Abstract

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 [17], 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 [1115]). 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 [1722] 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 thatThen 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 thatAssume thatThen 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) satisfieswhere . 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) satisfiesUnder 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 thatwhere 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 andAssume that there exists a positive constant suchThen 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 thatThen 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 thatThen 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) satisfiesThen blows up in a finite time which satisfies the following estimatewhere

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) satisfiesThen the problem (8.2)–(8.4) has a solution for h sufficiently small, and we have the following relationwhere 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) satisfiesUnder 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

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.

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.