On the Computation of Extinction Time for Some Nonlinear Parabolic Equations ()
1. Introduction
There is a large number of nonlinear partial differential equations of parabolic type whose solutions for given initial data become identically nulle in finite time T. Such a phenomenon is called extinction and T is called the extinction time. For certain problems, the extinction time can be computed explicitly, but in many cases one can only know the existence of extinction time.
Since the appearance of the pioneering work of Kalashnikov [1] , extinction phenomenon in nonlinear parabolic equations has been studied extensively by many authors [2] [3] . Particular emphasis has been placed on the question as to the existence of extinction time [4] - [7] .
Generally speaking, it is difficult to simulate extinction phenomenon accurately on general domains. Indeed, it is not at all clear if features of such a phenomenon as extinction can be well reflected in the discretized equation which approximates the original equation. In [8] - [11] , some numerical schemes have been used to study the extinction phenomenon of solutions for some nonlinear parabolic equations.
In this work, we propose a numerical algorithm for computing the extinction time for nonnegative solutions of some nonlinear parabolic equations. Our motivation is to reproduce the extinction phenomenon of some non- linear parabolic equations on general domains.
This paper is organized as follows. In the next section, we present the problem model and some theoretical results. A discretization of this problem is derived in Section 3, while numerical experiments are reported in Section 4 and Section 5 is devoted to concluding remarks.
2. The Model Problem
In this work, we are concerned with the following initial-boundary value problem:
, (1)
, (2)
, (3)
where
is a
bounded domain with boundary
,
,
and
, being given functions.
Furthermore, for any
and for all
defined in
, we will set
,
.
Nonlinear parabolic equations of type (1) appear in various applications. In particular they are used to des- cribe a phenomenon of thermal propagation in an absorptive medium where
stands for temperature [5] . In other applications,
is a concentration and the process is described as diffusion with absorption.
The problem of determining necessary and sufficient conditions on the functions
and
which ensure the existence of an extinction time for solutions of (1)-(3) has been considered by several authors [1] [6] [7] [12] .
In this section, we state the following result:
Theorem 1 Assume that
is a nonnegative solution of the problem (1)-(3) where f and F are nondecreasing, nonnegative derivatives functions and if
, then
![]()
Proof: First, let us set
. We have
. (i)
Multiplying Equation (1) by
and integrating over
it follows
. (ii)
On one hand thanks to regularity of functions
,
and
, we can write
![]()
where
is the unit outward to
, ds denotes an element of surface area, since
vanishes on
and
, we have
, hence
. (iii)
From (ii) and (iii), we deduce
![]()
Since
and
, and according to (i), we obtain
. (iv)
On the other hand, multiplying Equation (1) by
yields
,
which we rewrite as
,
then the application
is decreased in
. It then follows
. (vi)
On the other hand, the increase of
implies that
,
Thus
![]()
and according to (vi) we obtain
,
This last inequality implies
.
Then considering (iv), we deduced
. (vii)
Setting
, we obtain
.
This gives after integrating
.
Knowing that
. it follows
. The passage to the limit allows us to write
.
Finally,
.
In addition to the assumption of increase of F in Theorem 2.1, if we assume that
, (4)
is a positive constant.
then the following result is easily shown.
Corollary 1 Suppose that the assumptions of the Theorem 2.1 are satisfied, and if (4) holds for
, then
. (5)
Indeed, for all
solution of (1)-(3), it comes from the assumption (4) that
,
that gives
.
As
, then
.
So
,
and as a consequence of Theorem 2.1
. □
In summary, under some assumptions we know that all nonnegative solutions of (1)-(3) have extinction time as
. We want to determine whether extinction occurs in finite time for any given
and
.
It is well known that, in general, there is no classical solution to this nonlinear parabolic equation for arbitrary choices of
and
. However, there are some works dealing with approximation of extinction time for solutions of (1). For example, in [13] a numerical method to approximate the solutions of (1) has been developed in the case
and in [14] an algorithm based on splitting technique was derived to compute the extinction time for solutions on a rectangular domain.
In order to determine the extinction time for some
and
, we will derive in the next section a numerical scheme based on Donor-cell scheme. Given a sufficiently small parameter
, we would like to determine the positive real
such that a solution
of the problem (1)-(3) has to satisfy the above relation
. (6)
We shall call
satisfying (6) as the
-extinction time.
3. Discretization
3.1. Discretization of the Studied Domain
Let
be a considered domain that we assume to be of irregular shape, we approximate
by a domain
whose boundary is specified by the set of boundary edges lying on gridlines. We imbed
in a rectan- gular domain
,
of smallest possible size. Given two nonzero integers
and
, we set
and we introduce on
a grid of step
and
in x
and
direction respectively. The set of points
such that of
,
defines the discretization of
into
cells (rectangular subdomains). For all
,
cell
occupies the spatial region
and has center the point noted
.
The cells of
are then divided into inner cell (which lie completely in
), external cell (which lie in
) and boundary cells (which lie in a part of
). The problem model is then solved only in the inner cells.
A matrix of size
gives a description of the discretized domain. For example, consider three sets of indices
,
et
corresponding to the inner, boundary and external cells, we then admit to define the following matrix
(7)
the matrix to identify cell types.
The idea of this numerical treatment of general domains has been suggested by Griebel et al. in [15] . An example of this numerical treatment is illustrated in Figure 1 and its matrix representative is given by the following (8).
(8)
3.2. Spatial Discretization
First of all, let us give an approximation of the diffusion operator at the point
which we rewrite as
(9)
![]()
Figure 1. An example of the discretization of a non rectangular domain into cells.
Let
be the approximation of
at the cell center
. In the following we do apply a discretization that is similar to the one of Donor-cell scheme where the expression
is approached by a progressive finite differences scheme and
by a central finite differences scheme.
Furthermore, we set
where
and we note
(10)
If
denotes the vector of components
then, one can write
(11)
where
the diagonal matrix whose diagonal is the vector
and
denotes forward differentiation matrix the
-direction.
On the other hand, denoting by
the approached value of
at the cell center
and
noting by
![]()
the vector of the value of
at point
, it follows through the central difference scheme, the relation
(12)
which is written by the mean of the Equation (12) as
, (13)
where
denotes central differentiation matrix in the
-direction.
Similarly, given
, the vector of the approached values of
at point
, we obtain
, (14)
where
denotes forward differentiation matrix in the
-direction.
From Equations (13) and (14), we deduce the approximation of the operator
at cell center
, in matrix form:
(15)
where
is the vector of value of
at points
. Thus, we have defined, an approximation operator
to approach the operator
.
However, it should be noted that
is a vector dependent of
.
Considering lexicographic numerotation, we note by
the vector of the values of u in points
at time t. Knowing that
at points
, and the differentiation matrices
to approach the derivative on the set of the points
we can replace respectively by the matrices which are obtained by deleting the rows and columns corresponding to the indices of the points
of
.
Given the Equation (15), the discrete system approaching the problem (1)-(3) is rewritten by
, (16)
where we have set
![]()
and where
is the matrix obtained of
by deleting the rows and columns corresponding to
the indices of the points
of
and
is the vector of values of
,
.
Furthermore, the initial condition is written
(17)
where
is the vector obtained from
by deleting the elements corresponding to the indices of the points
of ![]()
3.3. Temporal Discretization
For a time step fixed
, we consider the sequence
defined by
et
. Then, we
denote
the approximation at time
of vector
solution of (16)-(17). Using the explicit Euler method, the semi-discret scheme is written
(18)
where we set
.
It should be noticed that if the time step
is chosen to be little enough, and F satisfied the growth con- dition (4),
(19)
Thus the extinction time is obtained using simple itrations process until the stopping criterion
(20)
is satisfied. Here
is the given tolerance number. The sequence of computations to be performed is sum- marized as follows
Algorithm 3.1
1. Read
and
.
2. Compute
and
.
3. Define
(rectangular) and
(non rectangular) such
.
4. Compute the matrix
and
.
5. Set
.
6. Assign initial value to
.
7. Set
.
8. While
and
, do.
9. Compute
according to (18) .
10. Set
.
11.
.
End while
4. Numerical Experiments
Let
be a bounded domain in
. Consider the initial value problem
(21)
(22)
. (23)
where
is the continuous nonnegative function in
, vanishing on
, and
.
Equation (21) models heat propagation in medium where the solution
stands for temperature.
For our numerical experiments we have consider Figure 2 to be our studied domain and we have use discretization parameters
, and
.
We would like to numerically estimate the extinction time for solutions of problem (21)-(23) with the initial condition given by
![]()
First, for fixed accurate value
, we estimate the
-euclidian norm of the sequence
solution of the numerical scheme (18) for various values of parameters
. Table 1 and Figure 3 clearly show that the approximation extinction time can be given by
(24)
We can see in Table 1 that this value is approximated by
(25)
Also, the extinction process is illustrated by Figure 4 where we can appreciate the numerical solution extinct in a finite time.
5. Concluding Remarks
In this paper, a numerical algorithm based on Donor-cell scheme was proposed in order to compute the extinc- tion time for nonnegative solutions of some nonlinear parabolic equations on general domains. We have verified
![]()
Figure 2. Discretization of studied domain
into cells.
![]()
Table 1. Numerical extinction time relatively to time iteration parameter n.
![]()
Figure 3. Variation norm of the numerical solution.
![]()
Figure 4. Extinction phenomenon of the numerical solution.
experimentally for a class of nonlinear parabolic equations that the numerical algorithm is efficient for comput- ing the extinction time of solutions.
In the works to come, it will be better to apply the numerical algorithm to study, for example, moving boun- dary problems and extinction problems in environment.
Acknowledgements
We thank the Editor and the referee for their comments.