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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
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].
N1
N2
i =1
i =1
hi = 1 , ki = 1.
x i + 1 ][ y j 1 , y j+ 1 ].
2
...(1)
...(2)
where:
F1(u, v) = F1(x, y, u(x, y)) or F1(u, v) = F1(x,y,v(x, y))
...(3)
...(4)
1739
...(5)
...(6)
kj
hi+ 1
(ui+1,j ui,j)
hi
k j 1
kj
hi 1
(ui,j ui1,j) +
hi
k j+ 1
(ui,j+1 ui,j)
(7)
kj
hi+ 1
(vi+1,j vi,j)
hi
k j 1
kj
hi 1
(vi,j vi1,j) +
hi
k j+ 1
(vi,j+1 vi,j)
(8)
(9)
(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)
(12)
(13)
v(0, y) = 0, v(1, y) = y3
u(x, 0) = x2, u(x, 1) = x2 + 1, 0 x 1
v(x, 0) = 0, v(x, 1) = x
(14)
1740
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
(ui+1,j ui,j)
hi+ 1
kj
hi 1
(ui,j ui1,j) +
hi
k j 1
hi
k j+ 1
(ui,j+1 ui,j)
(15)
kj
hi+ 1
(vi+1,j vi,j)
hi
k j 1
kj
hi 1
(vi,j vi1,j) +
hi
k j+ 1
(vi,j+1 vi,j)
(16)
(17)
(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 |
0.2
0.0797
0.1994
0.3991
0.6791
0.6800
0.0009
0.4
0.1994
0.3187
0.5180
0.7978
0.8000
0.0022
0.6
0.3992
0.5182
0.7172
0.9962
1.0000
0.0038
0.8
0.6793
0.7984
0.9978
1.2754
1.2800
0.0046
1.04
1.16
1.36
1.64
1.6400
1741
xi
vi,1
vi,2
vi,3
vi,4
v(x,y)
| vi,j vi,4 |
0.2
0.0004
0.0004
0.0034
0.0090
0.0051
0.0039
0.4
0.0006
0.0069
0.0194
0.0512
0.0409
0.0103
0.6
0.0039
0.0165
0.0370
0.1439
0.1382
0.0057
0.8
0.0141
0.0389
0.0035
0.3105
0.3076
0.0171
0.04
0.16
0.36
0.64
0.64
1.8
Numerical solution
1.6
Exact solution
1.4
Solution
1.2
1.0
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
Fig.(1): Numerical and exact results for u of example (1) by using FVM.
1742
0.8
Numerical solution
Exact solution
Solution
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
Fig.(2): Numerical and exact results for v of example (1) by using FVM.
(k 0 )
= W
(k 0 1)
(W (k
J
0 1) 1
) F( W (k
0 1)
...(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
u
11
=(
0)
0)
(k
u
, 21
(k )
(k )
(k )
(k )
v
v
u
11
nn
, ,
,
, 21 , , v nn )t
1743
where:
f1
f1
u (x, y) u (x, y)
21
11
f 2
f 2
(x, y)
(x, y)
u
u 21
J(W) =
11
M
M
f n (x, y) f n (x, y)
u11
u 21
f1
f1
f1
f1
(x, y)
(x, y)
(x, y) L
(x, y)
u nn
v11
v21
vnn
f 2
f 2
f 2
f 2
(x, y)
(x, y)
(x, y) L
(x, y)
L
u nn
v11
v21
vnn
O
M
M
M
O
M
f n
f n
f n
f n
(x, y)
(x, y) L
(x, y)
(x, y)
L
u nn
v11
v21
vnn
L
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)
...(21)
,0y1
...(22)
v(0, y) = 0, v(1, y) = y2
u(x, 0) = x2, u(x, 1) = 1 + x2 , 0 x 1
v(x, 0) = 0, v(x, 1) = x
...(23)
kj
hi+ 1
[ui+1,j ui,j]
hi
k j 1
kj
hi 1
[ui,j ui1,j] +
hi
k j+ 1
[ui,j+1 ui,j]
...(24)
kj
hi+ 1
[vi+1,j vi,j]
kj
hi 1
[vi,j vi1,j] +
hi
k j+ 1
[vi,j+1 vi,j]
hi
k j 1
[vi,j vi,j1]
0.04 u i, j = 0.0105
...(25)
...(26)
1744
2
...(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.
u i(1)
,2
u i(1)
,3
u i(1)
,4
Exact
solution
| Exact -
xi
u i(1)
,1
0.2
0.1053
0.2304
0.4249
0.6937
0.6800
0.0137
0.4
0.2304
0.3566
0.5487
0.8141
0.8000
0.0141
0.6
0.4249
0.5487
0.7399
1.0066
1.0000
0.0066
0.8
0.6937
0.8141
1.0066
1.2775
1.2800
0.0025
1.04
1.16
1.36
1.64
1.64
u i(1)
,4 |
0.2
0.0244
0.0384
0.0466
0.0489
0.0256
0.0233
0.4
0.0384
0.0713
0.1037
0.1351
0.1024
0.0327
0.6
0.0466
0.1037
0.1762
0.2635
0.2304
0.0331
0.8
0.0489
0.1352
0.2636
0.4336
0.4096
0.024
0.04
0.16
0.36
0.64
0.64
1745
Table (5): Numerical results for example (2) by using FVM when k0=2 .
| Exact -
xi
u i(2)
,1
u i(2)
,2
u i(2)
,3
u i(2)
,4
Exact
solution
0.2
0.0839
0.1917
0.3935
0.6772
0.6800
0.0028
0.4
0.1485
0.2839
0.5002
0.7911
0.8000
0.0089
0.6
0.2207
0.4504
0.6889
0.9855
1.0000
0.0145
0.8
0.6274
0.7645
0.9788
1.2669
1.2800
0.0131
1.04
1.16
1.36
1.64
1.64
u i(2)
,4 |
v i(2)
,2
v i(2)
,3
v i(2)
,4
Exact
solution
| Exact -
xi
v i(2)
,1
0.2
0.0079
0.0210
0.0350
0.0441
0.0256
0.0185
0.4
0.0211
0.0530
0.0916
0.1301
0.1024
0.0277
0.6
0.0348
0.0917
0.1686
0.2602
0.2304
0.0298
0.8
0.0370
0.1288
0.2601
0.4314
0.4096
0.0218
0.04
0.16
0.36
0.64
0.64
v i(2)
,4 |
1746
1.8
Numerical solution, k0 = 1
1.6
Numerical solution, k0 = 2
Exact solution
1.4
Solution
1.2
1.0
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
Fig.(3) : Numerical and exact results for u, k = 1, 2 of example (2) by using FVM.
0.7
Numerical solution, k0 = 1
Numerical solution, k0 = 2
0.6
Exact solution
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
Fig.(4): Numerical and exact results for v, k = 1, 2 of example (2) by using FVM.
1747
...(28)
...(29)
where:
g1(u, v) = g1(x, t, u(x, t)) or g1(u, v) = g1(x, t, v(x, t))
...(30)
...(31)
...(32)
v(x, 0) = k2(x)
and the boundary conditions of the form:
u(0, t) = 1(t), u(a, t) = 2(t)
, t R+
...(33)
h i n +1 n
u i +1 u in u in u in1
n
n
( ui ui ) k
g1(u,v) k( u i +1 u i ) =
hi+ 1
hi 1
k
2
2
m(k)f1(x,t)
(34)
and;
h i n +1 n
vi +1 vin vin vin1
n
n
( vi vi ) k
g2(u,v) k( vi +1 vi ) =
h 1
hi 1
k
i+
2
2
m(k)f2(x,t)
(35)
1748
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)
(37)
(38)
10 u i
10 u i 0.1[ u i +1 2 u i +
10 vi
10 vi 0.1[ vi +1 2 vi +
(39)
vin1 ] u in
0.01 vi +1 =
(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,
0.8,
0
u 90 = 0.9, u10
v00
v02
v10
= 0.1,
v02
= 0.2,
v10
u 02
= 0.2,
=1
v30
v04
v50
v60
v70
v80
v90
v10
0
=0
0
=1
v80 = 0.8, v90 = 0.9, v10
Evaluating equations (39) and (40) for all i = 1, 2, , 9; n = 0,1,2 to get the
following results:
1749
Table (7): Comparison between the numerical and exact solutions of the
example (3) by using FVM.
xi
ui
ui
ui
Exact solution
| Exact - ui |
0.1
0.100124
0.100246
0.100365
0.109417
0.009052
0.2
0.200224
0.200446
0.200665
0.218834
0.018169
0.3
0.300324
0.300646
0.300965
0.328252
0.027287
0.4
0.400424
0.400846
0.401266
0.437669
0.036403
0.5
0.500524
0.501046
0.501566
0.547087
0.045521
0.6
0.600624
0.601246
0.601866
0.656504
0.054638
0.7
0.700724
0.701446
0.702166
0.765921
0.063755
0.8
0.800824
0.801646
0.802468
0.875339
0.072871
0.9
0.900924
0.902115
0.903677
0.984756
0.081079
10
1.030454
1.061836
1.094174
1.094174
xi
vi
vi
vi
Exact solution
| Exact - ui |
0.1
0.100109
0.100216
0.100321
0.106183
0.005862
0.2
0.200209
0.200416
0.200621
0.212367
0.011746
0.3
0.300309
0.300616
0.300921
0.318550
0.017629
0.4
0.400409
0.401616
0.401222
0.424734
0.023512
0.5
0.500509
0.501016
0.501522
0.530918
0.029396
0.6
0.600609
0.601216
0.601822
0.637101
0.035279
0.7
0.700709
0.701416
0.702122
0.743285
0.041163
0.8
0.800809
0.801616
0.802424
0.849469
0.047045
0.9
0.900909
0.902009
0.903301
0.955652
0.052351
10
1.020201
1.040810
1.061836
1.061836
1750
1.1
Numerical solution
1.0
Exact solution
0.9
0.8
Solution
0.7
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
Fig.(8): Numerical and exact results for u of example (6) by using FVM.
1.1
Numerical solution
1.0
Exact solution
0.9
0.8
Solution
0.7
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
Fig.(9): Numerical and exact results for v of example (3) by using FVM.
1751
(41)
(42)
(43)
(44)
(45)
u in +1 u in
n
n
n
hi
+ ( u i u i 1 )f1(u,v) + hi vi = hif1(x,t)
k
(46)
n +1
v
hi i
vin
n
n
n
+ ( vi vi 1 )f2(u,v) + hi u i = hif2(x,t)
k
(47)
Example (4):
Consider the following nonlinear system of one first order of PDEs:
ut(x,t) + ux(x,t)v2(x,t) + 2v(x,t) = (xt)2+2x2t+1, x R, t R+
(48)
(49)
xR
(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
u in +1 u in
n
n
n
n
hi
+ u i u i 1 ( vi )2 + 0.2 vi = 0.1103+0.1t20.21t
k
v n +1 vin
n
n
n
n
hi i
+ vi vi 1 u i + 0.3 u i = 0.08 + 0.4t
k
(
(
)
)
10 u i
10 u i +[ u i
10 vi
10 vi + [ vi
n +1
u10
u 02
vin1 ] u in
u 00
= 0,
0.7,
0
=1
u 80 = 0.8, u 90 = 0.9, u10
= 0.1,
= 0.2,
u 30
(51)
= 0.3,
u 04
= 0.4,
u 50
= 0.5,
(52)
u 06
= 0.6,
u 07
v00 = 0, v10 = 0.1, v02 = 0.2, v30 = 0.3, v04 = 0.4, v50 = 0.5, v06 = 0.6, v07 = 0.7,
0
=1
v80 = 0.8, v90 = 0.9, v10
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
ui
ui
ui
Exact solution
| Exact - ui |
0.1
0.10893
0.11791
0.12694
0.13
0.00306
0.2
0.20663
0.21344
0.221041
0.23
0.008959
0.3
0.30413
0.30858
0.31334
0.33
0.01666
0.4
0.40143
0.40335
0.40573
0.43
0.02427
0.5
0.49853
0.49774
0.49579
0.53
0.03421
0.6
0.59543
0.59176
0.58892
0.63
0.04108
0.7
0.69213
0.68540
0.67972
0.73
0.05028
0.8
0.78863
0.77867
0.77000
0.83
0.06
0.9
0.88493
0.87150
0.85964
0.93
0.07036
10
0.98103
0.96410
0.94900
1.03
0.00306
1753
xi
vi
vi
vi
Exact solution
| Exact - vi |
0.1
0.08800
0.07606
0.06419
0.07
0.00581
0.2
0.18400
0.16821
0.15263
0.17
0.01737
0.3
0.2800
0.26035
0.24104
0.27
0.02896
0.4
0.37600
0.35250
0.32948
0.37
0.04052
0.5
0.47200
0.44465
0.41793
0.47
0.05207
0.6
0.56800
0.53682
0.50641
0.57
0.06359
0.7
0.66400
0.62899
0.59491
0.67
0.07509
0.8
0.76000
0.72117
0.68343
0.77
0.08657
0.9
0.85800
0.81517
0.77363
0.87
0.09637
10
0.95200
0.90574
0.86088
0.97
0.10912
1.1
Numerical solution
1.0
Exact solution
0.9
0.8
Solution
0.7
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
Fig.(10) : Numerical and exact results for u of example (4) by using FVM.
1754
1.0
Numerical solution
0.9
Exact solution
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
Fig.(11) Numerical and exact results for v of example (4) by using FVM.
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Vol.3, Issue 1, Article 17, (2002).
1755
[4] R. Burden and J. Faires, Numerical Analysis, 7th ed., Brook/Cole, Australia,
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Received: January, 2013