936 resultados para HJB equation


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In this paper, we consider the variable-order Galilei advection diffusion equation with a nonlinear source term. A numerical scheme with first order temporal accuracy and second order spatial accuracy is developed to simulate the equation. The stability and convergence of the numerical scheme are analyzed. Besides, another numerical scheme for improving temporal accuracy is also developed. Finally, some numerical examples are given and the results demonstrate the effectiveness of theoretical analysis. Keywords: The variable-order Galilei invariant advection diffusion equation with a nonlinear source term; The variable-order Riemann–Liouville fractional partial derivative; Stability; Convergence; Numerical scheme improving temporal accuracy

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We present a mass-conservative vertex-centred finite volume method for efficiently solving the mixed form of Richards’ equation in heterogeneous porous media. The spatial discretisation is particularly well-suited to heterogeneous media because it produces consistent flux approximations at quadrature points where material properties are continuous. Combined with the method of lines, the spatial discretisation gives a set of differential algebraic equations amenable to solution using higher-order implicit solvers. We investigate the solution of the mixed form using a Jacobian-free inexact Newton solver, which requires the solution of an extra variable for each node in the mesh compared to the pressure-head form. By exploiting the structure of the Jacobian for the mixed form, the size of the preconditioner is reduced to that for the pressure-head form, and there is minimal computational overhead for solving the mixed form. The proposed formulation is tested on two challenging test problems. The solutions from the new formulation offer conservation of mass at least one order of magnitude more accurate than a pressure head formulation, and the higher-order temporal integration significantly improves both the mass balance and computational efficiency of the solution.