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