Hindawi Publishing Corporation Abstract and Applied Analysis Volume 2013, Article ID 521835, 8 pages http://dx.doi.org/10.1155/2013/521835 Research Article A Finite Difference Scheme for Compressible Miscible Displacement Flow in Porous Media on Grids with Local Refinement in Time Wei Liu School of Mathematic and Quantitative Economics, Shandong University of Finance and Economics, Jinan 250014, China Correspondence should be addressed to Wei Liu; liuwei@sdufe.edu.cn Received 19 October 2012; Accepted 19 December 2012 Academic Editor: Xinan Hao Copyright © 2013 Wei Liu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Considering two-dimensional compressible miscible displacement flow in porous media, finite difference schemes on grids with local refinement in time are constructed and studied. The construction utilizes a modified upwind approximation and linear interpolation at the slave nodes. Error analysis is presented in the maximum norm and numerical examples illustrating the theory are given. 1. Introduction Numerical models of percolation flow are almost built up on a basis of the finite difference method to solve the system of partial differential equations. Usually, grids that we used are thinner, then the truncation error is smaller and the computing accuracy is higher. In order to assure certain computation accuracy, the grid number cannot be too little. But on the other hand, along with the increment of the grid number, the computation cost is greatly increased and the algebraic system which is formed finally cannot be resolved, even with the largest of today’s supercomputers. Actually, we only need to refine grids around wells, cracks, obstacles, domain boundaries, and so forth, where the pressure changes radically. But because the finite difference grid is composed of straight lines and the grid density cannot be varied with space, it limits the simulating scale and the simulating accuracy. For the local grid refinement technique, we still make use of the finite difference grid system and divide partial grids which are needed to be refined into fine grids. In this way, we can resolve problems, such as small well spacing, fault, and boundary, and we can improve the simulating accuracy and extend the simulating scale [1]. Ewing et al. construct some finite difference approximations on grids with local refinement in space for the ellipse equation and obtain error estimates in the π»1 -norm [2]. Cai et al. analyze stationary local grid refinement for the diffusion equation [3, 4]. Ewing et al. derive implicit schemes on the basis of a finite volume approach by approximation of the balance equation. This approach leads to schemes that are locally conservative and are absolutely stable [5]. Ewing et al. construct and study finite difference schemes for transient convection-diffusion problems on grids with local refinement in time and space. The proposed schemes are unconditionally stable and use linear interpolation along the interface [6]. Respectively for incompressible miscible displacement flow in porous media and the semiconductor device problem, authors discuss discrete schemes, error estimates, and numerical examples on composite triangular grids [7, 8]. In this paper, we study a finite difference scheme on grids with local refinement in time for two-dimensional compressible miscible displacement flow in porous media. The pressure equation is approximated by a five-point difference scheme, and the saturation equation is discretized by a modified upwind scheme. At the slave nodes, the construction utilizes linear interpolation. Finally, error analysis in the maximum norm is derived and numerical examples are given to support the numerical method and its convergence. The paper is organized as follows. In Sections 2 and 3, we formulate the problem and introduce the necessary notations. In Section 4 the construction of the finite difference scheme is presented. The error analysis is addressed in Section 5. 2 Abstract and Applied Analysis Finally, in Section 6 we present numerical experiments that conform our theoretical results. 2. Problem Formulation where π∗ , π∗ , π∗ , π∗ , π·∗ , π·∗ , πΎ∗ are positive constants and π(π), π(π), and π(π) are Lipschitz continuous in the π0 neighborhood of the solution. We suppose that the exact solutions of (1) are distributed smoothly; π and π satisfy We will consider a system of three nonlinear partial differential equations in a bounded domain Ω ⊂ π 2 , which forms a basic model of compressible miscible displacement flow in porous media [9–11]: (a) π (π) ππ + ∇ ⋅ π’ = π (π₯, π‘) , ππ‘ π₯ = (π₯1 , π₯2 ) ∈ Ω, π, π ∈ πΏ∞ (0, π; π4,∞ (Ω)) , (6) π2 π π 2 π , ∈ πΏ∞ (0, π; πΏ∞ (Ω)) . ππ‘2 ππ‘2 Throughout this paper, the notations πΎπ (π = 0, 1, . . . , π) are used to denote generic constants. π‘ ∈ π½ = [0, π] , (b) π’ = −π (π) ∇π, (c) π (π₯) (π₯, π‘) ∈ Ω × π½, ππ ππ + π (π) + π’ ⋅ ∇π − ∇ ⋅ (π·∇π) = π (π₯, π‘, π) , ππ‘ ππ‘ (π₯, π‘) ∈ Ω × π½, (1) where π = π1 = 1 − π2 , π (π) = π (π₯, π) = π (π₯) , π (π) (2) 2 π (π) = π (π₯, π) = π (π₯) ∑ππ ππ , π=1 ππ (π = 1, 2) is the saturation of the πth component in mixed liquid, ππ is the πth component of compression constant factor, π is the porosity of the rock, π is the permeability of the rock, π is the viscosity of the fluid, π· = π(π₯)ππ πΌ which is the 2 × 2 diffusion matrix, ππ is the diffusion coefficient, and πΌ is the unit matrix. The unknowns are the pressure function π(π₯, π‘) and the saturation function π(π₯, π‘). In addition, we have boundary conditions π = π (π₯, π‘) , π₯ ∈ πΩ, π‘ ∈ π½, π = β (π₯, π‘) , π₯ ∈ πΩ, π‘ ∈ π½, (3) 3. Grids, Grid Functions, and Associated Notations First, Ω = [0, 1]2 is discretized using a regular grid with a parameter β. The spatial nodes of the grid on Ω are then defined by π₯ = (π₯1 , π₯2 ) = (π1 β, π2 β), where π1 = 0, . . . , π, π2 = 0, . . . , π, β = 1/π. Next, we introduce closed domains {Ωπ }π π=1 , which are subsets of Ω with boundaries aligned with the spatial discretization already defined. Further, it is π required that βπ π=1 Ωπ ⊂ Ω, and we set Ω0 = Ω \ βπ=1 Ωπ . In order to avoid unnecessary complications, for π, π > 0, we assume that dist(Ωπ , Ωπ ) ≥ πβ, where π > 1 is an integer. With each subdomain Ωπ , we associate corresponding sets of nodal points: ππ is defined to be the set of all nodes of the discretization of Ω that are in Ωπ . We require ππ β ππ = 0, for π =ΜΈ π, π, π = 0, . . . , π. And assume that there is no spatial refinement. In each ππ , π = 0, . . . , π, we define a subset of boundary nodes πΎπ as the nodes which have at least one neighbor not in ππ . Then set π = βπ π=0 ππ . A discrete time-step ππ is associated with each Ωπ such that, for integers ππ , π0 = ππ ππ , π = 0, . . . , π, π π (π₯, 0) = π0 (π₯) , π₯ ∈ Ω, π (π₯, 0) = π0 (π₯) , π₯ ∈ Ω, π₯∈ππ π=1,2,... (4) where Ω is a plane bounded domain and πΩ is the boundary of Ω. Usually this question is positive. Suppose the coefficients of (1) satisfy 0 < π∗ ≤ π (π) ≤ π∗ , 0 < π·∗ ≤ π· (π₯) ≤ π· , σ΅¨σ΅¨ ππ σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨ ∗ σ΅¨σ΅¨ (π₯, π)σ΅¨σ΅¨σ΅¨ ≤ πΎ , σ΅¨σ΅¨ ππ σ΅¨σ΅¨ π π = 0, . . . , π, π π = βππ . π=0 (8) We continue by specifying the nodes in ππ between time levels π‘0π and π‘0π+1 as ππ ππ π₯∈ππ π=0 π₯∈ππ π=0 π,π πππ = β (π₯, π‘0π + πππ ) = β (π₯, π‘π ) , (9) π,π π‘π = π‘0π + πππ , π = 0, . . . , π. 0 < π∗ ≤ π (π) ≤ π∗ , ∗ (7) Consequently, discrete time levels π‘π for Ωπ are defined by π‘π = πππ , π = 1, 2, . . . , [π/ππ ]. Finally, we define the grid points π by setting ππ = β (π₯, πππ ) , and initial conditions π0 = 1. (5) Correspondingly, the boundary nodes of πππ are defined by ππ π,π ππππ = β (π₯, π‘π ) , π₯∈πΎπ π=0 π = 0, . . . , π. (10) Abstract and Applied Analysis 3 The grid function π¦(π₯, π‘) is a function defined at the grid points of π. we denote the nodal values of a grid function π¦(π₯, π‘) between time levels π‘0π and π‘0π+1 as π¦ (π₯, π‘) = π,π π¦ (π₯1 , π₯2 , π‘π ) π¦ππ,π1 ,π2 , = (11) for π₯ ∈ ππ , π > 0, π = 0, . . . , ππ . For π₯ ∈ π0 we define π¦ (π₯, π‘) = π¦ (π₯1 , π₯2 , π‘0π+1 ) = π¦ππ+1 . 1 ,π2 π¦π (π₯) − π¦0π−1 (π₯) , (π₯) = 0 π0 π,π π,π πΏππ π¦π (π₯) = π,π−1 π¦π (π₯) − π¦π ππ (π₯) (12) β 1 π π1,0 (π₯) = − [π΄π0 (π₯1 + , π₯2 ) πΏπ₯1 π0π+1 (π₯) 2 2 π₯ ∈ π0 , , π₯ ∈ ππ , (13) 4. Construction of the Finite Difference Schemes Let π, π, and πΆ be the numerical approximations to the pressure π, the velocity π’, and the saturation π, respectively. The approximation for the pressure and the concentration approximation are done on composite grids in time. First for the pressure equation, we let β π΄π0 (π₯1 + , π₯2 ) 2 (17) π corresponds to another direction, and the computational π2,0 π . formula is similar to π1,0 Next we consider the saturation equation (1)(c). The positive and negative of the function π£ are defined as π£+ = (1/2)(π£ + |π£|) ≥ 0 and π£− = (1/2)(π£ − |π£|) ≤ 0. For regular coarse grids, the upwind difference scheme of the saturation equation is π (π₯) πΏπ0 πΆ0π+1 (π₯) − πΏπβ πΆ0π+1 (π₯) = π (π₯, π‘0π , πΆ0π (π₯)) − π (πΆ0π (π₯)) πΏπ0 π0π+1 (π₯) , πΏπβ πΆ0π+1 (π₯) = (1 + π₯ ∈ π0π , (18) β σ΅¨σ΅¨ π σ΅¨σ΅¨ −1 −1 σ΅¨σ΅¨π σ΅¨σ΅¨ π· ) πΏπ₯1 (π·πΏπ₯1 πΆ0π+1 ) (π₯) 2 σ΅¨ 1,0 σ΅¨ + (1 + Similarly we define π΄π0 (π₯1 , π₯2 + β/2), then let β σ΅¨σ΅¨ π σ΅¨σ΅¨ −1 −1 σ΅¨σ΅¨π σ΅¨σ΅¨ π· ) πΏπ₯2 (π·πΏπ₯2 πΆ0π+1 ) (π₯) 2 σ΅¨ 2,0 σ΅¨ π+1 π+1 − πΏπ1,0 π π (π₯) − πΏπ2,0 (π₯) , ,π₯1 πΆ ,π₯2 πΆ πΏπ₯1 (π΄π0 πΏπ₯1 π0π+1 ) (π₯) π+1 πΏπ1,0 π ,π₯1 πΆ0 (π₯) β = β−2 [π΄π0 (π₯1 + , π₯2 ) (π0π+1 (π₯1 + β, π₯2 ) − π0π+1 (π₯)) 2 π = π1,0 (π₯) β −π΄π0 (π₯1 − , π₯2 ) (π0π+1 (π₯) − π0π+1 (π₯1 − β, π₯2 ))] , 2 πΏπ₯2 (π΄π0 πΏπ₯2 π0π+1 ) (π₯) π × {π» (π1,0 (π₯)) π·−1 π·π₯1 −β/2,π₯2 πΏπ₯1 πΆ0π+1 (π₯) π + (1 − π» (π1,0 (π₯))) π·−1 π·π₯1 +β/2,π₯2 πΏπ₯1 πΆ0π+1 (π₯)} , π+1 πΏπ2,0 π ,π₯2 πΆ0 (π₯) β = β−2 [π΄π0 (π₯1 , π₯2 + ) (π0π+1 (π₯1 , π₯2 + β) − π0π+1 (π₯)) 2 π = π2,0 (π₯) β −π΄π0 (π₯1 , π₯2 − ) (π0π+1 (π₯) − π0π+1 (π₯1 , π₯2 − β))] , 2 = β (π₯1 − , π₯2 ) πΏπ₯1 π0π+1 (π₯)] . 2 where 1 [π (π₯, πΆ0π (π₯)) + π (π₯1 + β, π₯2 , πΆ0π (π₯1 + β, π₯2 ))] . 2 (14) ∇β (π΄π0 ∇β π0π+1 ) (π₯) π₯ ∈ π0π , (16) where the difference operator πΏ β π0π+1 (π₯) = −∇β (π΄π0 ∇β π0π+1 ) π π (π₯). The Darcy velocity ππ = (π1,0 , π2,0 ) is computed as follows: +π΄π0 π = 1, 2, . . . , ππ , π = 1, . . . , π. = π π (πΆ0π (π₯)) πΏπ0 π0π+1 (π₯) − πΏ β π0π+1 (π₯) = π0π+1 (π₯) , π πΏπ₯1 , πΏπ₯1 and πΏπ₯2 , πΏπ₯2 are the divided forward and backward difference operators, respectively, in π₯1 and π₯2 direction. Also define the divided backward time difference by πΏπ0 π¦0π For regular coarse grids, the five-point difference scheme is πΏπ₯1 (π΄π0 πΏπ₯1 π0π+1 ) (π₯) π × {π» (π2,0 (π₯)) π·−1 π·π₯1 ,π₯2 −β/2 πΏπ₯2 πΆ0π+1 (π₯) π + (1 − π» (π2,0 (π₯))) π·−1 π·π₯1 ,π₯2 +β/2 πΏπ₯2 πΆ0π+1 (π₯)} , π» (π§) = { + πΏπ₯2 (π΄π0 πΏπ₯2 π0π+1 ) (π₯) . (15) 1, π§ ≥ 0, 0, π§ < 0. (19) 4 Abstract and Applied Analysis π,π π1,π (π₯) π‘∗ ∗ π‘0π+1 ∗ β 1 π,π π,π+1 = − [π΄ π (π₯1 + , π₯2 ) ππ₯1 ππ (π₯) 2 2 π‘ππ,3 π‘ππ,2 π,π +π΄ π π‘ππ,1 ∗ ∗ ππ π0 ∗ πΎ0 β ∗ Ω0 , π0 ∗ π,π π π2,0 , π2,π correspond to another direction, and computational formulae are similar to (22). π (π₯) πΏπ0 πΆ0π+1 (π₯) − πΏπβ πΆ0π+1 (π₯) π₯ Ωπ , ππ πΎπ (22) π₯ ∈ πππ , π = 1, . . . , π, π = 1, 2. π‘0π ∗ β π,π+1 (π₯1 − , π₯2 ) ππ₯1 ππ (π₯)] , 2 = π (π₯, π‘0π , πΆ0π (π₯)) ∗ Grid points π0 Grid points ππ Slave nodes − π (πΆπ (π₯)) πΏπ0 π0π+1 (π₯) , π₯ ∈ π0π , Figure 1: Grid with local refinement in time. π,π+1 π (π₯) πΏππ πΆπ In the region that is refined in time, we can construct finite difference schemes similar to (16)–(18). It is obvious that π,π at time π‘π = ππ0 + πππ , π = 1, . . . , ππ , when the difference operators defined above are applied to the points of πΎπ , not all space-time positions required correspond to actual nodes in π. For such cases, we define π,π π (π₯, π‘π ) π,π π π −π = π (π₯, π‘0π+1 ) + π π (π₯, π‘0π ) , ππ ππ πΆ (π₯, π‘π ) = (20) π π −π πΆ (π₯, π‘0π+1 ) + π πΆ (π₯, π‘0π ) . ππ ππ In Figure 1, the slave nodes represent the missing space-time positions in the stencil of nodes in ππππ , π > 0. The values there are computed by the interpolation formula (20). The discretization schemes of (1)–(4) on composite grids are given by π π (πΆ0π (π₯)) πΏπ0 π0π+1 (π₯) − πΏ β π0π+1 (π₯) = π0π+1 (π₯) , π,π π,π+1 π (πΆπ (π₯)) πΏππ ππ π π,π+1 (π₯) = ππ π₯∈ πππ , (π₯) − πΏ β ππ π (π₯, π‘) = π (π₯, π‘) , π,π+1 π₯ ∈ π0π , (π₯) , π,π π,π+1 (π₯) − πΏπβ πΆπ (π₯) π,π = π (π₯, π‘π , πΆπ (π₯)) π,π π,π+1 − π (πΆπ (π₯)) πΏπ0 ππ π₯ ∈ πππ , π = 1, . . . , π, (π₯) , πΆ (π₯, π‘) = β (π₯, π‘) , π₯ ∈ πΩ. (23) 5. Error Analysis The discrete inner product and πΏ2 -norm of grid functions are defined, respectively, by (π¦, π£) = ∑ β2 π¦ (π₯) π£ (π₯) , π₯∈π We also use the standard notation for the discrete π»1 -norm of a grid function in the Sobolev space π»01 (π): 2 σ΅© σ΅©2 σ΅©σ΅© σ΅©σ΅©2 σ΅© σ΅©2 σ΅©σ΅©π¦σ΅©σ΅©1,π = σ΅©σ΅©σ΅©π¦σ΅©σ΅©σ΅©0,π + ∑σ΅©σ΅©σ΅©σ΅©πΏπ₯π π¦σ΅©σ΅©σ΅©σ΅©0,π . (25) π=1 π = 1, . . . , π, Define the error of the above scheme by π₯ ∈ πΩ, (21) π0π (π₯) = π0π (π₯) − π0π (π₯) , π0π (π₯) = π0π (π₯) − πΆ0π (π₯) , π π1,0 (π₯) π,π π,π π₯ ∈ π0 , π,π ππ (π₯) = ππ (π₯) − ππ (π₯) , 1 β = − [π΄π0 (π₯1 + , π₯2 ) ππ₯1 π0π+1 (π₯) 2 2 β +π΄π0 (π₯1 − , π₯2 ) ππ₯1 π0π+1 (π₯)] , 2 (24) 1/2 σ΅©σ΅© σ΅©σ΅© σ΅©σ΅©π¦σ΅©σ΅©0,π = (π¦, π¦) . π,π π,π π,π ππ (π₯) = ππ (π₯) − πΆπ (π₯) , π₯ ∈ π0π , π₯ ∈ ππ , π = 1, . . . , π. (26) Abstract and Applied Analysis 5 Firstly consider the pressure equation. Using (1)(a) and (21), we get the error equation: (a) π (π₯, π‘) = 0, (b) π (πΆ0π π₯ ∈ πΩ, (π₯)) πΏπ0 π0π+1 (π₯) − π πΏ β π0π+1 = πΎ0 (β2 + π0 + π0π (π₯)) , (c) π,π π,π+1 π (πΆπ (π₯)) πΏππ ππ π₯ ∈ π0π , π π,π+1 π,π = πΎπ (β2 + ππ + ππ (π₯)) , π,π π,π+1 π (πΆπ (π₯)) πΏππ ππ π₯ ∈ πππ \ ππππ , π π,π+1 (π₯) − πΏ β ππ π2 π,π = πΎπ (β + ππ + 02 + ππ (π₯)) , β (27) σ΅© σ΅©2 − (πΏπβ π, π) ≥ πσ΅©σ΅©σ΅©πσ΅©σ΅©σ΅©1,π , ∀π ∈ π»01 (π) . (33) π π π’π,0 − ππ,0 = πΎ0 (π0π + ∇β π0π + β2 ) , π₯ ∈ ππππ , π,π π,π π,π π,π π’π,π − ππ,π = πΎπ (ππ + ∇β ππ + β2 ) , (34) π = 1, 2, π = 1, 2, . . . , π, and using (1)(c), (23), we can get the error equation of the saturation equation Using (27)(b), we can get π0 π πΏ ππ+1 (π₯) π (πΆ0π (π₯)) β 0 2 + πΎ0 π0 (β + π0 + π0π π (π₯, π‘) = 0, (28) (π₯)) . π₯ σ΅¨ σ΅¨ + πΎ0 π0 (β + π0 + max σ΅¨σ΅¨σ΅¨σ΅¨π0π (π₯)σ΅¨σ΅¨σ΅¨σ΅¨) . π₯ 2 (29) π (πΆ0π+1 (π₯)) − π,π+1 πΏπβ ππ π,π+1 = πΎπ (ππ + β2 + ππ π,π+1 + π₯ ∈ π0π , π (πΆπ (π₯)) π,π+1 π (πΆπ (π₯)) π,π+1 + ∇β ππ π πΏ β π0π+1 π π,π+1 πΏ β ππ π₯ ∈ πππ \ ππππ , ), (35) π = 1, . . . , π, With the method of recursion and noticing that π00 (π₯) = 0, we obtain the error estimate: π σ΅¨ σ΅¨ σ΅¨ σ΅¨ max σ΅¨σ΅¨σ΅¨σ΅¨π0π+1 (π₯)σ΅¨σ΅¨σ΅¨σ΅¨ ≤ πΎ0 π0 (β2 + π0 + ∑ max σ΅¨σ΅¨σ΅¨σ΅¨π0π (π₯)σ΅¨σ΅¨σ΅¨σ΅¨) . π₯ π₯ π (πΆ0π+1 (π₯)) = πΎ0 (π0 + β2 + ππ+1 + ∇β ππ+1 ) , π,π+1 π (π₯) πΏππ ππ σ΅¨ σ΅¨ σ΅¨ σ΅¨ max σ΅¨σ΅¨σ΅¨σ΅¨π0π+1 (π₯)σ΅¨σ΅¨σ΅¨σ΅¨ ≤ max σ΅¨σ΅¨σ΅¨σ΅¨π0π (π₯)σ΅¨σ΅¨σ΅¨σ΅¨ π₯ ∈ πΩ, π (π₯) πΏπ0 π0π+1 − πΏπβ π0π+1 + Then using the maximum principle π₯ (32) Considering (π₯) π = 1, . . . , π. π0π+1 (π₯) = π0π (π₯) + π = 1, 2, β σ³¨→ 0, Theorem 1. The finite difference schemes (23) comply with the requirements of the maximum principle and the difference operator πΏπβ is coercive in π»01 , that is, ∃π > 0 such that (π₯) π = 1, . . . , π, (d) σ΅¨σ΅¨ π,π σ΅¨σ΅¨ σ΅¨σ΅¨π σ΅¨σ΅¨ ≤ π, σ΅¨σ΅¨ π,π σ΅¨σ΅¨ σ΅¨σ΅¨ π σ΅¨σ΅¨ σ΅¨σ΅¨ππ,0 σ΅¨σ΅¨ ≤ π, σ΅¨ σ΅¨ where π is a positive constant. In the end of error analysis, we will prove the supposition (32). Under the supposition (32), we can prove the discretizations (23) satisfy the following property. (π₯) (π₯) − πΏ β ππ Then we consider the saturation equation. Suppose that (30) π=0 Similarly using (27)(c) and (27)(d), π σ΅¨σ΅¨ π,π+1 σ΅¨σ΅¨ σ΅¨ σ΅¨ max σ΅¨σ΅¨σ΅¨ππ (π₯)σ΅¨σ΅¨σ΅¨ ≤ πΎπ ππ (β2 + ππ + ∑ max σ΅¨σ΅¨σ΅¨σ΅¨πππ,π (π₯)σ΅¨σ΅¨σ΅¨σ΅¨) , π₯ σ΅¨ π₯ σ΅¨ π=0 π σ΅¨σ΅¨ π,π+1 σ΅¨σ΅¨ π02 σ΅¨ σ΅¨ σ΅¨ σ΅¨ max σ΅¨σ΅¨ππ (π₯)σ΅¨σ΅¨ ≤ πΎπ ππ (β + ππ + 2 + ∑ max σ΅¨σ΅¨σ΅¨σ΅¨πππ,π (π₯)σ΅¨σ΅¨σ΅¨σ΅¨) . π₯ σ΅¨ π₯ σ΅¨ β π=0 (31) π,π+1 π (π₯) πΏππ ππ π,π+1 − πΏπβ ππ = πΎπ (ππ + β + + π (πΆπ π,π+1 (π₯)) π,π+1 π (πΆπ (π₯)) π π,π+1 πΏ β ππ π02 π,π+1 π,π+1 + ππ + ∇β ππ ) , β2 π₯ ∈ ππππ , π = 1, . . . , π. We need an induction hypothesis. Let π0 = π(β), we assume that σ΅¨σ΅¨ π σ΅¨σ΅¨ σ΅¨σ΅¨π0 σ΅¨σ΅¨ = π (σ΅¨σ΅¨σ΅¨σ΅¨log βσ΅¨σ΅¨σ΅¨σ΅¨1/2 β) , σ΅¨ σ΅¨ (36) σ΅¨σ΅¨ π,π σ΅¨σ΅¨ σ΅¨σ΅¨π σ΅¨σ΅¨ = π (σ΅¨σ΅¨σ΅¨log βσ΅¨σ΅¨σ΅¨1/2 β) , β σ³¨→ 0, σ΅¨ σ΅¨ σ΅¨σ΅¨ π σ΅¨σ΅¨ for 0 ≤ π ≤ π, 0 ≤ π ≤ π. When π = 0, we can obtain (36) by using (4) and (23). At the end of error analysis, we will prove (36) for π = π + 1, π = π + 1. 6 Abstract and Applied Analysis From error estimates of the pressure equation (30) and (31) and the induction hypothesis (36), we have π (π₯, π‘) = 0, π₯ ∈ πΩ, π (π₯) πΏπ0 (π (π₯) − ππ+1 (π₯)) − πΏπβ (π (π₯) − ππ+1 (π₯)) ≥ 0, π (π₯) πΏπ0 π0π+1 − πΏπβ π0π+1 π₯ ∈ π0π , σ΅¨1/2 σ΅¨ = πΎ0 (π0 + β2 + σ΅¨σ΅¨σ΅¨log βσ΅¨σ΅¨σ΅¨ β) , π,π+1 π (π₯) πΏππ ππ where πΆπ = maxπππ \ππππ |πΎπ (π₯, π‘)|, πΌπ = maxππππ |πΎπ (π₯, π‘)|. Using induction over π, it easy to observe that π₯ ∈ π0π , π,π+1 π (π₯) πΏππ (π (π₯) − ππ π,π+1 − πΏπβ ππ σ΅¨1/2 σ΅¨ = πΎπ (ππ + β2 + σ΅¨σ΅¨σ΅¨log βσ΅¨σ΅¨σ΅¨ β) , π₯ ∈ πππ \ ππππ , π,π+1 π (π₯) πΏππ ππ (37) Moreover, σ΅¨ (π (π₯) − π (π₯, π‘))σ΅¨σ΅¨σ΅¨πΩ ≥ 0, π,π+1 − πΏπβ ππ = πΎπ (ππ + β + π02 β2 ∀π‘ ≥ 0. (43) Using the maximum principle, it follows that σ΅¨1/2 σ΅¨ + σ΅¨σ΅¨σ΅¨log βσ΅¨σ΅¨σ΅¨ β) , π0π ≤ π (π₯) , π,π ππ (π₯) ≤ π (π₯) , π₯ ∈ ππππ , π = 1, . . . , π. In order to get an estimate for the error π(π₯, π‘), we need two types of auxiliary functions ππ and ππ . The grid functions π {ππ (π₯)}π π=0 and {ππ (π₯)}π=1 , respectively, satisfy σ΅¨ ππ (π₯)σ΅¨σ΅¨σ΅¨πΩ = 0, −πΏπβ ππ (π₯) = ππ (π₯) , (38) σ΅¨ −πΏπβ ππ (π₯) = πΌπ (π₯) , ππ (π₯)σ΅¨σ΅¨σ΅¨πΩ = 0, where ππ (π₯) is the characteristic function of ππ \πΎπ , π0 (π₯) is the characteristic function of π0 , and πΌπ (π₯) is the characteristic function of πΎπ . On condition that πΏπβ is coercive in π»01 , Ewing et al. have proved ππ and ππ satisfy the following lemma [6]. π Lemma 2. {ππ (π₯)}π π=0 and {ππ (π₯)}π=1 exist and are nonnegative, and the following estimates hold: σ΅¨1/2 σ΅¨ maxππ (π₯) ≤ πΆσ΅¨σ΅¨σ΅¨log βσ΅¨σ΅¨σ΅¨ , π σ΅¨1/2 σ΅¨ maxππ (π₯) ≤ πΆβσ΅¨σ΅¨σ΅¨log βσ΅¨σ΅¨σ΅¨ . π (39) Theorem 3. Let the exact solutions π(π₯, π‘) of (1) satisfy the condition (6), then the discretization scheme (23) is stable, and if π0 = π(β) the following estimate for the error holds: π=0 π2 σ΅¨ σ΅¨1/2 +πΌπ (βππ + 0 + σ΅¨σ΅¨σ΅¨log βσ΅¨σ΅¨σ΅¨ β2 )} . β (40) π σ΅¨1/2 σ΅¨ π (π₯) = ∑ππ (π₯) πΆπ (ππ + β2 + σ΅¨σ΅¨σ΅¨log βσ΅¨σ΅¨σ΅¨ β) + ∑ππ (π₯) πΌπ (ππ + β + π02 σ΅¨σ΅¨ σ΅¨1/2 + σ΅¨log βσ΅¨σ΅¨σ΅¨ β) , β2 σ΅¨ π₯ ∈ ππ , π = 1, . . . , π, (44) π = 1, 2, . . . , ππ . Similarly, −π0π ≤ π (π₯) , π,π −ππ (π₯) ≤ π (π₯) , π₯ ∈ π0 , π₯ ∈ ππ , π = 1, . . . , π, (45) π = 1, 2, . . . , ππ . Therefore, σ΅¨ σ΅¨ max σ΅¨σ΅¨σ΅¨πσ΅¨σ΅¨σ΅¨ ≤ π (π₯) , π π₯ ∈ ππ , π = 0, . . . , π. (46) Then in view of (39), we conclude (40). It remains to check (32) and the induction hypothesis (36) for π = π + 1. From π0 = π(β) and the error estimate (40), it is easy to obtain (36). Then using (30) and (31), (34), and (40), we can obtain the supposition (32). The proof of Theorem 3 is complete. 6. Numerical Results ππ ππ’ + = π (π₯, π‘) , ππ‘ ππ₯ π’=− ππ , ππ₯ (π₯, π‘) ∈ Ω × π½, (π₯, π‘) ∈ Ω × π½, ππ ππ ππ π2 π + +π’⋅ − π· (π₯) 2 ππ‘ ππ‘ ππ₯ ππ₯ Proof. Define π=0 π₯ ∈ π0 , We consider a system of coupled partial differential equations: π σ΅¨1/2 σ΅¨1/2 σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨ 2 max σ΅¨πσ΅¨ ≤ σ΅¨σ΅¨log βσ΅¨σ΅¨σ΅¨ ∑ {πΆπ (ππ + β + σ΅¨σ΅¨σ΅¨log βσ΅¨σ΅¨σ΅¨ β) π σ΅¨ σ΅¨ π=1 (π₯)) ≥ 0, π₯ ∈ πππ , π = 1, . . . , π. (42) π = 1, . . . , π, π π,π+1 (π₯)) − πΏπβ (π (π₯) − ππ = π (π, π₯, π‘) , (41) (π₯, π‘) ∈ Ω × π½, π (π₯, 0) = π0 (π₯) , π (0, π‘) = ππ (π‘) , (47) π₯ ∈ Ω, π (1, π‘) = ππ (π‘) , π‘ ∈ π½, Abstract and Applied Analysis 7 Table 1: Error estimate in maximum norm when π·(π₯) = 1. π‘ = 0.5 π 1 2 4 8 π‘=1 πΎ 0.0159 0.0062 0.0026 0.0012 Computational cost 0.1560 0.5780 2.3440 9.2810 Reduction πΎ 0.0356 0.0137 0.0058 0.0026 Computational cost 0.3130 1.1560 4.6080 18.6800 2.56 2.38 2.17 Reduction 2.60 2.36 2.23 Table 2: Error estimate in maximum norm when π·(π₯) = π₯. π‘ = 0.5 π 1 2 4 8 π‘=1 πΎ 0.0535 0.0254 0.0124 0.0061 Computational cost 0.1710 0.5920 2.3840 9.8810 Reduction πΎ 0.1342 0.0641 0.0313 0.0154 Computational cost 0.3270 1.1680 4.6590 19.7440 2.11 2.05 2.03 6 0.35 5 0.3 Reduction 2.10 2.05 2.03 0.25 4 0.2 3 0.15 2 0.1 1 0 0.05 0 0.5 1 1.5 2 π‘ = 0.5 π‘=1 0 0 0.5 1 1.5 2 π‘ = 0.5 π‘=1 Figure 2: The exact solution π. Figure 3: The exact solution π. where Ω = [0, 2]2 , π½ = [0, π]. The following functions are used as exact solutions of (47): numerical approximation to π obtained by (23). And let the error estimate in maximum norm πΎ = maxπ |π − πΆ|. π = exp (π‘ − π‘2 ) exp (−35π₯2 + 40π₯ − 10) , Example 4. Let π·(π₯) = 1. Choosing π = 1, 2, 4, 8, computational results obtained by (23) are shown in Figures 4 and 5 and Table 1. π = exp (π‘) exp (−37π₯2 + 45π₯ − 16) . (48) When π‘ = 0.5 and π‘ = 1, exact solutions of (47) are shown in Figures 2 and 3. Specific forms of π0 , ππ , ππ , π, and π are derived by exact solutions. From Figures 2 and 3, we can see exact solutions of (47) possess highly localized properties in [0.2, 1]2 . First, Ω is discretized using a regular grid. Let the space-step β = 1/160 and the time-step π0 = β. Then choose the subregion Ω1 = [0, 1.3]2 , which is refined in time. Let the discretization parameters πσΈ = π0 /π in the refined region Ω1 , where π is a positive integer. We denote by πΆ the Example 5. Let π·(π₯) = π₯. Choosing π = 1, 2, 4, 8, computational results obtained by (23) are shown in Table 2. From Figures 4 and 5 and Tables 1 and 2, we can see that numerical results produced by using the local refinement technique are more accurate than those produced without refinement. From Tables 1 and 2, we observe a monotonic improvement of the accuracy in maximum norm when using difference refinement factors π. These results are of great importance for the research on numerical simulation of the fluid flow problem and also indicate that the method 8 Abstract and Applied Analysis 0.04 0.035 0.03 0.025 0.02 π=1 0.015 0.01 π=2 0.005 0 π=4 π=8 0 0.5 1 1.5 2 Figure 4: Error |π − πΆ| when π‘ = 0.5. 0.04 π=1 0.035 0.03 0.025 0.02 π=2 0.015 0.01 π=4 0.005 0 π=8 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2 Figure 5: Error |π − πΆ| when π‘ = 1. proposed in this paper can be widely applied to some application fields, such as energy numerical simulation and environmental science. Acknowledgments The author thanks Professor Yirang Yuan for his valuable constructive suggestions which lead to a significant improvement of this paper. This work is supported in part by the National Natural Science Foundation of China (Grant no. 71071088) and the Natural Science Foundation of Shandong Province of China (Grant no. ZR2011AQ021). References [1] Y. R. Yuan, “Some new progress in the fileds of computational petroleum geology and others,” Chinese Journal of Computational Physics, vol. 20, no. 4, pp. 283–290, 2003. [2] R. E. Ewing, R. D. Lazarov, and P. S. Vassilevski, “Local refinement techniques for elliptic problems on cell-centered grids. I. Error analysis,” Mathematics of Computation, vol. 56, no. 194, pp. 437–461, 1991. [3] Z. Q. Cai, J. Mandel, and S. F. McCormick, “The finite volume element method for diffusion equations on general triangulations,” SIAM Journal on Numerical Analysis, vol. 28, no. 2, pp. 392–402, 1991. [4] Z. Q. Cai and S. F. 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Yuan, “A finite difference scheme for twodimensional semiconductor device of heat conduction on composite triangular grids,” Applied Mathematics and Computation, vol. 218, no. 11, pp. 6458–6468, 2012. [9] J. Douglas, Jr. and J. E. Roberts, “Numerical methods for a model for compressible miscible displacement in porous media,” Mathematics of Computation, vol. 41, no. 164, pp. 441– 459, 1983. [10] R. Yi Yuan, “Time stepping along charcteristics for the finite element approximation of compressible miscible displacement in porous media,” Mathematica Numerica Sinica, vol. 14, no. 4, pp. 385–406, 1992. [11] J. M. Yang and Y. P. Chen, “A priori error analysis of a discontinuous Galerkin approximation for a kind of compressible miscible displacement problems,” Science China, Mathematics, vol. 53, no. 10, pp. 2679–2696, 2010. 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