IDEAS home Printed from https://ideas.repec.org/a/eee/apmaco/v309y2017icp49-67.html
   My bibliography  Save this article

A study on nonnegativity preservation in finite element approximation of Nagumo-type nonlinear differential equations

Author

Listed:
  • Li, Xianping
  • Huang, Weizhang

Abstract

Preservation of nonnengativity and boundedness in the finite element solution of Nagumo-type equations with general anisotropic diffusion is studied. Linear finite elements and the backward Euler scheme are used for the spatial and temporal discretization, respectively. An explicit, an implicit, and two hybrid explicit–implicit treatments for the nonlinear reaction term are considered. Conditions for the mesh and the time step size are developed for the numerical solution to preserve nonnegativity and boundedness. The effects of lumping of the mass matrix and the reaction term are also discussed. The analysis shows that the nonlinear reaction term has significant effects on the conditions for both the mesh and the time step size. Numerical examples are given to demonstrate the theoretical findings.

Suggested Citation

  • Li, Xianping & Huang, Weizhang, 2017. "A study on nonnegativity preservation in finite element approximation of Nagumo-type nonlinear differential equations," Applied Mathematics and Computation, Elsevier, vol. 309(C), pages 49-67.
  • Handle: RePEc:eee:apmaco:v:309:y:2017:i:c:p:49-67
    DOI: 10.1016/j.amc.2017.03.038
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0096300317302229
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.amc.2017.03.038?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Shen, Jinye & Huang, Weizhang & Ma, Jingtang, 2024. "An efficient and provable sequential quadratic programming method for American and swing option pricing," European Journal of Operational Research, Elsevier, vol. 316(1), pages 19-35.
    2. Zhou, Huifang & Sheng, Zhiqiang & Yuan, Guangwei, 2018. "Positivity preserving finite volume scheme for the Nagumo-type equations on distorted meshes," Applied Mathematics and Computation, Elsevier, vol. 336(C), pages 182-192.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:apmaco:v:309:y:2017:i:c:p:49-67. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/applied-mathematics-and-computation .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.