We present here a discretization of a nonlinear oblique derivative boundary value problem for the heat equation in dimension two. This finite difference scheme takes advantages of the structure of the boundary condition, which can be reinterpreted as a Burgers equation in the space variables. This enables to obtain an energy estimate and to prove the convergence of the scheme. We also provide some numerical simulations of this problem and a numerical study of the stability of the scheme, which appears to be in good agreement with the theory.
@article{M2AN_2002__36_6_1111_0, author = {Mehats, Florian}, title = {Convergence of a numerical scheme for a nonlinear oblique derivative boundary value problem}, journal = {ESAIM: Mathematical Modelling and Numerical Analysis - Mod\'elisation Math\'ematique et Analyse Num\'erique}, volume = {36}, year = {2002}, pages = {1111-1132}, doi = {10.1051/m2an:2003008}, mrnumber = {1958661}, zbl = {1060.65100}, language = {en}, url = {http://dml.mathdoc.fr/item/M2AN_2002__36_6_1111_0} }
Mehats, Florian. Convergence of a numerical scheme for a nonlinear oblique derivative boundary value problem. ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique, Tome 36 (2002) pp. 1111-1132. doi : 10.1051/m2an:2003008. http://gdmltest.u-ga.fr/item/M2AN_2002__36_6_1111_0/
[1] A nonlinear oblique derivative boundary value problem for the heat equation: analogy with the porous medium equation. Ann. Inst. H. Poincaré Anal. Non Linéaire 19 (2002) 41-80. | Numdam | Zbl 1016.35038
and ,[2] Initial and nonlinear oblique boundary value problems for fully nonlinear parabolic equations. J. Partial Differential Equations Ser. A 1 (1988) 12-42. | Zbl 0699.35152
,[3] Hyperbolic systems of conservation laws. Mathématiques & Applications, Ellipse, Paris (1991). | MR 1304494 | Zbl 0768.35059
and ,[4] Modélisation mathématique et numérique pour les sciences de l'ingénieur. Cours de l'École polytechnique, Département de Mathématiques Appliquées, 1996.
,[5] Numerical Methods for Conservation Laws. Lectures in Mathematics, Birkhäuser Verlag (1990). | MR 1077828 | Zbl 0723.65067
,[6] Quelques méthodes de résolution des problèmes aux limites non linéaires. Études Mathématiques, Dunod, Gauthier-Villars (1969). | MR 259693 | Zbl 0189.40603
,[7] Problèmes aux limites non homogènes et applications. Vol. 1, Travaux et recherches Mathématiques, Dunod (1968). | MR 247243 | Zbl 0165.10801
and ,[8] Étude de problèmes aux limites en physique du transport des particules chargées. Thèse de doctorat (1997).
,[9] A nonlinear oblique derivative boundary value problem for the heat equation, Part 1 and Part 2. Ann. Inst. H. Poincaré Anal. Non Linéaire 16 (1999) 221-253 and 691-724. | Numdam | Zbl 0922.35072
and ,[10] A Problem with an Oblique Derivative for a Quasilinear Parabolic Equation. J. Math. Sci. 77 (1995) 3212-3220. | Zbl 0836.35075
and ,