Adaptive finite difference methods for nonlinear elliptic and parabolic partial differential equations with free boundaries

TL;DR

This paper introduces an adaptive finite difference framework that enhances the accuracy and efficiency of solving nonlinear elliptic and parabolic PDEs with free boundaries, especially in complex domains.

Contribution

It combines monotone finite difference methods with adaptive grid refinement and asynchronous time stepping to handle curved and unbounded domains with free boundaries.

Findings

Validated on linear problems in complex domains

Effective in obstacle and Stefan free boundary problems

Improves accuracy near boundaries and singularities

Abstract

Monotone finite difference methods provide stable convergent discretizations of a class of degenerate elliptic and parabolic Partial Differential Equations (PDEs). These methods are best suited to regular rectangular grids, which leads to low accuracy near curved boundaries or singularities of solutions. In this article we combine monotone finite difference methods with an adaptive grid refinement technique to produce a PDE discretization and solver which is applied to a broad class of equations, in curved or unbounded domains which include free boundaries. The grid refinement is flexible and adaptive. The discretization is combined with a fast solution method, which incorporates asynchronous time stepping adapted to the spatial scale. The framework is validated on linear problems in curved and unbounded domains. Key applications include the obstacle problem and the one-phase Stefan free boundary problem.