In this article, we consider the initial value problem which is obtained after a space discretization (with space step ) of the equations governing the solidification process of a multicomponent alloy. We propose a numerical scheme to solve numerically this initial value problem. We prove an error estimate which is not affected by the step size chosen in the space discretization. Consequently, our scheme provides global convergence without any stability condition between and the time step size . Moreover, it is not of excessive algorithmic complexity since it does not require more than one resolution of a linear system at each time step.
Mots clés : nonlinear diffusion equations, nonlinear parabolic problem, Chernoff scheme, implicit scheme for ODE's
@article{M2AN_2001__35_4_749_0, author = {Boillat, \'Eric}, title = {An implicit scheme to solve a system of {ODEs} arising from the space discretization of nonlinear diffusion equations}, journal = {ESAIM: Mod\'elisation math\'ematique et analyse num\'erique}, pages = {749--765}, publisher = {EDP-Sciences}, volume = {35}, number = {4}, year = {2001}, mrnumber = {1863278}, zbl = {0991.65091}, language = {en}, url = {http://archive.numdam.org/item/M2AN_2001__35_4_749_0/} }
TY - JOUR AU - Boillat, Éric TI - An implicit scheme to solve a system of ODEs arising from the space discretization of nonlinear diffusion equations JO - ESAIM: Modélisation mathématique et analyse numérique PY - 2001 SP - 749 EP - 765 VL - 35 IS - 4 PB - EDP-Sciences UR - http://archive.numdam.org/item/M2AN_2001__35_4_749_0/ LA - en ID - M2AN_2001__35_4_749_0 ER -
%0 Journal Article %A Boillat, Éric %T An implicit scheme to solve a system of ODEs arising from the space discretization of nonlinear diffusion equations %J ESAIM: Modélisation mathématique et analyse numérique %D 2001 %P 749-765 %V 35 %N 4 %I EDP-Sciences %U http://archive.numdam.org/item/M2AN_2001__35_4_749_0/ %G en %F M2AN_2001__35_4_749_0
Boillat, Éric. An implicit scheme to solve a system of ODEs arising from the space discretization of nonlinear diffusion equations. ESAIM: Modélisation mathématique et analyse numérique, Tome 35 (2001) no. 4, pp. 749-765. http://archive.numdam.org/item/M2AN_2001__35_4_749_0/
[1] The Stefan problem in several space variables. Trans. Amer. Math. Soc. 132 (1968) 51-87. | MR | Zbl
,[2] A numerical method for solving . RAIRO. Anal. Numér. 13 (1979) 297-312. | Numdam | MR | Zbl
, and ,[3] Error analysis of the enthalpy method for the Stefan problem. IMA J. Numer. Anal. 7 (1987) 61-71. | MR | Zbl
,[4] Non-equilibrium thermodynamics. North-Holland, Amsterdam (1962).
and ,[5] Analyse fonctionnelle, Théorie et applications. Masson, Paris (1993). | MR | Zbl
,[6] Quasilinear elliptic-parabolic differential equations. Math. Z. 183 (1983) 311-341. | MR | Zbl
and ,[7] Thermodynamics of irreversible processes. Interscience Publ. (1967).
,[8] A model for non-equilibrium thermodynamic processes involving phase changes. J. Inst. Math. Appl. 24 (1979) 425-438. | MR | Zbl
,[9] Analyse numérique d'un problème de Stefan à deux phases par une méthode d'éléments finis. SIAM J. Numer. Anal. 12 (1975) 464-487. | Zbl
,[10] Error estimates for the multidimensional two-phase Stefan problem. Math. Comp. 39 (1982) 377-414. | MR | Zbl
and ,[11] Functional Analysis. Springer-Verlag, Berlin (1984).
,[12] Remarques sur l'approximation des problèmes paraboliques non-linéaires, in Analyse Mathématique et Applications, Gauthier-Villars, Paris (1988) 297-318. | Zbl
,[13] Energy error estimates for a linear scheme to approximate nonlinear parabolic problems. RAIRO. Modèl. Math. Anal. Numér. 21 (1987) 655-678. | Numdam | MR | Zbl
, and ,[14] Analyse numérique des équations différentielles. Masson (1989). | MR | Zbl
and ,[15] Multidimensional Stefan problems. SIAM J. Numer. Anal. 10 (1973) 522-538. | MR | Zbl
,[16] Modélisation et analyse numérique de problèmes de réaction-diffusion provenant de la solidification d'alliages binaires. Technical Report 2071, Thèse EPFL (1999).
,[17] Elliptic Problems in Nonsmooth Domains. Pitman, Boston (1985). | MR | Zbl
,[18] Finite element approximations of singular parabolic problems. Internat. J. Numer. Methods Engrg. 26 (1988) 1989-2007. | MR | Zbl
, and ,[19] The Finite Element Method for Elliptic Problem. North Holland, Amsterdam (1978). | MR | Zbl
,[20] Error analysis for implicit approximations to Cauchy problems. SIAM J. Numer. Anal. 33 (1996) 68-87. | MR | Zbl
,[21] Galerkin finite element methods for Parabolic Problems. Springer-Verlag, Berlin (1984). | MR | Zbl
,[22] Solution of doubly nonlinear and degenerate parabolic problems by relaxation schemes. RAIRO. Modèl. Math. Anal. Numér. 29 (1995) 605-627. | Numdam | MR | Zbl
and ,