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A Francesca,

Paola,
Laura
L. Formaggia
F. Saleri
A. Veneziani

Applicazioni ed esercizi
di modellistica numerica
per problemi differenziali

12 3
LUCA FORMAGGIA
FAUSTO SALERI
ALESSANDRO VENEZIANI
MOX - Dipartimento di Matematica “F. Brioschi”
Politecnico di Milano

L’immagine di sfondo della copertina rappresenta una simulazione numerica del campo
di moto attorno a una imbarcazione da canottaggio da competizione (per gentile con-
cessione di CD ADAPCO Ltd. e Filippi Lido s.r.l.). Nei riquadri: in basso, geometria sem-
plificata e griglia di un disco freno per automobili; in alto, griglia di un modello di
carotide fornito da D. Liepsch e dalla F.H. di Monaco di Baviera (gentile concessione di
K. Perktold e M. Prosi). Entrambe le griglie sono state generate con il codice Netgen di
J. Schöberl (http://nathan.numa.uni-linz.ac.at/netgen/usenetgen.html).

Springer-Verlag fa parte di Springer Science+Business Media

springer.it

© Springer-Verlag Italia, Milano 2005

ISBN 10 88-470-0257-5
ISBN 13 978-88-470-0257-9

Quest’opera è protetta dalla legge sul diritto d’autore. Tutti i diritti, in particolare quelli rela-
tivi alla traduzione, alla ristampa, all’uso di figure e tabelle, alla citazione orale, alla trasmis-
sione radiofonica o televisiva, alla riproduzione su microfilm o in database, alla diversa
riproduzione in qualsiasi altra forma (stampa o elettronica) rimangono riservati anche nel
caso di utilizzo parziale. Una riproduzione di quest’opera, oppure di parte di questa, è anche
nel caso specifico solo ammessa nei limiti stabiliti dalla legge sul diritto d’autore, ed è sogget-
ta all’autorizzazione dell’Editore. La violazione delle norme comporta le sanzioni previste
dalla legge.

L’utilizzo di denominazioni generiche, nomi commerciali, marchi registrati, ecc, in


quest’opera, anche in assenza di particolare indicazione, non consente di considerare tali
denominazioni o marchi liberamente utilizzabili da chiunque ai sensi della legge sul
marchio.

Riprodotto da copia camera-ready fornita dagli Autori


Progetto grafico della copertina: Simona Colombo, Milano
Stampato in Italia: Signum Srl, Bollate (Milano)


                 


              
                     
                   
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           [a, b]  n    % % &
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 Vi  i = 0, . . . , n  V0 = a Vn = b" E      %  % 
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b) 0 1,1 1,2 1 2,1 2,2 2 3,1 3,2 3 4,1 4,2 4 5,1 5,2 5

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a)
0 1 2 3 4 5

   


 
  
 
     r > 1 

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 Kj  
 
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 K2  
 

 
 
 


    

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j = 1, . . . , n  s = 1, . . . , r − 1    7  B"B"   xj,0 ≡
Vj−1  xj,r ≡ Vj "             Kj 
     r     (  f   xj,s  s = 0, . . . , r

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              %   

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1 xrn+1 = xn,r " ##        N = nr + 1 

   %  (  x0 < x1 < . . . < xN "

   %    #        #  

 1                

 "      %  % $     7  B"B  % 

           ( (j, s)     

#   j = 1, . . . , n



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  (n, r) ⇒ n"        % $ %  

        n+1   (  xi = Vi   i = 0, . . . , n" F

  %     %    #         

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                ( 


f ∈ C 0 ([a, b])  [a, b] ⊂ R      x0 , . . . xN 1  
r
  Th  (  Πh f %  (

Πhr f |Kj ∈ Pr (Kj ), j = 1, . . . , n, Πhr f (xi ) = f (xi ), i = 0, . . . N,

Pr (Kj ) $               r    Kj 


h = max1≤j≤n hj "     h $      "    Πhr f 5
      #           
          r φi  i = 0, 1, . . . , N        

N

Πhr f (x) = f (xi )φi (x). B"B
i=0

      (  

φi (xj ) = δij , i, j = 0, . . . , N, B"3

  δij        "   φi (x) = 0  x    


   Kj     xi          
%     "            
         $

N

φi (x) = 1, ∀x ∈ [a, b].
i=0

 $   #          B"B     


(    f = 1"           5  % &
r
          Πh : C 0 ([a, b]) → Xhr (a, b) 1 
r
 B"B   Xh (a, b)      (        
r    Th

Xhr (a, b) ≡ {vh ∈ C 0 ([a, b]) : vh |Kj ∈ Pr (Kj ), j = 1, . . . , n}. B".

r
        (   #       Xh (a, b) %
     nr + 1"    Πhr $          (
  h  

f C 0 ([a,b]) ≡ max |f (x)|, ∀f ∈ C 0 (a, b),


a≤x≤b

 (    E   #       


5   (      H 1 (a, b)" (         
 %     H 1 1   "BB/  -      
  Cr > 0   % ∀v ∈ H 1 (a, b)

Πhr vH 1 (a,b) ≤ Cr vH 1 (a,b) . B"8


!  

  
 


φ0 φi φn 1

a b
x0 xi xn
  "   
   
    


            %        


  v ∈ H p+1 (a, b)    p > 0   s = min(r, p)


 n 2s 2
|v − Πh1 v|H 1 (a,b) ≤Cs,r,1  hj |v|H 2 (Kj ) ≤ Cs,r,1 hs |v|H s+1 (a,b) , B"9
j=1


 n 2(s+1) 2
v − Πh1 vL2 (a,b) ≤Cs,r,0  hj |v|H 2 (Kj ) ≤ Cs,r,0 hs+1 |v|H s+1 (a,b) . B":
j=1
 √
v ∈ H 2 (a, b)  % C1,1,0 = 5/24  C1,1,1 = 2/2"
     
1
   v ∈ H (a, b)  v ∈ / H 2 (a, b)  5 (      
2
   L  (      %


 n 2 2
v − Πh vL2 (a,b) ≤ Cr  hj |v|H 1 (Kj ) ≤ Cr h|v|H 1 (a,b) ,
r

j=1

      C1 = 2   %       

lim |v − Πhr v|H 1 (a,b) = 0. B";


h→0

  // 2 1         B"9  &
   (   

f1 (x) = sin2 (3x)  f2 (x) = | sin(3x)| sin(3x),

(1, 3)    r = 1, 2, 3, 4"       &


  
s 2
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          -          
(  f2    1       h" ♦

   
 
 
  1    K $    %       Rd 
      (    
K      
      #   TK '       7  B"8


K = TK (K). B"D

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K
  ¾           "      %    
TK               /   % 

1
    

       
 
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10

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10

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10

0
10

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1
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10
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10
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10

−0.3
10

−0.4
10

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10
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10 10
h h

−1
10

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10

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10
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3

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10

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10

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10

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10 10
h h

   "  

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 f1  
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  +        
 
  


  r = 1, 2, 3  4     

  

 

 


 

    $ %       C 1 (K)  %      "


C 1 (K)
*  %         G #  J(TK )     
"
K    TK   !  $  (

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x) = aK + FK x B"C

 aK ∈ Rd  FK ∈ Rd×d $     &    |FK | > 0  


 # | · |            "  % 
hK     K  hK = maxx1 ,x2 ∈K x1 − x2    ρK        
 %  (     K "  %        x     
d
  x ∈ R "
      Th (Ω) Ω $     K = TK (K) 
  %      Ωh  1 
⎛ ⎞

Ωh = int ⎝ K⎠ ,
K∈Th (Ω)
 
 
 
# 

  
 
 ,

K1 K2
y

x
TK1 TK2
yb

b
K

x
b
 
 +    
  
 Kb - &  
 

&  . TK1 
  
 
 &  b
K1 = TK1 (K)   

 b 
  
K2 = TK2 (K)

yb zb
(0,1) (0,0,1)

(0,1,0) yb

(1,0) x
b (1,0,0) x
b
(1,1,1)
yb zb (0,1,1)

(0,0,1) (1,0,1)
(0,1) (1,1)

yb

(1,0) x
b (1,0,0) x
b
   
   
  
 b
K 
  
 
 
 
R2  R3  
   &     


      Ω   % limh→0 d(∂Ω, ∂Ωh ) = 0   h =


maxK∈Th (Ω) hK  d(A, B)          A  B Rd "  &
  int(A)    AH   (  % Ωh     
 Rd "
   Ωh = Ω    5             
##   (      Ω $     TK $    '" 
          % Th   Th (Ω)   
%      "     TK $ '      % 
 !"    ' TK  (          
r  r 
  /  PKb = P (K)  PK = P (K)"   K $     $
 % K " 1 TK            ( "
/  

  
 


 Th    1     Vh  "         Eh   


.     (  Fh  (            
   (  K "        #    
 K1 , K2 ∈ Th  K1 = K2   ##    7  B":
◦ ◦
K 1 ∩ K 2 = ∅, K1 ∩ K2 ∈ Vh ∪ Eh ∪ Fh ∪ ∅.
           ( "

   "  


 
   

  - 
. 


  - .

  #     %   nv      &


 K  Ne  Nv  Nl              Nl,b  Nv,b
         # "  m $       
    $   +( ,          m = 0 
        (  %   
                 I7044℄

(a) Ne − Nl + Nv = 1 − m, (b) 2Nl − Nl,b = nv Ne ,


B"B4
(c) Nv,b = Nl,b .
          m        
      cb      (  Ω 
Nf   (       Nf,b    #   %

(a) Ne − Nf + Nl − Nv = m − cb − 1, (b) 2Nf − Nf,b = nv Ne ,


B"BB
(c) Nv,b + Nf,b = Nl,b + 2(cb − m).
  #   $  % Ω       $   ( 
      "
A   1 %  (      {Th (Ω)}h      h 
    ∃γ > 0   % ∀h > 0
hK
γK = ≥ γ, ∀K ∈ Th (Ω). B"B3
ρK
 
 
 
# 

  
 
 0

   γ $ %      $  #  $ "    
     )  %        (   
     "

  //       . (      (  


   Ne     Nv    ( 
#  Nf,b            $    ( 
  "              
      %    (   "" *    
                 # K

& //      nv = 4      B"BB&b % Nf =


Nf,b
2Ne + "  #        $       &
2
1  %   $  #  (      "     
B"B4&b 5   (   (    " (   
          #        
    Nl  B"B4&b $   Nl,b     1   # 
Th      #      Nl,b  B"B4&b $
      1  $ %  " 1 Ne  B"B4&b $  &
  Nf,b           1    
 (   #  Th " >        2Nl,b = 3Nf,b  
Nl,b = 23 Nf,b "
          %       &
          # "   %  cb = 1
     m = 0       " 
Nv,b = 2 + Nl,b − Nf,b = 2 + 12 Nf,b  Nl = Nv + Nf − Ne − 2" ♦

 K $                


       %  ξ = (ξi , . . . , ξd+1 )"  {Vi , i = 1, . . . , d + 1}
    K  x   Rd "  %   Vi,j   j
   Vi  1 

1 ... 1 1

V1,1 . . . Vd,1 Vd+1,1

K ≡ " " . B"B.
"" "
"

V1,d . . . Vd,d Vd+1,d

  % K = ±d!|K|  |·|      Rn  


          $         
 "        $           K 
                  +
1  

  
 


V3 V4

z
y V1 V3
V1 V2
y

x
x V2
   2


   

       
   
 

V3 V4

K2
K2 K1 K1
K3 V3
x x
K3 K4
V1 V1
V2
V2
  2 
   
  
   
 x
   


 

    ,"  K K $       


$      %
   7  B";"  j = 1, . . . , d + 1  %   Kj (x)   
 K       Vj      x" 1   
j &           x      K   
7  B"D 

Kj (x)
ξj (x) ≡ ,  j = 1, . . . , d + 1. B"B8
K
        #   %      (  %    
    (   '"
 TK $    '        
K K   %     
    #   %     (     (  
K
d

ξ1 = 1 − x
s , ξj+1 = x
j , j = 1, . . . , d. B"B9
s=1

  B  3     5      


   #   %            "
! 
 
 

    


/ 6       #   % x
       K


 ℄ 
  
      
 
  







  
         
  
  

   
 
 
    

  

   
   
 !
" 
#℄#
 #℄#
 " #

   / 6           x


      #   %        K


℄  
  
      
 
  







  
         
$ #

  
     1   #         (  
  1    

Xh (Ωh ) ≡ {vh : vh ∈ V (Ωh ), vh K ∈ P (K), ∀K ∈ Th }, B"B:

 V (Ωh ) $     (      P (K) $      


nl 1        K " *      Xh (Ωh ) % 
   %     Xh  $   + #  , (&
  1      K         (   
 (  #  -             
       "
##   %  % Xh      V (Ωh )"    
% Xh $ (     V   V & ("    $  ( 
C 0  %   (  H 1  %L P (K) ⊂ H 1 (K)   K  
I*2C8℄"        Xh (Ωh ) $    Nh "
 %    Xh    V  Xh → V    h → 0  
%   (  v ∈ V   ǫ > 0    h0    

inf v − vh V ≤ ǫ  h ≤ h0 .
vh ∈Xh
  

  
 


     $
Σ = {σi : Xh → R, i = 1, . . . , Nh }
    (          Xh        

vh ∈ Xh → (σ1 (vh ), . . . , σNh (vh )) ∈ RNh

$  1"      (  vh ∈ Xh $       


      # σi (vh ) i = 1, . . . , Nh "
* 1   $                
 &    %      1      - 
     #      vh   Ni  
%     $ σi (vh ) = vh (Ni )"    (    /   
  A  &E%    #  =    
1
   K       ?   %  C & ( 
  #     %     vh  "   -    
   1    5      I048 *2C8℄
 #      Xh $   (  {φi , i = 1, . . . , Nh }  
% φi ∈ Xh  σi (φj ) = δij "  (  φi     #  #  
 % #      &"   1       %
   
φi (Nj ) = δij , i, j = 0, . . . , Nh B"B;

          " > vh ∈ Xh 5 


  (
Nh

vh (x) = σi (vh )φi (x). B"BD
i=1

    Xh           &  1   &


   K      P (K)   nl       $
  ΣK = {σK,i : P (K) → R, i = 1, . . . , Nl }        
p ∈ P (K) → (σK,1 (p), σK,2 (p), . . . , σK,nl (p)) ∈ Rnl

$  1"  %   1 %   #      P (K)  


ΣK  {φK,i , i = 1, . . . nl }    (  σK,i (φK,j ) = δij "     
#   p ∈ P (K)  5     (

Nl

p(x) = σK,i (p)φK,i (x)  x ∈ K.
i=1

 (  φK,i  %   #  #     #    


   &       K" %      % 
 (  1     # 

φi |K = φK,νK (i) , ∀K ∈ TK ,
! 
 
 

 1 ≤ νK (i) ≤ nl $        (  ( φi    &
   K "     % σi (p) = σK,νK (i) (p|K ) ∀p ∈ Xh "   
  1  (     #        
   K        "
Xh %  V & ( $     % P (K) ⊂ V (K) 
     
  $ ' / #      #          
      "
       1  $ %       
P (K)             (  K  
   r 
       1   K / P (K) ⊂ P (K)     %  r ≥ 0"
*      $       %/ $   - (  1 
P (K)
   % K
 %  (     %   P (K)"  &
 #    (         = {
Σ σ1 , σ nl }
2 , . . . , σ
     (  ( {φ1 , . . . , φnl }" %       (&
nl
  i (φj ) = δij
σ    p
(
x) = i=1 σ p)φi (
i ( x)"   
1           (  p  ∈ P(K)      ( &
 p ∈ P (K)    K $     # 
       (   TK  $

−1
p(x) = p(TK (x)). B"BC

           (  (  % φK,i = φi ◦ TK


−1
"
   %          1  
    "     5   I048℄"
      -        &   %    &
0
          C & ( "    1     
  r P(K)
 ⊂ P (K)
r          N i ∈ K  i = 1, . . . , nl 
      #      (    " &
   (   %  σ
i (
p) = p(N i )      ( 
(    #    K   φK,i = φ i ◦ T −1 
K
σK,i (p) = p(NK,i )  NK,i = TK (N  i ) $  i&      
K"
0  1          -     
Pr  $        P(K)
   K  = Pr (K)
  TK $    '"
r
        1      Xh (Ωh )   - &
r
  Xh "   %    '  (      
    5  % 1  

Xhr = {vh ∈ C 0 (Ωh ) : vh |K ∈ Pr (K), ∀K ∈ Th }. B"34

 7  B"C        Pr  (   ( 


(      (         %"     
        % /          n
           i j  k    (       -
!  

  
 


      - "      %     


          7  B"C    %   
1 d
    $   nl = d! j=1 (r + j)"  % ##   
                (   
.  1    "    % (     
     2 %  3   "

 r=1  P1      %

φn = ξi , 1≤i≤d+1  n = 1, . . . , d + 1.
 r=2  P2       %

φn = ξi (2ξi − 1), 1 ≤ i ≤ d + 1  n = 1, . . . , d + 1,
B"3B
φn = 4ξi ξj , 1 ≤ i < j ≤ d + 1  n = d + 1, . . . , nl .
 r=3  P3      %
1
φn = 2 ξi (3ξi − 1)(3ξi − 2), 1 ≤ i ≤ d + 1  n = 1, . . . , d + 1,
9
φn = 2 ξi (3ξi − 1)ξj , 1 ≤ i < j ≤ d + 1  n = d + 1, . . . , 3d + 1,
9
φn = 2 ξj (3ξj − 1)ξi , 1 ≤ i < j ≤ d + 1  n = 3d + 2, . . . , 5d + 1,
φn = 27ξi ξj ξk , 1 ≤ i < j < k ≤ d + 1  n = 5d + 2, . . . , nl .

P1 P2 P3
x
b2 x
b2 x
b2
3 3 3

8 9
6
5
10 6
5

1 2 1 4 2 1 4 7 2

x
b1 x
b1 x
b1
x
b3 x
b3 x
b3

4 x
b2 4 x
b2 4
16
x
b2
10
3 3 10 3
15
13 19 20
9
7 18 12 14
6 8 9
7 6 17 8
2 5 2 5 11 2
1 1 1
x
b1 x
b1 x
b1

   


 
 Pr  

   
  
  
    P3 #  
  
    
  



  
! 
 
 $

                      &


 #  C 0  %   %           
            (     &
         ( "  M  (   ## ( 
 #     (    #    (  (  
       #   "
 %         $ (  #   "    
  $   (               
    (  (     %     
           $        
 ( "

  //  1 % %  (  1   B"3B   ( 


(       P2       "

& // ##   1       φi (N


j ) = δij  j
N
     7  B"C" 6       #   "
nl = 6            
  #   
        " A        %      
#   %         (
x1 , x
2 )     B"B9    
#   %     

i ξ1 ξ2 ξ3 i ξ1 ξ2 ξ3
1 1 0 0 4 1/2 1/2 0
2 0 1 0 5 1/2 0 1/2
3 0 0 1 6 0 1/2 1/2
  1             3 (  ( 
      φi = ξi (2ξi − 1) i = 1, 2, 3"     φ0 = 0 $
 (   ξi = 0  ξi = 1/2"    # $   % 5 $    
  N i "         ξi = 1    φi (N i ) = 1(2 − 1) = 1" 
  (  (  φ4 = ξ1 ξ2  φ5 = ξ1 ξ3  φ6 = ξ2 ξ3 "  %  
         #   $     
  3  " F    1         #  %   
            1"
      $  /  %      #   %
    (     (   7  B"C"

i ξ1 ξ2 ξ3 ξ4 i ξ1 ξ2 ξ3 ξ4
1 1 0 0 0 6 1/2 0 1/2 0
2 0 1 0 0 7 1/2 0 0 1/2
3 0 0 1 0 8 0 1/2 1/2 0
4 0 0 0 1 9 0 1/2 0 1/2
5 1/2 1/2 0 0 10 0 0 1/2 1/2
*  

  
 


        (     #   " ♦


*  
K        #      5    
1            (  (      
              r > 0" 
P (K)
 = Qr (K)                    #  x
s %
2  2 
     r"    x2 x
1 2
2
∈ Q (K)  x3
1 ∈
/ Q (K)"  %
 ⊂ Qr (K)
Pr (K)  ⊂ Pdr (K) "         '    
   K $          K ##    
     " >         TK  -   "

    


  (  (   1        ( 
      -   " (   Ni  φi        
(  (    (    1     
 ( 
nl

TK (
x) = Ni φi (
x), B"33
s=1

1       #     #   K  K "     &


1
   (  (   1  P   (  TK 1   B"33
$      'N
*       TK $     %L 
               (      &
      # ) "      1    
 (      (  $  B"33        
       m      K $    φi ∈ Pm (K)
  % 
m  d        #      φi ∈ Qm (K)

TK ∈ [P (K)]     K
 d " 5    
     TK ∈ [Qm (K)]

nl

x= Ni φi (
x), x 
 ∈ K.
i=1

  #      1      5  %      


 d 
 ( K         B"9"8"    TK ∈ [Q1 (K)]
     d = 2     d = 3"        
 m = r      &          m < r   
  &             1  '  
m = 1"   m > r         $   "   
               #    "
r
  1    Q r > 0 $   1         &
      .      (  #     ( 
$ "
 
   ,

 (K)
  Qr  $ P  = Qr (K)
      $ #        $
1  d
TK ∈ [Q (K)] "      1     $   

Qh r = {vh ∈ C 0 (Ω h ) : −1
vh |K = vh ◦ TK 
; vh ∈ Qr (K), ∀K ∈ Th }.

 (  (    (  


K
 (     &
             φ1i   i = 0, . . . , r"
 ξi  i = 0, . . . , r                [0, 1]
  (  #  Qr (K)     ( φ1 (x)φ1 (y)  d = 2 
i j
φ1i (x)φ1j (y)φ1k (z)  d = 3  i, j, k  0  r"
−1
 % vh |K  $           TK  $  -
       '"

  //     #


    
 
 1 
r 1
d r+dr+d
  P $  nl = d! j=1 (r + j) = =
  
r d
 1  Qr $ nl = (r + 1)d "      d = 2 %  d = 3"
 
'  (    % ni=1 i = n(n + 1)/2  % ni=1 i2 = n(n +
1)(2n + 1)/6"

& //    PrP (K) = Pr (K)" *  


##  %
   # $      P (K) = Pr (K)  
     % (        r" 6  
    d = 2"       r $ (     
i j
   r $  ( x1 x2  i ≥ 0 j ≥ 0 i + j = s  s = 0, . . . , r" 
  #     s $   s + 1" (    i %  
0 s ##     #    j    j = s − i" *   
         r $  

r
 r+1

(s + 1) = s = (r + 1)(r + 2)/2,
s=0 s=1

     (  "
 %          s   (
xi1 xj2 xk3   i+j+k = s" *  i   0 s      j  k  
 (      j + k = s − i"          #    
   %   i  %  s − i + 1 #    j  k  #  " *  
    s $ 

s
 s
 s
 1 2
(s + 1 − i) = (s + 1) − i = (s + 1)2 − s(s + 1)/2 = (s + 3s + 2).
i=0 i=0 i=0
2
/  

  
 


            r $   


1 r 2
2 s=0 s + 3s + 2"     (       (   
                # % 
   # "
r
   1  Q             &
r 
  1   Q (K)" (         
r
1         $ r + 1   (  Q  
 (        " ♦

  //  %         1 


Xhr 1   B"34     d  r $ 

r=1 r=2 r=3


2 Nv Nv + Nl Nv + 2Nl + Ne "
3 Nv Nv + Nl Nv + 2Nl + Nf

& // ##    % p ∈ Xh


r
 (     % p|K =
−1 r
p ◦ TK   p ∈ P "   TK     #       
   p  % p $         
K"
>             " 6   &
     #   "      (   K1
 K2 % %      %          
r
 "  V      %   % p ∈ Xh    
r
% p|K1 (V) = p|K2 (V)   p ∈ Xh   5 $  #    V $   
    $      # $      p  V"
   % K1  K2 ##      Γ12 "    &
   p   % p|K1 (x) = p|K2 (x)  x ∈ Γ12 " 6 5 $  #    
    p  Γ12 $     1      Γ12 "
             r       %
      r + 1  "   % ##     #   %    %
       #  r − 1   " *    
 (  3 + 3(r − 1) = 3r               "
     B"9"B    %         Pr (K)   
(r + 1)(r + 2)/2   #    (r + 1)(r + 2)/2 − 3r    
        "  r = 1    
1
        Xh     Nv H  r = 2 nl = 6   # &
  %            Nh = Nv + Nl "  r = 3
1     #         2   $ 
              1   
      3  Nh = Nv + 2Nl + Ne "
$ "
 
   0

                      "


         %        (  
  "
6        B"9".             
  '    (  C 0 " >   %  #       
      #  "
K ♦

  // K1  K2      


 % 
  Th e = K1 ∩ K2 $         
 $   %
   (  K           (   '
TK1  TK2              % e =
e) = TK2 (
TK1 ( e)    "
e    K
  x 2 ∈ 
1 , x e           e 
x1 ) = TK2 (
TK1 ( x2 ) = x ∈ e"     %     C 0
r
(   P      %         e 

K             "

& // 7   (   7  B"B4"   TK1  TK2 &
   = ∂K1  TK2 (∂ K)
TK1 (∂ K)  = ∂K2    K1  K2 
     K  "  A  B      e"  1 %
 V  j  j = 1, 2, 3      (  K    V
 Ki  j = 1, 2, 3
j
 Ki   i = 1, 2" 6%          
K1   TK1 (V  1 ) = VK1 = A"          % 
1
    TK1 (V  2 ) = VK1 = B" (   VK1   1  
2 j
        j = 1, 2, 3     (     &
    K  "         K2    TK2 (V  2 ) = V K2 = A
2

 TK2 (V1 ) = V1
K2  
= B"  TK2 (V1 ) = A  TK2 (V2 ) = B  ## (  &
  #                  K2 "
e     K
    V1  V
 2  5    %     
TK1 (e)  TK2 ( e)     e  %       "
    1     ' B"C (    (  %   
1
V $          (      (
x1 , x
2 )  $ 1
V %
   (0, 0)  %  1) = A
TK1 (V   1) = B
TK2 (V     %

TK1 ( ,
x) = A + FK1 x TK2 ( .
x) = B + FK2 x

   2 ) = B
TK1 (V   2) = A
TK2 (V   

 2 = B − A,
FK1 V  2 = A − B.
FK2 V
 2 = −FK V
     FK1 V  2 " 6      e x
1 
2
1 
x        " 2  %   0 ≤ α ≤ 1   %
1  

  
 


2 − V
1 = α(V
x  1)  2 = (1 − α)(V
x 2 − V 1 )" 0         
(      
(  % V1 %    (0, 0)   

TK1 (  2 = A − αFK V
x1 ) = A + αFK1 V  2 = B + (A − B) − αFK V 2 =
2 2

B + (1 − α)FK2 V 2 = TK2 [(1 − α)V


 2 ] = TK2 (
x2 ).

Xh $ C 0 (  vh      e $   


vh |K1 (x) = vh |K2 (x)    x ∈ e" F   % 5 $  #   
 i ∈ e $ #   "
      Ni    e     N

*          Ni ∈ e        
   TK1  TK2   (        
Ni   " 6        $ %   1
             e "  7  B"BB
      " ♦

A K1
V1K1
V1K2 e
V2K1
TK1 V2K2 B
K2

TK2
b3
V
TK2
TK1
b
K

b1
V eb b2
V
    
  Kb 
 
   
    3

TK1  TK2

  //  7  B"B3      TK     &


     Q1   #   "  % K %  &
                  TK $  #  
 "
K
$ "
 
   

e e

TK1
TK1 TK2
TK2

eb eb
   
   
  be     
    

   
 3
     
   
 
  
   
  e -
. 4  



  


 
 
  
 - .

V3

V3 K
x2 V4
V1 V2
x2 V4
V1 K
θ4
TK
V2
x1
x
b2
x1
x
b2 TK b3
V b4
V
b3
V b4
V

b b
K
K

b1 b2
V b1 b2
V
V V
x
b1 x
b1
    
 
 TK    &  
 


&  
  5     
   


& // A   %  (  (    ( 


  Q1  

φ1 ( 2 ) = (1 − x
x1 , x 1 )(1 − x
2 ), φ2 (
x1 , x 1 (1 − x
2 ) = x 2 ),

φ3 ( 2 ) = (1 − x
x1 , x 1 )
x2 , 
φ4 (x1 , x
2 ) = x
1 x
2 .

    lij = Vj − Vi ##  %  1     #    


nl 
    (  % φi = 1
i=1
 

  
 


4
 4
 4

TK (
x1 , x
2 ) = φi ( 2 )Vi = [1 −
x1 , x φi (
x1 , x
2 )]V1 + φi (
x1 , x
2 )Vi
i=1 i=2 i=2

= V1 + φ2 ( 2 )l12 + φ3 (


x1 , x 2 )l13 + φ4 (
x1 , x x1 , x
2 )l14 .
 "     
6        TK     K
12
    TK    1  x2 = 0  0 ≤ x1 ≤ 1      
             " 5   

12
TK ( x1 , 0) = V1 + φ2 (
x1 ) = TK ( x1 , 0)l12 + φ3 (
x1 , 0)l13 + φ4 (
x1 , 0)l14 .
i ##  % φ3 (
  1    (  #  φ x1 , 0) = φ4 (
x1 , 0) = 0
12
  TK ( x1 ) = TK ( 
x1 , 0) = V1 + φ2 (
x1 , 0)l12 = V1 + x
1 l12  % $  
12
          V1      l12 "  TK (0) = V1
12 12
 TK (1) = V2 " *      x = TK ( x1 )   (x1 , 0)  
   
K  1
V  2
     l12 "
V
6%   TK  $  - '    
K ##  (  
   x
1 x
2  x
1 x
2 x
3  .       
       " *      G #  J(TK )     &
   "      #          
    %   % |J(TK )| > 0  "
K     TK,1  TK,2 
  TK   %   1  

∂TK,1 ∂TK,1

∂x1 x2
∂
|J(TK )| = .
∂TK,2 ∂TK,2
∂x1 x2
∂
A     1         v  w R2
v × w = |v||w| sin(θ), B"3.

∂TK ∂TK
  θ     v  w  5    |J(TK )| = × "
∂
x1 ∂
x2
   1 %

∂TK ∂TK
= (1 − x
2 )l12 + x
2 l34 , = (1 − x
1 )l13 + x
1 l24 .
∂x1 ∂x2
kl
 lij = lij × lkl       |J(TK )| = φ1 l12
13
+ φ2 l12
24
+ φ3 l34
13
+ φ4 l34
24
"
 
 (  ( φj        K      
(       0  1  (   %  $    
Q1 "     $ B"   |J(TK )|  (  K     

 
kl kl kl kl
min(lij ) = min(lij ) φi ≤ |J(TK )| ≤ max(lij ) φi = max(lij ),
i i
$ "
 
  

       ##          &


    "     '        J(TK ) $  
kl
%    lij      "
A     ( B"3.       $     %  
%      K ##      #   π"  1 %
    $  %    " (          l12
13
 l13  (   π   ## l12 ≤ 0   |J(TK )| ≤ 0 

V1             "     
 7  B"B3           Q1  $  -    "

   /       (   Q1


       



%℄& !!%
 %℄& !!%
 "   
!!%  ' 
 &     (   
   )
    *  % 




    
  
 (       
  

' 

 + *
  
  %
 !  !% 
   


  
  !  !
  
 
   
   % 
  
 
    


  //       .        x


1  x2
     [0, 1]     0.02        
K1  K2   %       "  K1 / (0, 0) (1.5, 0)
(0.1, 1.4) (1.6, 1.8)   K2 / (1.3, 1.1) (1.5, 0) (0.1, 1.4) (1.6, 1.8)"
                      
  "

& //  (    /0(  #       
          "          "
   ##  1           % 
1 
2+3 3 4 3 3  5 6℄ 2&+$  4 3 3  5 6℄
           ( 1         
      "
!  

  
 


+*℄ (#333&*333&%
    +*&℄1 #2**%          
  1  %     

0#*&*"# #%%%  #+3*3*℄%


                  " 1

+*&℄1 #2&**%
0#*&*"# #%%%  #+3*3*℄%
        1     7  B"B.   #     &
    "
    1      x
2     %  
/   %   (    → K2
K  $  #    
     $            
(
x1 , x
2 )" ♦

1.8 1.8

1.6 1.6

1.4 1.4

1.2 1.2

1 1

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2

0 0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6

x
b2 x
b2
b
V3 b4
V b
V3 b4
V

b
K b
K

b1 b2
V b1 b2
V
V V
x1 x1
      
  
 Q1 
 - 
.  
 -
.
* 5 
  

  
 
 $

 
 !  

       1  Xh ⊂ V (Ωh ) (     V (Ωh )  
     Th  $             Πh

Nh

Πh : V (Ωh ) → Xh , Πh v(x) = σi (v)φi (x).
i=0
     $        ΠK : V (K) → PK   
 K ∈ Th 
b
N

ΠK v(x) = σi (v)φi (x), x ∈ K.
i=0
      $   1   (   Ωh "   
(   Ω $     Ωh ⊆ Ω "    -      
         5   I6 ;D℄"
 1    $    " 6        
       r  r > 0    TK '" *    
r r
  P    Q    (    "   
r
     Πh        %   ( 
v ∈ C 0 (Ωh )    
Nh

Πhr v(x) = v(Ni )φ(x), x ∈ Ωh ,
i=1

  φi  i&  (  (  Ni      "


    (               $  /
 K   1        r ≥ 1 1       
' TK  q > d2 − 1  l = min(r, q)"    C > 0    hK   
q+1
%  0 ≤ m ≤ l + 1  ∀v ∈ H (K)
|v − Πhr (v)|H m (K) ≤ Chl+1−m
K
m
γK |v|H l+1 (K) . B"38

   m>0  %       (   ( 
γK  "
r 1
        #    % Xh $ H & (
m
  ( H  m > 1"    %     
 Hm       m > 1"     
       %   m = 0, 1
 1/2
 2(l+1−m) 2m
|v − Πhr (v)|H m (Ωh ) ≤ C hK γK |v|2H l+1 (K) ≤
K∈Th

Cγhm hl+1−m |v|H l+1 (Ωh ) , B"39


*  

  
 


 γh = max γK "     $   γh ≤ γ     h     5


K∈Th
              

|v − Πhr (v)|H m (Ωh ) ≤ Chl+1−m |v|H l+1 (Ωh ) . B"3:

        5      1    


  5               I*2C8
048℄"
                  
Qr  r≥1     #   " 6%       
  %    TK  # 1           
B"9"8" K     Th  4       
 K  Vj      Kj  j = 1, . . . , 4"  

hK
ρK = min ρKj  γK = .
1≤j≤4 ρK
 '  γK %     (  1      ' "
Qr
ΠK         K "   C > 0   %
 0 ≤ m ≤ r + 1  ∀v ∈ H r+1 (K)

r
Q max(4m−1,1) k+1−1
|v − ΠK |H m (K) ≤ CγK h |v|H r+1 (K) . B"3;

   '     γK ##       


    '    %       L2  
m = 0"
5   %      )   "    h
*     "     Pr +   # %  
  Qr  , -  .  Pr /
Parte I

Problemi stazionari


 

 "#$   %

   

              #  


  #   /
  u ∈ V : a(u, v) = F (v) ∀v ∈ V. 3"B

             # $    O&


   I* 4.℄ %    /

0  / 1  023 4 ' V    0 + a(·, ·) : V ×


V → R  #       "     "$ α+
F : V → R  #    /       
    1/2 / 3 
1
||u||V ≤ ||F ||V ′ ,
α
 
|F (v)|
||F ||V ′ = sup .
v∈V,||v||V =0 ||v||V

           #       


      Ω ⊂ Rd   d = 1, 2"    V ⊂ H 1 (Ω)"
      %    (   "    
 # )        %     
 #  Ω %  %  ΓD "        V   

V = HΓ1D 1
≡ {v ∈ H (Ω) : v|ΓD = 0}. 3"3

 ΓD = ∅        4
uL2 (Ω) ≤ CP ∇uL2 (Ω) , 3".
1    67
%
 
      

 CP      Ω " 0    3".  5  


2 1
    (   L (Ω)       H (Ω)   

∇u2L2(Ω) ≤ uH 1 (Ω) ≤ (1 + CP2 )∇u2L2 (Ω) . 3"8

    ΓD $     V = H 1 (Ω)        $


 $  # "
        1     # )  &
      %    u = g  ΓD   g = 0"  
  #   Ω  '      5    #
         "  %     &
    g  Ω       Ω $    R     g $
   "
      $ '  %  #  Ω    C1
1/2
     g ∈ H (ΓD )"
        (     "B.     &
           G ∈ H 1 (Ω)  G|ΓD = g  
     I* 4.℄"  


u≡ u − G,

 #  /   u∈ V ≡ HΓ1D (Ω)   %


a(u, v) = Fg (v) ≡ F (v) − a(G, v) ∀v ∈ V.

  #  5          O&  


Fg $           F (·)  a(·, ·)"
    (  
*    %     #   1      %  
  O&    a(·, ·)  F (·)       ( 
  #  ( "
 %   

Wg ≡ {v ∈ H 1 (Ω) : vΓD = g} 3"9

 $           (       Wg  
$ %         "  ) $  %  %  
   '"
  #   %      5 (   ( 
     % $        O&  "
   67
%
 
       

Gh

Gh ΓD

x0 x1 xn
  + 
  
 
 
       




  
 
 

  

. / '     (


 "  u ∈ Wg : a(u, v) = F (v) ∀v ∈ V ≡ HΓ1D , 3":

" Wg ≡ {v ∈ H 1 (Ω) : vΓ = g}+  g ∈ H 1/2 (ΓD )     Ω


!    / '  #  a(·, ·) *  +    "
D

 V × V   # F (·) *      V +    


            $      /
,    
||u||V ≤ C(||F ||V ′ + ||g||H 1/2 (ΓD ) ),

"   C       "$ α    cγ


   /2 /
6                  Wg  
(    (  $      G+V"
       G  $    5     # 
    "  #           1  
                   " (   

  #  5     gh =i∈BΓD g(xi )φi |ΓD   BΓD
$      xi %    #  ΓD   φi   ( 

# " 6     $  Gh = i∈BΓD g(xi )φi " 
         (   1  Vh     
%  1    % %      %   
 #    %     1 7  3"B" *    $
      % # %         # 
       !"
*   (   (         # 3":   
  0 < & 1         
r
   Gh ∈ Xh     1   B"34       #
1     /   uh ∈ Gh + Vh ≡ Wg,h 
   67
%
 
      

Gh + Vh ≡ {vh ∈ Xhr : vh|ΓD = Gh } 3";

  % a(uh , vh ) = F (vh )   vh ∈ Vh  

Vh = {vh ∈ Xhr : vh|ΓD = 0}.

 
 %  


     (            #
)   ( /   u   %
 
d du du
− ν +β + σu = f, x ∈ (a, b), 3"D
dx dx dx

      #   '  ν      β 


  σ               f      
 (  x"   )         1  
         ( %    #   
  "
  #     6   .   )    
                       
     "
     (  (  %     # 3"D 
'       H m+2 (a, b)  f ∈ H m (a, b)   m ≥ 0"

  / /     #  # 



−u′′ + u = 0  x ∈ (0, 1),
3"C
u(0) = 1, u(1) = e.

B"       (   #    #       #


   $  "
3"         0 < & 1      
 (      1          #  
   (   h"  1 %       
H 1 (0, 1)  L2 (0, 1)  h %   1/10 1/320    % 
     $ u(x) = ex "
 5 
      




& / /
       
 #  %      %  "   % 
   (   #         3"C1   ( 
1
 v ∈ V ≡ H0 (0, 1)H    (0, 1)  ## 

1 1
′′
− u v dx + uv dx = 0 ∀v ∈ V.
0 0

               % v(0) = v(1) = 0


      

1 1
′ ′
u v dx + uv dx = 0 ∀v ∈ V. 3"B4

0 0

 ΓD = {0, 1}  ( #   /   u ∈ Wg  1  


3"9   % a(u, v) = 0 ∀v ∈ V   a : V × V → R $   (
#     

1 1
′ ′
a(u, v) ≡ u v dx + uv dx. 3"BB

0 0

      #     # 3"BB    6   3"B/


##     1  %  ( #    a(·, ·)       
V ×V" ##  %/

& a $    


 1  1

|a(u, v)| ≤ u′ v ′ dx + uv dx
0 0
≤ u′ L2 (0,1) v ′ L2 (0,1) + uL2(0,1) vL2 (0,1) ≤ 2uV vV ;

& a $  "   


a(u, u) = u′ 2L2 (0,1) + u2L2 (0,1) = u2V .

*     6   3"B    3"BB     $  # "

      
   Vh     V   1     %  dim(Vh ) →
∞  Vh → V   (   0 <  3"BB $/   uh ∈ Gh + Vh
!    67
%
 
      

  % a(uh , vh ) = 0 ∀vh ∈ Vh "     1  Pr  r = 1, 2, 3    


Vh  

Vh ≡ {vh ∈ Xhr : vh = 0  ΓD } , 3"B3

 Xhr $      B".  6   B"

   Th        (0, 1)  Nh    Kj ≡


(xj−1 , xj )   h"
A     %   #  ("  (  1 &
   $         # % 7 

3"3"

   



 


           



   
 
    
 

 
  
  

  +       

             

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3".  "      7      %     "

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    P  r = 1, 2, 3        "   

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r   H 1  r + 1   L2   1    r" ♦
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   5 
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h P1 P2 P3
u − uh L2 u − uh H 1 u − uh L2 u − uh H 1 u − uh L2 u − uh H 1
1 111$ 0 11$$0! 1 ,%1$ 1111**$,* $0 0 %1/ $* *%1*
11$ 1111 /!/! 11 $,0/  /!$%1* 1111**$ ,1/%10 ,1 $/%1,
11 $ 0* %1$ 11 /00 *1$0%1, !* %1$  ,0%1 /,0$/%1/
11 $ !1$ %1$ 111*!!0! 11,!%1/ 1!1/%1$ !!/0% 100$%1/
111* $ *1 %1* 111 !, $10 %10 *10%1*  !$ %  ,! %10
111  $ $1 %1* 111* !  *,%1 *$1!/%1, ,!% 0 1/%1

  5

        
 
    h 


 L2 (0, 1)  

 H 1 (0, 1)

  / /    # )      

3"C1        

2u(0) − 5u′ (0) = −3, u′ (1) = e. 3"B.

B"      (   #        #   "

3"       1        (      &

      (        

      "

& / /

       


           A#      

     " 6 %   u ∈ V ≡ H 1 (0, 1)   %


 5 
      


 ,

1 1
u′ v ′ dx − u′ (1)v(1) + u′ (0)v(0) + uv dx = 0 ∀v ∈ V.
0 0

        3"B.       (  


#/   u∈V   %

1 1
′ ′ 2 3
u v dx + u(0)v(0) + uv dx = ev(1) − v(0) ∀v ∈ V, 3"B8
5 5
0 0

     ( #   

1 1
′ ′ 2
a(u, v) ≡ u v dx + uv dx + u(0)v(0)
5
0 0

  (   F (v) ≡ ev(1) − 3/5v(0)"  ( #    $     

2
a(u, u) = u′ 2L2 (0,1) + u2L2(0,1) + u2 (0) ≥ u2V .
5
F      

2
|a(u, v)| ≤ u′ L2 (0,1) v ′ L2 (0,1) + uL2 (0,1) vL2 (0,1) + |u(0)| |v(0)|
5
≤ (2 + 2C/5)uH 1(0,1) vH 1 (0,1) ,

       6  %@& %P        


    "  (   F $        "

      
 # 0 <   1      /   uh ∈ Vh   %
1
  vh ∈ Vh    Vh     Xh
a(uh , vh ) = F (vh ) "     
      
 
   aij 

aij ≡ a(ϕj , ϕi )

      fi ≡ F (ϕi )"     u   % %


  '     ui  #       
            I* 4.℄

Au = f . 3"B9

             (   0 &


<          %          
 "
/    67
%
 
      

A    #  (" A       #    


 1        #     A#   

             7  3":" 

( −u′ (0) + αu(0) = β u′ (1) = γ "



%        ( 

   α = 2/5 β = −3/5  γ = e = #%  "

          


 

 
 

    - 0.1 %-  .

     1             h

   h = 0.1" >         1 7  3"; %

       

>>   +3 334 33&4 33&4 3335&4 333$&4℄


>> ;&  +33336&4$6 3333&354& 45<34 &=<34 
$&&>><35 635=&<3>℄
>> ?  +3344>> 33&4>=5 33&6== 3335= 
333$&&> 3335&℄

  
                % 

       $ q   e    ( 

h  e(h) ≃ Chq     h '    


 C $ 

     h"           
 h = h1  h = h2      q    
 q
e(h1 ) h1
≃ ⇒ q ≃ log(e(h1 )/e(h2 ))/ log(h1 /h2 ).
e(h2 ) h2

   


 5 
      


 0

−1
10

−2
10

−3
10 1

1
−4
10

−5
10 2

−6
10
1

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10 −3 −2 −1
10 10 10

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>> /;& 
#;&#&5% ;&#4%%
##&5% #4%%
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3===5 3==== 3333 3333 3333
          (    " ♦

  / /    T     % L 


    A  (  x ∈ (0, L)  # )  /

−kAT ′′ + σpT = 0, x ∈ (0, L),
3"B:
T (0) = T0 , T ′ (L) = 0,

 p $    A k  '        σ 


'   (     T0 $     "

B"           "


3"     (   # 3"B:       
0 < & 1  "         
 H01 (0, L)  k  σ  p T0   %    "
." 1   %     1  ##     
  1      #       1     
T0 = 10
    (            
σ = 2  k = 200"
!1    67
%
 
      

& / /
       
    )  3"B:        ( 

T (x) = C0 eλ0 x + C1 eλ1 x , 3"B;

 C0  C1     #            


 #   λ0  λ1       

−kAλ2 + σp = 0.

 m = σp/(kA)      λ0 = −m  λ1 = m  &
          T (x) = C0 e−mx + C1 emx "    C0 
C1            #    %    %
C0 + C1 = T0  −C0 e−mL + C1 emL = 0"          


T0 emL T0 emL T0 e−mL T0 e−mL


C0 = −mL
= , C1 = −mL = ,
e + emL 2 cosh(mL) e +e mL 2 cosh(mL)

T0   cosh(m(x − L))
T (x) = em(L−x) + e−m(L−x) = T0 .
2 cosh(mL) cosh(mL)

     (   # 3"B:"   ΓD = {0}    &


   3"B:   (   v ∈ V ≡ HΓ1D  

L L
′′
−kA T (x)v(x) dx + σp T (x)v(x) dx = 0 ∀v ∈ V.
0 0

         

L L
′ ′
kA T (x)v (x) dx + σp T (x)v(x) dx − kA[T ′ v]L
0 = 0, 3"BD

0 0

 [f ]L
0  f (L) − f (0)" 6             
(   #/   T ∈ Wg   %

a(T, v) = 0 ∀v ∈ V, 3"BC

 a(·, ·) : V × V → R $   ( #   


 5 
      


 !

L L
′ ′
a(u, v) ≡ kA u (x)v (x) dx + σp u(x)v(x) dx.
0 0

2 1 %        "  ( #    $    


|a(u, v)| ≤ M uV vV  M = kA + σp  $  %    V  %L

a(u, u) = kAu′ 2L2 (0,L) + σpu2L2 (0,L) ≥ kAu′ 2L2 (0,L) ≥ αu2V , 3"34

 α = kA/(1 + L2 /2)" (      % v(0) = 0  %

x 2
 x x

2 ′ 2
|v(x)| = v (x)dx ≤ 1 dx (v ′ (x))2 dx ≤ xv ′ 2L2 (0,L)

0 0 0

    
L
vL2 ≤ √ |v ′ 2L2 (0,L) ,
2
%   $ %       L"   
 
L2
v2H 1 = v2L2 (0,L) + v ′ 2L2 (0,L) ≤ 1+ v ′ 2L2 (0,L)
2

% $               3"34" 7   


%                   %  %

a(u, u) ≥ min(kA, σp)u2V .

*   %      (      #   %    


     %"
       #         L $   
σp     %             %
         "

      
        Vh V   1    Nh "  &
  Gh        #           
0 <  3"BC $  /
  Th ∈ Gh + Vh   %

a(Th , vh ) = 0 ∀vh ∈ Vh ,

      0 < & 1          Th


(0, L) Nh &   {Kj }  %  
     ( 
% h   #     Vh $
!    67
%
 
      

Vh ≡ {vh ∈ Xhr (0, L) : vh (0) = 0} ,

 Xhr $      B"."     u ∈ H q+1 (0, L)  q>0
         

CM s
u − uh H 1 (0,L) ≤ h |u|H s+1 (0,L) ,
α
  C        s = min{r, q}       |·|H s+1 (0,L)
    H s+1 (0, L)"          k  σ  p  
            M/α"         %
    σp      M/α 5      /  #
    " * ( M %        0 < 
                
  "     #  % $    6   ."

  
A    #    (      '       
kA = 0.02π      σp = 0.04π " 6       h % 
1/10 1/320          7  3"D      
 (  h"            
          %      B  3
       H 1    L2 " ♦

−2
10

−3
10

1
−4
10
1

−5
10

2
−6
10

1
−7
10 −3 −2 −1
10 10 10

  5

    

 L2 (0, 1) -

 .  


H 1 (0, 1) -



. 


  h
 5 
      


 !

  / / 6    =           &


         2H    7  3"C"   % 
        Tsup       U  &
    (      Tinf "     
  T : (0, 2H) → R  =        (  #
  % 

⎨ d2 T
− = α(H − y)2  (0, 2H),
dy 2 3"3B

T (0) = Tinf , T (2H) = Tsup ,

 α = 4U 2 µ/(H 4 κ) κ = 0.60 $  '       


µ = 0.14< Q2 $        = "
B"       H      (   #   
%    $  "
3"    (   0 < & 1  "
."  1 %        1   
.     H = 1 Tinf = 273K  Tsup = 293K  U = 10Q"
*          1       %   
           K

Tinf

2H

Tsup

  :
  
  

 
"  !

& / /

       


                   &
                  
(

αH 4
ψ(y) = C0 (H − y)4 + .
12
!!    67
%
 
      

       )    C0 = −α/12"     
         (       φ(y) =
C1 + C2 y "        #          C1 =
T −T
Tinf  C2 = sup2H inf "       $  

α Tsup − Tinf αH 4
T (y) = − (H − y)4 + y + Tinf + .
12 2H 12
   (   #   %      )  3"3B
  (   v ∈ V = HΓ1D ≡ H01 (0, 2H)  ΓD = {0, 2H}  
( 4  2H          )      " 

             %   T      
T (    y" E  

2H 2H
′ 2H
′ ′
T v dy − [T v]0 = α (H − y)2 v dy.
0 0

 (   #  /   T ∈ Wg   % a(T, v) = F (v)  


v ∈V 

2H 2H
a(T, v) ≡ T v dy, F (v) ≡ α (H − y)2 v dy.
′ ′

0 0

 ( #    a : V ×V → R $           


3"B".                1/(1 + CP2 )
 CP $      L"  1 (  %  %  (  
F :V →R$        6   3"B     
 $  "           # (  $  %
       #"  %  %      
    #              %
′′ 2 2 2
  T = −α(H − y) ∈ L (0, 2H)  T ∈ H (0, 2H)"

      
         0 <   1    . $ 
           "      Vh ≡
{vh ∈ Xh3 : vh (0) = vh (2H) = 0}  % Th ∈ Wg,h   % a(Th , vh ) = F (vh )
  vh ∈ Vh "

  
    #  (            
       (        1  #
  #       %    (0, 2)"  7  3"B4
 5 
      


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                L2 (0, 2)  


1
 H (0, 2)  (       h" 6       

L2 (0, 2)    h4      H 1 (0, 2)   h3  

(      "           %   

           8  ## '     1 

                

  "      (       1    7  3"B4

          $        

 L2 (0, 2)  h   /    $    

      " ♦

−2
10

1
−4
10

−6
10

4
−8
10
1
−9
10 −3 −2 −1
10 10 10

  5 
  
  

 
    
 

    h = 0.1 5  

 
        


L2 (0, 2) -

 .  

 H 1 (0, 2) -



. 


  h

  / / $    #     #   

T   #  % L    #    µ>0  "

  %     %  %       #    

         Q 


0 x ∈ (0, L/2),
Q(x) =
6(x − L/2) x ∈ (L/2, L).

   T  (       ) 

−µT ′′ = Q, x ∈ (0, L). 3"33


!*    67
%
 
      

  µ = 1       /

B"   1 % %
 
T (x) = −1/2 |x − L/2|3 + (x − L/2)3 3"3.

$     # 3"33       

T (0) = 0, T ′ (L) = −3L2 /4; 3"38

3"  L = 1       #  (     


 1          #   (    
2 1
    L (0, 1)    H (0, 1)       
    H
."            "

& / /
       
 (   #  # 3"33          
v ∈ V   V = HΓ1D  ΓD = {0}
    )    (  
   ( 4  L           ) " > 

L L
′ ′ ′ L
µ T v dx − µ [T v]0 = Q v dx. 3"39

0 0

     %    3"39      T  v  


    H 1 (0, L)"               
1     v ∈ L2 (0, L)    Q    L2 (0, L)"    
          (   #/  
u∈V   %   v∈V

L L L
′ ′ ′ L 2
µ T v dx = µ[T v]0 + Q v dx = 3µ(L /4)v(L) + Q v dx.
0 0 0

    #     # 5  )   &


       O&  " (    ( #    a(T, v) ≡
L
µ 0 T ′ v ′ dx $      /
&  /         6  %@& %P 

|a(T, v)| ≤ µ||T ′ ||L2 (0,L) ||v ′ ||L2 (0,L) ≤ µ||T ||H 1 (0,L) ||v||H 1 (0,L) ;
 5 
      


 !,

&  "           L


L
2 µ 2
a(T, T ) = µ T ′ T ′ dx = µ||T ′ ||L2 (0,L) ≥  ||T ||H 1 (0,L)
1 + CP2
0

1
  T ∈ H (0, L)"
2
L
 %  (   F (v) ≡ 3µ(L /4)v(L) + 0 Q v dx $    
Q ∈ L2 (0, L)          "B3  6  %@&
%P   
|F (v)| ≤ 3γµ(L2 /4) + ||Q||L2 (0,L) ||v||H 1 (0,L) .
 #     #      O&  "
   µ = 1"       T        $
  #      1    3   

0 x ∈ (0, L/2),
T ′ (x) =
−3(x − L/2)2 x ∈ (L/2, L),
 
0 x ∈ (0, L/2), ′′′ 0 x ∈ (0, L/2),
T ′′ (x) = T (x) =
−6(x − L/2) x ∈ (L/2, L), −6 x ∈ (L/2, L).

 %L T    C 2 (0, L) $ '     (    &


  )    (" *   1 % $    %  
′′′
#"    % T   L2 (0, L)        
 T ∈ H (0, L)  T ∈ H 4 (0, L)"
3

      
     0 <             1 &
   V %  %   Vh       # /   Th ∈ Vh
  %   vh ∈ Vh
1 1
′ ′ 2
µ Th vh dx = 3µ(L /4)vh (1) + Q vh dx. 3"3:

0 0

           (           


   (0, 1)        1  "    
#     (         %  '  
# )                   
     1  # "   1 7  3"BB     &
2 1
     L (0, 1)  H (0, 1)          "

1               # 


 %   433$<5   L2  h = 0.1 3&=<& 
!/    67
%
 
      

−1 −2
10 10

−3
10 1
−2
10
−4
10
2
1 −5
−3 10
10

−6
1 10

−4
10 −7
10
3

2 −8
10
−5
10
−9
10 1

−6 1 −10
10 −3 −2 −1
10 −3 −2 −1
10 10 10 10 10 10

  5

        
 
   %
   
 
 
 - 
.  &   - . 

 L2 (0, 1) -

1

 .  

 H (0, 1) -



.

   h = 0.003125       H1 53<4

=>><&"
  
       1            
        H s (0, 1)  $    1
    7  3"BB"        1  #   &
    %   %      $ #   
         1  P3 "       
     $       $     
  %       h" *      ( 
%                 
h"

Q ≡ Πh1 Q Q ≡ Πh1 Q

xi−1 xi xi+1 xi−1 xi xi+1


      
 
  Q  
 
 


  4        


 

h

   %

      



    -
     .   
  
  


  


  

 
  
  

 5 
      


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ZL ZL
Q(x)ϕi (x) dx ≃ Πrh f (x)ϕi (x) dx,
0 0


r    
 
   Πrh f   
 
    
  r 
       8
  Q(x) ) 
 
   
  4    
 
 (0, L) 
 
 
 


 x = 0.5 
  

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1 d2 ψx dψx 1 d2 ψy
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  4          "   $
     


 *,
& //
       
 %   u           "   % 
               I 48℄ 6   3 
% %              $      

∂u
+ ∇ · q = −Ku,
∂t
 q $  =    "   %     =  
  $ (       #  = $  )  % 
#    7 < 5     

q = −µ∇u.

 #       '      

−µ△u + Ku = 0,  Ω, 3"83

  Ω  (    R %      ## 


   "  ∂Ω   % u           

u = uext per x ∈ ∂Ω. 3"8.

    3"83 $     0 %"


 1   #     1    
(     ( "       #     ( %
r, θ, ψ     3"83           ( %  
  I 48℄
 
∂ 2 u 2µ ∂ u µ 1 ∂2u ∂2u ∂u
−µ 2 − − 2 + + + cot ψ + Ku = 0.
∂r r ∂r r (sin ψ)2 ∂θ2 ∂ψ 2 ∂ψ

     %   #    ( $   


   %  % u    $ u = u(r)" *         θ  ψ 
     

∂ 2 u 2µ ∂ u
−µ − + Ku = 0, 0 < r < R.
∂r2 r ∂r
    # #  r2         
 
∂ 2 ∂u
− µr + Kr2 u = 0 3"88
∂r ∂r

      # 
*/    67
%
 
      

u(R) = uext . 3"89

          #        


                  $ 

u′ (0) = 0. 3"8:

 # 3"88 3"89 3"8:           "

       


5   (   #  # 3"83 3"8.     &
 "  G ∈ H 1 (Ω) $  (       #  
G|∂Ω = uext   %  u ∈ G + V  V ≡ H01 (Ω)   %
 
µ ∇u · ∇vdω + K uvdω = 0, ∀v ∈ V.
Ω Ω

 #     # $       6  


 
3"B" (    ( #    µ ∇w∇vdω + K wvdω $    w  v 
Ω Ω
V  $  %    V   
 
µ ∇v · ∇vdω + K v 2 dω ≥ min(µ, K)||v||2V .
Ω Ω

       #          3"88


3"89 3"8:            )    #
     (  %  ΓD = {R}         #  
  "       G       #    V 
1
   HR (0, R)  (  H 1 (0, R)   x = R     
 (  /   u ∈ G + V   %

R   R
2 ∂u ∂v
µr dr + Kr2 uvdr = 0 ∀v ∈ V. 3"8;
∂r ∂r
0 0

 
R   R
2 ∂u ∂v
a(u, v) ≡ µr dr + Kr2 uvdr. 3"8D
∂r ∂r
0 0

     6   3"B  $ 5   # " (     
( #    $      V          
6  %@& %P 

|a(u, w)| ≤ R2 (µ + K)||u||V ||w||V , ∀u, w ∈ V,


     


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 $  #    %  ( #    $    V  
%  '               
   "        #       
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* $       5          &
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#      #      (     -  
    )    "           
   
R
(u, v)w ≡ r2 uvdr
0

 w ≡ r2      ||u||w ≡ (u, u)w  %   L2w (0, R) 
   (   (  %  (  ||u||w < ∞"
 1    (    (  /     % (u, v)w $ )&
           || · ||w     L2w (Ω)"
       (         
I 43℄/

B" #    /    α, β ∈ R

R
(αu1 + βu2 , v)w = r2 (αu1 + βu2 ) vdr = α (u1 , v)w + β (u2 , v)w
0


R
(u, αv1 + βv2 )w = r2 u (αv1 + βv2 ) dr = α (u, v1 )w + β (u, v2 )w ;
0

R
3"   / (u, v)w = r2 uvdr = (v, u)w H
0
R
." &   / (u, u)w = r2 u2 dr ≥ 0"   %L   r2 $   
0
          r = 0 (u, u)w = 0    
u = 0"
   % (u, v)w ≤ ||u||w ||v||w    u, v ∈ L2w (0, R)  % L2w (0, R)
$     ? # I 48℄"
   1     ¾

Hw1 (0, R) ≡ {w ∈ L2 (0, R) : w′ ∈ L2w (0, R)},


2
   

 
  
 =41!℄
  
      

      


    
  
    
  

 u∈V ⊆
H 1 (Ω)   
a(u, v) = F (v) ∀v ∈ V,
 a(·, ·)   
  
     
  V × V  F (·)    
 
      V  
       
    

H 1 (Ω) 

M γ
||uh ||V ≤ , ||u − uh ||H 1 (Ω) ≤ inf ||u − vh ||H 1 (Ω) ,
α α vh ∈Vh

 M          F (·) α  γ


       

      a(·, ·)

       
  
     
      

 
  γ ≫ α        


                inf ||u − vh ||H 1 (Ω)  
vh ∈Vh
          Vh  
 
 
  
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    h    %    !  
 

  

  
  
    
       
     

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w
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1
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H0,w (0, R) ≡ v ∈ Hw1 (0, R) : v(R) = 0 .

>  % H 1 (0, R) ⊂ Hw1 (0, R) ( 

R
||f ||2Hw1 (0,R) ≤ R u2 + (u′ )2 dx = R2 ||u||2H 1 (0,1)
2

  ||u||H 1 (0,1) < ∞ ⇒ ||u||Hw1 (0,R) < ∞"


 V ≡ Hw1 (0, R)"  ( #    a(u, v) $       
1
     H (0, R)    -  $      

a(u, u) ≥ min(µ, K)||u||2H 1 , ∀u ∈ Hw1 (0, R).


w

        6   3"B  # /   u ∈ G+V ≡


{w ∈ Hw1 (0, R) : wΓD = g}   %

a(u, v) = 0, ∀v ∈ V.

E  # $  # "

>   % %  K =0 $  #      (    

    I 48℄  " C;"          %  (

C1
u(r) = + C2
r
 C1  C2   %        #  "  

            r = 0  % C1 = 0, C2 = uext


    $  "

      
       # 3"8; 5  (    

       Hw (0, R)    H 1 (0, R)


   1 
1 1
H & (   % Hw & ( "
r r
 Wh = {vh ∈ X
h : vh (R) = uext }  Vh = {vh ∈ Xh : vh (R) = 0} 

#     /   uh ∈ Wh   %

a(uh , wh ) = F (wh ), ∀vh ∈ Vh .

    %       %        

            1    -   %  

     " E     (    %    


     


 ,
+   ,                   
    aij = a(ϕj , ϕi ) %     

R R
∂ ϕi
2 ∂ ϕj
aij = µr dr + Kr2 ϕj ϕi dr.
∂r ∂r
0 0

6     (            " E&


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%
 
      

−4
20 5
x 10

18
u =5 mmHg
ext

uh(7 nodi quadr) − uh(3 nodi quadr)


16 u =20 mmHg 4
ext

14
3
[mmHg]

12

10 2
O2

8
u

1
6

4
0
2

0 −1
0 0.02 0.04 0.06 0 0.01 0.02 0.03 0.04 0.05
r [mm] r [mm]

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 .  uext = 20 mmHg - 
  
.  

 
    
  
  
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.        ) , - -   =1!℄.
  
      

      


    
  
    
  

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a(u, v) = F (v) ∀v ∈ V,
 a(·, ·)   
  
     
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      V  
       
    

H 1 (Ω) 

M γ
||uh ||V ≤ , ||u − uh ||H 1 (Ω) ≤ inf ||u − vh ||H 1 (Ω) ,
α α vh ∈Vh

 M          F (·) α  γ


       

      a(·, ·)

       
  
     
      

 
  γ ≫ α        


                inf ||u − vh ||H 1 (Ω)  
vh ∈Vh
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 %  1 %"           %  %  
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#              
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Lu = −µu′′ + bu′ + σu,

 u ∈ V ≡ H01 (0, 1) µ  σ       b $  ( 
  "

& / / A   %    L : V → V ′    


 ( #      a(·, ·)      

V′ < Lu, v >V = a(u, v) = a(v, u) =V < u, Lv >V ′

          

V′ < Lu, v >V = a(u, v) = −a(v, u) = −V < u, Lv >V ′ .

          L  5      


     %  %   LS       %  %  
LSS     5   " (       L∗   
  1 

V′ < L∗ u, v >V ≡ a(v, u) =V < u, Lv >V ′ ,

 % ⎧
⎪ 1 ∗
⎨ LS = 2 (L + L ) ,

L = LS + LSS , con

⎩ L = 1 (L − L∗ ) .

SS
2
       )          
 ( #       H01 (0, 1)
1 1 1
′′ ′ ′
(−µu + σu) vdx = µ u v dx + σuvdx ≡ aDR (u, v).
0 0 0

′′
    Lu = −µu + σu          
 (    1  V ′ < Lu, v >V "
 2
 
 
 ,$
6          (  (  u′  v ′  u
v  % % aDR (·, ·) $   "
6         "      
  % b   "       ( #       (

1 1

aT (u, v) ≡ b u vdx = −b uv ′ dx = −aT (v, u). ."B

0 0

    b $        $      

LS u = −µu′′ + σu, LSS u = bu′ . ."3

6        b    "      %

1 1 1 1
′ 1 ′ 1 ′ 1
aT (u, v) = bu vdx = bu vdx + (bu) vdx − b′ uvdx.
2 2 2
0 0 0 0

     $    #               


    "             
 (      

1 1
1 # ′ $ 1 # $
bu + (bu)′ vdx = − (bv)′ + bv ′ udx.
2 2
0 0

   
1 ′ ′′ 1 ′ 1 ′
LS = −µu + σ − b u, LSS = bu + (bu) . .".
2 2 2

  / /            


   ) & &    (  

Lu = −µ△u + b · ∇u + σu

 µ  σ     b      u ∈ H01 (Ω)"

& / / >  %

1 1 1
b · ∇u = b · ∇u + ∇ · (bu) − (∇ · b) u.
2 2 2
      
,*    ;
    


V ′ < Lu, v >V ≡ (−µ△u + b · ∇u + σu) vdω =

  
1 1
µ∇u · ∇vdω + (b · ∇u) vdω + ∇ · (bu)vdω−
Ω 2 Ω 2 Ω
 
1
(∇ · b) uvdω + σuvdω ≡ a(u, v).
2 Ω Ω
 
 ( #    Ω
µ∇u · ∇vdω + Ω (σ − 12 ∇ · b)uvdω $  
aS (u, v) ≡
                (  "  
    ( 0
 
1 1
aSS (u, v) ≡ (b · ∇u) vdω + ∇ · (bu)vdω =
2 Ω 2 Ω
 
1 1
− ∇ · (bv)udω − (b · ∇v) udω = −aSS (v, u).
2 Ω 2 Ω

        $  LS u = −µ△u− 12 (∇·b)u+σu 


1 1
    $ LSS u = 2 (b · ∇u) + 2 ∇ · (bu). ♦

  / /    # /



⎪ 2
 ∂2u ∂2u ∂2u ∂2u ∂u
⎨− +β 2 +γ +δ 2 +η = f in Ω,
i,j=1 ∂xi ∂xj ∂x1 ∂x1 ∂x2 ∂x2 ∂x1 ."8


u=0 su ∂Ω,

 β  γ  δ  η  '       f $  (   


x = (x1 , x2 ) ∈ Ω "
B"      '     %       
      #"
3"  %          0 < & 1  
       "
."          # $     &
  ( #      K      %  
            #   "

& / /

       


 #   5     (      
 2
 
 
 ,,
−∇ · (K∇u) + B · ∇u = f ."9

 Ω   K  B            -    


     M 1 

⎡ 1 ⎤
⎡ ⎤
1−β(1 − γ) η
⎢ 2 ⎥
K≡⎢

⎥,
⎦ B ≡ ⎣ ⎦.
1 0
(1 − γ) 1 − δ
2
 ."9        #  u=0  ∂Ω "    ) 
   # $        1   I*2C8℄ 6 " :
2
      µ0 > 0   %    χ R  ##

2

µKij χi χj ≥ µ0 ||χ||2 . .":
i,j=1

         1         


   K        @   I* 44 ℄  #    
    $ 1                  " 
     1  %  

1
1 − β > 0, (1 − β)(1 − δ) − (1 − γ)2 > 0. .";
4
 %   -     .";     5   

(1 − γ)2
δ <1− . ."D
4(1 − β)
             K

λ0,1 = (2 − β − δ) ± (β − δ)2 + (1 − γ)2

  #    "    %  .";    ( "  &


  µ0  .":            %        
        "  %  µ1      " &
 V = H01 (Ω)  #  ( # $/   u ∈ V   %  
v∈V   
(K∇u) · ∇vdω + (B · ∇u) vdω = f vdω.
Ω Ω Ω

 #       (        ( #   


 
a(u, v) ≡ (K∇u) · ∇vdω + B · ∇uvdω
Ω Ω
,/    ;
    

      |a(u, v)| ≤ (µ1 +|η|)||u||V ||v||V .         
   % f         V     


 V " 2       %        f vdω $ 

(            F (v) =V ′ < f, v >V "
    %     #    $  ## 
   %  ( #    $   " (        # 
1 2
   (∇u)u = ∇|u|        L  %
2
 
a(u, u) = (K∇u) · ∇udω + B · (∇u)udω ≥
Ω  Ω 
2 1 # $ 2 2
µ0 ||∇u||L2 + ∇ · Bu2 dω ≥ α||u||V + B · nu2 dγ = α||u||V
2
Ω ∂Ω

 α = µ0 /(1 + CP2 )  CP $          L"  &


  $            O&    
        "

      
                     V
Vh ⊂ Xhr   Xhr $        B"34  6   B"      Vh
r
       (  Xh   # "  (    #
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 #   $ #          (  
 #  "           
I* 4.℄ 6 " .     u ∈ H s+1 (Ω)
γ
||u − uh ||H 1 ≤ Chq |u|H q+1 ,
α
 M $        ( #    C $     
      q = min(r, s)"        % 
  γ = µ1 + |η|    |η| ≫ µ0    % γ/α ≫ 1    
       1   "      #    
        + #   ,"
1   %  η=0  ( #    a(u, v) $    
    ."B"3"     (     K   
 
a(u, v) = (K∇u) · ∇vdω = ∇u · (K∇v) dω = a(v, u).
Ω Ω

 #    %                


 )  '   Aij = a(ϕj , ϕi ) %  η =0 $    
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% 1        -     %       
( #   "                
        I* 44 ℄/

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        #        (   &
               
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1 10
r=1 ML = ,
2 01
⎡ ⎤
100
1⎣
r=2 ML = 0 4 0⎦,
6
001
⎡ ⎤
1000
1 ⎢0 3 0 0⎥
r=3 ML = ⎢ ⎥.
8 ⎣0 0 3 0⎦
0001

  %       
M        M
  ii = Mii
M     ML  r = 1, 2   r = 3/
j Mjj
⎡ 8 ⎤
⎡ ⎤ ⎢ 97 0 0 0

128 0 0 0 ⎢ 81 ⎥
1 ⎢ ⎥ ⎢ 0 0 0 ⎥
 = ⎢ 0 648 0 0 ⎢
⎥=⎢ 194 ⎥
M ⎣ ⎦ 81 ⎥.
1552 0 0 648 0 ⎢ 0 0 0 ⎥
⎢ ⎥
0 0 0 128 ⎣ 194 ⎦
8
0 0 0
97
/1    ;
    

& / / 6                &
1
   % Mij = 0 ϕi ϕj dx"  r = 1  (  #    
 (  (0, 1)  ϕ0 (x) = 1 − x, ϕ1 (x) = x         
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⎢ 3 6 ⎥
M=⎢

⎥.
⎦ ."C
1 1
6 3
                
'             '  O &       
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1 10
ML = .
2 01
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1
        0 ϕi ϕj dx         
  "         5      )
     (    "
  r = 2  (  #      (  
   
1 1
ϕ0 = 2(1 − x) −x , ϕ1 = 4x(1 − x), ϕ2 = 2x x − .
2 2

     

⎡ 2 1 1 ⎤

⎢ 15 15 30 ⎥
⎢ ⎥
⎢ ⎥
⎢ 1 8 1 ⎥
M=⎢ ⎥.
⎢ 15 15 15 ⎥
⎢ ⎥
⎣ ⎦
1 1 2

30 15 15
   '                 
ML         %      "
M   
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DD    
DD  += & # $<% #& $<% #<%*&> &  #& $<% #<%*
&> &  #< $% #<%*= &  #< $% #<& $%!℄
DD  *
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DD F #%
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DD F

F 
+ 6 34* $$ 453* <$ 3* = 563℄
+ $$ 453* &> >3* <&> 453* <$ 3℄
+ <$ 3* <&> 453* &> >3* $$ 453℄
+ = 563* <$ 3* $$ 453* 6 34℄

DD F

F 
6 => 3 3 3
3 6 = 3 3
3 3 6 = 3
3 3 3 6 =>

DD F;

F; 
+  6* 3* 3* 3℄
+ 3* $ 6* 3* 3℄
+ 3* 3* $ 6* 3℄
+ 3* 3* 3*  6℄
6           ML     F;     
   
M  F " ♦
/    ;
    

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⎧ ′′ ′
⎨ −εu (x) + bu (x) = 1, 0 < x < 1,
."B4

u(0) = α, u(1) = β,

 ε > 0  α, β, b ∈ R   "       (   # 


      1            1   
5 "        #        % "
                    
 (     1        b = −1 ε = 10 
−3

α = 0, β = 1"      " *         h $


         %        K

& //

       


6   #     (   #  #   &
 (          ."B4   (  v  
1
    H0 (0, 1)  %       V      &
  (0, 1)      (       "    # /
  u ∈ H 1 (0, 1)   %   v ∈ V

1 1 1
′ ′ ′
ε u v dx + b u vdx = vdx
0 0 0

 u(0) = α  u(1) = β "         6   3 


G ∈ H 1 (0, 1)       #   #    ( /
  u ∈ G + V   % a(u, v) = F (v)   v ∈ V  

1 1 1
′ ′ ′
a(w, v) ≡ ε w v dx + b w vdx, F (v) = vdx.
0 0 0

 (   F (v) $  "  ( #    a(·, ·) $      


      γ = ε + |b|.
 a(·, ·) $    V × V " (        (  w∈V
1 1
′ 2 2 b  2 1 2
a(w, w) = ε (w ) dx + b w′ wdx = ε||w′ ||L2 + w 0 = ε||w′ ||L2 ,
2
0 0
      

 /
  w $   # "          L  
2
a(w, w) ≥ α||w||V    α = ε/(1 + CP2 )  CP $    
     L"  # $  #      
6   3"B"
     $  #              
             # "       
    ."B41 $  uP = x/b"          $
 
½ uG = C1 + C2 ebx/ε + x/b  C1  C2       
          #   u


⎪ C + C2 = α,
⎨ 1

⎩ C + C eb/ε + 1 = β.
1 2
b
5
2(e10 x − 1)
       # $  u(x) = − x.
e105 − 1

      
     #   1        &
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r
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       # "  uh       #
    $/   uh ∈ Vh   %   vh ∈ Vh

a(uh , vh ) = F (vh ).

             1    %

ε + |b| q
||u − uh ||V ≤ (1 + CP2 ) h |u|q+1 , ."BB
ε
      u ∈ H s+1 (0, 1)   q = min(r, s)"  %  |b| ≫ ε 
ε + |b|
  $ ≫ 1    (           
ε
     h    "  )   I* 4.℄     
    1      P        
|b|h
1 %  Pe > 1  Pe        L    " 

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1

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    &
  
1 2

   & ;


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/!    ;
    

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   #        )        
|b|h ′′
 ( − u u′′ .
 = −εPe
2
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% $   B     h"          P  
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I* 4.℄ 6   8  8"B" /

1
|b|h
ah (uh , vh ) ≡ a(uh , vh ) + u′h vh′ dx,
2
0

 #         %     uh $


     

1 |a(wh , vh ) − ah (wh , vh )|
||u − uh ||V ≤ Khq |u|q+1 + inf sup
Cε wh ∈Vh vh ∈Vh \0 ||vh ||V
|b|h
≤ Khs |u|q+1 + ||uh ||V ,
2
ε + |b|
 q $   %    ."BB  K = (1 + CP2 ) " *  
ε
   #      ( #       
                &
      1   " * $        
P             "

  
      1 %  %"     (  #
  1             0 <    
   h = 0.1  h = 0.05         #   
       7  ."B"                
     h    7  ."3      Pe < 1    

|b|h 2ε
<1⇒h< = 0.002.
2ε |b|
      

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4.5 3
Soluz Numerica Soluz Numerica
Soluz Esatta Soluz Esatta
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2.5
3.5

3 2

2.5
1.5
2

1.5 1

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0.5
0.5

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1

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       h = 0.1  h = 0.05     


 

  
 
2.5 Soluz Numerica
Soluz Numerica Soluz Esatta
2.2
Soluz Esatta

2
2.1

1.5 2

1.9
1

1.8
0.5
1.7

0
0 0.2 0.4 0.6 0.8 1 0 0.05 0.1 0.15 0.2 0.25

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&  )   
 
       
  
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0.9

0.8

0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
0 0.2 0.4 0.6 0.8 1

   @ 


      
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2 2
Soluz Numerica Soluz Numerica
Soluz Esatta Soluz Esatta
1.8 1.8

1.6 1.6

1.4 1.4

1.2 1.2

1 1

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1

 
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11 11! 1 , !,*1! 11/!, ! $!! $
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1.8 1.8

1.6 1.6

1.4 1.4

1.2 1.2

1 1

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1

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Soluzione Numerica Soluzione Numerica
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1.8 1.8

1.6 1.6

1.4 1.4

1.2 1.2

1 1

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1

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 h = 0.05

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  //    #


⎧ ′′ ′
⎨ −εu (x) + u (x) = 1, 0 < x < 1,
."B3
⎩ ′
u(0) = 0, u (1) = 1,

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 1 %  (  ε = 10
−6
  0 <    1  " % 
 % 0 <   1           )
          1 %     "

& //

       


 (   #  #       "     
& '
 #      u   (  v   V ≡ v ∈ H 1 (0, 1), v(0) = 0 "
 (   #    #    /   u∈V   % 
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1 1 1
′ ′ ′
ε u v dx + u vdx = vdx + εv(1).
0 0 0
1
 (   F (v) ≡ 0 vdx + εv(1) $     

1


vdx + εv(1) ≤ (1 + εγT )||v|| ,
V

0

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$              "B3"
1 1
 ( #   a(u, v) ≡ ε 0 u′ v ′ dx + 0 u′ vdx $      " 
        #    (      u  v "  
         L

2 1 2 2
a(u, u) = ε||u′ ||L2 + u2 (1) ≥ ε||u′ ||L2 ≥ εC||u||V ,
2
 C = 1/(1 + CP2 ) CP            L"
6            #   ."B3"  &
                    
)  uG = C1 + C2 ex/ε + x  C1  C2       
#       # "
              (         
  %      $ u(x) = x"
      

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                       (&
1
   h         Vh     (  Xh  
x = 0"            (   0 < &
1   /   uh ∈ Vh   %   vh ∈ Vh
a(uh , vh ) = F (vh ).

  
                1 &    &
  1       %     #  """" 6  
 6L     1           " 
                Pe"

0.9 Soluz Numerica


Soluz Esatta

0.8

0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
0 0.2 0.4 0.6 0.8 1

   @ 


      
"       67



 
 
  
   h = 0.1   )   
  10−15

 7  .";            0 <  


   h = 0.1"            %   
         L   0.5 × 106 " ♦

  //     #


⎧  
⎪ d du du
⎨− µ(x) + β(x) + σu = 0, a<x<b
dx dx dx


u(a) = 0, u(b) = 1,

 β(x)  µ(x)  (    µ(x) ≥ µ0 > 0   x ∈ [a, b] 
σ $       "
01    ;
    


B"    (   #  #     


 %        #   "
3
3"  β = 10 , σ = 0 µ(x) = x           ( 
a  b"
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       "
8" 2 1                 
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"

& //
       
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#         (   V ≡ H01 (a, b)  (  H 1 (a, b)
    "     ( #   

b
a(w, v) ≡ (µw′ v ′ + βw′ v + σwv) dx,
a

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( #  #   /   u ∈ G + V   % a(u, v) = 0
  v ∈V"
    #         %    &
       ( #     H 1 (a, b)        V " 
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 % |a(w, v)| ≤ max(||µ||L∞ , ||β||L∞ , σ)||w||V ||v||V "
        ( #   "  w   ( 
V  %
b  
2
a(w, w) = µ (w′ ) + βw′ w + σw2 dx ≥
a
b
2
min(µ0 , σ)||w||V + βw′ wdx.
a
3
8
     # 
    


9 5 %
    
    C   
  4   

 


 

  H 1 (a, b) 
     β(x) ∈ L2 (a, b) 

%

& 

9   
& 
    # 

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b b # $ b b
′ 1 d w2 1 b 1 ′ 2 1
βw wdx = β dx = [βw]a − β w dx = − β ′ w2 dx.
2 dx 2 2 2
a a a a

        (  % w(a) = w(b) = 0"    


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# $ # " >  %        #   
   %  (     σ > 0       
  L         "       α   5 
      
 
µ0
α = max , min(µ0 , σ) ,
1 + CP2

 CP $          L"       


%  %  σ = 0"  #        6   3"B"
3
6              µ = x β = 10 
σ = 0"  #   ( ( 

−xu′′ + βu′ = 0.

          5      v = u′ 


         

−xv ′ + βv = 0.
dv βdx
        #     v = x "      log v =
β β
log x + C0   v = C0 x  C0  "      u =
C0 β+1
β+1 x + C1  C1  "        #    
 1     
xβ+1 − aβ+1
u= .
bβ+1 − aβ+1

      
               %  a = 1, b = 2
   (    #      (       
µ0 = 1"  a = 103 , b = 103 + 1       (   
  µ0 = 103 "       L     #
βh
$/ Pe = = 500h        1     (
2µ0
 #              %    h <
1/500"       % Pe = 1000h/2000 ⇒ h < 2 %    $
 1    b − a = 1"              
0    ;
    

  %  #                 "
  #   $   #          5      
       %     1       µ   
  µupwind = µ (1 + Pe)"  -         5   1 
  µ∗ = µ (1 + φ(Pe))   (  φ(·)  (    
φ(x) > 0 ∀x > 0, φ(0) = 0.
           %   %           &
     #          h   "    
            #    #      #&
      %  h→0   Pe → 0  #    
  "   #   #      &  $  
 ( 

φ(τ ) = τ − 1 + , per τ > 0.
e2τ − 1
      ' % # 7 "

1 1
Soluz Numerica
Soluz Esatta 0.9

0.5 0.8

0.7

0 0.6

0.5

−0.5 0.4

0.3

−1 0.2

0.1

−1.5 0
1 1.2 1.4 1.6 1.8 2 1000 1000.2 1000.4 1000.6 1000.8 1001

  4 


      
"   
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7

   a = 1  b = 2  
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 7  ."D         %     
0 <          h = 0.05    a = 1 b = 2     
a = 1000 b = 1001   " 6      $ )    
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  a = 1 b = 2   h = 0.05   #       P  
     % (&0   "
      

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1 1

0.9
Soluz Numerica
0.8 Soluz Esatta
Soluz Numerica
Soluz Esatta
0.7

0.6

0.5 0.5

0.4

0.3

0.2

0.1

0 0
1 1.2 1.4 1.6 1.8 2 1 1.2 1.4 1.6 1.8 2

  4 


      
"     a=1  b=2

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-.     
  
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F                   " &


(                       
    0    1   #  %        $
     %        #     %"
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  -    #  x=2 $   x = 1.95      
     % (&0        
                   "

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⎨ − (µu − ψ u) = 1, 0 < x < 1,
."B.

u(0) = u(1) = 0,
 µ $        ψ  (    "
0!    ;
    


B"           #  # ."B.


       (  ψ "
ψ/µ
3"    #    #  u = ρe    ρ  (   &
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     ρ"           ψ = αx
 α    "
."   # #    u   ρ  (      
       1  "
8" (      B  3       
%  "       ψ = αx       
   #     µ = 0.1µ = 0.01 α = 1 
α = −1"             h = 0.1 
h = 0.01"

& //
       
      # 5        / (  
  % ψ  '       #   


− (µu′ ) + ψ ′ u′ + ψ ′′ u = 1,

 x ∈ (0, 1)       #  u(0) = u(1) = 0"  ( # 


# $/   u ∈ V ≡ H01 (0, 1)   %
 1  1  1  1
a(u, v) ≡ µu′ v ′ dx + ψ ′ u′ vdx + ψ ′′ uvdx = vdx,
0 0 0 0

  v ∈ V "  1      ( #      %


ψ ∈ H 2 (0, 1)"  #   E   #    % v, ψ, ψ ′ ∈
L∞ (0, 1)  %         C $     E
  #/

1
| ψ ′ u′ vdx| ≤ ||ψ ′ ||L∞ ||u′ ||L2 ||v||L2 ≤ ||ψ ′ ||L∞ ||u||V ||v||V ,
0
1
| ψ ′′ uvdx| ≤ ||ψ ′′ ||L2 ||u||L∞ ||v||L∞ ≤ C 2 ||ψ ′′ ||L2 ||u||V ||v||V .
0

2 1 %        ( #       # $


  "              #     
 (           ψ ′ u′ u  %
      

 0$
1 1 1 1
2 2
a(u, u) = µ (u′ ) dx + ψ ′ u′ udx + ψ ′′ u2 dx = µ (u′ ) dx+
0 0 0 0
1 2 1 1 1 1
1 ′ d(u ) ′′ 2 ′ 2 1 ′′ 2
ψ dx + ψ u dx = µ (u ) dx − ψ u dx + ψ ′′ u2 dx =
2 dx 2
0 0 0 0 0
1 1 1
2 1 µ0 1
µ (u′ ) dx + ψ ′′ u2 dx ≥ 2 ||u||2V + ψ ′′ u2 dx,
2 1 + CP 2
0 0 0

 CP $            L" ψ ′′ ≥ 0  


′′
( #    $     "       %   ψmin =
min(ψ ′′ )"           
 
µ0 ′′ 2
a(u, u) ≥ − |ψmin | ||u||V ,
1 + CP2
     %  ( #    $    %L  ##

µ0 ′′
− |ψmin | > 0.
1 + CP2

      %  min ψ ′′ < 0   (    "


6     (    #  ρ"    u = ρeψ/µ
## 
ψ′
u′ = ρ′ eψ/µ + ρeψ/µ ⇒ µu′ = µρ′ eψ/µ + ψ ′ u.
µ
   -      #   u  %

u(0) = u(1) = 0 ⇒ ρ(0) = ρ(1) = 0.

 #  ρ     #  ) 


⎧ # $′

⎨ − µeψ/µ ρ′ = 1 x ∈ (0, 1),

⎩ ρ(0) = 0, ρ(1) = 0,

 (   #    # $/   ρ∈V   %


 1  1
µ eψ/µ ρ′ v ′ dx = vdx ∀v ∈ V.
0 0

 ( #    $    %L ψ ∈ L∞ (0, 1)     


 % ##      (     "    
    $      (  % µ > 0  %  
    #    %  5         L"
0*    ;
    

6    1           ψ = αx" 6  
   (   (  #
 ′  
x −αx/µ
−µ eαx/µ ρ′ = 1 da cui ′
ρ = C1 − e ,
µ
 C1 $      "        

µ x µ
ρ = −C1 e−αx/µ + e−αx/µ + 2 e−αx/µ + C2 ,
α α α
 C2 $        "    C1  C2 
          # " 6M (        
! !
1 1 − e−αx/µ −αx/µ 1 eαx/µ − 1
ρ= + xe ⇒ u = x − .
α 1 − eα/µ α eα/µ − 1

      
E     # )         1 
              #    
       %     ( ."./

||ψ ′ ||L∞ (0,1) h ||ψ ′′ ||L∞ (0,1) h2


e .
2µ 6µ
     1     
.
2µ 6µ
h< ′
, h< ."B8
||ψ ||L∞ (0,1) ||ψ ′′ ||L∞ (0,1)

      1              "  


          /

B" 85         ."B8    1    + &


 ,       #
 
|ψ ′ |h
µ → µ∗ = µ 1 + .

*            %         % &
   1        1     
    ."3"B"
3"                   ."B8
   1  " '    "      
           /    
1                    ."B"8   
1
       H       1"    5
     5          "
      

 0,
0.7 0.7
Soluz Numerica
Soluz Esatta Soluz Numerica
0.6 0.6 Soluz Esatta

0.5 0.5

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1

  2   u


µ = 0.1, α = 1 h = 0.1 - 
.  h = 0.01 - .
  
  

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6     #  (    #    #   ρ"


  1        ρ    (   #
       /      #  )  (  
    %  #           "
E      %            # 
 1 ψ/µ ′ ′
             A % '  Aij = µ 0 e ϕj ϕi dx
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 =    '       ρ"
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ρ" *    %   % ρ        
ρh         uh      u  %     
 (  uh = ρh eψ/µ . >   ψ ≫ µ  eψ/µ ≫ 1  %L   
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uh     "       δρ = ρ − ρh   %    
ψ/µ
  uh = ρh e = (ρ + δρ)eψ/µ = ρeψ/µ + δρeψ/µ = u + δu 
δu ≡ δρe "  ψ ≫ µ  (      eψ/µ  1   
ψ/µ

 δρ" 0      u  ρ          

δu δρeψ/µ δρ
= = .
u ρeψ/µ ρ

A   # %L    (         &


%        ψ #      %   1  
              ψ/µ $  /

B"            % 5    
     H
3"        uh    ρh "
0/    ;
    

0.7 0.7
Soluz Numerica Soluz Numerica
Soluz Esatta Soluz Esatta

0.6 0.6

0.5 0.5

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1

  2   u


µ = 0.1, α = −1 h = 0.1 - 
.  h = 0.01 -
.   
  

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1
1.8 Soluz Numerica
Soluz Esatta
0.9
1.6 Soluz Numerica
Soluz Esatta
0.8
1.4
0.7
1.2
0.6
1 0.5
0.8 0.4
0.6 0.3

0.4 0.2

0.2 0.1

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1

  2   u


µ = 0.01, α = 1 h = 0.1 - 
.  h = 0.01 - .
  
  

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µ = 0.1 ψ = αx  α = 1     (     u"
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1 1
Soluz Numerica
Soluz Esatta
0.9 Soluz Numerica
Soluz Esatta
0.9

0.8 0.8

0.7 0.7

0.6 0.6

0.5 0.5

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1

   4 
     
    h = 0.1 -
. 
h = 0.05 - .  
  4 %6
0.04 0.04
Soluz Numerica Soluz Numerica
Soluz Esatta Soluz Esatta

0.035 0.035

0.03 0.03

0.025 0.025

0.02 0.02

0.015 0.015

0.01 0.01

0.005 0.005

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1

 
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µ = 0.1, α = 1 h = 0.1 - 
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 h = 0.1  h = 0.05"
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      5585  h = 0.1  1.74 × 106  h = 0.01"
11    ;
    

0.7 0.7

Soluzione Calcolata
Soluzione Esatta Soluzione Calcolata
Soluzione Esatta
0.6 0.6

0.5 0.5

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

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 h = 0.01
   .
900 900
Soluz Numerica
Soluz Esatta
800 800
Soluz Numerica
Soluz Esatta
700 700

600 600

500 500

400 400

300 300

200 200

100 100

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1

   2   ρ
µ = 0.1, α = −1 h = 0.1 - 
.  h = 0.01 - .
 h = 0.01   

  ) 
     & 
−3 −3
x 10 x 10
4 4
Soluz Numerica Soluz Numerica
Soluz Esatta Soluz Esatta

3 3

2 2

1 1

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1

   2   ρ
µ = 0.01, α = 1 h = 0.1 - 
.  h = 0.01 - .
4
   h = 0.1   

    
 

      

 1
h = 0.1 h = 0.01 h = 0.001
K(A) 5584.9988 1743198.1509 224080749.234
eL2 75.7181 0.86903 0.0087028
eH 1 2016.603 224.4889 22.4743
   8 


  

  
    ρ 
  µ = 0.1 α = −1

    u    ρ         # 

7  ."B9      L2      u    ρ $

   5 × 10−4 "


  α = −1 7  ."B:    ρ      

     -  "  %           

  $     α = 1       -   

   E # ."3  .". ##        %  "

 µ = 0.01  α = 1   %    ρ $     

 h = 0.1/     (             

  +  ,      '     "

     #   h = 0.01    7  ."B;"

40 40
x 10 x 10
10 10

Soluz Numerica Soluz Numerica


Soluz Esatta Soluz Esatta

5 5

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1

  2   ρ


µ = 0.01, α = −1  h = 0.1 - 
.  h = 0.01 -
.

*       5          α = −1  % 

            M   %  %  

    E # ."8 ."9  7  ."BD"   E # ."9  

       ##      "   

         h  %        h  -

        1       "

*        u    ρ   µ = 0.01       &

 ψ/µ     $ +  ,           

    ρ       #      u   /

   α>1    ρ        1      


1    ;
    

h = 0.1 h = 0.01 h = 0.001
K(A) 3.917901e + 34 3.526591e + 42 1.282097e + 44
eL2 0.00049809 0.00010876 1.2482e − 06
eH 1 0.049641 0.02894 0.0032238
 
 8 


  

  
    ρ 
  µ = 0.01 α = 1

h = 0.1 h = 0.01 h = 0.001


0,01F ! */,** F! ! 1/ ,0F!*
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 /0$F!1 0 $, F 0  0 !F
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   8 


  

  
    ρ 
  µ = 0.01 α = −1
1 1

0.9 0.9

0.8 0.8

0.7 0.7

0.6 0.6

0.5 0.5

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

  2   u    ρ  µ = 0.01 h = 0.001 α = 1 -


. 
α = −1 - .   
  )   
  &
  


  ) 



ρ u" 2      α = −1    ρ   -      


u      #  "   #    ) &
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                 #    
   7  ."BC"

5%"         1     
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⎪ −△u + ∇ · (βu) + u = 0 in Ω ⊂ R2 ,




u=ϕ su ΓD , ."B9





∇u · n = β · nu su ΓN ,

 Ω $       ∂Ω = ΓD ∪ΓN  ΓD ∩ΓN = ∅ ΓD = ∅"  


         # (     #
T
(          β = (β1 (x, y), β2 (x, y)) 
ϕ = ϕ(x, y)"
    ||β||L∞ (Ω) ≫ 1     #   &
      1 & 1       0& 1  
               0 < &
1  "
1    Ω = (0, 1) × (0, 1) β = (103 , 103 )T  ΓD = ∂Ω 


⎪ 1 per x = 0 0 < y < 1,




ϕ = 1 per y = 0 0 < x < 1,





0 altrove.

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               %  #    
"

& //

       


                 
          (   v ∈ V ≡ HΓ1D (Ω).    
  ( 0          %   
 
    
∇u · ∇vdω − ∇u · nvdγ + β · nuvdγ − β · ∇vudω + uvdω = 0.
Ω ∂Ω ∂Ω Ω Ω

6           #   ΓD  ΓN    


1!    ;
    

 
− ∇u · nvdγ + β · nuvdγ =
∂Ω ∂Ω
 
− (∇u · n + β · nu) vdγ − (∇u · n + β · nu) vdγ.
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    ΓN      ∇u · n − β · nu = 0  ΓN " *   1


            %      + &
 ,        ΓN "  ΓD    #    
  v = 0" G(x, y)  (   H 1 (Ω)   % G(x, y) = ϕ(x, y)
 
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  u∈G+V   %   v∈V

a(u, v) = 0,

  
  
a(u, v) ≡ ∇u · ∇vdω − β · ∇vudω + uvdω.
Ω Ω Ω

     #    (   (    3"B"  


%   β   (  L∞ (Ω)" 6      
         %  ( #    $    H 1 (Ω)"
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1
a(w, w) = ||∇w||2L2 (Ω) − β · ∇w2 dω + ||w||2L2 (Ω) .
2

              ||w||2V "     


    "      ( 0        
 # 
  
1 2 1 2 1
− β · ∇w dω = − β · nw dγ + ∇ · βw2 dω.
2 2 2
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   %

∇·β ≥0 in Ω e β·n≤0 su ΓN , ."B:

    %  ( #    $      # $ #  "


4
  
 
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G 
%
 ∇ · β = 0  
 

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 ##
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Lu = −△u + ∇ · (βu) + u,
        &          ."B"3

1 1
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2 2
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hK
ah (
uh , vh ) = a(
uh , vh ) + δ L
uh , LSS vh ,
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⎧    
⎪ ∂ 1 2 2 ∂ 1 3

⎪ −△u + x y u − xy u = f in Ω ⊂ R2 ,

⎪ ∂x 2 ∂y 3



u=0 su ΓD , ."B;



⎪ ∂u


⎩ ∂n + u = 0 su ΓN ,

 ∂Ω = ΓD ∪ ΓN  ΓD ∩ ΓN = ∅"     Ω $   %   


        x
, y     r = 1"
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 = y = 0H
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 =
y = 0  x
 = y = 1000           
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2 3
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∂ 1 2 2 ∂ 1 3
x y u − xy u = ∇ · (βu) = β · ∇u,
∂x 2 ∂y 3

 % β $     "


     (   #  #       ( 
/   %        (   v   
1
   (   V ≡ HΓ
D
(Ω)  (  H 1 (Ω)     ΓD "
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∇u · ∇vdω − ∇u · nvdγ + β · ∇uvdω = f vdω.
Ω ΓN Ω Ω

E        #   ΓN      (   #/


  u∈V   %   v ∈V
   
∇u · ∇vdω + uvdγ + ∇ · (βu) vdω = f vdω. ."BD

Ω ΓN Ω Ω

   %  # $ #   1 %  %  ( #   


  
a(u, v) ≡ ∇u · ∇vdω + uvdγ + β · (∇u)vdω
Ω ΓN Ω

$      "        #        /

B"     Ω  # 1    #    u  v  V H


3"     ΓN $ # 1    %   u  v  ΓN
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1 1
a(u, u) = ||∇u||2L2 + u2 dγ + β · ∇u2 dω ≥ ||∇u||2L2 + (β · n) u2 dγ.
2 2
ΓN Ω ΓN

6              

β·n≥0 su ΓN , ."BC
1    ;
    


    %   %    ΓN   #  95     


Ω $ '      %  ( #    $   " 2   % 
meas(ΓN ) = 0          %  # $   
# "
       #    #    % 
   # ."BD $  (         V   %L f ∈ V ′ 
      V "      -          
2
$  f ∈ L (Ω)"
  ."BC  5        #     
    ΓN " (            (  
)2 + (y − y)2 = 1 $
   (x − x

n = [n1 , n2 ]T con n1 = x − x
, n2 = y − y.

        

1 2 2 1
) − xy 3 (y − y) ≥ 0.
x y (x − x
2 3
  x
 = y = 0              /
/ /
3 3
|y| ≤ x per x ≥ 0, |y| ≥ |x| per x ≤ 0,
2 2
         7  ."33"     ."BC  &
    %   % ΓN          # 
Ω"

0.8

0.6

0.4

0.2

−0.2

−0.4

−0.6

−0.8

−1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1

  + 
 Ω  xe = ye = 0  "   *     

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&  &     G B   
  

p   
  

   

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 y=± 3/2x

      
        1          
Vh 1 &    V/   uh ∈ Vh   %   vh ∈ Vh   ##
      

 
   
∇uh · ∇vh dω + uh vh dγ + ∇ · (βuh ) vh dω = f vh dω. ."34

Ω ΓN Ω Ω

           (     Ω    &


     #         Vh       Xhr
   B"34"
||β||L∞ h
   L      # $ Pe = "   
2
 = y = 0   % ||β||L∞ < 12       %   h 
 x
          " 2    x = y = 1000 ||β||L∞ ≈ 21 × 1012 
     0 <             h 
−11
      10 "            # &
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  1  #    $       :"

   
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 (1000, 1000)    (     /        
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   4
      
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     h ≈ 0.05 - 
   
.E
    

) 

   


  5   


 
 
(1000, 1000)     h ≈ 0.05 - 
   
.E 

&      ) 

   
  

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  //    # ) &  

−µu′′ + σu = 0 x ∈ (0, 1)

 u(0) = 0  u(1) = 1 µ, σ     "

B"            #  #


"
3" A          1      # 
               "
." *    #      K *   &
       0 <     K       
      K 7   (       &
%             #  
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8"       #       #  "
4
9"     µ = 1 σ = 10 "           
 #  (     1         1 %  
       "
    
 

 
& //
       
 %   G  (  H 1 (0, 1)   % G(0) = 0  G(1) = 1
1
    (  G(x) = x"   a(u, v) ≡ µu′ v ′ + σuvdx
0
          ( #  #  5   /
1
  u ∈ G + V ≡ H0 (0, 1)   % a(u, v) = 0   v ∈ V "    
 ( #    a(·, ·) $   #    (     " 
    ( #          µ  σ ( 

1
2
a(u, u) = µu′ u′ + σu2 dx ≥ min(µ, σ)||u||V ,
0

   #     #          3"B"
        5       "  &
ρ x ρ x
    $ u(x) = C1 e 1 + C2 e 2   ρ1  ρ2       
2
  −µt + σt = 0"        #       
   
√ √
σ/µx
e − e− σ/µx
u(x) = √ √ .
σ/µ
e − e− σ/µ

      
     1 &     #      &
 0 <  $/   uh ∈ Vh   %   vh ∈ Vh

a(uh , vh ) = F (vh ). ."3B

   1        Vh       Xh1 


(        (  #  ϕi  i = 1, 2, . . . , N   
N        1 &          B"B;"
 ( # ."3B         (  #   ( 
   5    
(µK + σM) U = F,
  i, j = 1, 2, . . . N 
1 1
Kij = ϕ′j ϕ′i dx, Mij = ϕj ϕi dx, Fi = F (ϕi )
0 0

 U $        Ui = uh (xi )"       %


    i−  $ 
    
 

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1 1
Soluz Numerica
Soluz Esatta

Soluz Numerica
Soluz Esatta

0.5 0.5

0 0

−0.5 −0.5
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1

 
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 h = 0.2 -


.  h = 0.1 - .
1 1
Soluz Numerica Soluz Numerica
Soluz Esatta Exact Solution
0.9

0.8

0.7
0.5
0.6

0.5

0.4
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0.3

0.2

0.1

−0.5 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1

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     67

 h = 0.025 -


.  h = 0.01 - .
1 1
Soluz Numerica Soluz Numerica
Soluz Esatta Soluz Esatta
0.9 0.9

0.8 0.8

0.7 0.7

0.6 0.6

0.5 0.5

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1

   2    


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     67



 
  h = 0.2 -
.  h = 0.1 - .
*    ;
    

1 1
Soluz Numerica Soluz Numerica
Soluz Esatta Soluz Esatta
0.9 0.9

0.8 0.8

0.7 0.7

0.6 0.6

0.5 0.5

0.4 0.4

0.3 0.3

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0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1

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     67



 
  h = 0.05 -
.  h = 0.025 - .

      %   L     B   1



/
6
h< = 0.024494897. ."33
10000
 1  7  ."38  ."39       %   
  0 <      h" 6          
%  h = 0.01 7  ."39  "   h = 0.025     
    ."33         "
                7  ."3: 
."3;"  )                $  "

  // R  ( ##        1 Ω
 %     7  ."3D"            &
       Γin $      Cin "      
 1  %$ $ 1      1        
          ( "  %/

    Γup               


     +1  ,   Cf H
#      Γdown  '      
              =   
# H
                 )
(      +  ,  Cdry        1
        "
    
 

 ,

/

B"  )        1 $      
       µH
3"      1   1 5      
     H
."  #     1 +  ,        σH
8"  # $     "

%  

B"                     


C     ΩH
3"    #   H
."           #    1  H   &
2
     %         C ∈ H (Ω)  C ∈
3
H (Ω)       1          
       H
8"                  "
9"      1    % 10 m   % 2
m"     /     1  u = [ux, uy]T
 ux = uM (2 − y)y m/s uy = 0 Cup = 10g/m  Cin = 100g/m3 
3

Cdry = 1g/m3  α = 0.1"          h = 0.1    


  /
 σ = 0.5 µ = 10−6  uM = 10H
 µ = 0.1 σ = 300 uM = 2H
    0 < & 1           
 )                  
     "

Fabbrica Γr
111111
000000 111111111111111111111111111111
000000000000000000000000000000
Γup Γin u Γdown
000000000000000000
111111111111111111
111111111111111111111111111111111111111
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x
  4     "   
/    ;
    

& //
       
              %   C =
C(x, y)          1"     $  
   /

B"     H            
    H
3"          1H  %   u     1
           % ∇ · u = 0H
."              #  "
  (  #             1   &
                 I 48℄ 6  
3    1 9"3 9". ; %        C   $

∂C
= −∇ · (qt + qd ) − σC,
∂t
/

B" qt $  =             1


 qt = uC H
3" qd $  = )  %  #    7 < 5     
qd = −µ∇C    µ  )        1"
 %L     # $        #    
  
∇ · (uC − µ∇C) + σC = 0. ."3.

 #   1 5  M   /

B" Γin $               Cin /    
             %H
3" Γdown $       1 %  #     $ ' &
   Γin          C   
 =   Γdown "    %     
          ∇C · n = 0   n  
     H
." Γup $        %  1     &
  1    H        % 
        % Cf H
8"     1 Γr $      =      
 )     (  1    

µ∇C · n = α (Cdry − C) , ."38

 α        "


    
 

 0
 1     # )  %           
     1  /


⎪ −µ△C + ∇ · (uC) + σC = 0 (x, y) ∈ Ω,


⎨ C = Cin su Γin ,
C = Cf su Γup , ."39



⎪ µ∇C · n = 0 su Γdown ,

µ∇C · n + αC = αCdry su Γr .

       


     #     #     (&
   #"  %   ΓD = Γin ∪ Γup  #       
1
       %"  V ≡ HΓ (Ω)      (  
D
1
H (Ω)    ΓD "   %      ."391   
(  v ∈V"     Ω      (      
   # /   C ∈ H 1 (Ω)  (      ."392 
."393    %
    
µ ∇C∇vdω + αCvdγ + ∇ · (uC) vdω + σ Cvdω = α Cdry vdγ,
Ω Γr Ω Ω Γr

            Γdown  Γr   (  % v   


ΓD "     (  R(x, y)   %

RΓin = Cin e RΓup = Cf .

            Cin ∈ H 1/2 (Γin )  Cf ∈ H 1/2 (Γup )
   R $           ( "9   "  
  Cin  Cf  (            "
    ( #   
   
a(C, v) ≡ µ ∇C∇vdω + αCvdγ + ∇ · (uC) vdω + σ Cvdω ."3:

Ω Γr Ω Ω

  (   
F (v) ≡ αCdry vdγ. ."3;

Γr

 #   ( /   C ∈R+V   %   v∈V

a(C, v) = F (v).
         ( #      (     " 
                     "
 #      6  %@& %P   %
 1    ;
    


|µ ∇w∇vdω| ≤ µ||w||V ||v||V .

       ."3: $        %      %


H 1 (Ω) H 1/2 (Γr ) $    
   

| αCv| ≤ α||C||H 1/2 (Γr ) ||v||H 1/2 (Γr ) ≤ α∗ ||C||V ||v||V ,
Γr

 α∗            "


    ."3:   -      u 5 
   / 
(u · ∇w) vdω.

 1     ##  (        u" A &


 %  v ∈ V
 #   E   #    
   % % v ∈ L4 (Ω)"     (  L4 (Ω)   &
 L2 (Ω)  %L  ui    u ui v ∈ L2 (Ω)" 
∇C ∈ L2 (Ω)   ' %L  (      #  $ ' 
4
 %   %     u   (  L (Ω)"  #  &
1
  E   $  1   u ∈ H (Ω)" * $    
 %     % u       #
)     6   ;"      5    %

| (u · ∇C) vdω| ≤ ||u||H 1 ||C||H 1 ||v||V .

           σ   $    &


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  h = 1/10          %     h = 1/100  
   " 6        %    % 
           %  h +  ,"      7  
          L∞ (0, 1)         &
# $ # $
  h     %      $ uex = e−100x − 1 / e−100 − 1 "
 h '       $      3"  #
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 Pe $   B"

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0
1.2 10

−1
10
1

−2
10
0.8

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10

0.6 Schema Decentrato h=1/10


Schema Centrato h=1/100 −4
10
Soluzione Esatta
0.4
−5
10 2

0.2 −6
10

−7
0 10
−5 −4 −3 −2 −1 0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 10 10 10 10 10 10


  5 
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  5  
  

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h -
 .    
 

 

   

 4
       
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 ; 
    



  //      %    (

2
a1 Di−1 + a0 Di2 + a1 Di+1
2
= b1 ui+1 + b0 ui + b1 ui−1 , 8"B;

     #    /   u : (0, 1) → R   %


⎪ d2 u
⎨− = 4π 2 sin(2πx)  x ∈ (0, 1),
dx2


u(0) = u(1) = 0.

   1 %            % 

     $ u(x) = sin(2πx)"

& //

      
6 %              ( 8"B;   &

       

τi (u) = a1 (D2 ui−1 + D2 ui+1 ) + a0 D2 ui − b1 (ui+1 + ui−1 ) − b0 ui .

           8"31 

h2 4 h3 h4
D2 ui±1 = D2 ui ± hD3 ui + D ui ± D5 ui + D6 ui + ≀(h4 ),
2 6 24
 
   
    

 

h4
 
τi (u) = −(b0 + 2b1 )ui + (2a1 + a0 − h b1 )D ui + a1 h − b1 D4 ui + . . .
2 2 2
12

 

  τi (u) 
 
   
   D 4 ui   

 
    
 


 a0 

a0 12 6
a1 = , b 0 = − 2 a0 , b 1 = 2 a0 ,
10 5h 5h
 

 
   
     
 
    
  
    h
1 2 ui+1 − 2ui + ui−1
(Di−1 + 10Di2 + Di+1
2
)= .
12 h2
 
  
    
   
 
     

  
   1 
!    
   
 

  −2  
 
 "  
  
 
  
  
  u

  
 
    #  
    


12
Dd = Tu,
h2
 d = (Di2 ) u = (ui )$
%"  
 &   

  
 
 # 

12 −1 1 1
−d = f ⇒ − D Tu = f ⇒ − 2 Tu = Df , $'
h2 h 12

   f = (f (xi ))$ (  
 

D = 12I − 12I + D = 12I + T.

 

 
 
 
δ 2 "    
     $'



δ2
 
1 2
− δ u= 1+ f $)
h2 12
 *
 
   
   
−1
δ2

1
− 1+ δ 2 u = f.
h2 12

% $) +  
 
  
 

d2 u 1 2 h2 d4 u
= δ u − + O(h4 ).
dx2 h2 12 dx4
!! !    ;
 


 )             −d4 u/dx4 = d2 f /dx2 


 

d4 u
h2 = −δ 2 f + O(h4 ), 8"34
dx4
  8"BC                8"
               
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  # "#&% <  "#%% " "  "     "#"*%


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5=<3 $=>3<34 &>54<35 455<3> =556<3=
DD / 
$=> 33& 33 333$

  //       ( 8"B4  8"BB     


#        /   u : [0, 1] → R   %

⎧ 4 2
⎪ d u − d u + u = (4π 2 (4π 2 + 1)) sin(2πx)

⎪  (0, 1),
⎪ 4 dx2
⎨ dx

u(0) = u(1) = 0, 8"3B




⎩ du (0) = du (1) = 2π.

dx dx
   (             #&
"            h   
      %      $ u(x) = sin(2πx)"
! 5 
      !$

& //
      
          h  (    (0, 1) 
xi  i = 0, . . . , n       ) 1    8"3B $   
i = 2, . . . , n − 2
ui−2 − 4ui−1 + 6ui − 4ui+1 + ui+2 ui−1 − 2ui + ui+1
− + ui
h4 h2 8"33
2 2
= 4π (4π + 1) sin(2πxi ) + sin(2πxi ).

             u      &


   "           %       
   8"B1 % $     3     8"B4  8"BB"
         

−3un + 4un−1 − un−2 −3u0 + 4u1 − u2


− = 2π, = 2π. 8"3.
2h 2h

  
     {ui }             
         "    1     
 %  5        B8 %        
    #    (
⎧ 4

⎪ d u d2 u
⎪ α 4 + β 2 + σu = f  x ∈ (a, b),

⎨ dx
⎪ dx
u(a) = gD (a), u(b) = gD (b), 8"38




⎩ du (a) = gN (a),
⎪ du
(b) = gN (b),
dx dx
 α, β, σ ∈ R  f  gD  gN   (  x"    
/

&  "/     "#%a  "#&%bH


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! 5 
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  //         ) 1  


   .    #


⎪ d2 u 1 du 1  x 2

⎨ − dx2 − x dx = 1 + 2 R , x ∈ (0, R),
8"39

⎪ du

⎩ (0) = 0, u(R) = U,
dx
 u     #         
     # #     R      &
   "           $     
U       x=0          "
           #       
 ( xi = R sin(πi/(2n))  i = 0, . . . , n    R = 1 U = 1"

& //

       


6           #         
    (     I 43℄

u(x) = a0 x4 + a1 x3 + a2 x2 + a3 x + a4 . 8"3:

  #  %     du/dx(0) = 0 $  (   a3 = 0" 6%  


% 8"3:  1     ) " > 

1 2
−16a0 x2 − 9a1 x − 4a2 = 1 + x ,
2R2
1
 a0 = − 32R 2  a1 = 0  a2 = −1/4"         % 

x = R   1 a4 = U + 9R2 /32"          


#  $

1 x4 1 9
u(x) = − − x2 + U + R2 .
32 R2 4 32

      
     %         ) 1   
    ("    

xi+1 = xi + hi , i = 0, . . . , n − 1,
!/ !    ;
 


  hi > 0          %  xi  1 %   


      "
      % %    .  Di2     &
     '      " 6 %       
       ( 

du
(xi ) ≃ a0 ui−1 + a1 ui + a2 ui+1 . 8"3;
dx
         

h2i 2 h3 d3 u
ui+1 = ui + hi Dui + D ui + i 3 (ξ+ ),
2 6 dx
h2i−1 2 h3 d3 u
ui−1 = ui − hi−1 Dui + D ui − i−1 3 (ξ+ ),
2 6 dx

 

a0 ui−1 + a1 ui + a2 ui+1 = ui (a0 + a1 + a2 )


1
+Dui (−a0 hi−1 + a2 hi ) + D2 ui (a0 h2i−1 + a2 h2i ) + ≀(h2i−1 + h2i ).
2
A %   %   %           u  xi "
        ' 


⎪ a0 + a1 + a2 = 0,


−a0 hi−1 + a2 hi = 1,



⎩ a0 h2i−1 + a2 h2i = 0.

            $

hi h2i − h2i−1 hi−1


a0 = − , a1 = , a2 =
hi−1 (hi + hi−1 ) hi−1 hi (hi + hi−1 ) hi (hi + hi−1 )

  ## 

(hi−1 /hi )(ui+1 − ui ) − (hi /hi−1 )(ui−1 − ui )


Dui ≃ 8"3D
hi + hi−1

% $     3          1  &


hi−1 hi 3
      6 d u/dx3 u(ξ)  ξ ∈ (xi−1 , xi+1 )" ## 
%      % u    #      . "
6      %          &
       
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2ui−1 2ui 2ui+1


D 2 ui ≃ − + 8"3C
hi−1 (hi + hi−1 ) hi−1 hi hi (hi + hi−1 )

% $ 5      B   hi = hi−1       


  (hi − hi−1 )/3d3 u(ξ)/dx3  ξ ∈ (xi−1 , xi+1 )   
% u ∈ C 3 "
          %  ) 1   
          i = 1, . . . , n − 1
   
ui−1 hi ui hi − hi−1
−2 + + 2−
hi−1 (hi + hi−1 ) xi hi hi−1 xi
   
ui+1 hi−1 1 xi 2
+ −2 − =1+
hi (hi + hi−1 ) xi 2 R

           x0 = 0  xn = R       


     "            %
u(R) = U   # #  (  un = U     
        x = 0 $  - #  "   
            x0        
           " 6   #        
       %         %  ( 
  %      8"B   h0 = h1 = h

du 2h0 + h1 h1 + h0 h0
(x0 ) ≃ − u0 + u1 − u2 . 8".4
dx h0 (h1 + h0 ) h1 h0 h1 (h1 + h0 )

               # 


8".4   "

  
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! 5 
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⎪ dl (−1)l+j

⎪ , l = j,

⎪ dj xl − xj





⎪ −xj

⎨ 2(1 − x2 ) , 1 ≤ l = j ≤ n − 1,

j
dlj = 8".B

⎪ 2n2 + 1

⎪ − , l = j = 0,



⎪ 6



⎪ 2

⎩ 2n + 1 , l = j = n,
6
 dj = 1  j = 1, . . . , n − 1 d0 = dn = 2"   vj  
   % $       &        f 
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      ũ     " 6  #
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  %

−4D2 ũ = 4π 2 sin(2πx),

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6%#@%&#           (0, 1)"

  
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3
 

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x = t(b−a)/2+(b+a)/2
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        #  (
   
∂ ∂u ∂ ∂u
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∂x ∂x ∂y ∂y

  (  K $            u  &


            "      &
     ) 1    3   # 8".3   
Ω = (0, 1) × (0, 1)

101  (x − 0.5)2 + (y − 0.5)2 − 0.04 > 0,
K(x, y) =
1   

         


⎪ ∂u

⎪ = 0  ({0} ∪ {1}) × (0, 1),

⎪ ∂x

u = 10  (0, 1) × {0}, 8"..






u = 0  (0, 1) × {1}.

     %    9  "

& //

       


 # 8".3 $   #   @      
1    =      "      
                   (
    (         # "      
    #     I!6D8℄"

      
    Ω       xi,j = (xi , yj ) i = 0, . . . , nx 
j = 0, . . . , ny  xi = x0 + ihx  yj = y0 + jhy  hx = 1/nx hy = 1/ny   
$! !    ;
 


 x0 = 0 y0 = 0"    hx    hy       


h = hx = hy  M  n = nx = ny "
   '  K   #  ##       % 
) 1        # ## (        &
    8"B4    x    y        % 9
       I* 44 ℄ 6   B3"
    '    #           &
x      xi,j "   #   $  
      
  %     3 %        
  xi−1,j  xi,j  xi+1,j " 6         

  K(x ∂u ∂u
∂ ∂u i+1/2,j ) (xi+1/2,j ) − K(xi−1/2,j ) (xi−1/2,j )
K (xi,j ) ≃ ∂x ∂x
∂x ∂x h
% $     3   h     xi±1/2,j = (xi ± h/2, yj )" 
                   
        3    h        

 
∂ ∂u
K (xi,j )
∂x ∂x
8".8
K(xi+1/2,j )(ui+1,j − ui,j ) − K(xi−1/2,j )(ui,j − ui−1,j )
≃ .
h2
    #  8".8 (            3
   #" (           

h ∂K h2 ∂K 2 h3 ∂K 3
K(xi±1/2,j ) = K(xi,j ) ± (xi,j ) + (xi,j ) ± (xi,j )
2 ∂x 8 ∂x2 48 ∂x3
+O(h4 ),
2 2 3 3
∂u h ∂u h ∂u
u(xi±1,j ) = u(xi,j ) ± h (xi,j ) + (xi,j ) ± (xi,j )
∂x 2 ∂x2 6 ∂x3
+O(h4 ),

    #  8".8   

K(xi+1/2,j )(ui+1,j − ui,j ) − K(xi−1/2,j )(ui,j − ui−1,j )


h2
∂u2 ∂K ∂u
= K(xi,j ) (xi,j ) + (xi,j ) (xi,j ) + O(h2 ).
∂x2 ∂x ∂x
                 y 
           "   %  ) 1 
%    %      9       '  
       K"
!   


     $$
           #       #
  %       u          " 
 ∂u/∂x = 0  5      ) 1       

∂u 3 2 1
(0, yi ) ≃ u0,i + u1,i − u2,i .
∂x 2h h 2h
                   &
               8".;" 6    
           -         "
    5 (      7  8":       
       (0, 0)           (1, 1)   
       # "

(i − 1, j + 1) (i, j + 1) (i + 1, j + 1) k+n k+1+n k+2+n

(i − 1, j) (i, j) (i + 1, j) k−1 k k+1

(i − 1, j − 1) (i, j − 1) (i + 1, j − 1) k−2−n k−1−n k−n


  :

 

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1 1

0.9 0.9

0.8 0.8

0.7 0.7

0.6 0.6

0.5 0.5

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1


   
   
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  h = 1/50 - 
.  h = 1/100   8 
    


 9   
 1

  //    %    ) 1  &
    8      (   h       
x−y
# −∆u = −2e  Ω = (0, 1) × (0, 1)  u = ex−y  ∂Ω   
 1 %            %   
x−y
   $ u(x, y) = e "

& //

      
    Ω       xi,j = (xi , yj )     
8"."B"
                # 8"34 
                  x %  
 y"   %       (

 −1 0 1−1
1 δx2 2 1 δy2
− 2 1+ δx u − 2 1 + δy2 u = f, . 8".9
h 12 h 12

 δx2 ui,j ≡ ui+1,j − 2ui,j + ui−1,j , δy2 ui,j ≡ ui,j+1 − 2ui,j + ui,j−1 "  8".9 5
        
0 1    0 1
1 δy2 1 δx2 δx2 δy2
− 2 1+ δx2 u − 2 1+ 2
δ u= 1+ 1+ f
h 12 h 12 y 12 12


!   


     $,
1 2 1 1 1 2 2
− (δ + δy2 )u − 2 δx2 δy2 u = f + (δx2 + δy2 )f + δ δ f. 8".:
h2 x 6h 12 144 x y
    8".:      ui,j     %

δx2 δy2 ui,j = δy2 ui−1,j − 2δy2 ui,j + δy2 ui+1,j


= ui−1,j−1 − 2ui−1,j + ui−1,j+1 − 2(ui,j−1 − 2ui,j + ui,j+1 )
+ui+1,j−1 − 2ui+1,j + ui+1,j+1

          % 

4 20
− (ui−1,j + ui,j−1 + ui+1,j + ui,j+1 ) + 2 ui,j
h2 h
1 25
− 2 (ui−1,j−1 + ui−1,j+1 + ui+1,j−1 + ui+1,j+1 ) = fi,j
h 6
8".;
5
+ (fi,j−1 + fi−1,j + fi,j+1 + fi+1,j )
12
1
+ (fi−1,j−1 + fi−1,j+1 + fi+1,j−1 + fi+1,j+1 ).
24

  
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 - 

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- 

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Parte II

Problemi tempo-dipendenti


*!
  % 

                  &


 #            # " E   
    #                " 9"B"
          #   # (   (&
   % I* 4.℄ 6   :  % I 48℄ 6   3  I*2C8℄
6   BB"   #     %      # &
   %           O&  
       #"        #   (
#  /  u ∈ V ⊆ H 1 (Ω)   V $     %     %
       ? #   %   t>0
 
∂u
, v + a (u, v) = F (v) ∀v ∈ V, 9"B
∂t
 u(x, 0) = u0 (x)           L2 (Ω)    ' 
  #    /

B"         F (v) ∀v ∈ V H


3" #         a (u, v) ∀u, v ∈ V H
."    # a (u, v)   v ∈ V         α>0
 λ≥0   %
2 2
a(v, v) + λ||v||L2 ≥ α||v||V . 9"3

         $       %     λ = 0"


2       %     #  #   #  # 
 %L $   #      (      # 
   "   (  %    9"3   #   9"B
  ω = e−λt u"
     9"B  e
−λt
  5  1  % ω $
   # /   ω∈V   %
 
∂ω
, v + a (ω, v) + λ (ω, v) = e−λt F
∂t
** $ "&
    

  v ∈V"


  ( #    a (·, ·) $ #     ( #   

a∗ (w, v) = a (w, v) + λ (w, v)

$      #   "  #     #  u
    #     #  ω      
5    I*2C8℄"
   #      #     ΓD ⊂ ∂Ω 
   (   6   3  .      "   V ≡
HΓ1D "  G(x, t)  G(x, y, t)  # 3      
#   %  '     #  ( /  
u ∈ G+V   %   t > 0    9"B  u(x, 0) = u0 (x)" *
# $     /   u∗ ≡ u − G   %   t > 0  
%
   
∂ u∗ ∗ ∂G
, v + a (u , v) = F (v) − , v − a (G, v) ∀v ∈ V, 9".
∂t ∂t

 u∗ (x, 0) = u0 (x) − G"  #     # 9". $     


 B&.       %      #
&   %L    #         '    "
   (   (      ##     #
  %     %              
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 1 "     ( 9"3             % 
             1  "
$ + 
 
  
 ;
 
 *,

 +    



&


  / /    # /   u = u(x, t)   %

⎧  
⎪ ∂u ∂ ∂u

⎪ − µ + βu = 0  QT = (0, 1) × (0, ∞),

⎪ ∂t ∂x ∂x



⎨ u = u0  x ∈ (0, 1), t = 0,

⎪ u=η  x = 0, t > 0,






⎩ µ ∂ u + γu = 0  x = 1, t > 0,
∂x
 µ = µ(x) ≥ µ0 > 0 u0 = u0 (x)  (     β, γ, η ∈ R"
B"           #     γ
(       '    
    (  µ  u0 "
3"              #    
0 < & 1  H      #       
0P "
."     γ = 0            
          #    #  
   "

& / /

       


    ( #   #  "     
   (     (   #      %   (&
 (       (   v = v(x)     &
  (0, 1)"   %  (   $ (      #   &
 "   % v          $ &
       #    %   "  -   
& '
V ≡ HΓ1D (0, 1) ≡ v ∈ H 1 (0, 1), v(0) = 0 "         &
              ( #  /   t > 0
  u(t) ∈ H 1 (0, 1)  u(0, t) = η   %/
    !1
∂ u(t) ∂ u(t) ∂ v ∂ u(t)
,v + µ , + β (u(t), v) − µ v =0 ∀v ∈ V, 9"8
∂t ∂x ∂x ∂x 0

 u(x, 0) = u0 (x)  x ∈ (0, 1)"


*/ $ "&
    

  -      #  A#       &
  v  #      9"8  /
   
∂u ∂u ∂v
,v + µ , + β (u, v) + γuv|x=1 = 0 ∀v ∈ V.
∂t ∂x ∂x
      %         1    &
∂u ∂v
     µ"  %L       L2 (0, 1) 
∂x ∂x
∂u ∂v
(    µ $  #      µ ∈ L∞ (0, 1)"
∂x ∂x
            #    %  &
   "   "  %   G ∈ H 1 (0, 1)  (   
% G(0) = η     #   "  %L η      &
           t        
6   3"
 # 5     (  /  u ∈ G+V   %/
 
 
∂u ∂u ∂v
,v + µ , + β (u, v) + γuv|x=1 = 0 9"9
∂t ∂x ∂x
  v ∈ V  u(x, 0) =u0 "  # $    ( 9".

∂u ∂v
  a (u, v) ≡ µ , + β (u, v) + γuv|x=1 "
∂x ∂x
      %        L2 (0, 1)"   &
 %  # $ #   #       %      "
     ( #     5   (     
   6  %@& %P    1    V" (  /
  2 2 2 2
∂w ∂v 2∂w 2 2 ∂v 2
µ , ≤ ||µ|| ∞ 2 2 2 2 ,
∂x ∂x L (0,1) 2
∂x 2 2 2
L2 (0,1) ∂x L2 (0,1)

≤ ||µ||L∞ (0,1) ||w||V ||v||V


9":

|β (u, v) | ≤ β||w||L2 (0,1) ||v||L2 (0,1) ≤ β||w||V ||v||V ,

|γuv|x=1 | ≤ |γ|CT2 ||w||V ||v||V .

                  


     
|f (1)| ≤ CT ||f ||V

    f ∈ V"


          ( #    a (·, ·)    #&
   "  (  µ $     1     ( 
     "      %   (  w∈V
$ + 
 
  
 ;
 
 *0
  2 2
∂w ∂w 2 ∂ w 22 2
µ , ≥ µ0 2 2
2 ∂x 2 2 ≥ µ0 C||w||V ,
∂x ∂x L (0,1)

 C            L"


2
 γ≥0  γw |x=1 ≥ 0  

2 2
a (w, w) ≥ µ0 C||w||V + β||w||L2 (0,1) .
 β < 0      %  %      # 
λ = −β       α = µ0 "  β ≥ 0       
   # $ &                 $
   λ = 0  9"3"
2    γ < 0   

γw2 |x=1 = −|γ|w2 |x=1 ≥ −|γ|CT2 ||w||2V ,


  -      "      %   %

µ0 − |γ|CT2 ≥ α0 ≥ 0
     %

2 2
a(u, u) + λ||u||L2 (0,1) ≥ α0 ||u||V ∀u ∈ V,

 λ = −β  β <0     #  λ = 0  β ≥ 0      


          $  α = α0 "      #
   #      1 "

      
                      
  0 <   -    7  &0 < "     &
      Vh V   dim(Vh ) = Nh < ∞    ( 
#    {ϕi }  i = 1, 2, . . . , Nh   %    t > 0   
   uh ∈ Gh + Vh   %
 
∂ uh
, vh + a (uh , vh ) = 0 ∀vh ∈ Vh , 9";
∂t
 uh (x, 0) = u0h (x)  x ∈ (0, 1)" * u0h  Gh       Vh
u0  G"        #    #   
ũh = uh − Gh         (
   
∂ ũh ∂ Gh
, vh + a (ũh , vh ) = − , vh − a (Gh , vh ) ∀vh ∈ Vh , 9"D
∂t ∂t

 ũh,0 (x) ≡ ũh (x, 0) = u0h (x) − Gh (x)  x ∈ (0, 1)"  F (vh ) ≡

∂ Gh
− , vh − a (Gh , vh )     (   vh = ũh   
∂t
,1 $ "&
    
 
∂ ũh
, ũh + a (ũh , ũh ) = F (ũh ). 9"C
∂t

(       #   (  % ũh ∂∂t


ũh ∂ 2
= 1/2 ∂t ũh   

1 d 2 2 2
||ũh ||L2 (0,1) + α||ũh ||V ≤ F (ũh ) + λ||ũh ||L2 (0,1) 9"B4
2 dt
 α$         µ0  α0     γ   
 "
      (         V  % % 
 ǫ>0 #   

1 2 2
F (ũh ) ≤ ||F ||V ′ |||ũh ||V ≤ ||F ||V ′ + ǫ||ũh ||V ,

 V′ $       V"    ǫ = α/2       #
#  2  9"B4 

d 1
||ũh ||2L2 (0,1) + α||ũh ||2V ≤ ||F ||2V ′ + 2λ||ũh ||2L2 (0,1) ,
dt 4α
%         (0, t) (  

 t
2 2
||ũh ||L2 (0,1) (t) + α||ũh ||V dt
0

 t 9"BB
t
2 1 2 2
≤ ||ũ0h ||L2 (0,1) + ||F ||V ′ dt + 2λ ||ũh ||L2 (0,1) dt.
α 0
0

*       (    %       


2
 0P  "B  φ(t) = ||ũh ||L2 (0,1) (t)"     
   
||ũh ||2L2 (0,1) (t) ≤ g(t)e2λt 9"B3

t
1 2 2
 g(t) = ||F ||V ′ dt + ||ũ0h ||L2 (0,1) .
α
0
        L2           
$          %       L∞ (0, T ; L2(0, 1))
1        5         I 48℄" 
    9"B3  9"BB       

 0  1
T T
2 1 λt
||ũh ||V dt ≤ g(T ) + λ g(t)e dt ,
0 α 0
$ + 
 
  
 ;
 
 ,
%           % L2 (0, T ; V )"  %L &
∞ 2
     #     5    % ũh ∈ L (0, T ; L (0, 1))∩
2 ½
L (0, T ; V ) "
2      %             
λ = 0  $         0P " (     
 #      L∞ (0, T ; L2(0, 1))∩L2 (0, T ; V )    
9"BB  '  %     -  "
            (   (   
 #       λ = 0  %        &
         I* 4.℄    ( :".        
r
 1  P /   t > 0
 t
2 2
||(u − uh )||L2 (0,1) (t) + 2α ||(u − uh )(t)||V dt ≤ Ch2r N (u)et ,
0

 %L      u     t> 0 H r+1 (0, 1)" * N (u)
∂u
   (  u "   # (     
∂t
#    #    #           
 t
||(u − uh )||2L2 (0,1) (t) + 2α ||(u − uh )(t)||2V dt ≤ Ch2r N (u)e(1+λ)t ,
0

% (  $          ¾ "


           #  &      
         γ = 0"       
1
     M     mij ≡ 0 ϕi ϕj dx      
 1 ∂ ϕi ∂ ϕj
 K  kij ≡ 0
µ dx" 1      A ≡ K + βM
∂x ∂x
 #     5    

dU
M + AU = F,
dt
 U $      #           " 
    U0  %      #       "
6       [0, ∞)        
      ∆t > 0     tn = n∆t n    
           "          
          tn+1  

1 # $
M Un+1 − Un = −AUn + Fn 9"B.
∆t
1
4
   

 #   
 
 
  9 
  

  ?
 ||ũh ||L (0,1) ) 
  

)   ||ũh ||H (0,1)  
2 1
2
8  γ = 0
 
       9  u )     

  9 
  
     =' 0!℄ 2   ="61!℄
, $ "&
    


# $
Un+1 = I − ∆tM−1 A Un + ∆tM−1 Fn .
       #      % " 6      &
   $  =          " 
          

# $ # $
Un+1 = I − ∆tM−1 (K + βM) Un = (1 − ∆tβ)I − ∆tM−1 K Un .

  #    $                (1 − ∆tβ)I −


∆tM−1 K $   B I* 44#℄"  %   ρi    M−1 K 
        M  K     % 1    
      9"B"9" 0         %  
  /
1 − ∆t(β + ρi ), i = 1, . . . , Nh .
 ρi > −β   i     %   %    $
   #      

2
∆t < .
max(ρi − β)
i

2    ρi ≤ −β     i     $    


    #   "  %L β        
   %  β ≥ 0  #    %    $   &
    #    β < 0         5  
  %  # ¿ "
        I*2C8℄ %    ρi  &
   h−2  h %      %       #  
              4  
        h"

3
4       
 
9 
   
   & 


 2  
$ + 
 
  
 ;
 
 ,

  / /    #   # /




⎪ ∂u ∂2u

⎪ −µ 2 =0 in QT ≡ (−a, a) × (t0 , T ],

⎪ ∂t ∂x



1 a2
− 4µt
u(±a, t) = −R(t) ≡ √ e per t ∈ (t0 , T ], 9"B8

⎪ 4πµt



⎪ 1 x2


⎩ u(x, t0 ) = √ e− 4µt0 per ≡ u0 (x) x ∈ (−a, a)
4πµt0

 µ $          0 < t0 < T "


B"  %  # $ #  (       
  "
3"    1  %     # $

1 x2
uex (x, t) = √ e− 4µt ,
4πµt

         #   1       


     %   "    #  a = 3
t0 = 0.5 µ = 0.1 T = 1  (        
              / h = 0.05, ∆t = 0.05
h = 0.025, ∆t = 0.025  h = 0.0125, ∆t = 0.0125" 2 1    
    "

& / /

       


    )  %    9"B8 $  #    
7    "     (   #   
   I 48℄  I CD℄"
        ( #   %      #&
    #   %  "     
(       #  %         &
1 2
  G(x, t) = R(t) = √ e−a /(4µt) "   I ≡ (−a, a)  V ≡ H01 (I)"
4πµt
              (   #  # /
  u∈G+V   %   t ∈ (t0 , T ]    v∈V
a a
∂u ∂u ∂v
vdx + µ dx = 0, 9"B9
∂t ∂x ∂x
−a −a

 u(x, t0 ) = u0 (x)"
,! $ "&
    

   % v $       %


⎛ a ⎞
 a
∂ ⎝ ⎠ ∂u ∂v
uvdx + µ dx = 0,
∂t ∂x ∂x
−a −a

       t0  T   


⎛ ⎞
a T a a
⎝ ∂u ∂v
uvdx⎠ (T ) + µ dxdt = u0 vdx, ∀v ∈ V. 9"B:
∂x ∂x
−a t0 −a −a

                  


∞ 2 2
  u 9"B:     L (t0 , T ; L (I)) ∩ L (t0 , T ; R + V )" 6  
      (   $ # 1 "
     #      %  ( #    a(u, v) ≡
a ∂ u ∂ v
µ dx $         "  )      
−a ∂x ∂x
 #    %       L  % ∂v/∂x2 L2 (I) $
2
     vV    v ∈ V "        α 

∂v 2 2
a(v, v) = µ|| ||L2 (I) ≥ α||v||V .
∂x
 %L  ( #    $  %       1    
#    $   "          
    u = ũ + R  ũ ∈ V     v = ũ  9"B9    
  

T a T 2 22 T
∂ ũ 2 ∂ ũ 2
ũdxdt + µ2 2
2 ∂x 2 2 dt = F (ũ)dt,
∂t L (I)
t0 −a t0 t0

a
 F (v) ≡ − R′ vdx            x" * R′
−a
 dR/dt"  %

T a
∂ ũ 1 
ũdxdt = ||ũ||2L2 (I) (T ) − ||ũ0 ||2L2 (I) ,
∂t 2
t0 −a

 ũ0 ≡ u0 − R(t0 )" >   

  T 2 22 T
2 2 2 ∂ ũ 2
||ũ||L2 (I) (T ) − ||ũ∗t0 ||L2 (I) + 2µ 2 2
2 ∂x 2 2 dt = 2 F (ũ)dt.
L (I)
t0 t0
$ + 
 
  
 ;
 
 ,$

  1    (   F  %        

6  %@& %P   V

T T a
   T


2 F (ũ)dt = 2 ′
R ũdxdt ≤ 2 R′ L2 (I) ||ũ||L2 (I) ≤

t0 t0 −a t0
T T T T
1 2 1 2
R′ L2 (I) dt + 2ǫ ||ũ||2L2 (I) dt ≤ R′ L2 (I) dt + ǫ ||ũ||2V dt,
2ǫ 4ǫ
t0 t0 t0 t0

 ǫ>0 #   "     ||R′ ||L2 = 2a|R′ |         

( #         ǫ = α/2   1


T
2 T 2 2 2a
||ũ||L2 (I) (T ) +α ||ũ||V dt ≤ ||ũt0 ||L2 (I) + (R′ )2 dt. 9"B;
t0 α
t0

2 √
  1 % uex (x, t) = e−x /(4µt)
/ 4πµt $      $ &

   %         $  #    

      ) "    %

 
∂ uex 1 x2 1 −x2 /(4µt)
= √ − e ,
∂t 4t 4πµt µt 4
 2 
∂ 2 uex 1 x 1 2
= √ − e−x /(4µt) ,
∂x2 4t 4πµt µ2 t 4µ
    % uex  (       "   1     

#      $   "

      
 (      #           &

         %       (   h 


        1 &    Vh     Xh1   
 B"34 (   (          x = ±a" 
      ∆t            #

       /     n≥0   Un+1  

%  
1 1
M + K Un+1 = MUn + Fn+1 ,
∆t ∆t
 M  K              ) Un $  
n n+1
          t  1 F $   

F (ϕi ) ϕi i&  Vh "



   (  #   # 

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$ + 
 
  
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−2 −1
10 10

eL2(H1)
L (L )
2

e

−1 −1

−3 −2
10 10
0.05 0.025 0.0125 0.05 0.025 0.0125

h,∆ t h,∆ t

   ∞ 2
"  -
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 L ((t0 , T ); L (−3, 3)) -
.
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    7       %   %     1


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  (            /       J"  " 
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 7  9"3"
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n

2 2
||uex (tn ) − unh ||L2 (I) + 2α∆t ||uex (tk ) − ukh ||V ≤ C(∆t2 + h2 ).
k=1

6      #       %     %L


        1       (    ' &
  "               
  (          ) 1     
              "     &
 1/2
N n 2
 L2 (0, T )        ||e(t)||L2 (0,T ) ≈ n=0 (e ) ∆t "
*   1    %         
||e||△,2 " ♦

0.9

0.8

0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
−3 −2 −1 0 1 2 3

 
 4 
 

 &
   

  4
   t0 → 0
"  
     
1 2
lim u(x, t0 ) = lim √ e−x /(4µt0 ) = δ(0)
t0 →0 t0 →0 4πµt0

 δ 
   

   

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.   
   

;   -

  .      u  
8
>
> ∂u ∂2u
< − µ 2 = 0 x ∈ (−∞, ∞), t ∈ (0, T ],
∂t ∂x
>
>
: lim u(±a, t) = 0, u(x, 0) = δ(0),
a→∞
$ + 
 
  
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      &
    -     $!. 
 
 

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 6
  

   
  
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)
      
  

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   ||u||V ≤ ||u||L2 (I)  

ZT ZT
2a
||ũ||2L2 (I) (T ) ≤ − α||ũ||2L2 (I) dt + ||ũt0 ||2L2 (I) + (R′ )2 dt,
α
t0 t0

   
    6
B  
   
 T > 0

ZT
2ae−αt
||ũ||2L2 (I) (T ) ≤ ||ũt0 ||2L2 (I) e−αT + (R′ )2 dt.
α
t0

4
       
 H   I 


 
 #  
 

# )   
   9 α '  )       

 
    
 )   

    

 H 
 I 
 
 
 #  
 
 #    )   

  / /    #   # /   u   %



⎪ ∂ u ∂2u

⎪ − 2 =0  QT ≡ (−3, 3) × (0, 1],

⎨ ∂t ∂x


⎪ 1 per x ∈ [−1, 1],

⎪ u(±3, t) = 0, t ∈ (0, 1], u(x, 0) = u0 (x) ≡


0 altrove.

B"      ( #   %  # $ #

 (          "

3"     ( #  #       1 

   (     #       θ&      # 


 "  θ = 1      #         "
      #       θ ≥ 0.5"

."   1  #      θ = 1   

 θ = 0.5 6 <&   ∆t = 0.1"     

 "
/1 $ "&
    

& / /
       
       I ≡ (−3, 3)" 6     % 
           (   #/   t > 0  
u ∈ H01 (I)   %
3 3
∂u ∂u ∂v
vdx + dx = 0 9"BD
∂t ∂x ∂x
−3 −3

  v ∈ H01 (I)"       (        


u(x, 0) = u0 (x)"
      /   u ∈ L∞ (0, 1; L2 (I)) ∩ L2 (0, 1; H01 (I))
  % ⎛ ⎞
3 1 3 3
⎝ ∂u ∂v
uvdx⎠ + dxdt = u0 vdx
∂x ∂x
−3 t=1 0 −3 −3

  v ∈ H01 (I)"  %         L2 (I)  


         # $ # 1 "     #   
5           "         %  5
        L   

1
2 2 2
||u||L2 (I) (1) +α ||u||H 1 (I) (t)dt ≤ ||u0 ||L2 (I) = 4,
0
0

3
∂u ∂v
 α $        ( #    a(u, v) ≡ dx"
∂x ∂x
−3
6     #   #           
2
        /         $  L (I) 
2 1
   $  L (0, T ; H0 (I))"

      
 (    &              
1      #               [−3, 3]
1
  h  %            Vh ≡ Xh    
 (        [−3, 3]    #     %   
N
h
 &         uh (x, t) = Uj (t)ϕj (x)"  {ϕj }  
j=1
(  #  Vh "  U(t)    Uj (t)  #
 &      9"BD      (    (  ϕi 
$ + 
 
  
 ;
 
 /

i = 1, . . . , Nh "           ) 

   /
dU
M + KU = 0,
dt
 M $        K      )  U(0) = U0 $  
 U0,j = uh,0 (xj )   uh,0       
    u0  Vh "     5     uh,0     L2 
Vh  $     #

 3  3
uh,0 ϕj dx = u0 ϕj dx, j = 1, . . . Nh ,
−3 −3

 %       $            "

               ∆t   % 

 #  &     tk = k∆t    % tN = T = 1 "


       #   θ&          

1 1
MUk+1 + θKUk+1 = MUk − (1 − θ)KUk 9"BC
∆t ∆t
   k = 0, 1, . . . , N − 1"   θ=1     

 %        

# $
M Uk+1 − Uk + ∆tKUk+1 = 0.

         #       

#    %            Uk+1    
# k+1 $T # k+1 $ # $T
U M U − Uk + ∆t Uk+1 KUk+1 = 0. 9"34

>  %      




# k+1 $T # k+1 $
U M U − Uk =

1 # k+1 $T 1 # k+1 $T # $ 1 # k $T
U MUk+1 + U − Uk M Uk+1 − Uk − U MUk .
2 2 2
9"3B

M % K      % 1       

# k+1 $T # $
U − Uk M Uk+1 − Uk ≥ 0

 $   0   Uk+1 = Uk  $   $           " 

9"34  9"3B  

4


     (a − b, a) = 1/2(a − b, a) + 1/2(a − b, a − b) + 1/2(a − b, b) =
1/2(a, a) + 1/2(a − b, a − b) − 1/2(b, b)
/ $ "&
    

# k+1 $T # $T
U MUk+1 ≤ Uk MUk .
# k $T 2
    U MUk = ||ukh ||L2 (I)   k   ukh     
k
uh   t = t "
  

2 2
||uk+1 k
h ||L2 (I) ≤ ||uh ||L2 (I) ∀k = 0, 1, . . . , N − 1. 9"33

                   


   $"
   L2 ∂uh /∂x $ H1
uh    - 
     

k 2 dukh 2
     $" F      C||uh ||H 1 (I) ≡ || || 2 =
# k+1 $T dx L (I)
k+1
U KU    C   "        
 9"34  9"33  9"3B   %

2 1 k 2 1 1
C∆t||uk+1
h ||H 1 (I) ≤ ||u || 2 − ||uk+1 − ukh ||2L2 (I) − ||uk+1 ||2L2 (I) ≤ ||ukh ||2L2 (I) ,
2 h L (I) 2 h 2 h
% #     9"33       1       (  
/
1
||uk+1
h ||H 1 (I) ≤ ||u0h ||L2 (I) . 9"3.
C∆t
1
*     ∆t 1     H          
k+1
t          $      L2 
        %             
        % ||u0h ||L2 (I) ≤ c||u0 ||L2 (I)     %  
c > 0  $          L2     "
   $  #           #    θ ∈ [0.5, 1]"
    #        # % $   "  
(λi , wi )     #       

Kwi = λi Mwi , 9"38

 λi M−1 K"   K  M   % 1 


 (    
      λi   i = 1, . . . , Nh         
wi           M&     ( 
wjT Mwi = δij   δij $   # U <"      
 I DB℄"
>  RN h 5          #   &
    wi      

Nh

Uk = γik wi .
i=1
5
:
  
  A     
='1 ℄
$ + 
 
  
 ;
 
 /

     9"BC  wjT    

N
h N
h
wjT Mγik+1 wi + ∆tθ wjT Kγik+1 wi =
i=1 i=1

N
h N
h
wjT Mγik wi − ∆t(1 − θ) wjT Kγik wi ,
i=1 i=1

 (    M&      %

(1 + ∆tθλj ) γjk+1 = (1 − (1 − θ)∆tλj ) γjk ,



γjk+1 = σj γjk , j = 1, . . . Nh , 9"39

1 − (1 − θ)∆tλj
 σj = "    $     #   |σj | < 1
1 + θ∆tλj
  j = 1, . . . Nh $ 

−1 − θ∆tλj < 1 − (1 − θ)∆tλj < 1 + θ∆tλj , j = 1, . . . Nh .


     $   (       (  % λj > 0 
    (      

1 1
θ> − ,
2 λj ∆t
% $    (    j      θ ≥ 0.5    7 
9"9"
         %    6 <&  θ = 0.5 $
       #    9"39 
# k+1 $T 
U KUk+1 = γik+1 γjk+1 wiT Kwj =
i,j
 # k+1 $2  # k $2 # $T
γi λi = σ γi λi ≤ Uk KUk ,
i i
# k $T
   %        U KUk    H1 ukh   
        %

||uk+1 k
h ||H 1 (I) ≤ ||uh ||H 1 (I) .

      1        

||ukh ||H 1 (I) ≤ ||u0h ||H 1 (I) . 9"3:

 u0 $    [−3, 3]  Vh ⊂ Xhr $ (  (       


    u0h = Πhr u0    P irh       1 
    ( B"3"         B"8     %
/! $ "&
    

||ukh ||H 1 (I) ≤ ||u0 ||H 1 (I)

        )           


#    H 1"
2 1
      u0 $   L (I)    H (I)       
2
  L → Vh  #  $   %

||u0h ||H 1 (I) ≤ C||u0 ||L2 (I) , 9"3;

 C > 0             I048℄    


9"3: 5       1             "

1 1

0.9 0.9

0.8 ∆ t λ=100 0.8


∆ t λ=10
0.7 ∆ t λ=1 0.7 |σ|CN
∆ t λ=0.1 |σ|EI
0.6 ∆ t λ=0.01 0.6
|σ|

0.5
|σ|

0.5

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0.5 0.6 0.7 0.8 0.9 1 0 1 2 3 4 5 6 7 8 9 10
θ λ∆t

   5

  3 
 |σ|    θ      
  - 
.        - .    
 
   "    2
7 8 
 4
      
             2
7 8 
A  
 #     "  

  
 7  9":  9";        %   
   "               &
        $ % )    #   # 
      -             "   
                     &
  "           % +  ,     
1
            "   H  &
2
   $        L     
    9"3."
   6 <&   -     3    
       ∆t            )
            "  )        
$ + 
 
  
 ;
 
 /$

0.6

0.8
0.4
0.6

0.4
u

0.2
0.2
0
1
4
0.5 2
0
0 −2
−3 −2 −1 0 1 2 3 0 −4
x t x

   4 
   
 t = 1 -
.   
 
 - .
   "  $
 


   "  
-h = 0.1.

0.9
1
0.8
0.8
0.7

0.6 0.6

0.5 0.4
u

0.4 0.2
0.3
0
1
0.2
4
0.1 0.5 2
0
0 −2
−3 −2 −1 0 1 2 3 0 −4
x t x

   4 
   
 t = 1 -
.   
 
 - .
   "  $
 


   2
7%8 

-h = 0.1. 4
 
   
   

9 


     H 1 (I)   L2 (I)       ( 

    ( 


⎪ 0 per x ≤ −1 − h,

⎪x+1+h



⎪ per −1 − h < x ≤ −1,
⎨ h
u0h (x) = 1 per −1 < x ≤ 1,

⎪ 1+h−x

⎪ per 1 < x ≤ 1 + h,



⎩ h
0 per x > 1 + h.

  L2    %    u


0h  #       &
    H 1  $   ||uh,0 ||H 1 (I) = 2/h    1   h → 0

   ||u0 || 2
L (I) = 2" *            
Vh   ( 9"3;      #        H 1 &
/* $ "&
    

     1      h → 0" *   =      

 %       7  9"; %        

        -   7  9"D"

 #                $     

 #                  #  u0


   Vh    (            θ 
  0.5   θ = 0.51 %            

               (    

+  ,   3"    %     (   

>   9"3                

%    "

0.9

0.8 1

0.7 0.8

0.6 0.6

0.5 0.4
u

0.4
0.2
0.3
0
1
0.2
4
0.1 0.5 2
0
−2
0 0
−3 −2 −1 0 1 2 3 −4
x t x

  4 


   
 t = 1 -
.   
 
 - .
   "  $
 


   2
7%8 

-h = 0.05. 4
 
   
   

9 


  / /     #   # 


⎪ ∂ u ∂2u
⎨ − 2 +u=0 x ∈ (0, 1), t ∈ (0, 1),
∂t ∂x −t
⎩ u(x = 0, t) = 0,
⎪ u(x = 1, t) = e ,
u(x, t = 0) = x.

B" 2 1  % u(x, t) = e−t x $      "

3" A   (  #   1      

    6 <&   1       "

  h = 0.1, ∆t = 0.1, 0.05, 0.025"


." *    %              K

*       K


$ + 
 
  
 ;
 
 /,

& / /
       
 (  u(x, t) = e−t x ∈ C ∞ ([0, 1] × [0, 1])    5  1   $
   #       #  ( ("
6%    $     ( (  $  %   ( #" 
 1 $      %

∂u ∂2u
= −e−t x = −u(x, t)  = 0.
∂t ∂x2
 %      #        1 "

      
     0 <   #          &
       6 <         
             %        1 %"

  
             1     
%              E # 9"B  9"3"
 #           $     B  "
* $          E # 9"B      
         "         
        #   #    1   
  "B8    "

∆t 1 11$ 11 $


L∞ (0, 1; L2 (0, 1)) 111$ 1111,, 1111 0
L2 (0, 1; H 1 (0, 1)) 111! 111  1111,
  5

   
   

 
  "
 

∆t 1 11$ 11 $


L∞ (0, 1; L2 (0, 1)) ,, ×10−5 */ ×10−6 , ×10−6
L2 (0, 1; H 1 (0, 1)) ,$×10−5 / ×10−5 !$ ×10−6
  5

   
   

 
  2
7%
8 

// $ "&
    

   6 <&  %   3     %  $  


 E # 9"3             ∆t"
2   %     #     #    &
       $     #  
                 I* 4.℄
>   :"3" * ( M %        
    #              h  ∆t
                   
      h $      " (     #   
                  5 +   , 
          #"
                  $  
t > 0     x             1     "
       6L            $   
    "           6   3  $   
 & %                 
    #   " ♦

  / /     # /   u(x, t)  0 ≤


x ≤ 1 t ≥ 0   %
⎧  
⎪ ∂ u − ∂ α ∂ u + ∂ (βu) + γu = 0,

⎪ x ∈ (0, 1), 0 < t < T,

⎪ ∂t ∂x ∂x ∂x





⎪ 0 < t ≤ T,
⎨ u(0, t) = 0



⎪ ∂u

⎪ α (1, t) + δu(1, t) = 0 0 < t ≤ T,

⎪ ∂x




u(x, 0) = u0 (x) 0 < x < 1,

 α γ  β  δ  (  x    [0, 1]"


B"       (   #"
3"     /
&      " α0  α1  β1   % α0 ≤ α(x) ≤ α1 
β(x) ≤ β1   x ∈ (0, 1)H
1 dβ
& (x) + γ(x) ≥ 0   x ∈ (0, 1)
2 dx
 (          ' %L  # 
# "         "   
 #  u=g  x=0  0 < t < T"
$ + 
 
  
 ;
 
 /0

."     &            1    


      #  "
8" 1  (        #         
$       %         
      #  "

& / /
       
                
& '
V ≡ v ∈ H 1 (0, 1), v(0) = 0 .

              v ∈ V       


               #   
  #  ( #/   t>0   u∈V   %

1
∂u
vdx + a (u, v) = 0, ∀v ∈ V, 9"3D
∂t
0



1 1 1 1
∂u ∂v ∂β ∂u
a (u, v) ≡ α dx + (δuv)|x=1 + uvdx + β vdx + γuvdx
∂x ∂x ∂x ∂x
0 0 0 0

       u(x, 0) = u0 (x)"


      #     #   1 %     
 ( #    a (·, ·)         #"
               % α  β
∂β
    "          %     % 
∂x
γ  " 6   $    1  %  ( #      
# $   " E     (           6  
. %        " (    E  
#       ( "9        %  ( 

6
J         
β(x)     
%
Z1 Z1
∂ βu ∂v

   
    vdx = [βuv]10 − βu dx
∂x ∂x
0 0
'    
           
  &
  5    
    
     
   ((δ + β)uv)x=1 
01 $ "&
    

    #      H 1 (0, 1) $    [0, 1]       


   % 5 $    (      # " *   1
1
∂β
%    uvdx $ '   % ∂β/∂x ∈ L1 (0, 1)  
∂x
0

1
∂β ∂β
| uvdx| ≤ || || 1 ||u||L∞ (0,1) ||v||L∞ (0,1) ≤
∂x ∂x L (0,1)
0
∂β
CI || || 1 ||u||H 1 (0,1) ||v||H 1 (0,1) ,
∂x L (0,1)
 CI $     "         5  1  % 
1
     ( #    $ '   γ ∈ L (0, 1)"
               %/

1 1 # $ 1
∂u 1 ∂ u2 1  2 1 1 ∂β 2
β udx = β dx = βu 0 − u dx,
∂x 2 ∂x 2 2 ∂x
0 0 0


1 1 1
∂β 2 ∂u 1 ∂β 2 1  2 1
u dx + β udx = u dx + βu 0 .
∂x ∂x 2 ∂x 2
0 0 0

 

1  2 1    
∂u 1 ∂β 2 β(1)
a (u, u) = α dx + + γ u dx + + δ(1) u2 (1, t).
∂x 2 ∂x 2
0 0

        #   -       L


  #          %  x = 0    α ≥ α0 $
  %
1  2
∂u 2
α dx ≥ α0 C||u||V .
∂x
0

      #   %       $  


  "    %
 
β(1)
+ δ(1) ≥ 0
2
        $     "  %   δ = 0    
A#                    $
     β(1) ≥ 0  %   1 %   %       
    β  + ,     95    "
$ + 
 
  
 ;
 
 0

    
 
         
β
      + δ < 0  x = 1 %
2
 
β(1)
α− + δ(1) CT = µ > 0.
2
  #       #         
     v = u
1
∂u 1 d 2
udx + a (u, u) = ||u||L2 (0,1) + a (u, u) .
∂t 2 dt
0

(        ( #            


 
T
2 2 2
||u||L2 (0,1) (T ) +α ||u||H 1 (0,1) dt ≤ ||u0 ||L2 (0,1) , 9"3C

0

 #          %       L (0, T ; L2(0, 1))
∩ L2 (0, T ; H 1(0, 1))  %L        L2 (0, 1)"
         #    %  (     &
         u = ũ + G  G ∈ H 1 (0, 1) $    
   #    % G(0) = g "  #  /   t>0  
u∈G+V   %

1 1 !1 1 1
∂u ∂u ∂v ∂u ∂ βu
vdx + α dx − α v + vdx + γuvdx = 0,
∂t ∂x ∂x ∂x 0 ∂x
0 0 0 0

1
∂G
  v ∈V   u(x, 0)u0 (x)"  F (v) = − vdx − a (G, v) ,   
∂t
0
9"3C   1  /

T T
2 2 2 1 2
||ũ||L2 (0,1) (T ) +α ||ũ||H 1 (0,1) dt ≤ ||ũ0 ||L2 (0,1) + ||F ||V ′ dt.
α
0 0

      
6          h       Vh =
{vh ∈ Xhr (0, 1)| vh (0) = 0}   Nh   {ϕk , k = 1, . . . , Nh }  # 
    Vh "  (  &    # $  /   t ∈ (0, T )
  uh ∈ Vh   %
0 $ "&
    

1
∂ uh
ϕk dx + a (uh , ϕk ) = 0, k = 1, . . . , Nh ,
∂t
0

       uh (x, 0) = u0h (x)     1 &    

   "

  #    #  &           # &

   #        +  ,    

1                 

T
2 2 2
||uh ||L2 (0,1) (T ) +α ||uh ||H 1 (0,1) dt ≤ ||u0h ||L2 (0,1) . 9".4

6 ##     #  &        (

  
dU
M
+ AU = F(t), 9".B
dt
 U $         M        A      

 ( #    a (·, ·) F   %      #   

#    "       #     %   

                ∆t" 6   

         9".B    tn = n∆t      

             n ≥ 0

1 # $
M Un+1 − Un + AUn+1 = F(tn+1 ).
∆t
* U0 $        u0h      A  [A]ij =
a(ϕj , ϕi ) $ 1              (    $  
     "

6                 $  &

     # "    $     1 #   

"       (   %        

    #       Un+1  (  Un 


# $−1 n
Un+1 = I + ∆tM−1 A U .
# $−1
F      %     A = I + ∆tM−1 A %   

(
1
µi = , i = 1, . . . , Nh ,
1 + ∆tλi
 λi     M−1 A %  %L  #    M A 
1     %              % A  $
     λi    " 
$ + 
 
  
 ;
 
 0

1
|µi | =  < 1, ∀i.
(1 + Re λi )2 + (Im λi )2

      A $    1     ∆t > 0 


     #           " ♦

  / /"     #   # /   u(x, t)


  % ⎧
⎪ ∂u 1 ∂2u

⎪ − 2 2 − 3u = 0 x ∈ (0, 1), t ∈ (0, 5],

⎨ ∂t
⎪ π ∂x
u(0, t) = 0, u(1, t) = 0, t ∈ (0, 5], 9".3






u(x, 0) = u0 (x) = sin(2πx).
B"      #    % $ # " A     
     "
3" 2 1  % u(x, t) = e−t sin(2πx) $      "
." A   #  (        " 
h = 0.2 ∆t = 0.05     0 < t < 5  1  % 
     $  # "  h = 0.1 ∆t = 0.025   
   $    #  K *    ∆t       
 #    K             "
8"  h = 0.01  ∆t = 0.1, 0.05, 0.025  1     
      6 <&      1 
     "

& / /"

       


    #     5 )     " E  
%      #     %   #       
 (       V ≡ H01 (0, 1)"
 ( #  #          
2
 t ∈ (0, 5]   u ∈ L (0, 5; V )   %   v ∈ V

1
∂u
vdx + a (u, u) = 0, 9"..
∂t
0

1
 1 ∂u ∂v 1
 a(u, v) ≡π 2 0 ∂x ∂x dx − 3 0 uvdx   u(x, 0) = sin(2πx)"   
%  # $ #    %  ( #    a (u, v) $   
0! $ "&
    

#   "     $        


     

1 1
1 ∂u ∂v
dx − 3 uvdx ≤ 3||u|| ||v|| ,
π2 ∂x ∂x V V

0 0

  3 > 1/π 2 "     #      %/

1  2
1 ∂u 2
a (u, u) = dx − 3||u||L2 (0,1) .
π2 ∂x
0

 %L       L $  #      C >0 



C 2 2
a (u, u) ≥ ||u||V − 3||u||L2 ,
π2
% $    1      # 9"3    λ = 3  α0 =
C/π 2 "      %  # 9".. $ # "     
             9"..     
(0, T )  T ∈ (0, 5]       (    u  "  

T 1 T 1  2 T 1
∂u 1 ∂u
udxdt + 2 dxdt = 3 u2 dxdt. 9".8
∂t π ∂x
0 0 0 0 0 0

     

T 1 T 1 T
∂u 1 d 1 d 2
udxdt = u2 dxdt = ||u||L2 (0,1) (t)dt =
∂t 2 dt 2 dt
0 0 0 0 0
1 2 1 2
||u||L2 (0,1) (T ) − ||u0 ||L2 (0,1) .
2 2
 9".8      -       L   ( 
2 ∂u 1 ∂u2
%    ||u0 ||L2 (0,1) = 1/2          u ∂x = 2 ∂x 

T T
2C 1
||u||2L2 (0,1) (T ) + 2 ||u||2V dt ≤ + 6 ||u||2L2 (0,1) dt. 9".9
π 2
0 0

  0P   %       $    &


#     %   T ∈ (0, 5)
1 6T
||u||2L2 (0,1) (T ) ≤ e .
2
$ + 
 
  
 ;
 
 0$

        % u ∈ L∞ (0, 5; L2 (0, 1))" (      


 9".9   
T T
2 1
||u||V dt ≤ + 3 e6t dt,
2
0 0

     %        %     L2 (0, 5; V )"


         %     " >  %  

∂ uex ∂ 2 uex
= −uex  = 4π 2 uex ,
∂t ∂x2
uex  1     )     %       #  
    # "      #          
% uex $      # "

      
       #    1       )&
 1    5  (              
   "

  
               h = 0.2, ∆t =
0.05  5  1  %    $  # "     $  %    
 #   $  (   I* 4.℄ 6   : ∆t ≤ Ch2 " *   1
%        #           h 
           4     /   
    2   ## ' "      (   
∆t = ∆t1      #          h1  $   %
∆t1 = Ch21 " 6         h = h1 /2      #
      ∆t1 /2  ∆t1 /4    "       
#     h1 = 0.2  ∆t1 = 0.05"  1  
   7  9"C %     $  # "      h = 0.1 
∆t1 = 0.025/       $     # "  
h = 0.1  ∆t = 0.0125   #          7  9"C"
1  E # 9".  9"8         
    6 <&             h = 0.1
   1     "  #          

1            C        
      I* 4.℄ >   :"3

n

||uex (tn ) − unh ||2L2 + 2α∆t ||uex (tk ) − ukh ||2V ≤ C(u0 , uex )(∆tp + h2 )
k=1
0* $ "&
    

−4 33
x 10 x 10
4 1

1
0
0

−1

−2

−3
−1
0 0.2 0.4 0.6 0.8 1
−4
0 0.2 0.4 0.6 0.8 1
−3
x 10
4

−1

−2

−3

−4
0 0.2 0.4 0.6 0.8 1

  4 


 
   
 t = 5
   "  
 h = 0.2, ∆t = 0.05 
  
 -.  h = 0.1, ∆t = 0.025 
  
-
.  h = 0.1, ∆t = 0.0125 
 -.

 p = 2               


 p = 4     6 <& "
F                

   1                

            "      

   (    L∞ (0, 5; L2(0, 1))   %  )  

  $   #               

  "      6 <&      

    h  ∆t   #           

$                  

         "           

L2 (0, 5; V )   #  "

A      #             

             E # 9".  9"8" 

     6 <&    L∞ (0, 5; L2 (0, 1))   %

)           ∆t  " 2    


 L2 (0, 5; V )   #      $    " * 
         V         
1 2
 H   - (    L      %      

   "          %      1  

##      #         "


$ + 
 
  
 ;
 
 0,

h 1 1111
∆t 1 11$ 11 $ 1 11$ 11 $
L∞ (0, 5; L2 (0, 1)) 11 111$0 111 , 11 111* 111
L2 (0, 5, H 1 (0, 1)) 11/ 11* 11$$ 11* 11 11*/
   "       "    h = 0.1  h = 0.0001

h 1 1111
∆t 1 11$ 11 $ 1 11$ 11 $
L∞ (0, 5; L2 (0, 1)) 1111*$ 1111!0! 1111!$$ 1111 $/ ×10−5 , ×10−5
L2 (0, 5, H 1 (0, 1)) 11$*$ 11$, 11$ 111$, 111$!, 111$

 
 "       2
7%8 
 h = 0.1  h = 0.0001

   

    9
h2      
" 

             


        



 

  / /#     # /   u(x, t)  0 ≤


x ≤ 1 t ≥ 0   %


⎪ ∂u ∂v

⎪ + = 0, in QT ∈ (0, 1) × (0, ∞)
⎨ ∂t
⎪ ∂x
∂u
v + α(x) − γ(x)u = 0, in QT

⎪ ∂x

⎪ v(1, t) = β(t), u(0, t) = 0, t > 0,

⎩ u(x, 0) = u (x),
0 0 < x < 1,

 α, γ  u0  (    x β $ (    t"

B" (        # #     1 


               "  
   #  "
3" 6      (  h  ∆tK
."  %     (        v   
 u     %      "

& / /#

       


 #   %       (   $   # "   
         v  M   # /   t > 0  
u   %/
0/ $ "&
    
⎧  

⎪ ∂u ∂ ∂u ∂u ∂γ

⎪ − α +γ + u = 0, in QT

⎪ ∂t ∂x ∂x ∂x ∂x


⎨ u = 0, x = 0, t > 0,

⎪ ∂u

⎪ −α (1, t) + γu(1, t) = β(t), 0 < t,

⎪ ∂x



u(x, 0) = u0 (x) 0 < x < 1.

 ( #  #         "  ( 


& '
V ≡ v : v ∈ H 1 (0, 1), v(0) = 0 ,  #  ( #   
    #  $/   t>0   u∈V   %/

1 1 1 1
∂u ∂u ∂v ∂u ∂γ
vdx + α dx + γ vdx + uvdx
∂t ∂x ∂t ∂x ∂x
0 0 0 0
+γ(1)u(1, t)v(1) = β(t)v(1), ∀v ∈ V
    #     # 5          
       9"B"B  9"B"9 (       
 '  "
  '      (         t > 0 $
  F (v) = β(t)v(1)"   $   #       ( 
2
L (0, 1)  v "  )  5   

1
F (v) = β(t)v(1) = β(t) δ(1)vdx,
0

  δ(1)        1"    $     


(   -     ##     F (v) = β(t) < δ(1), v >
    % δ(1) $  #     (  V"
              %    #&
#            # " 6      
#    5    %      
 1                h  ## 
  1 /      #&  "
* %   5          $ %  $   
   )   #    v           
    #   # "         $ %  &
     (           v %  &
 ##       &     u   
  "
*     %   $          v  % 1 &
    =   "  (    $
$ + 
 
  
 ;
 
 00

    " I*2C8℄ 6   ;  I!7CB℄         &
                  
       1    "
 ( #  #      " 6  
& '
   V ≡ ϕ ∈ H 1 (0, 1), ϕ(0) = 0     (       u 
2
 W ≡ L (0, 1)"  #  /   t > 0   u ∈ V  v ∈ W  
%/ ⎧ 1
⎪  1

⎪ ∂u ∂v

⎪ vdx − v dx = −βv(1),

⎨ ∂t ∂x
0 0

⎪ 1 1

⎪ ∂u

⎩ α ∂x − γuψdx + vψdx = 0,

0 0

  v∈V  ψ ∈ W"

      
     1 &    Vh ⊂ V  Wh ⊂ W  #  ϕi 
ψk    " 

1 ∂ ϕi
G = [gij ] con gij = 0
ψj dx,
∂x

α α
1 ∂ ϕi
Gα = [gij ] con gij = 0 αψj dx,
∂x
1
S = [sij ] con sij = 0 γψj ϕi dx,
 ( #  #           
⎡ ⎤⎡ ⎤ ⎡ ⎤
1 Un+1 1
M G MUn − βeNh
⎢ ∆t ⎥⎣ ⎦=⎢ ⎥
⎣ ⎦ ⎣ ∆t ⎦
GTα − S −M1 Vn+1 0

  e N h ∈ RN h   [0, 0, 0, . . . 0, 1]T "


    $   #        %     
 u  v   "    5   #      #  
$               #      
 ( #   " 2       1 "  (   
    "   %  γ ≡ 0   S ≡ 0  % α    
     %L  ## Gα = αG"            
⎡ ⎤
1
M G
⎢ ∆t ⎥
⎣ ⎦,
αGT −M1
11 $ "&
    

 M1 $            Wh "   Vh ≡ Wh   %L


M1 = M        u % v      1 &
n+1
  "         U       #   &
   V
n+1 
"  1 %   #      $    
 #             ' % 
Σ ≡ M − ∆tαGT M−1 G.

 %      x ∈ RMh /

xT Σx = xT Mx − α∆txT GT M−1 Gx.

    M $   1               


# $       x    "     

xT GT M−1 Gx = yT M−1 y > 0,

   y = Gx" E    ∆t $ '        &


           %$ xT Σx > 0   x = 0"     $
 1           "
      $           %   
         #  uh  vh "      &
     vh             
1   u  v  W    -     #     vh
   uh             "

  / /6     #       


     /
  u   %/

⎪ ∂u


⎪ − ∇ · (µ∇u) + △2 u + σu = 0 x ∈ Ω, t > 0

⎪ ∂t


u = u0 in Ω, t = 0 9".:






⎩ ∂u = u = 0

su ΣT ≡ ∂Ω, t > 0
∂n

7
4   
    
    G 
  
 4  
 2  ,
$ + 
 
  
 ;
 
 1

 Ω ⊂ R2 $        #  ∂Ω + ,     


2
n △ = △△ $    #   µ σ  u0  (  x  
∂u
1   Ω " ##     = ∇u · n       u"
∂n
  %
 3
∂u
H02 (Ω) = u ∈ H 2 (Ω) : u = = 0 su ∂Ω
∂n

 %         c1  c2   %


 
2
c1 |△u|2 dΩ ≤ ||u||H 2 (Ω) ≤ c2 |△u|2 dΩ ∀u ∈ H02 (Ω), 9".;

Ω Ω

 %    L2      (  H02 $   


2
   H "

B"     (   # 9".:    %   


   $              "
3"     &      #     1     "
       %        
 #     ("        % 
Th $      Ω  vh |K $       K ∈ Th  
vh ∈ H 2 (Ω)     vh ∈ C 1 (Ω)"

& / /6
       
   (   #  #     (  &
2
            (   v ∈ H0 (Ω)"    
2
   H0 (Ω)  %     %  V     1    "

  
∂u 2
− ∇ · (µ∇u) + △ u + σu vdω = 0 ∀v ∈ V.
∂t

       %     ( 0


   
2
△ uvdω = ∇ · (∇△u) v = ∇(△u) · nvdγ − ∇(△u) · ∇vdω
Ω Ω ∂Ω Ω

   
− ∇(△u) · ∇vdω = − △u (n · ∇v) dγ + △u△vdω.
Ω ∂Ω Ω
1 $ "&
    
 %   -         (        
      #      ∂Ω   "     
(   #  #  /   t > 0   u ∈ L2 (0, T ; V ) ∩

L (0, T ; L2(Ω))   %
   
∂u
vdω + µ∇u · ∇vdω + △u△vdω + σuvdω = 0
∂t
Ω Ω Ω Ω

  v ∈ V          u(x, 0) = u0 (x)"      &


  % u0 ∈ L2 (Ω)"    #    (    
 ( /
  u ∈ L2 (0, T ; V ) ∩ L∞ 0, T ; L2 (Ω)

∂u
vdω + a(u, v) = 0 ∀v ∈ V,
∂t

 u(x, 0) = u0 (x)" 
 ( #    a(u, v) ≡ (µ∇u · ∇v + △u△v + σuv) dω $     

       V   %$  (  µ  σ   '    
  µ ∈ L∞ (Ω)  σ ∈ L∞ (Ω)  % (        "
  ( #    $      #  %L  
µ(x) ≥ µ0 > 0"  %  (   σ −       σ   ( 
  σ     $      " 1 σ ∗ = ||σ − ||L∞ (Ω) "
 %   -  9".;/

2 2
a(u, u) ≥ α||u||V − σ ∗ ||u||L2 (Ω) ,

 α   µ0     c2  9".;"  ( #    $ #


    (  σ $             
   Ω           σ ∗ = 0"
##    (   #        
      ) $  1       V       
     (  "     %  #  %
     #     "  %       
                

8
    
&     

 
 u  v 

#           
& 
    

  4   
  

  H 2 (Ω) 
 


R 



 
&  
Ω  ' 
    )  
 σuvdω  
 )

3 
  σ ∈ L1 (Ω) 5
 
  v ∈ H 2 (Ω)   ∇v ∈ H 1 (Ω)  &
  ∇v ∈ L6 (Ω) 
 ∇u · ∇v ) 
 

  L3 (Ω)   µ ) 3 

  

  L3/2 (Ω)  


9    
 a(·, ·)
$ + 
 
  
 ;
 
 1

    )   #     #  %   %  


  u0   L2 (Ω)"

      
   (          % Vh     
1
 1  V   C & ( $    ( 
C (Ω)"            % (   H 2 (Ω)  Ω ⊂ R2  
1

      C 1 " E            Ω 


1 2
 (  C           H (Ω)    $
1 1
#    C  $     C (Ω)"
               %  
  #        (     r   
  $       B"9"B

(r + 1)(r + 2)
nl = .
2
  #         ##   1      #
1
                C (Ω)"   
   $  "           
    3    " >   $ '  (     
     (     %         
    r    1             
r+1              1     
     r−1              %
    B"9"3"      (             % 
                  " ## 
                      
 "           x  y    %   3×2 = 6
   "                r − 1   
     r              1     
   r−2    "      

B" 3          (   H


3" 3(r − 1)        (     H
." 6               H
8" 3(r − 2)                  "

      r          %   


 #   nl     '           "
     /

(r + 1)(r + 2)
≥ 3 + 6 + 3r − 3 + 3r − 6 = 6r,
2
 r    "  %        r %  (  &
9
   $ 9"  #         ##    P 
1! $ "&
    

  55   #   "        M


  $ #      1    #      
%             %  "  )   
   -  %           - #   
            "           $
    @  %      5  21   #
        (               &
                    
                I! 43℄" ♦

  / /7 R           u  


  (  #      7  9"B4"  %   $
    $      "$    (  
       /

k(u) = K2 u2 + K1 u + K0 ,

 K2 , K1  K0            "


                  &
         7  9"B4"  %  ( 
 (      ts   "
*       $      =  Φ   
   (    1  Γg ⊂ ∂Ω " E  = $  
        $   "  1   ( 
        M   Γg             &
          #        
  " *   1 %              
1  Γg  %  =          
 #                 "
%   /

B"                   
(          (   u0 H   
    1   %      "
3"     #            
 H
."          #         
 1     H
8" 8"             #     
                     
 H
$ + 
 
  
 ;
 
 1$

9"       #      (    &

(   7  9"BB       "  

ρ = 7.2 × 10−2 Kg/mm3   1  cp = 500 W/mK  ' 


 #    α = 80 W/mmK       #   k(u) 

(     k(200) = 50 W/mK  k(300) = 47 W/mK 

k(700) = 37 W/mK " E  #  uamb = 20   


 u0 = 60    "  (   5     &

     5   "     12 (     

T = 120      "  t0         &

 (   Φ(t) = ΦMAX sin(π(t − t0 )/5)  t ≤ t0 + 5  ϕ(t) = 0 1


2
     (       ΦMAX = 50 W/mm "

  4   


  
 
-
 .   
 
  
  - 
 . - 


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1* $ "&
    

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"  $0

& / /7
       
          %  # $      
    '    #         "
     u       7  9"BB (   
         t       $

∂u
ρcp − ∇ · (k(u)∇u) = 0 x ∈ Ω, t > 0,
∂t
         # 

⎨ cp (u)∇u · n = αg (t)(uamb − u) − Φ(t) x ∈ Γg , t > 0

cp (u)∇u · n = α(uamb − u) x ∈ Γr ≡ ∂Ω \ Γg , t > 0

        u = u0  t = t0 = 0   '   # 


    α  %  $     αg (t) $   
0    (     α     "        
(  Φ $   (  %  =    $  "

       


       (   V ≡ H 1 (Ω)"  %  #  Ω

$        1 "         
2
   # /   t > 0   u ∈ L (0, T, V )   %

9
     
 
 
 &        

 3 

  
$ + 
 
  
 ;
 
 1,
   
∂u
, v + a(u; u, v) + αg uvdγ + α uvdγ =
∂t
 Γg  Γr 
9".D
αg uamb vdγ + α uamb vdγ − Φvdγ
Γg Γr Γg

          u(x, 0) = u0 (x)"  9".D ##  /



a(w; u, v) = cp (w)∇u · ∇vdω.

 %         #   %$ a(u; u, v)  #


1  "        %   E   #
2
       u ∈ H (Ω)   Ω        u $
   Ω  a(u; u, v)  ##  # 1  "
    #     5          
1            #    "        
          " A    I 48℄
       %  #       #   " 6   &
                  
 " 7    % u ∈ L2 (0, T ; H 2 (Ω)) Φ ∈ L2 (Γg ) uamb ∈ L2 (∂Ω)"
>  %   αg         L2 (0, T )" 1
        %       u  ##

k(u) ≥ µ0 , 9".C

  µ0 > 0"   v=u  9".D     %   t>0  %
0 ≤ αg (t) ≤ α            ǫ>0 #   

1 d  
||u||2L2 + µ0 ||∇u||2L2 + ≤ α||uamb ||L2 (∂Ω) + ||ϕ||L2 (Γg ) ||u||V ≤
2 dt
1  2 2
 
2 2

α||uamb ||L2 (∂Ω) + ||ϕ||L2 (Γg ) + ǫ ||u||L2 + ||∇u||L2 .

   ǫ = µ0 /2        0  T   

2 T 2
||u||L2 (T ) + µ0 ||∇u||L2 dt+ ≤
0

T 9"84
2 1  2 2

2
||u0 ||L2 + α||uamb ||L2 (∂Ω) + ||ϕ||L2 (Γg ) + µ0 ||u||L2 dt.
µ0
0

     0P      #         


1/ $ "&
    

||u||2L∞ (L2 ) ≤ C1
2
⇒ ||u||L2 (H 1 ) ≤ C3 . 9"8B
2
||∇u||L2 (L2 ) ≤ C2

 C1  C2  C3    %     T"

      
         #        &
                    (
∆t   % T = N ∆t"   9".D  /    n = 0, . . . , N − 1
un+1 ∈ V   %
 
1 # n+1 $ n+1 n+1 n+1 n+1
u , v + a(u ;u , v) + α u vdγ + αg un+1 vdγ =
∆t
 Γr   Γg 9"83
1
(un , v) + α uamb vdγ + αn+1 g uamb vdγ + φn+1 vdγ
∆t
Γr Γg Γg

 u0 = u0 "           #        


1 &    Vh ⊂ V  #       "  #
 /     n = 0, 1, . . . , N − 1 un+1
h ∈ Vh   %
 
1 # n+1 $
uh , vh + a(un+1
h ; u n+1
h , vh ) + α u n+1
vdγ + α n+1
g un+1 vdγ =
∆t
  Γr  Γg
9"8.
1 n n+1 n+1
(uh , vh ) + α uamb vdγ + αg uamb vdγ + Φ vdγ
∆t
Γr Γg Γg

 u0h = u0h 
  u0h      u0  Vh "    # 
 #       9"8.   

1 1
MUn+1 + K(Un+1 )Un+1 + Rn+1 Un+1 = MUn + Fn+1 ,
∆t ∆t
N
h  
 un+1
h = Ujn+1 Φj  Un+1 = Ujn+1  R          
j=1
  #  F = F(uamb , Φ, α, αg )           
  K $     
# $
Kij (Un+1 ) = a un+1
h ; ϕj , ϕi .

>  %    9".C K(U) $   1        
  U" F  #                #  

Un ≤ C4 , n = 0, . . . , N, 9"88
$ + 
 
  
 ;
 
 10

 C4            (   $    ∆t 


h"
 #       $        
  #      %       ( /

A(Un+1 ) = 0.

  #         $       


 &"        #           n+1/
 un+1,k
h    uhn+1,k+1 ∈ Vh   %

1  n+1,k+1 
uh , vh + a( un+1,k
h ; u n+1;k+1
h , vh ) + α uhn+1,k+1 vdγ+
∆t
 Γr
n+1
 n+1,k+1 1 n
αg uh vdγ = (u , vh ) + α uamb vdγ+ 9"89
Γg ∆t h
  Γr
αn+1
g uamb vdγ + Φn+1 vdγ
Γg Γg

 u0h = uh0           /


!
1 n+1,k 1
M + K(U ) + R Un+1,k+1 = MUn + Fn+1 .
∆t ∆t

       $

lim Un+1,k = Uf in , 9"8:


k→∞

 Uf in $     #       9"8."  #


      M       #    "  '  
  $     %   )     9"8:"    
Un+1,k+1  U
n+1
 
 −1  
1 1
Un+1,k+1 = M + K(Un+1,k ) + R MUn + Fn+1 ,
∆t ∆t
9"8;
 −1  
1 n+1 1 n n+1
Un+1 = M + K(U )+R MU + F .
∆t ∆t

n+1 
              
1 n n+1
 A(U) = K(U) + R  F = MU + F " 6      
∆t
9"8;  
4# $−1 # $−1 5 −1
Uk+1 − U = ∆t I + ∆tM−1 A(Uk ) − I + ∆tM−1 A(U) M F 9"8D
1 $ "&
    

 ∆t $ '          ∆tM−1 A(U) $   B


            !".


# $−1 
I + ∆tM−1 A(U) = (−∆t)j M−j Aj (U),
j=0

   

Uk+1 − U =


∞  
∆t (−∆t)j M−j Aj (Uk ) − M−j Aj (U) M−1 F =
j=0
# $
−∆t2 M−1 A(Uk ) − A(U) M−1 + O(∆t3 ) =
# $
−∆t2 M−1 K(Uk ) − K(U) M−1 + O(∆t3 ).

>   %  (        ) $     K(U) $   %  &


     C>0   %

||K(Uk ) − K(U)|| ≤ C(U)||Uk − U||, 9"8C

   %  ∆t !    


||Uk+1 − U|| < ||Uk − U||,

%        1   "  #   E !  %


  I* 44#℄         1    
      "    #   % )     
 #  #     %        ∆t   
 -          %     %      

∆t ≤ ∆tnmax ,

%   n     C Un  9"8C     %


∆tnmax
 → 0  n → ∞ "             ∆t $   
1/ C(U)       %    C $   dk/du"     
##  % C(U) ≤ |K2 |||U|| + |K1 |"     9"88     
      ( C(U)     %    ∆tmax    ∆t
%       "     $ '               &
   (  %            
   %$             #   
% "

10
5   &
 


   
      

    
 
  C )         n → ∞
$ + 
 
  
 ;
 
 
    1    %         
   $ '       $    P  
I* 44#℄"         G #  G        
   $
∂ Ai
Jij (U) = (U),
∂Uj
   P             
 ( /
# $
J(Un+1,k ) Un+1,k+1 − Un+1,k = −A(Un+1,k ), 9"94

 k = 0, 1, . . .          Un+1      Un+1,0 "


     P $      %L        
       "  %L 5 $ '    1