We obtain some conditions under which the positive solution for
semidiscretizations of the semilinear equation , with boundary conditions , , blows up in a finite time and estimate its semidiscrete blow-up time. We also establish
the convergence of the semidiscrete blow-up time and obtain some results about
numerical blow-up rate and set. Finally, we get an analogous result taking
a discrete form of the above problem and give some computational results to
illustrate some points of our analysis.
1. Introduction
In this paper,
we consider the following boundary value problem:where is a function, , is a convex
function, , , in , in , , in , in . The initial data , , .
Here is the maximal
time interval on which the solution of (1.1)
exists. The time may be finite
or infinite. Where is infinite, we
say that the solution exists
globally. When is finite, the
solution develops a
singularity in a finite time, namelywhere .
In this last case, we say that the solution blows up in a
finite time and the time is called the
blow-up time of the solution .
In good number of physical devices, the boundary
conditions play a primordial role in the progress of the studied processes. It
is the case of the problem described in (1.1) which can be viewed as a heat
conduction problem where stands for the
temperature, and the heat sources are prescribed on the boundaries. At the
boundary , the heat source has a constant flux whereas at the
boundary , the heat source has a nonlinear radition haw. Intensification of the heat source at the boundary is provided by
the function . The function also gives a
dominant strength of the heat source at the boundary .
The theoretical study of blow-up of solutions for
semilinear parabolic equations with nonlinear boundary conditions has been the
subject of investigations of many authors (see [1–7], and the references cited therein).
The authors have proved that under some assumptions,
the solution of (1.1) blows up in a finite time and the blow-up time is
estimated. It is also proved that under some conditions, the blow-up occurs at
the point 1. In this paper, we are interested in the numerical study. We give
some assumptions under which the solution of a semidiscrete form of (1.1)
blows up in a finite time and estimate its semidiscrete blow-up time. We also
show that the semidiscrete blow-up time converges to the theoretical one when
the mesh size goes to zero. An analogous study has been also done for a
discrete scheme. For the semidiscrete scheme, some results about numerical
blow-up rate and set have been also given. A similar study has been undertaken
in [8, 9] where the authors have considered semilinear heat equations
with Dirichlet boundary conditions. In the same way in [10] the numerical
extinction has been studied using some discrete and semidiscrete schemes (a
solution extincts in a
finite time if it reaches the value zero in a finite time). Concerning the
numerical study with nonlinear boundary conditions, some particular cases of
the above problem have been treated by several authors (see [11–15]). Generally, the authors have considered the problem (1.1) in the case
where and . For instance in [15], the above problem has been
considered in the case where and . In [16], the authors have considered the problem
(1.1) in the case where , , , . They have shown that the solution of a semidiscrete
form of (1.1) blows up in a finite time and they have localized the blow-up
set. One may also find in [17–22] similar studies
concerning other parabolic problems.
The paper is organized as follows. In the next
section, we present a semidiscrete scheme of (1.1). In Section 3, we give
some properties concerning our semidiscrete scheme. In Section 4, under some
conditions, we prove that the solution of the semidiscrete form of (1.1)
blows up in a finite time and estimate its semidiscrete blow-up time. In
Section 5, we study the convergence of the semidiscrete blow-up time. In
Section 6, we give some results on the numerical blow-up rate and Section 7 is
consecrated to the study of the numerical blow-up set. In Section 8, we study a
particular discrete form of (1.1). Finally, in the last section, taking some
discrete forms of (1.1), we give some numerical experiments.
2. The Semidiscrete problem
Let be a positive
integer and define the grid , , where . We approximate the solution of (1.1) by
the solution of the
following semidiscrete equationswhere , ,Here is the maximal
time interval on which is finite where . When is finite, we
say that the solution blows up in a
finite time and the time is called the
blow-up time of the solution .
3. Properties of the Semidiscrete Scheme
In this
section, we give some lemmas which will be used later.
The following lemma is a semidiscrete form of the
maximum principle.Lemma 3.1. Let and let such
that Then we have , , .
Proof. Let and define the
vector where is large enough
that for , . Let . Since for , is a continuous
function, there exists such that for a certain . It is not hard to see thatA straightforward computation
reveals thatWe observe from (3.2) that which implies
that because . We deduce that for and the proof
is complete.
Another form of the maximum principle for semidiscrete
equations is the following comparison lemma.Lemma 3.2. Let , and such that for Then we have , ,
Proof. Define the vector . Let be the first such that for , , but for a certain . We observe that which implies thatBut this inequality contradicts
(3.4) and the proof is complete.
4. Semidiscrete Blow-Up Solutions
In this section
under some assumptions, we show that the solution of (2.1)–(2.3)
blows up in a finite time and estimate its semidiscrete blow-up time.
Before starting, we need the following two lemmas. The
first lemma gives a property of the operator and the second
one reveals a property of the semidiscrete solution.Lemma 4.1. Let be such that . Then we have
Proof. Apply Taylor's expansion to obtainwhere is an
intermediate between and and the one between and . The first and last equalities imply
thatCombining the second and third
equalities, we see thatUse the fact that for and to complete the
rest of the proof.
Lemma 4.2. Let be the solution
of (2.1)–(2.3). Then we have
Proof. Let be the first such that for but for a certain . Without loss of generality, we may suppose that is the smallest
integer which satisfies the equality. Introduce the functions for . We getwhich implies
thatBut this contradicts (2.1)-(2.2)
and we have the desired result.
The above lemma says that the semidiscrete solution is
increasing in space. This property will be used later to show that the
semidiscrete solution attains its minimum at the last node .
Now, we are in a position to state the main result of
this section.Theorem 4.3. Let be the solution
of (2.1)–(2.3). Suppose that there exists a positive integer A such
that Assume that Then the solution blows up in a
finite time and we have the
following estimate
Proof.
Since is the maximal
time interval on which , our aim is to show that is finite and
satisfies the above inequality. Introduce the vector such
thatA straightforward calculation
givesFrom Lemma 4.1, we have which implies
thatUsing (2.1), we
getIt follows from the fact that , and thatWe deduce from (4.9)
thatFrom (4.8), we observe
that We deduce from Lemma 3.1 that , , which implies that , . Obviously we haveIntegrating this inequality over , we arrive atwhich implies
thatSince the quantity on the right
hand side of the above inequality is finite, we deduce that the solution blows up in a
finite time. Use the fact that to complete the
rest of the proof.
Remark 4.4. The
inequality (4.19) implies that where is the inverse
of .
Remark 4.5. If , then and .
5. Convergence of the Semidiscrete Blow-Up Time
In this
section, we show the convergence of the semidiscrete blow-up time. Now we will
show that for each fixed time interval where is defined, the
solution of (2.1)–(2.3)
approximates , when the mesh parameter goes to
zero.Theorem 5.1. Assume that (1.1) has a solution and the initial
condition at (2.3) satisfies where . Then, for h sufficiently small, the problem (2.1)–(2.3)
has a unique solution such
that
Proof. Let be such
thatThe problem (2.1)–(2.3) has for
each , a unique solution . Let the greatest
value of such
thatThe relation (5.1) implies that for sufficiently
small. By the triangle inequality, we obtainwhich implies
thatLet be the error of
discretization. Using Taylor's expansion, we have for ,where is an
intermediate value between and and the one between and . Using (5.3) and (5.6), there exist two positive
constants and such
thatConsider the function where , , are constants
which will be determined later. We getBy a semidiscretization of the
above problem, we may choose , , large enough
thatIt follows from Lemma 3.2
thatBy the same way, we also prove
thatwhich implies
thatWe deduce thatLet us show that . Suppose that . From (5.4), we obtainSince the term on the right hand
side of the above inequality goes to zero as tends to zero,
we deduce that , which is impossible. Consequently , and the proof is complete.
Now, we are in a position to prove the main result of
this section.Theorem 5.2. Suppose that the problem (1.1)
has a solution u which blows up in a finite time such that and the initial
condition at (2.3) satisfies Under the assumptions of Theorem
4.3, the problem (2.1)–(2.3) admits a unique solution which blows up
in a finite time and we have the
following relation
Proof. Let . There exists a positive constant such
thatSince the solution blows up at the
time , then there exists such that for . Setting , then we have . It follows from Theorem 5.1 thatApplying the triangle
inequality, we getwhich leads to . From Theorem 4.3, blows up at the
time . We deduce from Remark 4.4 and (5.18) thatand the proof is complete.
6. Numerical Blow-Up Rate
In this
section, we determine the blow-up rate of the solution of (2.1)–(2.3) in
the case where . Our result is the following.Theorem 6.1. Let be the solution
of (2.1)–(2.3). Under the assumptions of Theorem 4.3, blows up in a
finite time and there exist
two positive constants such
that where is the inverse
of the function .
Proof.
From
Theorem 4.3 and Remark 4.4, blows up in a
finite time and there
exists a constant such thatFrom Lemma 4.2, . Then using (2.2), we deduce that , which implies that . Integration this inequality over , there exists a positive constant such thatwhich leads us to the result.
7. Numerical Blow-Up Set
In this
section, we determine the numerical blow-up set of the semidiscrete solution. This is stated in the theorem below.Theorem 7.1. Suppose that there exists a
positive constant such that and Assume that there exists a
positive constant such Then the numerical blow-up set
is .
Proof. Let and definewhere is small
enough. We haveand for , we getA straightforward computation
yieldsThis implies that there exists such
thatUsing Taylor's expansion, there
exists a constant such
thatwhich implies
thatThe maximum principle implies
thatHence, we getTherefore , and we have the desired result.
8. Full Discretization
In this section,
we consider the problem (1.1) in the case where , , , with const . Thus our problem is equivalent towhere , , and .
We start this section by the construction of an
adaptive scheme as follows. Let be a positive
integer and let . Define the grid , and approximate
the solution of the problem
(8.1) by the solution of the
following discrete equationswhere , , , In order to permit the discrete
solution to reproduce the property of the continuous one when the time approaches the
blow-up time, we need to adapt the size of the time step so that we take , .
Let us notice that the restriction on the time step
ensures the nonnegativity of the discrete solution. The lemma below shows that
the discrete solution is increasing in space.Lemma 8.1. Let be the solution
of (8.2)–(8.4). Then we have
Proof.
Let , . We observe thatUsing the Taylor's expansion, we
find thatwhere is an
intermediate value between and . If , , we deduce thatUsing the restriction , we find thatWe observe that is nonnegative
and by induction, we deduce that , . This ends the proof.
The following lemma is a discrete form of the maximum
principle.
Lemma 8.2. Let be a bounded
vector and let a sequence such
that Then for , if .
Proof. If then a routine
computation yieldsSince , we see that is nonnegative. From (8.12), we deduce by induction that which ends the
proof.
A direct consequence of the above result is the
following comparison lemma. Its proof is straightforward.
Lemma 8.3. Suppose
that and two vectors
such that is bounded. Let and two sequences
such that Then for , if .
Now, let us give a
property of the operator .
Lemma 8.4. Let be such that for . Then we have
Proof.
From Taylor's expansion, we find thatwhere is an
intermediate value between and . Use the fact that for to complete the
rest of the proof.
To handle the phenomenon of blow-up for discrete
equations, we need the following definition.
Definition 8.5. We say that
the solution of (8.2)–(8.4)
blows up in a finite time if The number is called the
numerical blow-up time of .
The following
theorem reveals that the discrete solution of (8.2)–(8.4)
blows up in a finite time under some hypotheses.
Theorem 8.6. Let be the solution
of (8.2)–(8.4). Suppose that there exists a constant such that the
initial data at (8.4) satisfies Then blows up in a
finite time which satisfies
the following estimate where
Proof.
Introduce the vector defined as
follows A straightforward computation
yieldsUsing (8.2), we arrive
atDue to the mean value theorem,
we getwhere is an
intermediate value between and . On the other hand, from Lemmas 2.4 and 2.5, we
deduce thatIt follows from (8.3)
thatwhich implies
thatFrom (8.18), we observe that . It follows from Lemma 8.2 that which implies
thatFrom Lemma 8.1, we see that which implies
thatIt is not hard to see
thatFrom (8.28), we get . By induction, we arrive at , which implies that . Therefore, we find thatConsequently, we arrive
atand by induction, we
getSince the term on the right hand
side of the above equality tends to infinity as approaches
infinity, we conclude that tends to
infinity as approaches
infinity. Now, let us estimate the numerical blow-up time. Due to (8.32), the
restriction on the time step ensures thatUsing the fact that the series
on the right hand side of the above inequality converges towards , we deduce that and the proof
is complete.
Remark 8.7. Apply
Taylor's expansion to obtain , which implies that If we take , we see thatWe deduce that is bounded from
above. We conclude that is bounded from
above.
Remark 8.8. From (8.31),
we get which implies
thatWe deduce that
In the sequel,
we take .
9. Convergence of the Blow-Up Time
In this
section, under some conditions, we show that the discrete solution blows up in
a finite time and its numerical blow-up time goes to the real one when the mesh
size goes to zero. To start, let us prove a result about the convergence of our
scheme.Theorem 9.1. Suppose that the problem (1.1)
has a solution . Assume that the initial data at (8.4)
satisfies Then the problem (8.2)–(8.4) has
a solution for h
sufficiently small, and we have the
following relation where is such that and .
Proof.
For each , the problem (8.2)–(8.4) has a solution . Let be the greatest
value of such
thatWe know that because of
(9.1). Due to the fact that , there exists a positive constant such that . Applying the triangle inequality, we haveSince , using Taylor's expansion, we find thatLet be the error of
discretization. From the mean value theorem, we get where is an
intermediate value between and . Hence, there exist positive constants and such
thatConsider the function where , , are positive
constants which will be determined later. We getBy a discretization of the above
problem, we obtainWe may choose , , large enough
thatIt follows from Comparison Lemma
8.3 thatBy the same way, we also prove
thatwhich implies
thatLet us show that . Suppose that . From (9.3), we obtainSince the term on the right hand
side of the second inequality goes to zero as goes to zero,
we deduce that , which is a contradiction and the proof is complete.
Now, we are in a position to state the main theorem of
this section.Theorem 9.2. Suppose that the problem (1.1)
has a solution which blows up
in a finite time and . Assume that the initial data at (2.3)
satisfies Under the assumption of Theorem
8.6, the problem (8.2)–(8.4) has a solution which blows up
in a finite time and the
following relation holds
Proof. We know from Remark 8.7 that is bounded. Letting , there exists a constant such
thatSince blows up at the
time , there exists such that for . Let and let be a positive
integer such that for small enough. We have for . It follows from Theorem 4.3 that the problem
(2.1)–(2.3) has a solution which obeys for , which implies thatFrom Theorem 8.6, blows up at the
time . It follows from Remark 8.8 and (9.17) that because . We deduce that , which leads us to the result.
10. Numerical Experiments
In this
section, we present some numerical approximations to the blow-up time of
(1.1) in the case where , , , with const , const . We approximate the solution of (1.1) by
the solution of the
following explicit schemeWe also approximate the solution of (1.1) by
the solution of the implicit
scheme belowFor the time step, we take , for the
explicit scheme and for the
implicit scheme.
The problem described in (10.1) may be rewritten
as followsLet us notice that the
restriction on the time step ensures the
nonnegativity of the discrete solution.
The implicit scheme may be rewritten in the following
formwhere The matrix satisfies the
following properties It follows that exists for . In addition, since is nonnegative, is also
nonnegative for . We need the following definition.
Definition 10.1. We say that the discrete solution of the explicit
scheme or the implicit scheme blows up in a finite time if and the series converges. The
quantity is called the
numerical blow-up time of the solution .
In Tables 1, 2, 3,
4, 5, 6,
7, and 8, in rows, we present the numerical blow-up times, values of , the CPU times and the orders of the approximations
corresponding to meshes of 16, 32, 64, 128, 256. For the numerical blow-up time
we take which is
computed at the first time whenThe order of the method
is computed from
Table 1: Numerical
blow-up times, numbers of iterations, CPU times (seconds) and orders of the
approximations obtained with the explicit Euler method defined in (
10.1).
Table 2: Numerical
blow-up times, numbers of iterations, CPU times (seconds) and orders of the
approximations obtained with the implicit Euler method defined in (
10.2).
Table 3: Numerical
blow-up times, numbers of iterations, CPU times (seconds) and orders of the
approximations obtained with the explicit Euler method defined in (
10.1).
Table 4: Numerical blow-up
times, numbers of iterations, CPU times (seconds) and orders of the
approximations obtained with the implicit Euler method defined in (
10.2).
Table 5: Numerical
blow-up times, numbers of iterations, CPU times (seconds) and orders of the
approximations obtained with the explicit Euler method defined in (
10.1).
Table 6: Numerical
blow-up times, numbers of iterations, CPU times (seconds) and orders of the
approximations obtained with the implicit Euler method defined in (
10.2).
Table 7: Numerical
blow-up times, numbers of iterations, CPU times (seconds) and orders of the
approximations obtained with the explicit Euler method defined in (
8.2)–(
8.4).
Table 8: Numerical blow-up times, numbers of
iterations, CPU times (seconds) and orders of the approximations obtained with
the implicit Euler method defined in (
10.2).
Case 1. , , , .
Case 2. , , , .
Case 3. , , , .
Case 4. , , , .
Remark 10.2. The different cases of our numerical
results show that there is a relationship between the flow on the boundary and
the absorption in the interior of the domain. Indeed, when there is not an
absorption on the interior of the domain, we see that the blow-up time is
slightly equal to for whereas if
there is an absorption in the interior of the domain, we observe that the
blow-up time is slightly equal to for and . We see that there is a diminution of the blow-up
time. We also remark that if the power of flow on the boundary increases then
the blow-up time diminishes. Thus the flow on the boundary make blow-up occurs
whereas the absorption in the interior of domain prevents the blow-up. This
phenomenon is well known in a theoretical point of view.
For other
illustrations, in what follows, we give some plots to illustrate our analysis. In Figures 1, 2, 3, 4, 5, and 6, we can appreciate that the discrete solution blows up in a
finite time at the last node.
Figure 1: Evolution of the discrete
solution, , (explicit
scheme).
Figure 2: Evolution of the discrete
solution, , (implicit
scheme).
Figure 3: Evolution of the discrete
solution, , (explicit
scheme).
Figure 4: Evolution of the discrete
solution, , (implicit
scheme).
Figure 5: Evolution of the discrete
solution, , (explicit
scheme).
Figure 6: Evolution of the discrete
solution, , (implicit
scheme).
Acknowledgments
We want to
thank the anonymous referee for the throughout reading of the manuscript and
several suggestions that help us to improve the presentation of the paper.