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.it
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.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
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1
#
#
(
1
Vh
(
#
"
Vh
(
"
[a, b]
n
%
%
&
% Kj = [Vj−1 , Vj ]
hj = Vj −Vj−1 j = 1, . . . , n n+1
Vi i = 0, . . . , n
V0 = a Vn = b" E
%
%
Th (a, b)
-
Th $
"
#
V
x
%
"
c)
0 6 7 1 8 9 2 10 11 3 12 13 4 14 15 5
K2
2,0 2,1 2,2 2,3
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
K1 K2 K3 K4 K5
a)
0 1 2 3 4 5
a)
Kj
•
K2
%
xj,s = Vj−1 + shj /r
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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#
xk = xj,s
k = r(j − 1) + s s = 0, . . . r − 1 j = 1, . . . , n
1 xrn+1 = xn,r " ##
N = nr + 1
( (j, s)
N
Πhr f (x) = f (xi )φi (x). B"B
i=0
N
φi (x) = 1, ∀x ∈ [a, b].
i=0
r
( #
Xh (a, b)
%
nr + 1" Πhr $
(
h
φ0 φi φn 1
a b
x0 xi xn
"
j=1
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TK '
7
B"8
K = TK (K). B"D
1
%
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%
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h
r
2
Rd )
d+1
*
0
10
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10
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10
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10 10
h h
"
H 1 (1, 3)
%
h
f1
&
f2
+
r = 1, 2, 3 4
TK ( ,
x) = aK + FK x B"C
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
&
- .
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%
$
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%
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V3 V4
z
y V1 V3
V1 V2
y
x
x V2
2
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K2 K1 K1
K3 V3
x x
K3 K4
V1 V1
V2
V2
2
x
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
!
"
#℄#
#℄#
" #
$#
1
#
(
1
Xh (Ωh ) ≡ {vh : vh ∈ V (Ωh ), vh
K ∈ P (K), ∀K ∈ Th }, B"B:
inf v − vh V ≤ ǫ h ≤ h0 .
vh ∈Xh
$
Σ = {σi : Xh → R, i = 1, . . . , Nh }
(
Xh
Nl
p(x) = σK,i (p)φK,i (x) x ∈ K.
i=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)
$ '
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"
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$
%
P (K)
(
K
r
1
K / P (K) ⊂ P (K)
%
r ≥ 0"
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1
P (K)
% K
% (
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P (K)" &
#
(
= {
Σ σ1 , σ nl }
2 , . . . , σ
(
( {φ1 , . . . , φnl }"
%
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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
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
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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
*
nl
x= Ni φi (
x), x
∈ K.
i=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 }.
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
/
& // 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
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
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
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 .
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
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
$ "
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&
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1
x
2
%
/
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→ K2
K $
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$
(
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
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
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;
Problemi stazionari
"#$ %
V = HΓ1D 1
≡ {v ∈ H (Ω) : v|ΓD = 0}. 3"3
ΓD = ∅
4
uL2 (Ω) ≤ CP ∇uL2 (Ω) , 3".
1
67
%
◦
u≡ u − G,
◦
#
/ u∈ V ≡ HΓ1D (Ω)
%
◦
a(u, v) = Fg (v) ≡ F (v) − a(G, v) ∀v ∈ V.
$
(
Wg
$
%
" )
$
%
%
'"
#
%
5 (
(
% $
O&
"
67
%
Gh
Gh ΓD
x0 x1 xn
+
%
(
#
)
( / u
%
d du du
− ν +β + σu = f, x ∈ (a, b), 3"D
dx dx dx
& / /
# %
% "
%
(
#
3"C1 (
1
v ∈ V ≡ H0 (0, 1)H
(0, 1) ##
1 1
′′
− u v dx + uv dx = 0 ∀v ∈ V.
0 0
1 1
′ ′
u v dx + uv dx = 0 ∀v ∈ V. 3"B4
0 0
1 1
′ ′
a(u, v) ≡ u v dx + uv dx. 3"BB
0 0
Vh
V
1
% dim(Vh ) →
∞ Vh → V (
0 <
3"BB $/
uh ∈ Gh + Vh
!
67
%
3"3"
1 %
" '
&
5
5
%
&
h P1 P2 P3
u − uh L2 u − uh H 1 u − uh L2 u − uh H 1 u − uh L2 u − uh H 1
1 111$ 0 11$$0! 1
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11$ 1111 /!/! 11
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11
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11,!%1/ 1!1/%1$ !!/0% 100$%1/
111*
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!,
$10 %10
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#
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1 |a(wh , vh ) − ah (wh , vh )|
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Soluz Numerica Soluz Numerica
Soluz Esatta Soluz Esatta
4
2.5
3.5
3 2
2.5
1.5
2
1.5 1
1
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
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
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
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 = 0.1 h = 0.05
h 67
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Computed Solution Computed Solution
Exact Solution Exact Solution
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
2 2
Soluzione Numerica Soluzione Numerica
Soluzione Esatta Soluzione 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
2
8
3
&
4
%6
// ;
& //
1
vdx + εv(1)
≤ (1 + εγT )||v|| ,
V
0
γT
$
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a(u, v) ≡ ε 0 u′ v ′ dx + 0 u′ vdx $
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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
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uG = C1 + C2 ex/ε + x C1 C2
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0.8
0.7
0.6
0.5
0.4
0.3
0.2
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0
0 0.2 0.4 0.6 0.8 1
h = 0.1 )
10−15
β(x) µ(x) (
µ(x) ≥ µ0 > 0
x ∈ [a, b]
σ $
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#
( #"
#
(
V ≡ H01 (a, b) (
H 1 (a, b)
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b
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a
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
−xu′′ + βu′ = 0.
−xv ′ + βv = 0.
dv βdx
#
v = x "
log v =
β β
log x + C0
v = C0 x
C0
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β+1 x + C1
C1
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5
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5
1
µ∗ = µ (1 + φ(Pe)) (
φ(·)
(
φ(x) > 0 ∀x > 0, φ(0) = 0.
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h
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#
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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
7
."D
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h = 0.05
a = 1 b = 2
a = 1000 b = 1001 " 6
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h = 0.05 #
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% (&0 "
0
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
//
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)
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− (µu′ ) + ψ ′ u′ + ψ ′′ u = 1,
1
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0
1
| ψ ′′ uvdx| ≤ ||ψ ′′ ||L2 ||u||L∞ ||v||L∞ ≤ C 2 ||ψ ′′ ||L2 ||u||V ||v||V .
0
µ0 ′′
− |ψmin | > 0.
1 + CP2
µ x µ
ρ = −C1 e−αx/µ + e−αx/µ + 2 e−αx/µ + C2 ,
α α α
C2 $
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1
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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
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= = .
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3"
uh
ρh "
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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
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
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dx2
⎪
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& //
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2 6 24
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12
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{ui }
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⎪
⎪
⎪
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2R2
1
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xi+1 = xi + hi , i = 0, . . . , n − 1,
!/ ! ;
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
##
du 2h0 + h1 h1 + h0 h0
(x0 ) ≃ − u0 + u1 − u2 . 8".4
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⎪
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j
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K(x ∂u ∂u
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8".8
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≃ .
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 ),
∂u 3 2 1
(0, yi ) ≃ u0,i + u1,i − u2,i .
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%
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− 2 1+ δx u − 2 1 + δy2 u = f, . 8".9
h 12 h 12
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0 1 0 1
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h 12 h 12 y 12 12
!
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1 2 1 1 1 2 2
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%
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h2 h
1 25
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h 6
8".;
5
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12
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Parte II
Problemi tempo-dipendenti
*!
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I*2C8℄"
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V ≡
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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 ∂ ∂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"
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γ
(
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3"
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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
#
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%
G ∈ H 1 (0, 1) (
% G(0) = η
#
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&
t
6
3"
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(
/ 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 "
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5
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6
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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)
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
µ0 − |γ|CT2 ≥ α0 ≥ 0
%
2 2
a(u, u) + λ||u||L2 (0,1) ≥ α0 ||u||V ∀u ∈ V,
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
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 ,
4ǫ
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
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
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%
% L2 (0, T ; V )"
%L &
∞ 2
#
5
% ũh ∈ L (0, T ; L (0, 1))∩
2 ½
L (0, T ; V ) "
2
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λ = 0 $
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L∞ (0, T ; L2(0, 1))∩L2 (0, T ; V )
9"BB
'
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λ = 0
%
&
I* 4.℄ ( :".
r
1
P /
t > 0
t
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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
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
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9
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)
||ũh ||H (0,1)
2 1
2
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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 .
2
∆t < .
max(ρi − β)
i
3
4
9
&
2
$ +
;
,
1 x2
uex (x, t) = √ e− 4µt ,
4πµt
& / /
u(x, t0 ) = u0 (x)"
,! $ "&
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
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
$ +
;
,$
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
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
(
#
&
/ n≥0 Un+1
%
1 1
M + K Un+1 = MUn + Fn+1 ,
∆t ∆t
M K
) Un $
n n+1
t
1 F $
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&
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9
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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
" -
.
L ((t0 , T ); L (−3, 3)) -
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L2 ((t0 , T ); H 1 (−3, 3)) -.
"
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1
7
9".
$
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I* 4.℄ 6
:
%
n≥1
n
2 2
||uex (tn ) − unh ||L2 (I) + 2α∆t ||uex (tk ) − ukh ||V ≤ C(∆t2 + h2 ).
k=1
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
-
.
; -
. 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
9
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A
< B
-
. - =41!℄
!. :
9
&
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)
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C∞ '
)
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 ∂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" ( # % # $ #
"
/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
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
$ +
;
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/
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
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
# k+1 $T # $
U − Uk M Uk+1 − Uk ≥ 0
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
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 )
#
Nh
Uk = γik wi .
i=1
5
:
A
='1 ℄
$ +
;
/
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
1 − (1 − θ)∆tλj
σj = " $ #
|σj | < 1
1 + θ∆tλj
j = 1, . . . Nh
$
1 1
θ> − ,
2 λj ∆t
% $
(
j
θ ≥ 0.5
7
9"9"
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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 1
0.9 0.9
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
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x t x
4
t = 1 -
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-.
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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
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0
0 −2
−3 −2 −1 0 1 2 3 0 −4
x t x
4
t = 1 -
.
-.
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2
7%8
-h = 0.1. 4
9
⎧
⎪ 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.
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
-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.
& / /
(
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"
#
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"
# #
1
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// $ "&
& / /
& '
V ≡ v ∈ H 1 (0, 1), v(0) = 0 .
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
6
J
β(x)
%
Z1 Z1
∂ βu ∂v
vdx = [βuv]10 − βu dx
∂x ∂x
0 0
'
&
5
((δ + β)uv)x=1
01 $ "&
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
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
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
"
# + ,
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
# " # %
1 # $
M Un+1 − Un + AUn+1 = F(tn+1 ).
∆t
*
U0 $
u0h
A
[A]ij =
a(ϕj , ϕi ) $ 1
( $
"
" ( %
(
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
& / /"
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 2
1 ∂u 2
a (u, u) = dx − 3||u||L2 (0,1) .
π2 ∂x
0
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
∂ 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
( L∞ (0, 5; L2(0, 1)) % )
" 6 <&
$
6 <& L∞ (0, 5; L2 (0, 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
"
& / /#
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 (
'
"
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(
t > 0 $
F (v) = β(t)v(1)" $
#
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2
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W ≡ L (0, 1)" #
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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,
⎪
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1
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ϕi
ψk
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G = [gij ] con gij = 0
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∂x
1
S = [sij ] con sij = 0 γψj ϕi dx,
( #
#
⎡ ⎤⎡ ⎤ ⎡ ⎤
1 Un+1 1
M G MUn − βeNh
⎢ ∆t ⎥⎣ ⎦=⎢ ⎥
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− ∇(△u) · ∇vdω = − △u (n · ∇v) dγ + △u△vdω.
Ω ∂Ω Ω
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t > 0 u ∈ L2 (0, T ; V ) ∩
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Ω Ω Ω Ω
u(x, 0) = u0 (x)"
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a(u, v) ≡ (µ∇u · ∇v + △u△v + σuv) dω $
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µ σ
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µ ∈ L∞ (Ω) σ ∈ L∞ (Ω)
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∇u · ∇v )
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r
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2
r
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#
⎧
⎨ 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
9
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∂u
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∂t
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9".D
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Γg Γr Γg
k(u) ≥ µ0 , 9".C
µ0 > 0" v=u 9".D
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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 .
4ǫ
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
||u||2L∞ (L2 ) ≤ C1
2
⇒ ||u||L2 (H 1 ) ≤ C3 . 9"8B
2
||∇u||L2 (L2 ) ≤ C2
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% T = N ∆t" 9".D
/ n = 0, . . . , N − 1
un+1 ∈ V
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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
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u0h
u0
Vh "
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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 .
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n+1
1 n n+1
A(U) = K(U) + R F = MU + F " 6
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9"8;
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Uk+1 − U = ∆t I + ∆tM−1 A(Uk ) − I + ∆tM−1 A(U) M F 9"8D
1 $ "&
∞
# $−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 ).
∆t ≤ ∆tnmax ,
10
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n → ∞
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P
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G
#
G
$
∂ Ai
Jij (U) = (U),
∂Uj
P
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# $
J(Un+1,k ) Un+1,k+1 − Un+1,k = −A(Un+1,k ), 9"94