Applied Mathematical Sciences, Vol. 7, 2013, no.

35, 1737 - 1755

HIKARI Ltd, www.m-hikari.com

The Finite Volume Method for Solving Systems

of Non-linear Initial-Boundary

Value Problems for PDE's

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.

Keywords: Finite Volume Method, Control Volume, System, Boundary Value

Problems

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].

2. Formulation of Finite Volume Method of Linear System of

Multidimension of Elliptic Problems

This section is concerned with the discretization of linear system of two-

dimension elliptic problem by ( finite volume method) FVM on Ω = (0,a)×(0,a)
with rectangular meshed and let Ω be n open bounded polygonal subset of Rd, d =
2 or 3 and admissible finite volume mesh of Ω denoted by T is given by a family
of “control volumes” which are open polygonal convex subset of Ω. A family of
subset of Ω contained in hyper-planes of Rd is denoted by ε, [5].
Let us, for instance, consider the case d = 2, let Ω = (0,a)×(0,a) and
f1, f2 ∈ C2(Ω, R).
Let T = (ki,j)i =1, 2, …, N1; j =1, 2, …, N2; be an admissible mesh of (0,a)×(0,a) that
satisfying the following additional assumption [3].
N1 N2
h1, h2, …, hN1 > 0, k1, k2, …, kN2 > 0, such that ∑ hi = 1 , ∑ ki = 1.
i =1 i =1
Let ki,j = [ x 1 , x i + 1 ]×[ y j− 1 , y j+ 1 ].
i−
2 2 2 2

Let (xi)i = 0,N1+1 and (yj)j= 0,N2+1, such that:

and let xi,j = (xi, yj), for i = 1, 2, …, N1; j = 1, 2, …, N2
uxx(x,y) + uyy(x,y) − F1(u,v) = f1(x, y), 0 ≤x ≤ a, 0 ≤ y ≤ a ...(1)
vxx(x,y) + vyy(x,y) − F2(u,v) = f2(x, y), 0 ≤x ≤ a, 0 ≤ y ≤ a ...(2)
where:
F1(u, v) = F1(x, y, u(x, y)) or F1(u, v) = F1(x,y,v(x, y)) ...(3)
F2(u, v) = F2(x, y, u(x, y)) or F2(u, v) = F2(x,y,v(x, y)) ...(4)

 
Finite volume method 1739

with boundary conditions:

u(x, 0) = φ1(x), u(x, a) = φ2(x), 0 ≤ x ≤ a ...(5)
v(x, 0) = φ3(x,), v(x, a) = φ4(x)
u(0, y) = ψ1(y), u(a, y) = ψ2(y) , 0 ≤ y ≤ a ...(6)
v(0, y) = ψ3(y), v(a, y) = ψ4(y)
Now, integrating equations (1) and (2) over each control volume kij.
The numerical scheme of the finite volume method:
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) − 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

The numerical scheme:

ui+1,j − 4ui,j + ui−1,j + ui,j+1 + ui,j−1 − hi,j f1(u,v) = hi,j f1 i,j …(9)
vi+1,j − 4vi,j + vi−1,j + vi,j+1 + vi,j−1 − hi,j f2(u,v) = hi,j f2 i,j …(10)
Example (1):
Consider the following system of boundary value problems:
uxx(x,y)+ uyy(x,y) − v(x,y) = 4 − x3y2, 0 ≤ x ≤ 1, 0 ≤ y ≤ 1 …(11)
vxx(x,y) + vyy(x,y) − u(x,y) = 6xy2 + 2x3 − x2 − y2, 0 ≤ x ≤ 1, 0 ≤ y ≤ 1 …(12)
with the boundary conditions:
u(0, y) = y2, u(1, y) =1 + y2, 0 ≤ y ≤ 1 …(13)
v(0, y) = 0, v(1, y) = y3
u(x, 0) = x2, u(x, 1) = x2 + 1, 0 ≤ x ≤1 …(14)
3
v(x, 0) = 0, v(x, 1) = x
The exact solution of the problem u(x, y) = x2 + y2; v(x, y) = x3y2.

 
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

and after some computations, one may have:

ui+1,j − 4ui,j + ui−1,j + ui,j+1 + ui,j−1 − 0.04vi,j = 0.15999 …(17)
vi+1,j − 4vi,j + vi−1,j + vi,j+1 + vi,j−1 − 0.04ui,j = −0.00058 …(18)
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 = 0.04, u2,0 = 0.16, u3,0 = 0.36, u4,0 = 0.64, u5,0 = 1
v0,0 = v0,1 = v0,2 = v0,3 = v0,4 = v0,5 = 0
v1,0 = v2,0 = v3,0 = v4,0 = v5,0 = 0
Evaluate equation (17) and (18) for all i = 1, 2, 3, 4; j = 1,2,3,4 to get the
following:
Table (1): Numerical results for example (1) by using FVM.
i xi ui,1 ui,2 ui,3 ui,4 u(x,y) | ui,j − ui,4 |
0 0 0 0 0 0 0 0
1 0.2 0.0797 0.1994 0.3991 0.6791 0.6800 0.0009
2 0.4 0.1994 0.3187 0.5180 0.7978 0.8000 0.0022
3 0.6 0.3992 0.5182 0.7172 0.9962 1.0000 0.0038
4 0.8 0.6793 0.7984 0.9978 1.2754 1.2800 0.0046
5 1 1.04 1.16 1.36 1.64 1.6400 0

 
Finite volume method 1741

Table (2): Comparison between the numerical and exact solutions of

example(1) by using FVM of example (1)

i xi vi,1 vi,2 vi,3 vi,4 v(x,y) | vi,j − vi,4 |

0 0 0 0 0 0 0 0

1 0.2 −0.0004 0.0004 0.0034 0.0090 0.0051 0.0039

2 0.4 0.0006 0.0069 0.0194 0.0512 0.0409 0.0103

3 0.6 0.0039 0.0165 0.0370 0.1439 0.1382 0.0057

4 0.8 0.0141 0.0389 −0.0035 0.3105 0.3076 0.0171

5 1 0.04 0.16 0.36 0.64 0.64 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.

3. The Formulation of Finite Volume Method of Nonlinear System

of Multidimension Elliptic Problem

Since FVM for nonlinear system of two-dimensional elliptic problem of

PDE’s is difficult to be used directly. In this section, concerned Newton’s method
[4] is a way to solve nonlinear system of elliptic problem of PDE’s.
The functional iteration is:
0 −1) −1
(k 0 ) (k 0 −1) (W (k ) F( W (k
0 −1)
W = W −J ) ...(19)
where:
F(W) = (f1(u11, u21, ..., unn, v11, v21, ..., vnn), f2(u11, u21, ..., unn, v11, v21, ..., vnn), ...,
fn(u11, u21, ..., unn, v11, v21, ..., vnn))t

(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

Table (4): Comparison between the numerical and exact solutions of

example(2) by using FVM when k0 =1of example (2)
| Exact -
(1) (1) (1) (1) Exact
i xi v i ,1 v i ,2 v i ,3 v i ,4 v i(1)
solution ,4 |

0 0 0 0 0 0 0 0

1 0.2 0.0244 0.0384 0.0466 0.0489 0.0256 0.0233

2 0.4 0.0384 0.0713 0.1037 0.1351 0.1024 0.0327

3 0.6 0.0466 0.1037 0.1762 0.2635 0.2304 0.0331

4 0.8 0.0489 0.1352 0.2636 0.4336 0.4096 0.024

5 1 0.04 0.16 0.36 0.64 0.64 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

1 0.2 0.0839 0.1917 0.3935 0.6772 0.6800 0.0028

2 0.4 0.1485 0.2839 0.5002 0.7911 0.8000 0.0089

3 0.6 0.2207 0.4504 0.6889 0.9855 1.0000 0.0145

4 0.8 0.6274 0.7645 0.9788 1.2669 1.2800 0.0131

5 1 1.04 1.16 1.36 1.64 1.64 0

Table (6): Comparison between the numerical and exact solutions of

example(2) byusing FVM when k0= 2 of example (2)

| 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

1 0.2 0.0079 0.0210 0.0350 0.0441 0.0256 0.0185

2 0.4 0.0211 0.0530 0.0916 0.1301 0.1024 0.0277

3 0.6 0.0348 0.0917 0.1686 0.2602 0.2304 0.0298

4 0.8 0.0370 0.1288 0.2601 0.4314 0.4096 0.0218

5 1 0.04 0.16 0.36 0.64 0.64 0

 
1746 E. A. Hussain and Z. M. Alwan

1.8

Numerical solution, k0 = 1
1.6
Numerical solution, k0 = 2

1.4 Exact solution

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

4. Formulation of Finite Volume Method of Nonlinear System of

Parabolic Problem

This section discussed discretization the system of parabolic problem on

an open polygonal subset Ω by FVM of the form:
ut(x, t) − uxx(x, t)g1(u, v) − ux(x, t) = f1(x, t) ...(28)
vt(x, t) − vxx(x, t)g2(u, v) − vx(x, t) = f2(x, t) ...(29)
where:
g1(u, v) = g1(x, t, u(x, t)) or g1(u, v) = g1(x, t, v(x, t)) ...(30)
g2(u, v) = g2(x, t, u(x, t)) or g2(u, v) = g2(x, t, v(x, t)) ...(31)
with initial conditions of the form:
u(x, 0) = k1(x) , 0 ≤ x ≤ a ...(32)
v(x, 0) = k2(x)
and the boundary conditions of the form:
u(0, t) = φ1(t), u(a, t) = φ2(t) , t ∈ R+ ...(33)
v(0, t) = ψ1(t), v(a, t) = ψ2(t)
where φ1(t), φ2(t), ψ1(t), ψ2(t), k1(x) and k2(x) are continuous functions.
Now, integrating equations (28), (29) over the control volume Ki and with time
dependent (nk, (n + 1) k). The numerical scheme is given by:

⎡ 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

0.005(e3(n+1)k − e3nk) − 0.05(e3(n+1)k − e3nk) …(40)

u 00 = u10 = u 02 = u 30 = u 04 = u 50 = u 60 = u 70 = u 80 = u 90 = u10
0 =0

u10 = 0.1, u 02 = 0.2, u 30 = 0.3, u 04 = 0, u 50 = 0.5, u 06 = 06, u 07 = 0.7, u 80 =

0.8, u 90 = 0.9, u10
0
=1

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

Table (8): Numerical results for example (3) by using FVM

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

5. Formulation of Upwind Finite Volume Method of Nonlinear

System of Hyperbolic Problem

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

The numerical scheme of (48), (49) is given by:

n +1 n n
10 u i −10 u i +[ u i − u in−1 ]( vin )2+0.2 u in =0.1103+0.01t2−0.21t …(51)
n +1 n n
10 vi − 10 vi + [ vi − vin−1 ] u in n
+ 0.3 u i = −0.08 + 0.4t …(52)

u 00 = 0, u10 = 0.1, u 02 = 0.2, u 30 = 0.3, u 04 = 0.4, u 50 = 0.5, u 06 = 0.6, u 07 =

0.7, u 80 = 0.8, u 90 = 0.9, u10

0
=1

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

Table (10): Numerical results for example (4) by using FVM

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.

6. Conclusion and Future Work

The following can be drawn from the present study:
The use the FVM for solving nonlinear system of elliptic problem of PDE give
good results compared with the exact solution and the FVM was applied to solve
some kinds systems of non-linear for parabolic and hyperbolic problems PDE’s.
An interesting future research topic is to use of the FVM to solve other types of
problems, such as fluid dynamic problems, optimal control problems, fluid
mechanic problems and the shallow water problem with topography.

References

[1] S. Aiba, A. Humphrey and N. Mills, Biochemical Engineering, Academic

Press, New York, (1965).
[2] W. Ames, Numerical Methods for Partial Differential Equation, Academic
Press, New York, San Francisco, (1977).
[3] A. Alami-Idrissi and M. Atounti, An Error Estimate for Finite Volume
Methods for the Stokes Equations, J. of Inequalities in Pure and Appl. Math.,
Vol.3, Issue 1, Article 17, (2002).

 
Finite volume method 1755

[4] R. Burden and J. Faires, Numerical Analysis, 7th ed., Brook/Cole, Australia,
Prindle,(2001).
[5] Y. Coudiér, Gallouët T and Herbin R., Discrete Sobolev Inequalities and Lp
Error Estimates for Approximate Finite Volume Solution of Convection-
Diffusion Equation, Submitted, (1998).
[6] Z. Cai, J. Douglas and M. Park, Development and Analysis of Higher Order
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
Numerical Analysis, Editors: P. G. Ciarlet and J. L. Lions, Vol.70, pp.713-
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).
[9] L. Jiangguo, M. Lin and Y. Xiu, An Adaptive Discontinuous Finite Volume
Methods for Elliptic Problems, J. of Comput. And Appl. Math., Vol.235,
pp.5422-5431, (2011).
[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).

Received: January, 2013