Oscillation-free method for semilinear diffusion equations under noisy initial conditions
Abstract
Noise in initial conditions from measurement errors can create unwanted oscillations which propagate in numerical solutions. We present a technique of prohibiting such oscillation errors when solving initial-boundary-value problems of semilinear diffusion equations. Symmetric Strang splitting is applied to the equation for solving the linear diffusion and nonlinear remainder separately. An oscillation-free scheme is developed for overcoming any oscillatory behavior when numerically solving the linear diffusion portion. To demonstrate the ills of stable oscillations, we compare our method using a weighted implicit Euler scheme to the Crank-Nicolson method. The oscillation-free feature and stability of our method are analyzed through a local linearization. The accuracy of our oscillation-free method is proved and its usefulness is further verified through solving a Fisher-type equation where oscillation-free solutions are successfully produced in spite of random errors in the initial conditions.
Cite
@article{arxiv.1607.07433,
title = {Oscillation-free method for semilinear diffusion equations under noisy initial conditions},
author = {R. C. Harwood and Likun Zhang and V. S. Manoranjan},
journal= {arXiv preprint arXiv:1607.07433},
year = {2016}
}
Comments
19 pages, 9 figures