaction equations are considered. The problem is discretized in space by using three types of discontinuous Galerkin (DG) method: symmetric interior penalty Galerkin (SIPG), nonsymmetric interior penalty Galerkin (NIPG), incomplete interior penalty Galerkin (IIPG). For time discretization, Crank-Nicolson and backward Euler methods are used. The discretize-then-optimize approach is used to obtain the finite dimensional problem. For one-dimensional unconstrained problem, Newton-Conjugate Gradient method with Armijo line-search. For two-dimensional control constrained problem, active-set method is applied. A priori error estimates are derived for full discretized optimal control problem. Numerical results for one and two-dimensional distributed optimal control problems for diffusion convection equations with boundary layers confirm the predicted orders derived by a priori error estimates.

This thesis presents a general approach to solve numerically parabolic Inverse Problems, whose underlying mathematical model is discretized using the Finite Element method. The proposed solution is based upon an adaptive parametrization and it is applied specically to a geometric conduction inverse problem of corrosion estimation and to a boundary convection inverse problem of pollution rate estimation.
In questa tesi viene presentato un approccio numerico volto alla risoluzione di problemi inversi parabolici, basato sull'utilizzo di una parametrizzazione adattativa. L'algoritmo risolutivo viene descritto per due specici problemi: mentre il primo consiste nella stima della corrosione di una faccia incognita del dominio, il secondo ha come scopo la quanticazione di inquinante immesso in un fiume.

Thesis submitted in fulfilment of the requirements for the degree Doctor technologiae (engineering: chemical) In the faculty of engineering at the cape peninsula university of technology
Since the first uses of hollow-fiber membrane bioreactors (MBR’s) to immobilize whole cells were reported in the early 1970’s, this technology has been used in as wide ranging applications as enzyme production to bone tissue engineering. The potential of these devices in industrial applications is often diminished by the large diffusional resistances of the membranes. Currently, there are no analytical studies on the performance of the MBR which account for both convective and diffusive transport. The purpose of this study was to quantify the efficiency of a biocatalytic membrane reactor used for the production of enzymes. This was done by developing exact solutions of the concentration and velocity profiles in the different regions of the membrane bioreactor (MBR). The emphasis of this study was on the influence of radial convective flows, which have generally been neglected in previous analytical studies. The efficiency of the MBR was measured by means of the effectiveness factor. An analytical model for substrate concentration profiles in the lumen of the MBR was developed. The model was based on the solution of the Navier-Stokes equations and Darcy’s law for velocity profiles, and the convective-diffusion equation for the solute concentration profiles. The model allowed for the evaluation of the influence of both hydrodynamic and mass transfer operating parameters on the performance of the MBR. These parameters include the fraction retentate, the transmembrane pressure, the membrane hydraulic permeability, the Reynolds number, the axial and radial Peclet numbers, and the dimensions of the MBR. The significant findings on the hydrodynamic studies were on the influence of the fraction retentate. In the dead-end mode it was found that there was increased radial convective flow, and hence more solute contact with the enzymes/biofilm immobilised on the surface of the membrane. The improved solute-biofilm contact however was only limited to the entrance half of the MBR. In the closed shell mode there was uniform distribution of solute, however, radial convective flows were significantly reduced. The developed model therefore allowed for the evaluation of an optimum fraction retentate value, where both the distribution of solutes and radial convective flows could be maximised.

Les travaux de cette thèse portent sur des méthodes de volumes finis sur maillages quelconque pour la discrétisation de problèmes d'évolution non linéaires modélisant le transport de contaminants en milieu poreux et les écoulements diphasiques.Au Chapitre 1, nous étudions une famille de schémas numériques pour la discrétisation d'une équation parabolique dégénérée de convection-reaction-diffusion modélisant le transport de contaminants dans un milieu poreux qui peut être hétérogène et anisotrope. La discrétisation du terme de diffusion est basée sur une famille de méthodes qui regroupe les schémas de volumes finis hybrides, de différences finies mimétiques et de volumes finis mixtes. Le terme de convection est traité à l'aide d'une famille de méthodes qui s'appuient sur les inconnues hybrides associées aux interfaces du maillage. Cette famille contient à la fois les schémas centré et amont. Les schémas que nous étudions permettent une discrétisation localement conservative des termes d'ordre un et d'ordre deux sur des maillages arbitraires en dimensions d'espace deux et trois. Nous démontrons qu'il existe une solution unique du problème discret qui converge vers la solution du problème continu et nous présentons des résultats numériques en dimensions d'espace deux et trois, en nous appuyant sur des maillages adaptatifs.Au Chapitre 2, nous proposons un schéma de volumes finis hybrides pour la discrétisation d'un problème d'écoulement diphasique incompressible et immiscible en milieu poreux. On suppose que ce problème a la forme d'une équation parabolique dégénérée de convection-diffusion en saturation couplée à une équation uniformément elliptique en pression. On considère un schéma implicite en temps, où les flux diffusifs sont discrétisés par la méthode des volumes finis hybride, ce qui permet de pouvoir traiter le cas d'un tenseur de perméabilité anisotrope et hétérogène sur un maillage très général, et l'on s'appuie sur un schéma de Godunov pour la discrétisation des flux convectifs, qui peuvent être non monotones et discontinus par rapport aux variables spatiales. On démontre l'existence d'une solution discrète, dont une sous-suite converge vers une solution faible du problème continu. On présente finalement des cas test bidimensionnels.Le Chapitre 3 porte sur un problème d'écoulement diphasique, dans lequel la courbe de pression capillaire admet des discontinuité spatiales. Plus précisément on suppose que l'écoulement prend place dans deux régions du sol aux propriétés très différentes, et l'on suppose que la loi de pression capillaire est discontinue en espace à la frontière entre les deux régions, si bien que la saturation de l'huile et la pression globale sont discontinues à travers cette frontière avec des conditions de raccord non linéaires à l'interface. On discrétise le problème à l'aide d'un schéma, qui coïncide avec un schéma de volumes finis standard dans chacune des deux régions, et on démontre la convergence d'une solution approchée vers une solution faible du problème continu. Les test numériques présentés à la fin du chapitre montrent que le schéma permet de reproduire le phénomène de piégeage de la phase huile.

碩士
國立中央大學
數學研究所
96
In this thesis we introduce the equilibrium model of hydrogeology. We give the notations and assumptions in hydrogeology and introduce the adsorption kinetics. The positive solutions of the model is studied by the maximum principle, and energy method is provided to get the stability of small perturbations. Moreover, the existence and behavior of traveling wave solutions to equilibrium model is considered. Finally, we study the discontinuous traveling waves and gives two applications.

The thesis presents a comprehensive study of a posteriori error estimation in the adaptive solution to some classical elliptic partial differential equations. Several new error estimators are proposed for diffusion problems with discontinuous coefficients and for convection-reaction-diffusion problems with dominated convection/reaction. The robustness of the new estimators is justified theoretically. Extensive numerical results demonstrate the robustness of the new estimators for challenging problems and indicate that, compared to the well-known residual-type estimators, the new estimators are much more accurate.

Problems governed by partial differential equations (PDEs) in deformable domains, t Rd; d = 2; 3; are of fundamental importance in science and engineering. They are of particular relevance in the design of many engineering systems e.g., aircrafts and bridges as well as to the analysis of several biological phenomena e.g., blood ow in arteries. However, developing numerical scheme for such problems is still very challenging even when the deformation of the boundary of domain is prescribed a priori. Possibility of excessive mesh distortion is one of the major challenge when solving such problems with numerical methods using boundary tted meshes. The arbitrary Lagrangian- Eulerian (ALE) approach is a way to overcome this difficulty. Numerical simulations of convection-dominated problems have for long been the subject to many researchers. Galerkin formulations, which yield the best approximations for differential equations with high diffusivity, tend to induce spurious oscillations in the numerical solution of convection dominated equations. Though such spurious oscillations can be avoided by adaptive meshing, which is computationally very expensive on ne grids. Alternatively, stabilization methods can be used to suppress the spurious oscillations. In this work, the considered equation is designed within the framework of ALE formulation. In the first part, Streamline Upwind Petrov-Galerkin (SUPG) finite element method with conservative ALE formulation is proposed. Further, the first order backward Euler and the second order Crank-Nicolson methods are used for the temporal discretization. It is shown that the stability of the semi-discrete (continuous in time) ALE-SUPG equation is independent of the mesh velocity, whereas the stability of the fully discrete problem is unconditionally stable for implicit Euler method and is only conditionally stable for Crank-Nicolson time discretization. Numerical results are presented to support the stability estimates and to show the influence of the SUPG stabilization parameter in a time-dependent domain. In the second part of this work, SUPG stabilization method with non-conservative ALE formulation is proposed. The implicit Euler, Crank-Nicolson and backward difference methods are used for the temporal discretization. At the discrete level in time, the ALE map influences the stability of the corresponding discrete scheme with different time discretizations, and it leads to schemes where conservative and non-conservative formulations are no longer equivalent. The stability of the fully discrete scheme, irrespective of the temporal discretization, is only conditionally stable. It is observed from numerical results that the Crank-Nicolson scheme induces high oscillations in the numerical solution compare to the implicit Euler and the backward difference time discretiza-tions. Moreover, the backward difference scheme is more sensitive to the stabilization parameter k than the other time discretizations. Further, the difference between the solutions obtained with the conservative and non-conservative ALE forms is significant when the deformation of domain is large, whereas it is negligible in domains with small deformation. Finally, the local projection stabilization (LPS) and the higher order dG time stepping scheme are studied for convection dominated problems. The analysis is based on the quadrature formula for approximating the integrals in time. We considered the exact integration in time, which is impractical to implement and the Radau quadrature in time, which can be used in practice. The stability and error estimates are shown for the mathematical basis of considered numerical scheme with both time integration methods. The numerical analysis reveals that the proposed stabilized scheme with exact integration in time is unconditionally stable, whereas Radau quadrature in time is conditionally stable with time-step restriction depending on the ALE map. The theoretical estimates are illustrated with appropriate numerical examples with distinct features. The second order dG(1) time discretization is unconditionally stable while Crank-Nicolson gives the conditional stable estimates only. The convergence order for dG(1) is two which supports the error estimate.

Dissertação de Mestrado em Matemática apresentada à Faculdade de Ciências e Tecnologia
The main goal of this work is the analytical and numerical study of a differential system defined by an integro-differential equation of hyperbolic type and a convection-diffusion-reaction equation. This system arises in the mathematical modeling of drug delivery enhanced by ultrasound. In this case, the hyperbolic equation describes the target displacement generated by ultrasound and the second equation describes the drug transport. The parabolic equation depends on the displacement and eventually on its time derivative. The differential system is completed by initial conditions and homogeneous boundary conditions of Dirichlet type. We establish existence, uniqueness and stability results for the displacement and concentration in both the continuous and the semi-discrete cases. In the continuous case, the existence result for the displacement problem is established considering the method of separation of variables, the stability is proved considering the energy method that allows us to get an estimate for the potential and kinetic energies. The existence of concentration is obtained applying a known result. The stability is proved using again the energy method. In the stability analysis of the semi-discrete approximations for the displacement and concentration, we follow discrete versions of the arguments used in the continuous case. The convergence analysis of the semi-discrete approximations is also based in the discrete energy method and second convergence order is obtained. We observe that the spatial truncation error is only of first order with respect to the infinity norm. The numerical results illustrating the theoretical results established are also included.
O objectivo principal deste trabalho é o estudo analítico e numérico de um sistema diferencial definido por uma equação integro-diferencial do tipo hiperbólico e uma equação de convecção-difusão-reação. Este sistema surge na modelação matemática da administração de fármacos assistida por ultrassom. Neste caso, a equação hiperbólica descreve o deslocamento no meio gerado pelo ultrassom e a segunda equação descreve o transporte do fármaco. A equação parabólica depende do deslocamento e eventualmente da sua derivada temporal. O sistema diferencial é completado com condições iniciais e condições de fronteira homogéneas de Dirichlet. Estabelecemos resultados de existência, unicidade e estabilidade para o deslocamento e para a concentração tanto no caso contínuo como no caso semi-discreto. No caso contínuo, o resultado da existência para o problema do deslocamento é estabelecido considerando o método de separação de variáveis, a estabilidade é provada considerando o método da energia que nos permite encontrar uma estimativa para as energias potencial e cinética. A existência da concentração é obtida aplicando um resultado conhecido. A estabilidade é provada usando novamente o método da energia. Na análise da estabilidade da aproximação semi-discreta para o deslocamento, seguimos versões discretas dos argumentos usados no caso contínuo. A análise da convergência das aproximações semi-discretas é também baseada no método da energia discreto e é obtida segunda ordem de convergência. Observamos que o erro de truncatura espacial é apenas de primeira ordem em relação à norma infinito. Os resultados numéricos ilustrando os resultados teóricos obtidos são também incluídos neste trabalho.