On the nonstandard maximum principle and its application for construction of monotone finite-difference schemes for multidimensional quasilinear parabolic equations
UDC 517.9 We consider the difference maximum principle with input data of variable sign and its application to the investigation of the monotonicity and convergence of finite-difference schemes (FDSs). Namely, we consider the Dirichlet initial-boundary value problem for multidimensional...
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| author | Hieu, Le Minh Xuan, Nguyen Huu Nguyen Thanh, Dang Ngoc Hoang Hieu, Le Minh Xuan, Nguyen Huu Nguyen Thanh, Dang Ngoc Hoang |
| author_facet | Hieu, Le Minh Xuan, Nguyen Huu Nguyen Thanh, Dang Ngoc Hoang Hieu, Le Minh Xuan, Nguyen Huu Nguyen Thanh, Dang Ngoc Hoang |
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We consider the difference maximum principle with input data of variable sign and its application to the investigation of the monotonicity and convergence of finite-difference schemes (FDSs). Namely, we consider the Dirichlet initial-boundary value problem for multidimensional quasilinear parabolic equation with an unbounded nonlinearity. Unconditionally monotone linearized finite-difference schemes of the second-order of accuracy are constructed on uniform grids. A two-sided estimate for the grid solution, which is completely consistent with similar estimates for the exact solution, is obtained. These estimates are used to prove the convergence of FDSs in the grid $L_2$-norm. We also present a study aimed at constructing second-order monotone difference schemes for the parabolic convection-diffusion equation with boundary conditions of the third kind and unlimited nonlinearity without using the initial differential equation on the domain boundaries. The goal is a combination of the assumption of existence and uniqueness of a smooth solution and the regularization principle. In this case, the boundary conditions  are directly approximated on a two-point stencil of the second order. |
| doi_str_mv | 10.3842/umzh.v76i1.7273 |
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Ukrainian Mathematical Journal
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On the Nonstandard Maximum Principle and Its Application for Construction of Monotone Finite-Difference Schemes for Multidimensional Quasilinear Parabolic Equations
Published: 30 July 2024
Volume 76, pages 141–156, (2024)
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Le Minh Hieu1,
Nguyen Huu Nguyen Xuan2 &
Dang Ngoc Hoang Thanh3
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We consider the difference maximum principle with input data of variable sign and its application to the investigation of the monotonicity and convergence of finite-difference schemes (FDSs). Namely, we consider the Dirichlet initial-boundary-value problem for multidimensional quasilinear parabolic equations with unbounded nonlinearity. Unconditionally monotone linearized finite-difference schemes of the second-order of accuracy are constructed on uniform grids. A two-sided estimate for the grid solution, which is completely consistent with similar estimates for the exact solution, is obtained. These estimates are used to prove the convergence of FDSs in the grid L2-norm. We also present a study aimed at constructing second-order monotone difference schemes for the parabolic convection-diffusion equation with boundary conditions of the third kind and unlimited nonlinearity without using the initial differential equation on the domain boundaries. The goal is a combination of the assumption of existence and uniqueness of a smooth solution and the regularization principle. In this case, the boundary conditions are directly approximated on a two-point stencil of the second order.
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Authors and Affiliations
Department of Economics, University of Economics, The University of Danang, Danang, Vietnam
Le Minh Hieu
Department of Research and International Cooperation, University of Economics, The University of Danang, Danang, Vietnam
Nguyen Huu Nguyen Xuan
Department of Information Technology, School of Business Information Technology, University of Economics, Ho Chi Minh City, Vietnam
Dang Ngoc Hoang Thanh
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Published in Ukrains’kyi Matematychnyi Zhurnal, Vol. 76, No. 1, pp. 132–146, January, 2024. Ukrainian DOI: https://doi.org/10.3842/umzh.v76i1.7273.
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Hieu, L.M., Xuan, N.H.N. & Thanh, D.N.H. On the Nonstandard Maximum Principle and Its Application for Construction of Monotone Finite-Difference Schemes for Multidimensional Quasilinear Parabolic Equations.
Ukr Math J 76, 141–156 (2024). https://doi.org/10.1007/s11253-024-02313-y
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Received: 29 July 2022
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DOI: https://doi.org/10.1007/s11253-024-02313-y
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| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | English |
| last_indexed | 2026-03-24T03:32:09Z |
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| spelling | umjimathkievua-article-72732024-06-19T00:35:01Z On the nonstandard maximum principle and its application for construction of monotone finite-difference schemes for multidimensional quasilinear parabolic equations On the nonstandard maximum principle and its application for construction of monotone finite-difference schemes for multidimensional quasilinear parabolic equations Hieu, Le Minh Xuan, Nguyen Huu Nguyen Thanh, Dang Ngoc Hoang Hieu, Le Minh Xuan, Nguyen Huu Nguyen Thanh, Dang Ngoc Hoang Maximum principle, two-side estimates, monotone method, finite-difference scheme, multidimensional quasilinear parabolic equation, convergence, weakly couple system, scientific computing, regularization principle, convection-diffusion problem, third boundary value problem. UDC 517.9 We consider the difference maximum principle with input data of variable sign and its application to the investigation of the monotonicity and convergence of finite-difference schemes (FDSs). Namely, we consider the Dirichlet initial-boundary value problem for multidimensional quasilinear parabolic equation with an unbounded nonlinearity. Unconditionally monotone linearized finite-difference schemes of the second-order of accuracy are constructed on uniform grids. A two-sided estimate for the grid solution, which is completely consistent with similar estimates for the exact solution, is obtained. These estimates are used to prove the convergence of FDSs in the grid $L_2$-norm. We also present a study aimed at constructing second-order monotone difference schemes for the parabolic convection-diffusion equation with boundary conditions of the third kind and unlimited nonlinearity without using the initial differential equation on the domain boundaries. The goal is a combination of the assumption of existence and uniqueness of a smooth solution and the regularization principle. In this case, the boundary conditions  are directly approximated on a two-point stencil of the second order. УДК 517.9 Про нестандартний принцип максимуму та його застосування для побудови монотонних скінченно-різницевих схем для багатовимірних квазілінійних параболічних рівнянь Розглянуто принцип максимуму різниці з вхідними даними змінного знака та його застосування для дослідження монотонності та збіжності скінченно-різницевих схем (СРС). Зокрема, розглянуто початково-крайову задачу Діріхле для багатовимірного квазілінійного параболічного рівняння з необмеженою нелінійністю. Побудовано безумовно монотонні лінеаризовані скінченно-різницеві схеми другого порядку точності на рівномірних сітках. Отримано двосторонні оцінки для сіткового розв'язку, які повністю узгоджуються з аналогічними оцінками для точного розв'язку. Ці оцінки використано для доведення збіжності СРС у сітковій $L_2$-нормі. Також наведено дослідження щодо побудови монотонних різницевих схем другого порядку для параболічного рівняння конвекції-дифузії з крайовою умовою третього роду та необмеженою нелінійністю без використання вихідного диференціального рівняння на межах області. Нашою метою є поєднання припущення про існування та єдиність гладкого розв'язку з принципом регуляризації. Граничні умови в цьому випадку безпосередньо апроксимуються на двоточковому трафареті другого порядку.  Institute of Mathematics, NAS of Ukraine 2024-02-02 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/7273 10.3842/umzh.v76i1.7273 Ukrains’kyi Matematychnyi Zhurnal; Vol. 76 No. 1 (2024); 132 - 146 Український математичний журнал; Том 76 № 1 (2024); 132 - 146 1027-3190 en https://umj.imath.kiev.ua/index.php/umj/article/view/7273/9684 Copyright (c) 2024 Le Minh Hieu, Nguyen Huu Nguyen Xuan, Dang Ngoc Hoang Thanh |
| spellingShingle | Hieu, Le Minh Xuan, Nguyen Huu Nguyen Thanh, Dang Ngoc Hoang Hieu, Le Minh Xuan, Nguyen Huu Nguyen Thanh, Dang Ngoc Hoang On the nonstandard maximum principle and its application for construction of monotone finite-difference schemes for multidimensional quasilinear parabolic equations |
| title | On the nonstandard maximum principle and its application for construction of monotone finite-difference schemes for multidimensional quasilinear parabolic equations |
| title_alt | On the nonstandard maximum principle and its application for construction of monotone finite-difference schemes for multidimensional quasilinear parabolic equations |
| title_full | On the nonstandard maximum principle and its application for construction of monotone finite-difference schemes for multidimensional quasilinear parabolic equations |
| title_fullStr | On the nonstandard maximum principle and its application for construction of monotone finite-difference schemes for multidimensional quasilinear parabolic equations |
| title_full_unstemmed | On the nonstandard maximum principle and its application for construction of monotone finite-difference schemes for multidimensional quasilinear parabolic equations |
| title_short | On the nonstandard maximum principle and its application for construction of monotone finite-difference schemes for multidimensional quasilinear parabolic equations |
| title_sort | on the nonstandard maximum principle and its application for construction of monotone finite-difference schemes for multidimensional quasilinear parabolic equations |
| topic_facet | Maximum principle two-side estimates monotone method finite-difference scheme multidimensional quasilinear parabolic equation convergence weakly couple system scientific computing regularization principle convection-diffusion problem third boundary value problem. |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/7273 |
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