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of Non-linear Initial-Boundary
1
Eman Ali Hussain and 2 Zainab Mohammed Alwan
1
Department of Mathematics, College of Science
University of AL- Mustansiriyah, Iraq
dr_emansultan@yahoo.com
2
Department of Mathematics, College of Science
University of AL- Mustansiriyah, Iraq
lionwight_2009@yahoo.com
Copyright © 2013 Eman Ali Hussain and Zainab Mohammed Alwan. This is an open access
article distributed under the Creative Commons Attribution License, which permits unrestricted
use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract
This paper concerned the finite volume method that applied to solve some
kinds of systems of non-linear boundary value problems (elliptic, parabolic and
hyperbolic) for PDE's.
1. Introduction
One of the most important sources in applied mathematics is the boundary
value problems, such as mathematical models, biology (the rate of growth of
microorganism), [1], chemical engineering (an exothermic chemical reaction ,
heat conduction associated with radiation effects, deformation of shells), [10],
heat and mass transfer or petroleum engineering, tools for scientific computing,
[7]. Generally speaking, a boundary value problem consists of an equation with
boundary conditions.
1738 E. A. Hussain and Z. M. Alwan
The mathematical methods are divided into two kinds, the first kind is
analytic, which is used to find the exact solution of the problem, and the other
kind which normally gives an approximate solutions such as [6], [8], [9], [11].
Engineering science and many branches of applied mathematics (in fluid
dynamics, boundary layer theory, heat transfer), all of them give many partial
differential equations. Only a few of them can be solved by analytical methods, so
in most cases, one can go for numerical methods of approximate solution. There
are many methods to solve partial differential equations, such as method of lines
[2].
In this paper, the finite volume method is devoted to study non-linear
system of boundary value problems [7].
Finite volume method 1739
hi
(ui,j − ui,j−1) − hi,j F1(u,v) = hi,j f1 i,j …(7)
k j− 1
2
kj kj hi
(vi+1,j − vi,j) − (vi,j − vi−1,j) + (vi,j+1 − vi,j) −
hi+ 1 hi− 1 k j+ 1
2 2 2
hi
(vi,j − vi,j−1) − hi,j F2(u,v) = hi,j f2 i,j …(8)
k j− 1
2
1740 E. A. Hussain and Z. M. Alwan
Solving the problem by using the FVM with h = 0.2, k = 0.2, and integrating
equations (11) and (12) over each control volume, considering the finite volume
scheme is given as:
kj kj hi
(ui+1,j − ui,j) − (ui,j − ui−1,j) + (ui,j+1 − ui,j) −
hi+ 1 hi− 1 k j+ 1
2 2 2
hi
(ui,j − ui,j−1) − 0.04vi,j = 0.15999 …(15)
k j− 1
2
kj kj hi
(vi+1,j − vi,j) − (vi,j − vi−1,j) + (vi,j+1 − vi,j) −
hi+ 1 hi− 1 k j+ 1
2 2 2
hi
(vi,j − vi,j−1) − 0.04ui,j = −0.00058 …(16)
k j− 1
2
Finite volume method 1741
0 0 0 0 0 0 0 0
1.8
Numerical solution
1.6
Exact solution
1.4
1.2
1.0
Solution
0.8
0.6
0.4
0.2
0.0
0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
x
Fig.(1): Numerical and exact results for u of example (1) by using FVM.
1742 E. A. Hussain and Z. M. Alwan
0.8
Numerical solution
Exact solution
0.6
Solution
0.4
0.2
0.0
0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
x
Fig.(2): Numerical and exact results for v of example (1) by using FVM.
(k 0) (k 0) 0 (k ) 0
(k ) 0 0
(k 0 ) u u u (k )
v v (k )
W =( 11 , 21 , …, nn , 11 , 21 , …, v nn )t
Finite volume method 1743
where:
⎡ ∂f1 ∂f1 ∂f1 ∂f1 ∂f1 ∂f1 ⎤
⎢ ∂u (x, y) ∂u (x, y) L
∂u nn
(x, y)
∂v11
(x, y)
∂v21
(x, y) L
∂vnn
(x, y) ⎥
⎢ 11 21 ⎥
⎢ ∂f 2 ∂f 2 ∂f 2 ∂f 2 ∂f 2 ∂f 2 ⎥
⎢ (x, y) (x, y) L (x, y) (x, y) (x, y) L (x, y) ⎥
J(W) = ∂u ∂u 21 ∂u nn ∂v11 ∂v21 ∂vnn
⎢ 11 ⎥
⎢ M M O M M M O M ⎥
⎢ ⎥
⎢ ∂f n (x, y) ∂f n (x, y) L
∂f n
(x, y)
∂f n
(x, y)
∂f n
(x, y) L
∂f n
(x, y) ⎥
⎢⎣ ∂u11 ∂u 21 ∂u nn ∂v11 ∂v21 ∂vnn ⎥⎦
Example (2):
Consider the boundary value problem of two-dimensional elliptic problem:
uxx(x,y)+uyy(x,y)−u(x,y)v(x,y) = −x2y2(x2+y2)+4, x∈(0,1), y∈(0,1) ...(20)
vxx(x,y)+vyy(x,y)−u2(x,y) = −(x2 + y2)2+2(x2+y2), x∈(0,1),y∈(0,1) ...(21)
with boundary conditions:
u(0, y) = y2, u(1, y) = 1 + y2 ,0≤y≤1 ...(22)
v(0, y) = 0, v(1, y) = y2
u(x, 0) = x2, u(x, 1) = 1 + x2 , 0 ≤ x ≤ 1 ...(23)
2
v(x, 0) = 0, v(x, 1) = x
The exact solution of the problem is u(x, y) = x2 + y2, v(x, y) = x2y2.
With h = 0.2, k = 0.2, we have:
Now, integrating equations (20) and (21) over each control volume.
The results of the above integral is given by:
kj kj hi
[ui+1,j − ui,j] − [ui,j − ui−1,j] + [ui,j+1 − ui,j] −
hi+ 1 hi− 1 k j+ 1
2 2 2
hi
[ui,j − ui,j−1] − 0.04ui,jvi,j = 0.1545 ...(24)
k j− 1
2
kj kj hi hi
[vi+1,j − vi,j] − [vi,j − vi−1,j] + [vi,j+1 − vi,j] − [vi,j − vi,j−1] −
hi+ 1 hi− 1 k j+ 1 k j− 1
2 2 2 2
2
0.04 u i, j = 0.0105 ...(25)
After some computations, one may have:
ui+1,j − 4ui,j + ui−1,j + ui,j+1 + ui,j−1 − 0.04ui,jvi,j = 0.1545 ...(26)
1744 E. A. Hussain and Z. M. Alwan
2
vi+1,j − 4vi,j + vi−1,j + vi,j+1 + vi,j−1 − 0.04 u i, j = 0.0105 ...(27)
Moreover:
u0,0 = 0, u0,1 = 0.04, u0,2 = 0.16, u0,3 = 0.36, u0,4 = 0.64, u0,5 = 1
u1,0 = u2,0 = u3,0 = u4,0 = u5,0 = 0
v0,0 = v1,0 = v2,0 = v3,0 = v4,0 = v5,0 = 0, v0,1 = v0,2 = v0,3 = v0,4 = v0,5 = 0
and the following results are obtained:
Table (3): Numerical results for example (2) by using FVM when k0=1.
| Exact -
Exact
i xi u i(1)
,1 u i(1)
,2 u i(1)
,3 u i(1)
,4 u i(1)
solution ,4 |
0 0 0 0 0 0 0 0
1 0.2 0.1053 0.2304 0.4249 0.6937 0.6800 0.0137
2 0.4 0.2304 0.3566 0.5487 0.8141 0.8000 0.0141
3 0.6 0.4249 0.5487 0.7399 1.0066 1.0000 0.0066
4 0.8 0.6937 0.8141 1.0066 1.2775 1.2800 0.0025
5 1 1.04 1.16 1.36 1.64 1.64 0
0 0 0 0 0 0 0 0
Finite volume method 1745
Table (5): Numerical results for example (2) by using FVM when k0=2 .
| Exact -
Exact
I xi u i(2)
,1 u i(2)
,2 u i(2)
,3 u i(2)
,4 u i(2)
solution ,4 |
0 0 0 0 0 0 0 0
| Exact -
Exact
I xi v i(2)
,1 v i(2)
,2 v i(2)
,3 v i(2)
,4 v i(2)
solution ,4 |
0 0 0 0 0 0 0 0
1746 E. A. Hussain and Z. M. Alwan
1.8
Numerical solution, k0 = 1
1.6
Numerical solution, k0 = 2
1.2
1.0
Solution
0.8
0.6
0.4
0.2
0.0
0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
x
Fig.(3) : Numerical and exact results for u, k = 1, 2 of example (2) by using FVM.
0.7
Numerical solution, k0 = 1
0.6 Numerical solution, k0 = 2
Exact solution
0.5
0.4
Solution
0.3
0.2
0.1
0.0
0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
x
Fig.(4): Numerical and exact results for v, k = 1, 2 of example (2) by using FVM.
Finite volume method 1747
⎡ n ⎤
h i n +1 n ⎢ u i +1 − u in u in − u in−1 ⎥ n n
( ui − ui ) − k − g1(u,v) − k( u i +1 − u i ) =
k ⎢ hi+ 1 hi− 1 ⎥
⎣⎢ 2 2 ⎦⎥
m(k)f1(x,t) …(34)
and;
⎡ n ⎤
h i n +1 n ⎢ vi +1 − vin vin − vin−1 ⎥ n n
( vi − vi ) − k − g2(u,v) − k( vi +1 − vi ) =
k ⎢ h 1 hi− 1 ⎥
⎢⎣ i+ ⎥⎦
2 2
m(k)f2(x,t) …(35)
1748 E. A. Hussain and Z. M. Alwan
Example (3):
Consider the following system of initial-boundary value problems:
ut(x,t) − uxx(x,t)v2(x,t) − ux(x,t) = −3xe3t − e3t = 0, x ∈ (0,1), t ∈ R+ …(36)
vt(x,t) − vxx(x,t)u(x,t) − vx(x,t) = 2xe3t − e2t, x ∈ (0,1), t ∈ R+ …(37)
with initial conditions:
u(x, 0) = v(x, 0) = x, x∈ (0, 1)
and boundary conditions:
u(0, t) = 0, u(1, t) = e3t , t ∈ R+ …(38)
v(0, t) = 0, v(1, t) = e2t
The exact solution of the problem is u(x, t) = xe3t, v(x, t) = xe2t.
Solving the problem by using the FVM with h = 0.1, k = 0.01 , and
integrating equations (36), (37) over the control volume with time dependent
leads to the following numerical scheme given by:
n +1 n n n
10 u i − 10 u i − 0.1[ u i +1 − 2 u i + u in−1 ]( vin )2 − 0.01 u in+1 =
0.005(e3(n+1)k − e3nk) − 0.03(e3(n+1)k − e3nk) …(39)
n +1 n n n
10 vi − 10 vi − 0.1[ vi +1 − 2 vi + vin−1 ] u in − 0.01 vi +1 =
n
u 00 = u10 = u 02 = u 30 = u 04 = u 50 = u 60 = u 70 = u 80 = u 90 = u10
0 =0
v00 = v10 = v02 = v30 = v04 = v50 = v60 = v70 = v80 = v90 = v10
0 =0
v10 = 0.1, v02 = 0.2, v30 = 0.3, v04 = 0, v50 = 0.5, v06 = 0.6, v07 = 0.7,
v80 = 0.8, v90 = 0.9, v10
0
=1
Evaluating equations (39) and (40) for all i = 1, 2, …, 9; n = 0,1,2 to get the
following results:
Finite volume method 1749
Table (7): Comparison between the numerical and exact solutions of the
example (3) by using FVM.
I xi 1 2 3 Exact solution 3
ui ui ui | Exact - ui |
0 0 0 0 0 0 0
1 0.1 0.100124 0.100246 0.100365 0.109417 0.009052
2 0.2 0.200224 0.200446 0.200665 0.218834 0.018169
3 0.3 0.300324 0.300646 0.300965 0.328252 0.027287
4 0.4 0.400424 0.400846 0.401266 0.437669 0.036403
5 0.5 0.500524 0.501046 0.501566 0.547087 0.045521
6 0.6 0.600624 0.601246 0.601866 0.656504 0.054638
7 0.7 0.700724 0.701446 0.702166 0.765921 0.063755
8 0.8 0.800824 0.801646 0.802468 0.875339 0.072871
9 0.9 0.900924 0.902115 0.903677 0.984756 0.081079
10 1 1.030454 1.061836 1.094174 1.094174 0
I xi 1 2 3 Exact solution 3
vi vi vi | Exact - ui |
0 0 0 0 0 0 0
1 0.1 0.100109 0.100216 0.100321 0.106183 0.005862
2 0.2 0.200209 0.200416 0.200621 0.212367 0.011746
3 0.3 0.300309 0.300616 0.300921 0.318550 0.017629
4 0.4 0.400409 0.401616 0.401222 0.424734 0.023512
5 0.5 0.500509 0.501016 0.501522 0.530918 0.029396
6 0.6 0.600609 0.601216 0.601822 0.637101 0.035279
7 0.7 0.700709 0.701416 0.702122 0.743285 0.041163
8 0.8 0.800809 0.801616 0.802424 0.849469 0.047045
9 0.9 0.900909 0.902009 0.903301 0.955652 0.052351
10 1 1.020201 1.040810 1.061836 1.061836 0
1750 E. A. Hussain and Z. M. Alwan
1.1
1.0
Numerical solution
Exact solution
0.9
0.8
0.7
Solution
0.6
0.5
0.4
0.3
0.2
0.1
0.0
0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
x
Fig.(8): Numerical and exact results for u of example (6) by using FVM.
1.1
1.0
Numerical solution
Exact solution
0.9
0.8
0.7
Solution
0.6
0.5
0.4
0.3
0.2
0.1
0.0
0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
x
Fig.(9): Numerical and exact results for v of example (3) by using FVM.
Finite volume method 1751
In this section, the FVM will be applied to solve the system of nonlinear
partial differential equations of the form:
ut(x,t) + ux(x, t)f1(u,v) + v(x,t) = f1(x,t), x ∈ R, t ∈ R+ …(41)
+
vt(x,t) + vx(x, t)f2(u,v) + u(x,t) = f2(x,t), x ∈ R, t ∈ R …(42)
where:
F1(u, v) = F1(x, t, u) or F1(u,v) = F1(x, t, v) …(43)
F2(u, v) = F2(x, t, u) or F2(u,v) = F2(x, t, v) …(44)
with the initial condition of the form:
u(x, 0) = k1(x), v(x, 0) =
k2(x) …(45)
where k1(x) and k2(x) are continuous functions.
Now, integrating equations (41), (42) over the control volume. The numerical
scheme is given by:
u in +1 − u in n n n
hi + ( u i − u i −1 )f1(u,v) + hi vi = hif1(x,t) …(46)
k
n +1
v − vin n n n
hi i + ( vi − vi −1 )f2(u,v) + hi u i = hif2(x,t) …(47)
k
Example (4):
Consider the following nonlinear system of one first order of PDE’s:
ut(x,t) + ux(x,t)v2(x,t) + 2v(x,t) = (x−t)2+2x−2t+1, x ∈ R, t ∈ R+ …(48)
vt(x,t) + vx(x,t)u(x,t) + 3u(x,t) = 4x+4t−1, x ∈ (0,1), t ∈ R+ …(49)
with initial conditions:
u(x, 0) = x, x∈R …(50)
v(x, 0) = x
The exact solution of the problem is u(x, t) = x + t, v(x, t) = x − t.
Solving the problem by using the FVM with h = 0.1, k = 0.01, integrating
equation (48),(49) over control volume in order to get the finite volume scheme
which is given as:
1752 E. A. Hussain and Z. M. Alwan
u in +1 − u in
hi
k
n n
( n n
)
+ u i − u i −1 ( vi )2 + 0.2 vi = 0.1103+0.1t2−0.21t
v n +1 − vin
hi i
k
n n
( n n
)
+ vi − vi −1 u i + 0.3 u i = −0.08 + 0.4t
v00 = 0, v10 = 0.1, v02 = 0.2, v30 = 0.3, v04 = 0.4, v50 = 0.5, v06 = 0.6, v07 = 0.7,
v80 = 0.8, v90 = 0.9, v10
0
=1
Now, evaluate equations (51) and (52) for all i = 1, 2, …, 10; n = 0,1,2 to get the
following:
Table (9): Comparison between the numerical and the exact solutions of the
example (4).
I xi 1 2 3 Exact solution 3
ui ui ui | Exact - ui |
0 0 0 0 0 0 0
1 0.1 0.10893 0.11791 0.12694 0.13 0.00306
2 0.2 0.20663 0.21344 0.221041 0.23 0.008959
3 0.3 0.30413 0.30858 0.31334 0.33 0.01666
4 0.4 0.40143 0.40335 0.40573 0.43 0.02427
5 0.5 0.49853 0.49774 0.49579 0.53 0.03421
6 0.6 0.59543 0.59176 0.58892 0.63 0.04108
7 0.7 0.69213 0.68540 0.67972 0.73 0.05028
8 0.8 0.78863 0.77867 0.77000 0.83 0.06
9 0.9 0.88493 0.87150 0.85964 0.93 0.07036
10 1 0.98103 0.96410 0.94900 1.03 0.00306
Finite volume method 1753
I xi 1 2 3 Exact solution 3
vi vi vi | Exact - vi |
0 0 0 0 0 0 0
1 0.1 0.08800 0.07606 0.06419 0.07 0.00581
2 0.2 0.18400 0.16821 0.15263 0.17 0.01737
3 0.3 0.2800 0.26035 0.24104 0.27 0.02896
4 0.4 0.37600 0.35250 0.32948 0.37 0.04052
5 0.5 0.47200 0.44465 0.41793 0.47 0.05207
6 0.6 0.56800 0.53682 0.50641 0.57 0.06359
7 0.7 0.66400 0.62899 0.59491 0.67 0.07509
8 0.8 0.76000 0.72117 0.68343 0.77 0.08657
9 0.9 0.85800 0.81517 0.77363 0.87 0.09637
10 1 0.95200 0.90574 0.86088 0.97 0.10912
1.1
1.0
Numerical solution
Exact solution
0.9
0.8
0.7
Solution
0.6
0.5
0.4
0.3
0.2
0.1
0.0
0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
x
Fig.(10) : Numerical and exact results for u of example (4) by using FVM.
1754 E. A. Hussain and Z. M. Alwan
1.0
Numerical solution
0.9
Exact solution
0.8
0.7
0.6
Solution
0.5
0.4
0.3
0.2
0.1
0.0
0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
x
Fig.(11) Numerical and exact results for v of example (4) by using FVM.
References
Finite volume method 1755
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Prindle,(2001).
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Finite Volume Methods Over Rectangles for Elliptic Equations, Advances in
Comput. Math., Vol.19, pp.3-33, (2003).
[7] E. Eymard, T. Gallouët and R. Herbin, Finite Volume Method handbook of
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1020, Amsterdam, North Holland, (2003).
[8] A. Handlovičová, Perona-Malik Equation Properties of Explicit Finite
Volume Scheme, Kybernetika, Vol.43, No.4, pp.523-532, (2007).
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[10] D. Kamenetskii, Diffusion and Heat Transfer in Chemical Kinetics, Plenum
Press, New York, (1969).
[11] Zhang Q. ,Johansen, H. and Colellad, P., A Fourth-Order Accurate Finite-
Volume Method with Structured Adaptive Mesh Refinement for Solving
the Advection-Diffusion Equation, SIAM J. Sci. Comput., Vol.34, pp.B179-
B201, (2012).