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Error estimates for the multidimensional two-phase Stefan problem
Authors:
Joseph W. Jerome and Michael E. Rose
Journal:
Math. Comp. 39 (1982), 377-414
MSC:
Primary 65M60; Secondary 65M05, 65M10
MathSciNet review:
669635
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Abstract: In this paper we derive rates of convergence for regularizations of the multidimensional two-phase Stefan problem and use the regularized problems to define backward-difference in time and piecewise-linear in space Galerkin approximations. We find an rate of convergence of order in the -regularization and an rate of convergence of order in the Galerkin estimates which leads to the natural choices , , and a resulting rate of convergence of the numerical scheme to the solution of the differential equation. An essentially rate is demonstrated when and in our Galerkin scheme under a boundedness hypothesis on the Galerkin approximations. The latter result is consistent with computational experience.
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- [1]
- S. Agmon, A. Douglas & L. Nirenberg, "Estimates near the boundary for solutions of elliptic partial differential equations satisfying general boundary conditions," Comm. Pure Appl. Math., v. 12, 1959, pp. 623-727. MR 0125307 (23:A2610)
- [2]
- O. B. Andersland & D. M. Anderson (eds.), Geotechnical Engineering for Cold Regions, McGraw-Hill, New York, 1978.
- [3]
- D. M. Anderson & N. R. Morgenstern, "Physics, chemistry and mechanics of frozen ground," in Proc. North American Permafrost Second International Conf., Nat. Acad. Sciences, Washington, D. C., 1973, pp. 257-295.
- [4]
- J. H. Bramble, A. H. Schatz, V. Thomée & L. B. Wahlbin, "Some convergence estimates for semi-discrete Galerkin type approximations for parabolic equations," SIAM J. Numer. Anal., v. 14, 1977, pp. 218-241. MR 0448926 (56:7231)
- [5]
- H. Brezis, Operateurs Maximaux Monotones et Semi-groupes de Contractions dans les Espaces de Hilbert, North-Holland/American Elsevier, Amsterdam/New York, 1973. MR 0348562 (50:1060)
- [6]
- H. Brezis & W. Strauss, "Semilinear elliptic equations in
" J. Math. Soc. Japan, v. 25, 1973, pp. 565-590. MR 0336050 (49:826)
- [7]
- B. M. Budak, E. N. Solov'eva & A. B. Uspensiĭ, "A difference method with smoothing of coefficients for the solution of the Stefan problem," Ž Vyčisl. Mat. i Mat. Fiz., v. 5, 1965, pp. 828-840. (Russian) MR 0199969 (33:8109)
- [8]
- L. Caffarelli & L. C. Evans, "Continuity of the temperature in the two-phase Stefan problem," Arch. Rational Mech. Anal. (To appear.) MR 683353 (84g:35070)
- [9]
- P. G. Ciarlet, The Finite Element Method for Elliptic Problems, North-Holland/American Elsevier, Amsterdam/New York, 1978. MR 0520174 (58:25001)
- [10]
- J. F. Ciavaldini, "Analyse numérique d'un problème de Stefan à deux phases par une méthode l'éléments finis," SIAM J. Numer. Anal., v. 12, 1975, pp. 464-487. MR 0391741 (52:12561)
- [11]
- A. Damlamian, "Some results on the multi-phase Stefan problem," Comm. Partial Differential Equations, v. 2, 1977, pp. 1017-1044. MR 0487015 (58:6694)
- [12]
- E. Di Benedetto, Continuity of Weak Solutions to Certain Singular Parabolic Equations, MRC Tech. Report 2124, Madison, Wisc., 1980.
- [13]
- J. Douglas, Jr., T. Dupont & L. Wahlbin, "Optimal
error estimates for Galerkin approximations to solutions of two-point boundary value problems," Math. Comp., v. 29, 1975, pp. 475-483. MR 0371077 (51:7298)
- [14]
- N. Dunford & J. Schwartz, Linear Operators, Vol. I, Wiley, New York, 1957. 15. A. Friedman, "The Stefan problem in several space variables," Trans. Amer. Math. Soc., v. 133, 1968, pp. 51-87.
- [16]
- E. Hille & R. S. Phillips, Functional Analysis and Semigroups, Amer. Math. Soc. Colloq. Publ., vol. 31, Amer. Math. Soc., Providence, R. I., 1957. MR 0089373 (19:664d)
- [17]
- J. Jerome, "Nonlinear equations of evolution and a generalized Stefan problem," J. Differential Equations, v. 26, 1977, pp. 240-261. MR 0481543 (58:1659a)
- [18]
- J. Jerome, "Existence and approximation of weak solutions of nonlinear Dirichlet problems with discontinuous coefficients," SIAM J. Math. Anal., v. 9, 1978, pp. 730-742. MR 498348 (80d:47097)
- [19]
- C. Johnson & V. Thomée, "Error estimates for some mixed finite element methods for parabolic type problems," RAIRO Anal. Numér., v. 15, 1981, pp. 41-78. MR 610597 (83c:65239)
- [20]
- S. Kamenomostskaja, "On the Stefan problem," Mat. Sb., v. 53, 1961, pp. 489-514. (Russian)
- [21]
- T. Kato, "Linear evolution equations of hyperbolic type II," J. Math. Soc. Japan, v. 25, 1973, pp. 648-666. MR 0326483 (48:4827)
- [22]
- S. N. Kruzhkov, "First order quasilinear equations in several independent variables," Math. USSR Sb., v. 10, 1970, pp. 217-243.
- [23]
- O. Ladyzhenskaya, V. Solonnikov & N. Ural'ceva, Linear and Quasilinear Equations of Parabolic Type, Transl. Math. Monographs, vol. 23, Amer. Math. Soc., Providence, R. I., 1968.
- [24]
- A. Lazaridis, "A numerical solution of the multidimensional solidification (or melting) problem," Internat. J. Heat Mass Transfer, v. 13, 1970, pp. 1459-1477.
- [25]
- J. L. Lions, Quelques Méthodes de Resolution des Problèmes aux Limites non Linéaires, Dunod, Paris, 1969. MR 0259693 (41:4326)
- [26]
- G. H. Meyer, "Multidimensional Stefan problems," SIAM J. Numer. Anal., v. 10, 1973, pp. 522-538. MR 0331807 (48:10139)
- [27]
- J. Nitsche,
Convergence of Finite Element Approximations, Proc. Second Conf. on Finite Elements, Rennes, France, 1975. MR 568857 (81e:65058)
- [28]
- R. Rannacher, "Zur
-Konvergenz linearer Finiter Elemente," Math. Z., v. 149, 1976, pp. 69-77. MR 0488859 (58:8361)
- [29]
- Michael E. Rose, "Numerical methods for flows through porous media. I," Math. Comp. (submitted). Also available as Argonne National Laboratory Report. MR 689465 (85a:65146)
- [30]
- Milton E. Rose, "A method for calculating solutions of parabolic equations with a free boundary," Math. Comp., v. 14, 1960, pp. 249-256. MR 0115283 (22:6085)
- [31]
- L. Rubenstein, The Stefan Problem, Transl. Math. Monographs, vol. 27, Amer. Math. Soc., Providence, R. I. 1971. MR 0351348 (50:3837)
- [32]
- A. A. Samarskiĭ & B. D. Moiseenko, "An efficient scheme for (the) thorough computation in a many dimensional Stefan problem," Ž. Vyčisl. Mat. i Mat. Fiz., v. 5, 1965, pp. 816-827. MR 0203960 (34:3807)
- [33]
- A. H. Schatz & L. B. Wahlbin, "On the quasi-optimality in
of the -projection into finite element spaces," Math. Comp., v. 38, 1982, pp. 1-22. MR 637283 (82m:65106)
- [34]
- R. Scott, "Optimal
estimates for the finite element method on irregular meshes," Math. Comp., v. 30, 1976, pp. 681-697. MR 0436617 (55:9560)
- [35]
- S. L. Sobolev, Applications of Functional Analysis in Mathematical Physics, Transl. Math. Monographs, vol. 7, Amer. Math. Soc., Providence, R. I. 1963. MR 0165337 (29:2624)
- [36]
- A. Solomon, "Some remarks on the Stefan problem," Math. Comp., v. 20, 1966, pp. 347-360. MR 0202391 (34:2262)
- [37]
- G. Strang, "Approximation in the finite element method," Numer. Math., v. 19, 1972, pp. 81-98. MR 0305547 (46:4677)
- [38]
- G. Strang & G. Fix, Analysis of the Finite Element Method, Prentice-Hall, Englewood Cliffs, N. J., 1973. MR 0443377 (56:1747)
- [39]
- J. A. Wheeler, Jr., Simulation of Heat Transfer from a Warm Pipeline Buried in Permafrost, Proc. 74th National Meeting AIChE, March 1973.
- [40]
- J. A. Wheeler, Jr., "Permafrost thermal design for the trans-Alaska pipeline," in Moving Boundary Problems (Wilson, Solomon, Boggs, eds.), Academic Press, New York, 1978, pp. 267-284.
- [41]
- J. A. Wheeler, Jr., Personal communication.
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DOI:
http://dx.doi.org/10.1090/S0025-5718-1982-0669635-2
PII:
S 0025-5718(1982)0669635-2
Article copyright:
© Copyright 1982 American Mathematical Society
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