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On the computation of blow-up

  • A. M. Stuart (a1) and M. S. Floater (a2)

Numerical methods for initial-value problems which develop singularities in finite time are analyzed. The objective is to determine simple strategies which produce the correct asymptotic behaviour and give an accurate approximation of the blow-up time. Fixed step methods for scalar ordinary differential equations are studied first and it is shown that there is a natural embedding of the discrete process in a continuous one. This shows clearly how and why the fixed-step strategy fails. A class of time-stepping strategies that correspond to a time- continuous re-scaling of the underlying differential equation is then proposed; this class is analyzed and criteria established to determine suitable choices for the re-scaling. Finally the ideas are applied to a partial differential equation arising from the study of a fluid with temperature-dependent viscosity. The numerical method involves re-formulating the equationas a moving boundary problem for the peak value and applying the ODE time-steppingstrategies based on this peak value.

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M. Berger & R. Kohn 1988 A rescaling algorithm for the numerical calculation of blowing up solutions. Comm. Pure Appl. Math. 41, 841863.

A. M. Stuart 1989 A note on high/low wave-number interactions in spatially discrete parabolic equations. IMA J. Appl. Math. 42, 2742.

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European Journal of Applied Mathematics
  • ISSN: 0956-7925
  • EISSN: 1469-4425
  • URL: /core/journals/european-journal-of-applied-mathematics
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