IMA Journal of Numerical Analysis

doi:10.1093/imanum/drr049
Difference schemes stabilized by discrete mollication
for degenerate parabolic equations in two space dimensions
CARLOS D. ACOSTA
Universidad Nacional de Colombia Sede Manizales, Facultad de Ciencias Exactas y Naturales,
Grupo de C alculo Cientco y Modelamiento Matem atico, Departamento de Matem aticas y
Estadstica, Manizales, Colombia
cdacostam@unal.edu.co
AND
RAIMUND B URGER

Departamento de Ingeniera Matem atica, Facultad de Ciencias Fsicas y Matem aticas,

Centro de Investigaci on en Ingeniera Matem atica, Universidad de Concepci on,
Casilla 160-C, Concepci on, Chile

Corresponding author: rburger@ing-mat.udec.cl

[Received on 4 March 2011; revised on 18 October 2011]
The discrete mollication method, a convolution-based ltering procedure for the regularization of ill-
posed problems, is applied here to stabilize explicit schemes, which were rst analysed by Karlsen &
Risebro (2001, An operator splitting method for nonlinear convectiondiffusion equations. M2AN Math.
Model. Numer. Anal. 35, 239269) for the solution of initial value problems of strongly degenerate
parabolic partial differential equations in two space dimensions. Two new schemes are proposed, which
are based on directionwise and two-dimensional discrete mollication of the second partial derivatives
forming the Laplacian of the diffusion function. The mollied schemes permit substantially larger time
steps than the original (basic) scheme. It is proven that both schemes converge to the unique entropy
solution of the initial value problem. Numerical examples demonstrate that the mollied schemes are
competitive in efciency, and in many cases signicantly more efcient, than the basic scheme.
Keywords: discrete mollication method; strongly degenerate parabolic equation; entropy solution;
convergence.
1. Introduction
1.1 Scope
We study explicit nite difference schemes for the initial value problem
u
t
+ f (u)
x
+ g(u)
y
=A(u), (x, y, t )
T
:= R
2
(0, T), (1.1)
u(x, y, 0) =u
0
(x, y), (x, y) R
2
, (1.2)
where we assume that
A(u) =
_
u
0
a(s) ds, a(u) 0. (1.3)
c The author 2012. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.
(2012) , 15091540
Advance Access publication on March 16, 2012
32

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

C. D. ACOSTA AND R. B

URGER
We allow that a(u) = 0 on u intervals of positive length, so (1.1) is, in general, a strongly degenerate
parabolic equation. Its solutions are in general discontinuous and need to be dened as entropy solutions.
It is well known that certain monotone nite difference schemes converge to the entropy solution of (1.1)
and (1.2). The term A(u) is usually discretized by standard directionwise summation of second nite
differences of A(u). If x and t denote the mesh width of the underlying Cartesian spatial mesh
and the time step, respectively, then for an explicit scheme a CFL (Courant-Friedrichs-Lewy) stability
condition of the following type must be satised, where the coefcients , > 0 depend on the choices
of the scheme and the underlying convergence theory:
( f

+g

) +a

1, := t /x, := t /x
2
. (1.4)
We herein discretize A(u) by discrete mollication, which consists in either taking convex com-
binations of second differences of A(u) in each direction with respect to multiples of x (Scheme 1,
which is a directionwise extension of the mollied scheme for one-dimensional problems by Acosta
et al., 2012) or in convolution with discrete values of A(u) with a kernel in a neighbourhood of the
mesh point of interest and subtracting the value of A(u) at that point (Scheme 2). Both alternatives give
rise to the CFL condition
( f

+g

) +

1, (1.5)
where

> 0 is a parameter associated with the width 2 + 1 of the stencil of mollication. The CFL
condition (1.5) is more advantageous than (1.4) for

< 1, a condition satised in most circumstances

since for a given value of x it permits a larger time step than with the basic (standard) scheme.
The present paper serves two purposes. Firstly, we prove that both Schemes 1 and 2 converge
to the unique entropy solution of (1.1) and (1.2). We will appeal to the solution concept utilized by
Karlsen & Risebro (2001), which is based on requiring that A(u) L
2
rather than A(u) L

(as
in Acosta et al., 2012). This allows us to prove convergence without restrictions on or on the initial
spatial total variation of A(u
0
). Such restrictions were found necessary in Acosta et al. (2012) for
the one-dimensional case, so this work generalizes these results, apart from the extension to two space
dimensions.
Secondly, we present numerical experiments for nondegenerate and degenerate problems with a
focus on efciency, i.e., the reduction of numerical error per CPU time. Schemes 1 and 2 permit sub-
stantially larger time steps than the basic scheme, but of course, one numerical evaluation of A(u)
requires the evaluation of stencils of 4+1 or even (2+1)
2
points (with Schemes 1 and 2, respectively)
instead of ve points with the basic scheme. However, in many situations, Schemes 1 and 2 turn out to
be more efcient and are otherwise only slightly less efcient than the basic scheme. The performance
of mollied schemes can possibly still be improved by an optimal choice of the mollication weights.
1.2 Motivation and related work
Equation (1.1) includes a number of known equations such as the heat equation, one-point degenerate
porous medium-type equations (where f = g 0, A(u) = u
m
), the two-point degenerate reservoir
ow equation (in one space dimension dened by f (u) = u
2
/(u
2
+(1 u)
2
), A(u) = u(1 u)), and
strongly degenerate parabolic equations, which appear in models of trafc ow (Rouvre & Gagneux,
1999; B urger & Karlsen, 2003), sedimentationconsolidation processes (Berres et al., 2003) and
aggregation (Betancourt et al., 2011). Furthermore, (1.1) includes the case A 0, i.e., a rst-order
scalar conservation law. However, for this case, the schemes presented herein reduce to known meth-
ods (see, e.g., Karlsen & Risebro, 2001) since the mollication device affects the discretization of the
1510

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

MOLLIFIED SCHEMES FOR TWO-DIMENSIONAL DEGENERATE PARABOLIC EQUATIONS
parabolic part of (1.1) only. For a short introduction to the well-posedness analysis of strongly degen-
erate parabolic equations and an up-to-date list of references we refer, e.g., to the introductory parts of
Holden et al. (2010).
Monotone schemes for rst-order conservation laws (i.e., A 0) were introduced by Harten et al.
(1976) and Crandall & Majda (1980). It is well known that they converge to an entropy solution, which
remains valid for strongly degenerate parabolic equations. This was rst exploited by Evje & Karlsen
(2000). Related analyses include implicit monotone schemes for degenerate parabolic equations (Evje &
Karlsen, 1999), problems with boundary conditions (B urger et al., 2006), multidimensional degenerate
parabolic equations (Karlsen &Risebro, 2001), equations with discontinuous coefcients (Karlsen et al.,
2002, 2003; B urger et al., 2005) and problems of parameter identication (Coronel et al., 2003). The
disadvantage of monotone schemes is their well-known limitation to rst-order accuracy.
We here emphasize again that our method addresses a class of nonlinear diffusion equations (i.e., A
is a nonlinear function of u), although linear equations such as, for instance,
u
t
+u
x
+u
y
=
0
(u
xx
+u
yy
),
0
> 0, (1.6)
are included for A(u) =
0
u. Some numerical examples will refer to (1.6) since exact reference solutions
are at hand. Nevertheless, mollied explicit schemes are motivated primarily by nonlinear diffusion
equations since for linear equations a more efcient reduction of CPU time could be achieved by an
implicit discretization of the diffusion term and solution of the resulting linear system; in that case, the
corresponding CFL condition ( f

+g

) 1 would impose a bound on only, not on . In

the nonlinear and degenerate cases this procedure leads to well-posed schemes (Evje & Karlsen 1999;
B urger et al., 2006) but with the need to solve large systems of nonlinear equations by iterative methods.
In light of the computational effort involved we regard explicit mollied methods as a serious alternative
for this class of problems.
Discrete mollication is a versatile convolution-based ltering procedure for the regularization of
ill-posed problems and the stabilization of explicit schemes for the solution of partial differential equa-
tions (PDEs). This technique was introduced by Diego A. Murio and collaborators (cf., e.g., Murio,
1993, 2002; Meja & Murio, 1995, 1996; Murio et al., 2001). Acosta & Meja (2008, 2009) introduced
the mollication method as a stabilizer for numerical schemes for strictly parabolic equations and non-
linear scalar conservation laws. Acosta & Meja (2010) show that a particular mollication-based dis-
cretization of the second derivative of a smooth function stabilizes operator splitting methods (Karlsen
& Risebro, 1997) for the numerical solution of convectiondiffusion problems. Acosta et al. (2012)
applied the method of Acosta & Meja (2010) to strongly degenerate parabolic equations.
1.3 Outline of the paper
The remainder of the paper is organized as follows. Section 2 provides some preliminaries including
a denition of an entropy solution and L
1
loc
and L
2
loc
compactness criteria. In Section 3 we introduce
the two-dimensional discrete mollication operator, the basic monotone numerical scheme and its mol-
lied versions, Schemes 1 and 2. The respective CFL conditions are discussed. Section 4 is devoted
to the convergence analysis, which is split into a series of lemmas. In Lemmas 4.1 and 4.2 we prove
that Schemes 1 and 2 are monotone, and in Lemma 4.3 we deduce that both schemes are L

- and L
1
-
stable, and total variation diminishing (TVD). Lemma 4.4 states that the numerical solutions generated
by both schemes are L
1
H older continuous in time. Its proof is based on the interpolation lemma by
Kru zkov (1969). Then in Lemmas 4.5 and 4.7 we prove the discrete analogue of A(u) L
2
(
T
)
for Schemes 1 and 2, respectively. To this end, we need to impose a strengthened CFL condition.
1511

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

C. D. ACOSTA AND R. B

URGER
(Lemma 4.6 cites a result from Karlsen & Risebro, 2001.) Lemmas 4.8 and 4.9 state discrete entropy
inequalities satised by Schemes 1 and 2, respectively. The main convergence result is stated in Theo-
rem 3.3. Its proof is based on the previous lemmas and includes a proof of L
2
continuity in time of the
discrete analogue of A(u). Finally, the convergence proof is concluded by appealing to the L
1
loc
and L
2
loc
compactness criteria. In Section 5 we present numerical examples, and in Section 6 we collect some
conclusions.
2. Preliminaries
2.1 Assumptions
Concerning the functions A, f and g, we assume that
A Lip
loc
(R), and A() is nondecreasing with A(0) = 0, (2.1)
f, g: R R, f, g, f

, g

Lip(R, R), (2.2)

where f

d f /du, g

dg/du. Moreover, the initial datum u

0
is assumed to satisfy
u
0
L
1
(R
2
) L

(R
2
) BV(R
2
). (2.3)
2.2 Denition and uniqueness of an entropy solution
DEFINITION 2.1 A measurable function u = u(x, y, t ) is said to be an entropy solution of (1.1), (1.2)
if the following conditions are satised.
(1) u L
1
(
T
) L

(
T
) C(0, T; L
1
(R
2
)).
(2) The following entropy inequality holds for all k R and all non-negative test functions
C

0
(
T
):
__

T
{|u k|
t
+sgn(u k)(( f (u) f (k))
x
+(g(u) g(k))
y
)
+| A(u) A(k)|} dt dx dy 0.
(2.4)
(3) A(u) L
2
(0, T; H
1
(R
2
)).
(4) The initial datum is taken by continuity, i.e., (1.2) is satised in the following sense:
ess lim
t 0
_
R
2
|u(x, y, t ) u
0
(x, y)| dx dy = 0.
The stability of entropy solutions with respect to initial data, and therefore uniqueness, follows from
the analysis of a more general equation by Karlsen & Risebro (2003). We may state the following
theorem.
THEOREM 2.2 (L
1
stability of entropy solutions). Assume that (2.1) and (2.2) hold and that u, v
L

(0, T; BV(R
2
)) are entropy solutions of (1.1), (1.2) with respective initial data u
0
and v
0
, which are
both assumed to satisfy (2.3). Then u(, t ) v(, t )
L
1
(R
2
)
u
0
v
0

L
1
(R
2
)
for almost all t (0, T).
1512

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

MOLLIFIED SCHEMES FOR TWO-DIMENSIONAL DEGENERATE PARABOLIC EQUATIONS
2.3 Compactness criteria
To state the following L
1
loc
compactness criterion, we recall that a modulus of continuity is a non-
decreasing function : R
0
+
R
0
+
with (0) = 0. The following two lemmas are a consequence of
Kolmogorovs compactness criterion (see Karlsen & Risebro, 2001; Holden et al., 2010).
LEMMA 2.3 (L
1
loc
compactness lemma). Assume that {z
h
}
h>0
is a sequence of functions dened on
R
d
(0, T) which satisfy the following.
(1) There exists a constant C
1
> 0, independent of h, such that z
h
(, t )
L
1
(R
d
)
C
1
and
z
h
(, t )
L

(R
d
)
C
1
for all t (0, T).
(2) There exist two moduli of continuity
1
and
2
such that
z
h
( + y, t ) z
h
(, t )
L
1
(R
d
)

1
(|y|) +
2
(h) for all t (0, T).
(3) There exist two moduli of continuity
1
and
2
such that
z
h
(, t +) z
h
(, t )
L
1
(R
d
)

1
() +
2
(h) for all t (0, T ).
Then {z
h
}
h>0
is compact in the strong topology of L
1
loc
(R
d
(0, T)). Moreover, any limit point of
{z
h
}
h>0
belongs to L
1
(R
d
(0, T)) L

(R
d
(0, T)) C(0, T; L
1
(R
d
)).
LEMMA 2.4 (L
2
loc
compactness lemma). Assume that {z
h
}
h>0
is a sequence of functions dened on
R
d
(0, T) for which there exist constants C
1
, C
2
, C
3
> 0, which may depend on T, but not on h, such
that
z
h

L
2
(R
d
(0,T))
C
1
,
z
h
( + y, ) z
h
(, )
L
2
(R
d
(0,T))
C
2
(|y| +h) for all y as h 0,
z
h
(, +) z
h
(, )
L
2
(R
d
(0,T))
C
3
_
|| +h for all > 0 as h 0.
Then {z
h
}
h>0
is compact in the strong topology of L
2
loc
(R
d
(0, T)). Moreover, any limit point of
{z
h
}
h>0
belongs to L
2
(0, T; H
1
(R
d
)).
3. Discrete mollication and numerical schemes
3.1 One-dimensional discrete mollication
The mollication method is based on replacing the discrete function y = {y
j
}
j Z
, which may consist of
evaluations or cell averages of a real function y = y(x) given at equidistant grid points x
j
= x
0
+ j x,
x > 0, j Z, by its mollied version J

y, where N indicates the width of the mollication

stencil and J

is the so-called mollication operator dened by

[J

y]
j
:=

i =
w
i
y
j +i
, j Z.
The so-called weights w
i
satisfy w
i
=w
i
and 0 w
i
w
i 1
for i = 1, . . . , and w

+ +w

=1.
They are obtained by numerical integration of the truncated Gaussian kernel
1513

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

C. D. ACOSTA AND R. B

URGER

p
(s) :=
_
A
p

1
exp(s
2
/
2
) for |s| p,
0 otherwise,
where A
p
:=
__
p
p
exp(s
2
) ds
_
1
,
and and p are positive parameters. This kernel satises
p
0,
p
C

(p, p),
p
= 0
outside [p, p], and
_
R

p
= 1. Then we compute the weights by
w
i
:=
_
(i +1/2)x
(i 1/2)x

p
(s) ds, i = , . . . , .
Usually, p = 3 is taken and is a regularization parameter that is estimated by methods like generalized
cross validation (Meja & Murio, 1996; Murio, 2002). In this work the main relationship between
and is given by = (+1/2)x/p. This choice generates weights w

, . . . , w

that are independent

of x. For p = 3, these weights are the same as in Acosta & Meja (2008, 2009) and Acosta et al.
(2012) (see Table 1).
We conclude this section with some approximation and stability results.
LEMMA 3.1 Let us dene
k
:= w
k
+ +w

for k = , . . . , , and Q
k
= Q
k
:=
k+1
+ +

for
k = 0, . . . , 1. Then the discrete mollication operator can be written as [J

y]
j
= y
j
+(
j

j 1
),
where

j
=

k=1

k
(y
j +k
y
j k+1
) =
1

k=+1
Q
k
(y
j +k+1
y
j +k
).
We set y
j
= g(x
j
) for a sufciently smooth real function g. Then we obtain
[J

y]
j
=

i =
w
i
y
j +i
= y
j
+
x
2
2C

(x
j
) +
x
4
24

i =
i
4
w
i
g
(4)
(
j,i
)
by Taylor expansions of y
j +i
around y
j
, where
j,i
is a real number between x
j
and x
j +i
, and we dene
C

:=

i =
i
2
w
i

1
=
_
2

i =1
i
2
w
i
_
1
. (3.1)
In what follows, we denote by
+
,

and
0
the spatial forward, backward and centred difference
operators dened by
+
z
j
:= z
j +1
z
j
,

z
j
:= z
j
z
j 1
and
0
z
j
:= (z
j +1
z
j 1
)/2, respectively.
THEOREM 3.2 Let g C
4
(R) with g
(4)
bounded on R, and set y
j
= g(x
j
). If the data {y

j
}
j Z
satisfy
|y

j
y
j
| for all j Z, then |[J

]
j
[J

y]
j
| for all j Z. Additionally, for each compact
set K = [a, b], there exists a constant C = C(K) such that

[J

y]
j
g(x
j
)
x
2
2C

(x
j
)

Cx
4
for all j Z. (3.2)
Moreover, the following inequalities hold for all j Z, where C is a different constant in each
inequality:
|[J

y]
j
g(x
j
)| Cx
2
,
|
+
[J

y]
j
xg

(x
j
)| Cx
2
,
|
0
[J

y]
j
xg

(x
j
)| Cx
3
,
|

+
[J

y]
j
x
2
g

(x
j
)| Cx
4
.
1514

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

MOLLIFIED SCHEMES FOR TWO-DIMENSIONAL DEGENERATE PARABOLIC EQUATIONS
T
A
B
L
E
1
D
i
s
c
r
e
t
e
m
o
l
l
i

c
a
t
i
o
n
w
e
i
g
h
t
s
w
i

i
=
0
i
=
1
i
=
2
i
=
3
i
=
4
i
=
5
i
=
6
i
=
7
i
=
8
0
1
1
0
.
8
4
2
7
2
0
.
0
7
8
6
4
2
0
.
6
0
3
8
7
0
.
1
9
2
6
2
5
.
4
4
3
8

1
0

3
3
0
.
4
5
5
5
6
0
.
2
3
7
7
2
3
.
3
2
9
1

1
0

2
1
.
2
0
9
9

1
0

3
4
0
.
3
6
2
6
6
0
.
2
4
0
0
3
6
.
9
4
4
0

1
0

2
8
.
7
2
7
5

1
0

3
4
.
7
2
6
8

1
0

4
5
0
.
3
0
0
2
8
0
.
2
2
6
2
5
9
.
6
7
2
3

1
0

2
2
.
3
4
3
0

1
0

2
3
.
2
0
9
5

1
0

3
2
.
4
7
9
8

1
0

4
6
0
.
2
5
5
8
5
0
.
2
0
8
3
1
0
.
1
1
2
4
1
4
.
0
1
9
2

1
0

2
9
.
5
1
5
4

1
0

3
1
.
4
9
,
0
5

1
0

3
1
.
5
4
3
4

1
0

4
7
0
.
2
2
2
7
0
0
.
1
9
0
5
8
0
.
1
1
9
4
2
5
.
4
7
9
3

1
0

2
1
.
8
4
0
3

1
0

2
4
.
5
2
3
4

1
0

3
8
.
1
3
4
2

1
0

4
1
.
0
6
9
7

1
0

4
8
0
.
1
9
7
0
8
0
.
1
7
4
4
4
0
.
1
2
0
9
7
6
.
5
7
2
5

1
0

2
2
.
7
9
7
3

1
0

2
9
.
3
2
5
5

1
0

3
2
.
4
3
4
8

1
0

3
4
.
9
7
8
2

1
0

4
7
.
9
6
9
1

1
0

5
...1
2
0
.
1
3
4
7
6
0
.
1
2
7
2
9
0
.
1
0
7
2
7
8
.
0
6
4
5

1
0

2
5
.
4
0
9
3

1
0

2
3
.
2
3
7
0

1
0

2
1
.
7
2
8
2

1
0

2
8
.
2
3
1
4

1
0

3
3
.
4
9
7
7

1
0

i
=
9
i
=
1
0
i
=
1
1
i
=
1
2
1
2
1
.
3
2
6
0

1
0

3
4
.
4
8
4
3

1
0

4
1
.
3
5
2
9

1
0

4
3
.
6
4
1
4

1
0

5
1515

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

C. D. ACOSTA AND R. B

URGER
3.2 Two-dimensional discrete mollication
In this section we consider a uniform bidimensional grid for the (x, y)-plane of the form (x
i
, y
j
) =
(x
0
+ i x, y
0
+ j y) with x, y > 0. Now, consider a discrete function G dened on the grid by
G(x
i
, y
j
) = G
i j
. Again, G can be the result of evaluations or cell averages of another function dened
on R
2
. For each we dene the two-dimensional discrete mollication of G as
[J
2

G]
i j
=

k=

l=
w
k
w
l
G
i +l, j +k
,
where we use the standard weights w
k
of the one-dimensional discrete mollication. If J
x

and J
y

are
the usual one-dimensional discrete mollication operators acting in the x and y direction, respectively,
then
[J
2

G]
i j
=

k=
w
k

l=
w
l
G
i +l, j +k

k=
w
k
[J
x

G]
i, j +k
= J
y

[J
x

G]
i j
.
Moreover, if G
i j
= G(x
i
, y
j
) is the evaluation of a sufciently smooth function, then from (3.2) we
have
[J
2

G]
i j
=

k=
w
k
[J
x

G]
i, j +k
=

k=
w
k
G
i, j +k
+
x
2
2C

k=
w
k
G
xx
(x
i
, y
j +k
) +O(x
4
)
= G
i j
+
y
2
2C

G
yy
(x
i
, y
j
) +
x
2
2C

_
G
xx
(x
i
, y
j
) +
y
2
2C

G
xxyy
(x
i
, y
j
) +O(y
4
)
_
+O(x
4
+y
4
).
In the case x = y we arrive at
[J
2

G]
i j
= G
i j
+
x
2
2C

(G
xx
+ G
yy
)(x
i
, y
j
) +O(x
4
) = G
i j
+
x
2
2C

(G)(x
i
, y
j
) +O(x
4
).
(3.3)
For future use we also note the easily veriable identity
[J
2

G]
i j
G
i j
=

k=
w
k

l=1
w
l
(G
i +k, j +l
2G
i +k, j
+ G
i +k, j l
)
+

k=1
w
k
(G
i +k, j
2G
i j
+ G
i k, j
). (3.4)
3.3 Basic and mollied schemes
For all schemes, we use a Cartesian grid with x = y and set x
i
= i x, y
j
= j x, x
i +1/2
=
(i +1/2)x, y
j +1/2
= ( j +1/2)x. We discretize (1.2) by cell averaging, i.e.,
u
0
i j
=
1
x
2
_
x
i +1/2
x
i 1/2
_
y
j +1/2
y
j 1/2
u
0
(x, y) dy dx for all i, j Z.
1516

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

MOLLIFIED SCHEMES FOR TWO-DIMENSIONAL DEGENERATE PARABOLIC EQUATIONS
The basic scheme is given by
u
n+1
i j
= u
n
i j

+
x
F
_
u
n
i 1, j
, u
n
i j
_

+
y
G
_
u
n
i, j 1
, u
n
i j
_
+
_

2
x
A
_
u
n
i j
_
+
2
y
A
_
u
n
i j
__
. (3.5)
Here the numerical ux (by Engquist & Osher, 1981) is given by F(u, v) = f
+
(u) + f

(v), where
f
+
(u) := f (0) +
_
u
0
max{f

(s), 0} ds, f

(u) :=
_
u
0
min{f

(s), 0} ds;
the function G is dened in the same way with f replaced by g.
The rst mollied version of (3.5), denoted Scheme 1, is based on discretizing A(u)
xx
and A(u)
yy
separately by applications of the one-dimensional discrete mollication operator J

in the x and y
direction, respectively. Denoting the respective versions of J

by J
x

and J
y

, we obtain the scheme

u
n+1
i j
= u
n
i j

+
x
F(u
n
i 1, j
, u
n
i j
)
+
y
G(u
n
i, j 1
, u
n
i j
)
+2C

_
[J
x

A(u
n
)]
i j
+[J
y

A(u
n
)]
i j
2A(u
n
i j
)
_
. (3.6)
Alternatively, we may discretize A(u) in terms of the two-dimensional discrete mollication operator
J
2

introduced in Section 3.2. The resulting mollied scheme, Scheme 2, has the form
u
n+1
i j
= u
n
i j

+
x
F(u
n
i 1, j
, u
n
i j
)
+
y
G(u
n
i, j 1
, u
n
i j
) +2C

_
[J
2

A(u
n
)]
i j
A(u
n
i j
)
_
. (3.7)
3.4 A comment on the choice of the EngquistOsher ux
Our choice of the EngquistOsher ux is motivated by its monotonicity, a property it shares with the
Godunov and LaxFriedrichs uxes given by
F
G
(u, v) =

min
usv
f (s) if u v,
max
usv
f (s) if u v,
F
LxF
(u, v) =
1
2
(u v) +
1
2
( f (u) + f (v))
(with obvious analogous formulas holding for g) under suitable CFL conditions. One may conjecture
that we prefer the EngquistOsher ux since it provides more accurate results than the LaxFriedrichs
ux and is easier to write down in closed form than the Godunov ux, but that in principle any
monotone ux could be used in the present analysis. This is, however, not the case since both the
EngquistOsher ux and the Godunov ux are monotone and lead to consistent schemes for values of
= t /x
2
that are bounded away from zero as t, x 0, while this property is not valid for all
monotone uxes; for instance, it does not hold for the LaxFriedrichs ux. To elucidate this point, let
us consider the one-dimensional PDE and the associated explicit basic scheme given by
u
t
+ f (u)
x
= A(u)
xx
, (3.8)
u
n+1
j
=u
n
j

+
F(u
n
j 1
, u
n
j
) +
2
A(u
n
j
). (3.9)
For the Engquist-Osher and Godunov uxes, scheme (3.9) is monotone, and therefore stable, under the
CFL condition f

+a

1, where and may depend on the particular numerical ux.

In any case the parameter has to satisfy (x f

+a

)
1
:= (a

)
1
.
1517

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

C. D. ACOSTA AND R. B

URGER
Assume nowthat the functions f (u) and A(u) are sufciently smooth, and that u is a smooth solution
of (3.8), and consider the local truncation error
L
t
(x) =
1
t
_
u(x, t +t ) u(x, t ) +[F(u(x, t ), u(x +x, t )) F(u(x x, t ), u(x, t ))]
[A(u(x +x, t )) 2A(u(x, t )) + A(u(x x, t ))]
_
,
where F is either the EngquistOsher, Godunov or LaxFriedrichs ux. Following standard procedures
(see, e.g., Holden & Risebro, 2002), we may write the resulting respective truncation errors as
L
G
t
(x) =
t
2
u
t t

x
2
(u
x
| f

(u(x, t ))|)
x
+O(t
2
) +O(x
2
),
L
EO
t
(x) =
t
2
u
t t

x
2
(u
x
| f

(u(x, t ))|)
x
+O(t
2
) +O(x
2
),
L
LxF
t
(x) =
t
2
u
t t

1
2
u
xx
+O(t
2
) +O(x
2
).
Note that L
G
t
(x) 0 and L
EO
t
(x) 0 as x 0 and t 0, independently of how x and t
are coupled, but L
LxF
t
(x) will not vanish as x 0 and t 0, and therefore, scheme (3.9) is not
consistent with (3.8), unless , i.e., the LaxFriedrichs ux is not suitable for the approximation
of (3.9) with . Thus, the EngquistOsher ux used in the present analysis could be replaced by
the Godunov ux but not by an arbitrary monotone ux. Clearly, the restrictions discussed here for (3.8)
and scheme (3.9) remain valid for (1.1) and the basic scheme, Scheme 1 and Scheme 2.
3.5 CFL conditions and stabilization
We briey summarize the CFL conditions that will appear in our analysis. The basic scheme (3.5) is
monotone under the CFL condition
( f

+g

) +4a

1. (3.10)
In the next section we will prove that the same property holds under the CFL condition
( f

+g

) +4
1

1,
1

:= (1 w
0
)C

(3.11)
for Scheme 1 and under the CFL condition
( f

+g

) +4
2

1,
2

:=
1 w
2
0
2
C

(3.12)
for Scheme 2. Table 2 shows the values of
1

and
2

for the weights given in Table 1 and selected values

of . We see that
1

and
2

decrease with and that

1

< 1 and
2

< 1 for 2, so for a given mesh

width x, Schemes 1 and 2 are monotone for larger values of t than the basic scheme is.
For the convergence analysis, however, we will need to impose a more restrictive CFL condition to
ensure that the limit of approximate solutions satises item (3) of Denition 2.1. For the basic scheme,
this condition, which we refer to as a strengthened CFL condition, is given by
8( f

+g

) +8a

1 , (0, 1). (3.13)

1518

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

MOLLIFIED SCHEMES FOR TWO-DIMENSIONAL DEGENERATE PARABOLIC EQUATIONS
TABLE 2 Stability parameters
1

for Scheme 1 (cf. (3.11)) and

2

and
2

for Scheme 2 (cf. (3.12) and

(3.15)) for the weights w
i
given in Table 1
= 1 = 2 = 3 = 4 = 5 = 6 = 7 = 8 . . . = 12
C

6.3581 2.3321 1.2097 0.8280 0.5672 0.4116 0.3118 0.2442 0.1142

1.0000 0.9238 0.7130 0.5277 0.3969 0.3063 0.2424 0.1961 0.0988

2

0.9214 0.7409 0.5189 0.3595 0.2580 0.1923 0.1482 0.1173 0.0560

1.8427 1.4817 1.0379 0.7191 0.5160 0.3847 0.2964 0.2347 0.1121

In this form the strengthened CFL condition was used by Karlsen & Risebro (2001), but similar con-
ditions were introduced elsewhere, and in part earlier, for the same purpose (namely, to derive weak
BV estimates for approximate solutions produced by nite volume schemes) by Champier et al. (1993)
and Eymard et al. (1998a) for conservation laws and Af & Amaziane (2002) for convectiondiffusion
problems.
The corresponding strengthened CFL condition for Scheme 1 is given by
8( f

+g

) +8
1

1 , (0, 1), (3.14)

while that for Scheme 2 is given by
8( f

+g

) +8
2

1 , (0, 1),
2

:= 2
2

. (3.15)
From Table 2 we infer that for the weights of Table 1, only for 4 does Scheme 2 have a favourable
CFL condition (
2

< 1) compared with the basic scheme. Note that for Scheme 2 we lose a factor 2
in the coefcient of a

when we compare (3.15) and (3.12) with (3.13) and (3.10) and (3.14)
and (3.11). The key observation is that the proofs of Lemma 4.5 (for Scheme 1) and Lemma 4.7 (for
Scheme 2) in Section 4 are based on slightly different estimates. Roughly speaking, the difference in
treatment is motivated by the fact that Scheme 2 is based on discrete mollication (with respect to y)
applied to mollied data (with respect to x), while Scheme 1 is based on data mollied with respect to x
plus data mollied with respect to y.
3.6 Main result
For ease of reference we state here the main result of the paper. Section 4 is dedicated to its proof. In
what follows, we denote by u

the piecewise constant function that satises

u

(x, y, t ) = u
n
i j
for x
i 1/2
x < x
i +1/2
, y
j 1/2
y < y
j +1/2
, t
n
t < t
n+1
. (3.16)
THEOREM 3.3 Assume that the integrated diffusion coefcient A, the functions f and g, and the initial
datum u
0
satisfy assumptions (2.1), (2.2) and (2.3), respectively. Assume that for the cases of Schemes 1
and 2, t and x are always chosen such that the respective strengthened CFL condition, (3.14) or
(3.15), is satised. Then the piecewise constant approximate solutions (3.16) generated by Scheme 1
or 2 converge to the unique entropy solution of (1.1), (1.2) as = (x, t ) 0.
1519

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

C. D. ACOSTA AND R. B

URGER
4. Convergence analysis
LEMMA 4.1 Scheme 1 given by (3.6) is monotone under the CFL condition (3.11).
Proof. The proof is similar to that of Acosta et al. (2012, Lemma 3.2). We denote by u
n
and v
n
the
respective data {u
n
i j
}
i, j Z
and {v
n
i j
}
i, j Z
and assume that u
n
i j
= v
n
i j
for i, j Z with the exception of
i = k, j = l for which we assume that u
n
kl
v
n
kl
. We rewrite Scheme 1, (3.6), as u
n+1
i j
= S
i j
(u
n
),
where S
i j
(u
n
) denotes the right-hand side of (3.6). Analogously, we dene v
n+1
i j
= S
i j
(v
n
). Clearly,
S
i j
(u
n
) S
i j
(v
n
) = 0 if k < i or k > i + and l < j or l > j +. Similarly, in the remaining
cases, combinations of arguments from the proof of Acosta et al. (2012, Lemma 3.2) will be sufcient
to establish that S
i j
(u
n
) S
i j
(v
n
) 0 provided that i = k or j = l. It remains to deal with the case
i = k, j = l. For ease of notation, let us dene
D
n
i j
:=
_
F(u
n
i j
, u
n
i +1, j
) F(v
n
i j
, u
n
i +1, j
)
_
+
_
F(u
n
i 1, j
, u
n
i j
) F(u
n
i 1, j
, v
n
i j
)
_

_
G(u
n
i j
, u
n
i, j +1
) G(v
n
i j
, u
n
i, j +1
)
_
+
_
G(u
n
i, j 1
, u
n
i j
) G(u
n
i, j 1
, v
n
i j
)
_
.
We then have
S
i j
(u
n
) S
i j
(v
n
) = u
n
i j
v
n
i j
+D
n
i j
+2C

_
[J
x

(A(u
n
) A(v
n
))]
i j
+[J
y

(A(u
n
) A(v
n
))]
i j
2(A(u
n
i j
) A(v
n
i j
))
_
.
Considering that
[J
x

(A(u
n
) A(v
n
))]
i j
=

=
w

(A(u
n
i +, j
) A(v
n
i +, j
)) = w
0
(A(u
n
i j
) A(v
n
i j
))
(and analogously [J
y

(A(u
n
) A(v
n
))]
i j
= w
0
(A(u
n
i j
) A(v
n
i j
))) and that we have
F(u
n
i j
, u
n
i +1, j
) F(v
n
i j
, u
n
i +1, j
) = f
+
(u
n
i j
) f
+
(v
n
i j
),
F(u
n
i 1, j
, u
n
i j
) F(u
n
i 1, j
, v
n
i j
) = f

(u
n
i j
) f

(v
n
i j
),
G(u
n
i j
, u
n
i, j +1
) G(v
n
i j
, u
n
i, j +1
) = g
+
(u
n
i j
) g
+
(v
n
i j
),
G(u
n
i, j 1
, u
n
i j
) G(u
n
i, j 1
, v
n
i j
) = g

(u
n
i j
) g

(v
n
i j
)
(4.1)
by the denition of F and G, we obtain for i = k and j = l,
S
i j
(u
n
) S
i j
(v
n
) = u
n
i j
v
n
i j
+D
n
i j
+4C

(w
0
1)(A(u
n
i j
) A(v
n
i j
))
=
_
v
n
i j
u
n
i j
_
1 + max{f

(s), 0} min{f

(s), 0} + max{g

(s), 0}
min{g

(s), 0} +4C

(1 w
0
)a(s)
_
ds

_
v
n
i j
u
n
i j
_
1 | f

(s)| |g

(s)| 4C

(1 w
0
)a(s)
_
ds. (4.2)
Under the CFL condition (3.11) the integrand in (4.2) is non-negative, such that S
i j
(u
n
) S
i j
(v
n
) and
Scheme 1, (3.6), is indeed monotone.
LEMMA 4.2 Scheme 2 dened by (3.7) is monotone under the CFL condition (3.12).
1520

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

MOLLIFIED SCHEMES FOR TWO-DIMENSIONAL DEGENERATE PARABOLIC EQUATIONS
Proof. We dene u
n
and v
n
as in the proof of Lemma 4.1 and denote by

S
i j
(u
n
) the right-hand side
of (3.7), so that u
n+1
i j
=

S
i j
(u
n
) and v
n+1
i j
=

S
i j
(v
n
). By arguments similar to those of the proof of
Lemma 4.1, one can straightforwardly show that

S
i j
(u
n
)

S
i j
(v
n
) 0 if i = k or j = l. For i = k
and j = l, we obtain

S
i j
(u
n
)

S
i j
(v
n
) = u
n
i j
v
n
i j
+D
n
i j
+2C

_
[J
2

(A(u
n
) A(v
n
))]
i j
(A(u
n
i j
) A(v
n
i j
))
_
.
Now, taking into account that
[J
2

(A(u
n
) A(v
n
))]
i j
=

=
w

_
A(u
n
i +, j +
) A(v
n
i +, j +
)
_
= w
2
0
_
A(u
n
i j
) A(v
n
i j
)
_
and using (4.1) again, we obtain for i = k and j = l,

S
i j
(u
n
)

S
i j
(v
n
) = u
n
i j
v
n
i j
+D
n
i j
+
_
g

(u
n
i j
) g

(v
n
i j
)
_
+2C

(w
2
0
1)
_
A(u
n
i j
) A(v
n
i j
)
_
.
The remainder of the proof is now analogous to that of Lemma 4.1.
We now dene F
n
i 1/2, j
:= F(u
n
i 1, j
, u
n
i j
), G
n
i, j 1/2
:= G(u
n
i, j 1
, u
n
i j
), A
n
:= A(u
n
) and
A
n
i j
:= A(u
n
i j
). Sums over i, j and i, j, n are understood as summation over i, j Z and
over i, j Z and n = 0, . . . , N 1, respectively. Furthermore, C denotes a constant whose meaning
may change from line to line.
LEMMA 4.3 Under the respective CFL conditions (3.11) and (3.12) the approximate solutions produced
by Schemes 1 and 2 satisfy the following uniform L

and L
1
bounds and TVD property:
u
n

u
0

for n = 1, . . . , N, (4.3)
u
n

1
u
0

1
for n = 1, . . . , N, (4.4)

i, j
_

u
n+1
i +1, j
u
n+1
i j

u
n+1
i, j +1
u
n+1
i j

i, j
_

u
n
i +1, j
u
n
i j

u
n
i, j +1
u
n
i j

_
, n = 0, . . . , N 1. (4.5)
Proof. Inequality (4.3) follows from monotonicity by a standard argument if we consider that for both
schemes, u
n
i j
= C for all i, j Z implies that u
n+1
i j
= C for all i, j Z, while (4.4) and (4.5) are stan-
dard properties of monotone schemes and follow from the CrandallTartar lemma (Karlsen & Risebro,
2001).
LEMMA 4.4 For both Schemes 1 and 2 there exists a constant C, independent of , such that
u

(, t
1
) u

(, t
2
)
L
1
(R
2
)
C
_
|t
1
t
2
| +t . (4.6)
Proof. The proof is similar to that of Karlsen & Risebro (2001) and proceeds by appealing to
the Kru zkov interpolation lemma (Kru zkov, 1969; see Karlsen & Risebro, 2001, Lemma 2.4). The
proof proceeds by selecting a test function = (x, y), multiplying (3.6) (or (3.7)) by x
2

i j
=
x
2
(x
i
, y
j
), summing the result over i, j Z and applying summation by parts. Taking into account
that for Scheme 1, we have that
1521

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

C. D. ACOSTA AND R. B

URGER
C

i, j
([J
x

A
n
]
i j
+[J
y

A
n
]
i j
2A
n
i j
)
i j
= C

i, j
_

k=1
w
k
_
(A
n
i +k, j
2A
n
i j
+ A
n
i k, j
) +(A
n
i, j +k
2A
n
i j
+ A
n
i, j k
)
_
_

i j
= C

k=1
w
k

i, j
k1

p,q=0
_
(
+
x
A
n
i +p, j
)(
+
x

i +q, j
) +(
+
y
A
n
i, j +p
)(
+
y

i, j +q
)
_
= C

k=1
k
2
w
k

i, j
_
(
+
x
A
n
i j
)(
+
x

i j
) +(
+
y
A
n
i j
)(
+
y

i j
)
_
=
1
2

i, j
_
(
+
x
A
n
i j
)(
+
x

i j
) +(
+
y
A
n
i j
)(
+
y

i j
)
_
, (4.7)
we deduce that
2C

x
2

i, j
([J
x

A
n
]
i j
+[J
y

A
n
]
i j
2A
n
i j
)
i j

t x

i, j
_

+
x
A
n
i j

+
y
A
n
i j

_
.
In a similar way, in light of (3.4), we obtain for Scheme 2 by a summation by parts,
C

i, j
([J
2

A
n
]
i j
A
n
i j
)
i j
= C

k=
w
k

l=1
w
l

i, j
l1

p,q=0
(
+
y
A
n
i +k, j +p
)(
+
y

i, j +q
)
+

k=1
w
k

i, j
k1

r,s=0
(
+
x
A
n
i +r, j
)(
+
x

i +s, j
)

= C

k=
w
k

l=1
l
2
w
l

i, j
(
+
y
A
n
i j
)(
+
y

i j
)
+

k=1
k
2
w
k

i, j
(
+
x
A
n
i j
)(
+
x

i j
)

=
1
2

i, j
((
+
x
A
n
i j
)(
+
x

i j
) +(
+
y
A
n
i j
)(
+
y

i j
)), (4.8)
where we have used (3.1) to establish the last equality. We conclude that
2x
2
C

i, j
([J
2

A
n
]
i j
A
n
i j
)
i j

t x

i, j
(|
+
x
A
n
i j
| +|
+
y
A
n
i j
|).
Consequently, for both schemes there exists a constant C, independent of , such that

i, j
|u
n+1
i j
u
n
i j
|
i j
x
2
Ct
L

(R
2
)

i, j
((|F
n
i 1/2, j
| +|G
n
i, j 1/2
|)x
2
+(|
+
x
A
n
i j
| +|
+
y
A
n
i j
|)x).
1522

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

MOLLIFIED SCHEMES FOR TWO-DIMENSIONAL DEGENERATE PARABOLIC EQUATIONS
The proof of (4.6) can now be concluded as in Karlsen & Risebro (2001) by an application of the
Kru zkov interpolation lemma, and appealing to the uniform L
1
and BV bounds (4.4) and (4.5).
LEMMA 4.5 Assume that the CFL condition (3.14) is satised. Then for Scheme 1 there exists a con-
stant C, independent of , such that

i, j,n

+
x
A
n
i j
x
_
2
+
_

+
y
A
n
i j
x
_
2

x
2
t C. (4.9)
For the proof of Lemma 4.5, we need the following result by Karlsen & Risebro (2001).
LEMMA 4.6 The following inequality holds:
S := xt

i, j,n
_

+
x
F
n
i 1/2, j
+
+
y
G
n
i, j 1/2
_
u
n
i j

t x
M
f

,g

S,
where M
f

,g
:= 2 max{ f

, g

} and

S :=

i, j,n
_
( f
+
(u
n
i j
) f
+
(u
n
i 1, j
))
2
+( f

(u
n
i +1, j
) f

(u
n
i j
))
2
+ (g
+
(u
n
i j
) g
+
(u
n
i, j 1
))
2
+(g

(u
n
i, j +1
) g

(u
n
i j
))
2
_
.
The proof of Lemma 4.6 follows as a special case from the analysis of Karlsen & Risebro (2001,
Section 4). Since Lemma 4.6 concerns the discretization of the convective numerical ux only, which
is the same as in Karlsen & Risebro (2001), we refer to that paper for details and omit the proof of
Lemma 4.6 here.
Proof of Lemma 4.5. Noting that the one-dimensional discrete mollication operator J
x

satises
[J
x

A
n
]
i j
A
n
i j
=

k=
w
k
A
n
i +k, j
A
n
i j
=

k=1
w
k
_
A
n
i +k, j
2A
n
i j
+ A
n
i k, j
_
(with an analogous identity for J
y

), we can rewrite the marching formula (3.6) as

2C

k=1
w
k
_
(A
n
i +k, j
2A
n
i j
+ A
n
i k, j
) +(A
n
i, j +k
2A
n
i j
+ A
n
i, j k
)
_
= u
n+1
i j
u
n
i j

_

+
x
F
n
i 1/2, j
+
+
y
G
n
i, j 1/2
_
.
(4.10)
Next we multiply (4.10) by x
2
u
n
i j
, sum the result over i, j Z and n = 0, . . . , N 1, use that
(u
n+1
i j
u
n
i j
)u
n
i j
=
1
2
_
(u
n+1
i j
)
2
(u
n
i j
)
2
(u
n+1
i j
u
n
i j
)
2
_
,
apply summation by parts and take into account (4.7) (with
i j
replaced by u
n
i j
) to arrive at

i, j,n
_
(
+
x
A
n
i j
)(
+
x
u
n
i j
) +(
+
y
A
n
i j
)(
+
y
u
n
i j
)
_
=
x
2
2

i, j
(u
0
i j
)
2
+
x
2
2

i, j,n
(u
n+1
i j
u
n
i j
)
2
S.
1523

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

C. D. ACOSTA AND R. B

URGER
We dene a

:= a

. Then we can write

(
+
x
A
n
i j
)(
+
x
u
n
i j
)
1
a

(
+
x
A
n
i j
)
2
, (
+
y
A
n
i j
)(
+
y
u
n
i j
)
1
a

(
+
y
A
n
i j
)
2
. (4.11)
Consequently, taking into account that x
2
= t and Lemma 4.6, we obtain the inequality
t
a

i, j,n
_
(
+
x
A
n
i j
)
2
+(
+
y
A
n
i j
)
2
_
+
t x
M
f

,g

S
x
2
2

i, j
(u
0
i j
)
2
+
x
2
2

i, j,n
(u
n+1
i j
u
n
i j
)
2
. (4.12)
On the other hand, noting that (a + b)
2
2a
2
+ 2b
2
and recalling from (3.11) that
1

=
(1 w
0
) C

, we obtain from (3.6)

1
2
(u
n+1
i j
u
n
i j
)
2
2
2
(
+
x
F
n
i 1/2, j
+
+
y
G
n
i, j 1/2
)
2
8
2
C
2

k=1
w
k
[(A
n
i +k, j
A
n
i j
) +(A
n
i k, j
A
n
i j
)]
_
2
+

k=
w
k
[(A
n
i, j +k
A
n
i j
) +(A
n
i, j k
A
n
i j
)]

.
Applying the CauchySchwarz inequality and noting that w
1
+ +w

= (1 w
0
)/2, we get
1
2
(u
n+1
i j
u
n
i j
)
2
2
2
_

+
x
F
n
i 1/2, j
+
+
y
G
n
i, j 1/2
_
2
8
2
C
2

(1 w
0
)

k=1
w
k
_
(A
n
i +k, j
A
n
i j
)
2
+(A
n
i k, j
A
n
i j
)
2
+(A
n
i, j +k
A
n
i j
)
2
+(A
n
i, j k
A
n
i j
)
2
_
. (4.13)
Next it is straightforward to verify that
16
2
x
2
C
2

(1 w
0
)

k=1
w
k

i, j,n
_
(A
n
i +k, j
A
n
i j
)
2
+(A
n
i, j +k
A
n
i j
)
2
_
= 8
2
x
2
C

(1 w
0
)

i, j,n
_
(
+
x
A
n
i j
)
2
+(
+
y
A
n
i j
)
2
_
. (4.14)
Thus, multiplying inequality (4.13) by x
2
and summing the result over i, j Z and n = 0, . . . , N 1,
yields
1524

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

MOLLIFIED SCHEMES FOR TWO-DIMENSIONAL DEGENERATE PARABOLIC EQUATIONS
x
2
2

i, j,n
(u
n+1
i j
u
n
i j
)
2
2t
2

i, j,n
_

+
x
F
n
i 1/2, j
+
+
y
G
n
i, j 1/2
_
2
+8
2
x
2
C

(1 w
0
)

i, j,n
_
(
+
x
A
n
i j
)
2
+(
+
y
A
n
i j
)
2
_
.
Taking into account that

i, j,n
_

+
x
F
n
i 1/2, j
+
+
y
G
n
i, j 1/2
_
2
4

S,
we arrive at
x
2
2

i, j,n
(u
n+1
i j
u
n
i j
)
2
8t
2

S +8
2
x
2
C

(1 w
0
)

i, j,n
_
(
+
x
A
n
i j
)
2
+(
+
y
A
n
i j
)
2
_
.
(4.15)
Adding (4.12) and (4.15) we obtain the inequality
_
t
a

8
2
x
2
C

(1 w
0
)
_

i, j,n
_
(
+
x
A
n
i j
)
2
+(
+
y
A
n
i j
)
2
_
+
_
t x
M
f

,g

8t
2
_

S
x
2
2

i, j
(u
0
i j
)
2
:=

C. (4.16)
Now, if the strengthened CFL condition (3.14) is imposed instead of (3.11), we get
8
2
x
2
C

(1 w
0
) = 8C

(1 w
0
)t
t (1 )
a

, 8t
(1 )x
f

+g

(1 )x
M
f

,g

,
(4.17)
and therefore,
t
a

8x
2
C

(1 w
0
)
t
a

,
t x
M
f

,g

8t
2
= t
_
x
M
f

,g

8t
_

xt
M
f

,g

> 0. (4.18)
Clearly, under the CFL condition (3.14), the coefcient of

S on the left-hand side of (4.16) is positive.
Thus, we get from (4.16) the inequality

t x
2

i, j,n

+
x
A
n
i j
x
_
2
+
_

+
y
A
n
i j
x
_
2

C,
from which we deduce that (4.9) holds with C =

Ca

/.
LEMMA 4.7 If the CFL condition (3.15) is satised, then inequality (4.9) is also valid for Scheme 2.
Proof. The proof is similar to that of Lemma 4.5. In fact, by multiplying (3.7) by x
2
u
n
i j
, summing the
result over i, j Z and n = 0, . . . , N 1, applying summation by parts (where we bear in mind (4.8)
with
i j
replaced by u
n
i j
) using (4.11) and applying Lemma 4.6, we obtain that (4.12) is also valid for
Scheme 2. On the other hand, a straightforward computation yields
1525

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

C. D. ACOSTA AND R. B

URGER
_
2C

([J
2

A
n
]
i j
A
n
i j
)
_
2
4
2
C
2

k,l=
w
k
w
l
w
2
0

k,l=
w
k
w
l
_
A
n
i +l, j +k
A
n
i j
_
2
8
2
C
2

(1 w
2
0
)

k,l=
w
k
w
l
_
(A
n
i +l, j +k
A
n
i +l, j
)
2
+(A
n
i +l, j
A
n
i j
)
2
_
,
from which we deduce (by arguments similar to those used in (4.14)) that

i, j
_
2C

([J
2

A
n
]
i j
A
n
i j
)
_
2
8
2
C
2

(1 w
2
0
)
_
2

l=
w
l

k=1
k
2
w
k

i, j Z
(
+
y
A
n
i j
)
2
+2

l=1
l
2
w
l

i, j
(
+
x
A
n
i j
)
2
_
= 8
2
C

(1 w
2
0
)

i, j
_
(
+
x
A
n
i j
)
2
+(
+
y
A
n
i j
)
2
_
.
Taking into account this inequality and
1
2
(u
n+1
i j
u
n
i j
)
2
2
2
_

+
x
F
n
i 1/2, j
+
+
y
G
n
i, j 1/2
_
2
+
_
2C

([J
2

A
n
]
i j
A
n
i j
)
_
2
, (4.19)
then by multiplying (4.19) by x
2
, summing the result over i, j Z and n = 0, . . . , N 1, and dealing
with the rst term on the right-hand side exactly as in the proof of Lemma 4.4, we obtain the following
analogue of (4.15):
x
2
2

i, j,n
(u
n+1
i j
u
n
i j
)
2
8t
2

S +8
2
C

(1 w
2
0
)

i, j,n
_
(
+
x
A
n
i j
)
2
+(
+
y
A
n
i j
)
2
_
.
Adding (4.12) to this inequality, we obtain
_
t
a

8
2
x
2
C

(1 w
2
0
)
_

i, j,n
_
(
+
x
A
n
i j
)
2
+(
+
y
A
n
i j
)
2
_
+
_
t x
M
f

,g

8t
2
_

S
x
2
2

i, j
_
u
0
i j
_
2
=:

C.
Instead of (3.12) now let us impose strengthened condition (3.15). Then we have
t
a

8x
2
C

(1 w
2
0
)
t
a

,
while the second inequalities in (4.17) and (4.18) are valid as before. Consequently, (4.9) holds as in the
proof of Lemma 4.5.
LEMMA 4.8 We recall the notation a b := min{a, b} and a b := max{a, b} and dene the numerical
entropy uxes Q
f
(k, u, v) := F(u k, v k) F(u k, v k) and Q
g
(k, u, v) := G(u k, v k)
G(u k, v k). Then Scheme 1 satises the cell entropy inequality:
1526

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

MOLLIFIED SCHEMES FOR TWO-DIMENSIONAL DEGENERATE PARABOLIC EQUATIONS
for all k R : |u
n+1
i j
k| |u
n
i j
k|

x
Q
f
(k, u
n
i j
, u
n
i +1, j
)

y
Q
g
(k, u
n
i j
, u
n
i, j +1
)
+2C

l=
w
l
_
| A
n
i +l, j
A(k)| | A
n
i j
A(k)| +| A
n
i, j +l
A(k)| | A
n
i j
A(k)|
_
. (4.20)
Proof. Replacing every occurrence of u
n
i j
in the denition of S
i j
(u
n
) (i.e., in the right-hand side of
(3.6)) by u
n
i j
k, we obtain the following identity, where u
n
k = {u
n
i j
k}
i, j Z
:
S
i j
(u
n
k) = u
n
i j
k

x
F(u
n
i j
k, u
n
i +1, j
k)

y
G(u
n
i j
k, u
n
i, j +1
k)
+2C

l=
w
l
_
A(u
n
i +l, j
k) A(u
n
i j
k)
_
+

l=
w
l
_
A(u
n
i, j +l
k) A(u
n
i j
k)
_
_
.
The same identity holds if every is replaced by , and we dene u
n
k = {u
n
i j
k}
i, j Z
. Sub-
tracting the second version from the rst, we get
S
i j
(u
n
k) S
i j
(u
n
k) = u
n
i j
k u
n
i j
k

x
Q
f
_
k, u
n
i j
, u
n
i +1, j
_

y
Q
g
_
k, u
n
i j
, u
n
i, j +1
_
+ 2C

l=
w
l
_
(A(u
n
i +l, j
k) A(u
n
i +l, j
k)) (A(u
n
i j
k) A(u
n
i j
k))
_
+

l=
w
l
_
(A(u
n
i, j +l
k) A(u
n
i, j +l
k))
(A(u
n
i j
k) A(u
n
i j
k))
_

. (4.21)
Since A is nondecreasing we can rewrite the right-hand side of (4.21) as that of (4.20). On the other
hand, due to the monotonicity of the scheme we have that
S
i j
(u
n
k) S
i j
(u
n
k) S
i j
(u
n
) k S
i j
(u
n
) k = |u
n+1
i j
k|. (4.22)
Combining (4.21) and (4.22) we arrive at the desired entropy inequality (4.20).
LEMMA 4.9 Scheme 2 satises the cell entropy inequality:
for all k R : |u
n+1
i j
k| |u
n
i j
k|

x
Q
f
(k, u
n
i j
, u
n
i +1, j
)

y
Q
g
(k, u
n
i j
, u
n
i, j +1
)
+2C

p,q=
w
p
w
q
| A
n
i +p, j +q
A(k)| | A
n
i j
A(k)|

. (4.23)
Proof. The proof is similar to that of Lemma 4.8 if we take into account that

S
i j
(u
n
k)

S
i j
(u
n
k)
=

u
n
i j
k

x
Q
f
_
k, u
n
i j
, u
n
i +1, j
_

y
Q
g
_
k, u
n
i j
, u
n
i, j +1
_
+2C

p,q=
w
p
w
q
_
A(u
n
i +p, j +q
k) A(u
n
i +p, j +q
k)
_

_
A(u
n
i j
k) A(u
n
i j
k)
_
_
.

1527

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

C. D. ACOSTA AND R. B

URGER
We are now in a position to conclude the proof of the main result, Theorem 3.3.
Proof of Theorem 3.3. From Lemma 4.3 we deduce that
u

(, t )
L
1
(R
2
)
C
1
, u

(, t )
L

(R
2
)
C
1
, |u

(, t )|
BV(R
2
)
C
1
, (4.24)
where C
1
is a constant that does not depend on . In view of the uniform L
1
and BV estimates in
(4.24) and (4.6) in Lemma 4.4, we may appeal to Lemma 2.3 to conclude that {u

}
>0
is compact in
L
1
loc
(
T
), and any limit point u (obtained as 0) will satisfy items (1) and (4) in Denition 2.1.
We prove that u satises the entropy inequality (2.4) by a standard LaxWendroff-type argument;
namely, we choose a non-negative test function C

(
T
) with compact support on R
2
[0, T), mul-
tiply the discrete entropy inequalities for Schemes 1 and 2, (4.20) and (4.23), respectively, by x
2

n
i j
,
where
n
i j
= (x
i
, y
i
, t
n
), sum the result over i, j Z and n = 0, . . . , N 1, apply summation by
parts, and let 0. Details are omitted here (see, e.g., Evje & Karlsen, 2000; Karlsen & Risebro, 2001;
Acosta et al., 2012), but we will explicitly perform the summation by parts for the mollication-based
discretizations of A(u).
As a slight extension of the calculus of Acosta et al. (2012), we here obtain for Scheme 1,
x
2
t

i, j,n
2C

x
2

l=
w
l
(| A
n
i +l, j
A(k)| | A
n
i j
A(k)| +| A
n
i, j +l
A(k)| | A
n
i j
A(k)|)

n
i j
= x
2
t

i, j,n
| A
n
i j
A(k)|
2C

x
2

l=
w
l

n
i l, j

n
i j
+

l=
w
l

n
i, j l

n
i j

= x
2
t

i, j,n
| A
n
i j
A(k)|
_

xx
(x
i
, y
j
, t
n
) +
yy
(x
i
, y
j
, t
n
)
_
+O(x
2
), (4.25)
while the analogous result for Scheme 2 is
x
2
t
N1

n=0
2C

x
2

p,q=
w
p
w
q

i, j
(| A
n
i +p, j +q
A(k)| | A
n
i j
A(k)|)
n
i j
= x
2
t
N1

n=0
2C

x
2

p,q=
w
p
w
q

i, j
| A
n
i j
A(k)|(
n
i p, j q

n
i j
)
= x
2
t

i, j,n
| A
n
i j
A(k)|
2C

x
2
_
[J
2

(, , t
n
)]
i j
(x
i
, y
j
, t
n
)
_
= x
2
t

i, j,n
| A
n
i j
A(k)|
_

xx
(x
i
, y
j
, t
n
) +
yy
(x
i
, y
j
, t
n
)
_
+O(x
2
). (4.26)
In both calculations, (4.25) and (4.26), we use that w
p
= w
p
for p = 0, . . . , and that is smooth,
so (3.3) holds for G = . Clearly, both expressions duly converge to
__

T
| A(u) A(k)| dt dx dy
as 0.
It remains to prove that a limit u of {u

}
>0
satises item (3) of Denition 2.1. This will be done
by deriving a weak BV estimate (see Champier et al., 1993; Eymard et al., 1998a,b; Af & Amaziane,
2002). To this end, we may directly follow the analysis by Karlsen & Risebro (2001) to deduce from the
1528

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

MOLLIFIED SCHEMES FOR TWO-DIMENSIONAL DEGENERATE PARABOLIC EQUATIONS
weak space estimate (4.9) that there exists a constant C > 0, independent of , such that
A(u

( + y, )) A(u

(, ))
L
2
(
T
)
C(|y| +x).
The weak space estimate and the difference schemes themselves can be employed to prove that A(u

)
is also L
2
continuous in time. To this end, let n(t ) N
0
be chosen such that t [t
n(t )
, t
n(t )+1
). Then
__

T
_
A(u

(x, t +)) A(u

(x, t ))
_
2
dt dx a

_
T
0
B(t ) dt,
where we dene
B(t ) := x
2

i, j
(A
n(t +)
i j
A
n(t )
i j
)(u
n(t +)
i j
u
n(t )
i j
) =
n(t +)1

n=n(t )
Q
n
(t ),
Q
n
(t ) := x
2

i, j
(A
n(t +)
i j
A
n(t )
i j
)(u
n+1
i j
u
n
i j
).
Now consider Scheme 1. Then Q
n
(t ) =

Q
n
(t ) + Q
1
n
(t ), where

Q
n
(t ) = xt

i, j
_
A
n(t +)
i j
A
n(t )
i j
_ _

+
x
F
n
i 1/2, j
+
+
y
G
n
i, j 1/2
_
,
Q
1
n
(t ) = 2t C

i, j
(A
n(t +)
i j
A
n(t )
i j
)([J
x

A
n
]
i j
+[J
y

A
n
]
i j
2A
n
i j
).
By summation by parts we obtain

Q
n
(t ) = xt

i, j
_

+
x
(A
n(t +)
i j
A
n(t )
i j
)F
n
i 1/2, j
+
+
y
(A
n(t +)
i j
A
n(t )
i j
)G
n
i, j 1/2
_
.
Consequently,
|

Q
n
(t )| x
2
t

i, j
_
_
F
n
i 1/2, j
_
2
+
_
G
n
i, j 1/2
_
2
_
+
t
2

i, j
_
_

+
x
A
n(t +)
i j
_
2
+
_

+
x
A
n(t )
i j
_
2
+
_

+
y
A
n(t +)
i j
_
2
+
_

+
y
A
n(t )
i j
_
2
_
,
so there exists a constant C
1
, independent of , such that
|

Q
n
(t )| C
1
t +
t
2

i, j
_
_

+
x
A
n(t +)
i j
_
2
+
_

+
x
A
n(t )
i j
_
2
+
_

+
y
A
n(t +)
i j
_
2
+
_

+
y
A
n(t )
i j
_
2
_
.
On the other hand, following (4.7) with
i j
replaced by A
n(t )
i j
and A
n(t +)
i j
, we get
|Q
1
n
(t )| = t

i, j
_
(
+
x
A
n
i j
)(
+
x
A
n(t +)
i j

+
x
A
n(t )
i j
) +(
+
y
A
n
i j
)(
+
y
A
n(t +)
i j

+
y
A
n(t )
i j
)
_

,
1529

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

C. D. ACOSTA AND R. B

URGER
which implies that

Q
1
n
(t )

t
2

i, j
_
(
+
x
A
n(t )
i j
)
2
+(
+
x
A
n(t +)
i j
)
2
+(
+
y
A
n(t )
i j
)
2
+(
+
y
A
n(t +)
i j
)
2
+2(
+
x
A
n
i j
)
2
+2(
+
y
A
n
i j
)
2
_
, (4.27)
and therefore,
|

Q
n
(t )| +|Q
1
n
(t )| C
1
t +t

i, j
_
(
+
x
A
n(t )
i j
)
2
+(
+
x
A
n(t +)
i j
)
2
+(
+
y
A
n(t )
i j
)
2
+(
+
y
A
n(t +)
i j
)
2
+(
+
x
A
n
i j
)
2
+(
+
y
A
n
i j
)
2
_
. (4.28)
Consequently,
_
T
0
B(t ) dt (T )C
1
t +
_
T
0
(B
1
(t ) + + B
6
(t )) dt,
B
1
(t ) :=
n(t +)1

n=n(t )
t

i, j
(
+
x
A
n(t )
i j
)
2
,
and B
2
(t ), . . . , B
6
(t ) are dened similarly according to the summands in (4.28). In view of (4.9), we get
_
T
0
B
1
(t ) dt =
_
T
0
_
t

i, j
n(t +)1

n=n(t )
(
+
x
A
n(t )
i j
)
2
_
dt =
Nn()

m=0
t
2

i, j
n(t
m
+)1

n=m
_

+
x
A
n(t
m
)
i j
_
2
n()t

t x
2

i, j,n
_

+
x
A
n
i j
x
_
2

C( +t ),
where C does not depend on t . Analogous inequalities hold for B
2
, B
3
and B
4
. On the other hand,
_
T
0
B
5
(t ) dt
Nn()

m=0
t
2
n(t
m
+)1

n=m

i, j
_

+
x
A
n
i j
_
2
t
n()1

k=0

t x
2

i, j,n
_

+
x
A
n
i j
x
_
2

C( +t ).
An analogous bound holds for the corresponding integral over B
6
. We conclude that
_
T
0
B(t ) dt C(t +),
and therefore, the following bound holds for approximate solutions u

generated by Scheme 1:
A(u

(, +)) A(u

(, ))
L
2
(R
2
(0,T))
C

t +. (4.29)
1530

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

MOLLIFIED SCHEMES FOR TWO-DIMENSIONAL DEGENERATE PARABOLIC EQUATIONS
To deal with Scheme 2, note that in this case Q
n
(t ) =

Q
n
(t ) + Q
2
n
(t ), where

Q
n
(t ) is dened above,
and
Q
2
n
(t ) := 2t C

i, j
(A
n(t +)
i j
A
n(t )
i j
)([J
2

A
n
]
i j
A
n
i j
).
Following (4.8) with
i j
replaced by A
n(t )
i j
and A
n(t +)
i j
we obtain that (4.27) remains valid with Q
1
n
(t )
replaced by Q
2
n
(t ), so following exactly the same steps as for Scheme 1 we may deduce that (4.29)
also holds for Scheme 2. In view of Lemma 2.4 we conclude that for both schemes, A(u

) converges
strongly in L
2
loc
(R
2
(0, T)) to a limit

A as 0, with

A L
2
(0, T; H
1
(R
2
)). In light of the strong
convergence u

u a.e., we conclude that

A = A(u), so the limit function u also satises (3) of
Denition 2.1.
5. Numerical examples
We now present some numerical examples to evaluate the performance of Schemes 1 and 2, (3.6) and
(3.7), versus the basic scheme (3.5). We use the weights given in Table 1 and select the values = 3,
= 8 and = 12 for comparison. Examples 1 and 2 (taken from Cecchi & Pirozzi, 2005) are two-
dimensional linear convectiondiffusion problems with a known exact solution and are used for accu-
racy and order comparisons. Next we present two nonlinear problems, Examples 3 and 4, which were
suggested by Karlsen & Risebro (1997) as tests for multidimensional nonlinear convectiondiffusion
problems. Finally, Example 5 for a strongly degenerate parabolic equation was taken from Holden et al.
(2000). The convergence analysis is related to the initial value problem, but numerical computations can
be performed on a nite domain only and require that we impose boundary conditions. For simplicity,
the numerical examples have been chosen in such a way that zero can be used as an approximate (in
Examples 14) or exact (in Example 5) solution value whenever a stencil includes points that are located
outside the nite domain of interest.
In all examples, t is chosen such that the respective strengthened CFL condition, (3.13), (3.14)
or (3.15), is satised with 1 = 0.98. The plots and tables of errors and illustrations of numerical
solutions are taken at the respective nal times t = T. The numerical results are discussed in Section 6.
5.1 Examples 1 and 2: Accuracy and order
In Example 1 we consider the two-dimensional linear convectiondiffusion equation (1.6) for (x, y)
[0, 2]
2
and 0 < t T = 1 along with u
0
(x, y) = sin x sin y. This problem has the exact solution
u(x, y, t ) = exp(2
0
t ) sin(x t ) sin(y t ). Here we use the parameter value
0
= 1/2. The results
are summarized in Fig. 1(a). Table 3 provides the error history for = 8.
In Example 2 we consider (1.6) for (x, y) [0, 3]
2
and 0 < t T = 1 along with the initial datum
u(x, y, 0) = u
0
(x, y) = exp
_

(x 1)
2
+(y 1)
2
4
0
_
.
The exact solution of the initial value problem is now given by
u(x, y, t ) =
1
1 +t
exp
_

(x (1 +t ))
2
+(y (1 +t ))
2
4
0
(1 +t )
_
.
Here we employ the parameter value
0
= 1/16. See Fig. 1(b) for a summary of the numerical results.
1531

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

C. D. ACOSTA AND R. B

URGER
FIG. 1. (a) Example 1, (b) 2, (c) 3 and (d) 4: CPU time versus L
1
error, corresponding to the numerical solution at nal time t = T
in each example.
TABLE 3 Example 1: L
1
relative errors (L
1
-re), convergence rates (L
1
-cr) and CPU times (CPU (s))
Scheme 1, = 8 Scheme 2, = 8 Basic scheme
x L
1
-re L
1
-cr CPU(s) L
1
-re L
1
-cr CPU(s) L
1
-re L
1
-cr CPU(s)
/16 0.0886 0.145 0.0666 0.153 0.1194 0.197
/32 0.0538 0.7208 0.451 0.0477 0.4822 0.485 0.0661 0.8523 0.684
/64 0.0297 0.8568 2.224 0.0281 0.7643 2.387 0.0348 0.9274 3.963
/128 0.0156 0.9281 16.83 0.0152 0.8861 16.73 0.0178 0.9625 37.09
/256 0.0080 0.9637 270.1 0.0079 0.9443 279.0 0.0090 0.9813 679.6
5.2 Examples 3 and 4: Nonlinear, nondegenerate convectiondiffusion problems
In Example 3 we focus on the nonlinear problem
u
t
+(u +(u 0.25)
3
)
x
(u +u
2
)
y
=
0
(u
xx
+u
yy
), (x, y) [2, 4]
2
, (5.1)
0 < t T = 0.5,
0
= 0.1,
u
0
(x, y) =
_
1 for (x 0.25)
2
+(y 0.25)
2
< 5,
0 otherwise.
(5.2)
1532

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

MOLLIFIED SCHEMES FOR TWO-DIMENSIONAL DEGENERATE PARABOLIC EQUATIONS
FIG. 2. (a) Example 3: (left) numerical solution computed by Scheme 1, (3.6), with = 8 and x = 1/20, (right) reference
solution; (b) Example 4: (left) numerical solution computed by Scheme 2, (3.7), with = 8 and x = 1/40, (right) reference
solution. In both examples, the reference solution is computed by the basic scheme with x = 1/480.
TABLE 4 Example 3: L
1
relative errors (L
1
-re), convergence rates (L
1
-cr) and CPU times (CPU (s))
Scheme 1, = 3 Scheme 2, = 3 Basic scheme
x L
1
-re L
1
-cr CPU(s) L
1
-re L
1
-cr CPU(s) L
1
-re L
1
-cr CPU(s))
1/20 0.0968 2.537 0.0967 2.925 0.0975 2.464
1/30 0.0651 0.9784 8.119 0.0651 0.9759 9.640 0.0655 0.9811 8.263
1/40 0.0490 0.9876 21.99 0.0490 0.9876 23.62 0.0492 0.9947 21.57
1/60 0.0316 1.0819 83.72 0.0317 1.0741 95.39 0.0318 1.0764 97.21
1/80 0.0229 1.1282 247.4 0.0229 1.1267 268.3 0.0230 1.1290 299.2
1/96 0.0184 1.2045 510.5 0.0184 1.2035 585.1 0.0184 1.2058 552.4
1/120 0.0139 1.2605 1209 0.0139 1.2596 1358 0.0139 1.2611 1355
Here and in Examples 4 and 5, the reference solution is computed by the basic scheme (3.5) using
x = 1/480. A sample numerical solution of the problem, together with the reference solution, is
shown in Fig. 2(a). The results concerning convergence are summarized in Fig. 1(c). Moreover, we
include detailed information on the convergence history for all three parameters, = 3, = 8 and
= 12 (see Tables 4 and 5).
Note that in addition to the information in Tables 4 and 5, Fig. 1(c) also includes data points obtained
for x = 1/24, 1/32 and 1/48.
In Example 4 we consider the BuckleyLeverett-type problem
u
t
+ f (u)
x
+ g (u)
y
=
0
(u
xx
+u
yy
), (x, y) [3, 3]
2
, 0 < t T = 1,
g(u) =
u
2
u
2
+(1 u)
2
, f (u) = g(u)
_
1 5(1 u)
2
_
with the parameter
0
= 0.1 and the initial datum (5.2). Figure 2(b) shows a sample numerical solution
of the problem together with the reference solution. The convergence history is summarized in Fig. 1(d).
1533

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

C. D. ACOSTA AND R. B

URGER
T
A
B
L
E
5
E
x
a
m
p
l
e
3
:
L
1
r
e
l
a
t
i
v
e
e
r
r
o
r
s
(
L
1
-
r
e
)
,
c
o
n
v
e
r
g
e
n
c
e
r
a
t
e
s
(
L
1
-
c
r
)
a
n
d
C
P
U
t
i
m
e
s
(
C
P
U
(
s
)
)
(
c
o
n
t
i
n
u
e
d
)
.
T
h
e
c
o
r
r
e
s
p
o
n
d
i
n
g
r
e
s
u
l
t
s
f
o
r
t
h
e
b
a
s
i
c
s
c
h
e
m
e
a
r
e
g
i
v
e
n
i
n
T
a
b
l
e
4
S
c
h
e
m
e
1
,

=
8
S
c
h
e
m
e
2
,

=
8
S
c
h
e
m
e
1
,

=
1
2
S
c
h
e
m
e
2
,

=
1
2

x
L
1
-
r
e
L
1
-
c
r
C
P
U
(
s
)
L
1
-
r
e
L
1
-
c
r
C
P
U
(
s
)
L
1
-
r
e
L
1
-
c
r
C
P
U
(
s
)
L
1
-
r
e
L
1
-
c
r
C
P
U
(
s
)
1
/
2
0
0
.
0
9
2
7

2
.
8
9
2
0
.
0
9
1
3

2
.
7
4
5
0
.
0
8
7
8

2
.
7
8
6
0
.
0
8
4
9

2
.
6
8
7
1
/
3
0
0
.
0
6
2
9
0
.
9
5
6
5
8
.
6
3
2
0
.
0
6
2
2
0
.
9
4
6
6
8
.
1
7
4
0
.
0
6
0
5
0
.
9
1
8
5
8
.
7
6
2
0
.
0
5
9
0
0
.
8
9
7
6
8
.
1
5
4
1
/
4
0
0
.
0
4
7
4
0
.
9
8
3
5
1
8
.
5
9
0
.
0
4
7
0
0
.
9
7
4
0
1
8
.
6
8
0
.
0
4
5
7
0
.
9
7
5
2
1
9
.
2
4
0
.
0
4
4
8
0
.
9
5
7
1
1
5
.
4
3
1
/
6
0
0
.
0
3
0
8
1
.
0
6
3
2
6
7
.
7
5
0
.
0
3
0
6
1
.
0
5
8
4
6
5
.
0
7
0
.
0
2
9
9
1
.
0
4
6
3
5
5
.
3
6
0
.
0
2
9
5
1
.
0
3
0
5
5
7
.
6
5
1
/
8
0
0
.
0
2
2
3
1
.
1
2
2
5
1
7
0
.
8
0
.
0
2
2
2
1
.
1
1
7
1
1
6
7
.
1
0
.
0
2
1
8
1
.
1
0
9
9
1
6
2
.
3
0
.
0
2
1
5
1
.
1
0
0
1
1
3
4
.
5
1
/
9
6
0
.
0
1
7
9
1
.
1
9
7
5
3
4
1
.
5
0
.
0
1
7
9
1
.
1
9
2
3
3
2
0
.
1
0
.
0
1
7
5
1
.
1
8
3
7
2
7
6
.
3
0
.
0
1
7
4
1
.
1
7
4
0
2
6
6
.
2
1
/
1
2
0
0
.
0
1
3
5
1
.
2
5
9
4
7
3
6
.
5
0
.
0
1
3
5
1
.
2
5
5
3
6
4
7
.
0
0
.
0
1
3
3
1
.
2
5
3
9
6
0
5
.
2
0
.
0
1
3
1
1
.
2
4
6
9
5
9
9
.
3
1534

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

MOLLIFIED SCHEMES FOR TWO-DIMENSIONAL DEGENERATE PARABOLIC EQUATIONS
FIG. 3. Example 5: numerical solution computed with (a) Scheme 1 with = 3 and x = 1/60; enlarged views of diagonals
of the numerical solution computed with (b) Scheme 1 with = 3, 8, 12 and x = 1/60, (c) Scheme 1 with = 3 and
x = 1/40, 1/80 and 1/120; (d) CPU time versus approximate L
1
error.
TABLE 6 Example 5: L
1
relative errors (L
1
-re), convergence rates (L
1
-cr) and CPU times (CPU (s))
Scheme 1, = 3 Scheme 2, = 3 Basic scheme
x L
1
-re L
1
-cr CPU (s) L
1
-re L
1
-cr CPU (s) L
1
-re L
1
-cr CPU (s)
1/20 0.0958 0.774 0.0986 0.864 0.0901 0.720
1/30 0.0673 0.8709 1.632 0.0695 0.8626 1.851 0.0630 0.8824 1.562
1/40 0.0505 0.9983 3.117 0.0520 1.0083 3.567 0.0475 0.9817 2.988
1/60 0.0341 0.9685 9.245 0.0352 0.9623 10.86 0.0319 0.9819 11.92
1/80 0.0251 1.0645 21.55 0.0259 1.0691 26.16 0.0234 1.0684 31.71
1/96 0.0203 1.1833 40.31 0.0209 1.1789 55.94 0.0189 1.1737 65.75
1/120 0.0162 0.9982 89.49 0.0167 0.9963 124.2 0.0150 1.0387 163.2
5.3 Example 5: Strongly degenerate parabolic problem
Consider the Burgers-like equation
u
t
+(u
2
)
x
+(u
2
)
y
= A(u), (x, y) [1.5, 1.5]
2
, 0 < t T = 0.5, (5.3)
where A(u) is dened by (1.3) with a(u) = 0.1 for |u| 0.25 and a(u) = 0 otherwise (so (5.3) is
strongly degenerate parabolic) with zero boundary conditions. The initial condition is given by
1535

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

C. D. ACOSTA AND R. B

URGER
T
A
B
L
E
7
E
x
a
m
p
l
e
5
:
L
1
r
e
l
a
t
i
v
e
e
r
r
o
r
s
(
L
1
-
r
e
)
,
c
o
n
v
e
r
g
e
n
c
e
r
a
t
e
s
(
L
1
-
c
r
)
a
n
d
C
P
U
t
i
m
e
s
(
c
o
n
t
i
n
u
e
d
)
.
T
h
e
c
o
r
r
e
s
p
o
n
d
i
n
g
r
e
s
u
l
t
s
f
o
r
t
h
e
b
a
s
i
c
s
c
h
e
m
e
a
r
e
g
i
v
e
n
i
n
T
a
b
l
e
6
S
c
h
e
m
e
1
,

=
8
S
c
h
e
m
e
2
,

=
8
S
c
h
e
m
e
1
,

=
1
2
S
c
h
e
m
e
2
,

=
1
2

x
L
1
-
r
e
L
1
-
c
r
C
P
U
(
s
)
L
1
-
r
e
L
1
-
c
r
C
P
U
(
s
)
L
1
-
r
e
L
1
-
c
r
C
P
U
(
s
)
L
1
-
r
e
L
1
-
c
r
C
P
U
(
s
)
1
/
2
0
0
.
1
2
1
0

0
.
6
8
5
0
.
1
3
4
3

0
.
6
7
7
0
.
1
4
7
9

0
.
6
9
4
0
.
1
7
2
3

0
.
6
7
1
1
/
3
0
0
.
0
8
5
8
0
.
8
4
7
8
1
.
4
1
1
0
.
0
9
3
9
0
.
8
8
2
6
1
.
4
2
8
0
.
1
0
4
8
0
.
8
4
9
6
1
.
4
9
4
0
.
1
2
0
4
0
.
8
8
4
0
1
.
4
0
4
1
/
4
0
0
.
0
6
4
7
0
.
9
8
1
1
2
.
6
0
7
0
.
0
7
0
2
1
.
0
1
1
1
2
.
6
0
2
0
.
0
7
8
6
1
.
0
0
0
0
2
.
7
6
5
0
.
0
8
9
2
1
.
0
4
2
6
2
.
4
6
1
1
/
6
0
0
.
0
4
4
5
0
.
9
2
3
1
7
.
2
3
1
0
.
0
4
8
1
0
.
9
3
2
4
7
.
2
7
5
0
.
0
5
4
2
0
.
9
1
6
7
7
.
6
6
8
0
.
0
6
0
7
0
.
9
4
9
4
6
.
2
8
7
1
/
8
0
0
.
0
3
3
0
1
.
0
3
7
5
1
5
.
8
5
0
.
0
3
5
7
1
.
0
4
1
0
1
4
.
5
3
0
.
0
4
0
5
1
.
0
1
5
7
1
6
.
6
4
0
.
0
4
5
1
1
.
0
3
1
6
1
3
.
1
2
1
/
9
6
0
.
0
2
6
8
1
.
1
4
3
3
2
8
.
1
6
0
.
0
2
9
0
1
.
1
3
8
3
2
4
.
7
7
0
.
0
3
3
0
1
.
1
2
0
0
2
8
.
7
3
0
.
0
3
6
8
1
.
1
1
5
8
2
1
.
9
8
1
/
1
2
0
0
.
0
2
1
8
0
.
9
2
1
3
6
3
.
7
2
0
.
0
2
3
6
0
.
9
2
2
5
5
1
.
3
3
0
.
0
2
7
1
0
.
8
8
2
3
5
7
.
3
4
0
.
0
3
0
2
0
.
8
9
6
7
4
3
.
9
8
1536

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

MOLLIFIED SCHEMES FOR TWO-DIMENSIONAL DEGENERATE PARABOLIC EQUATIONS
u
0
(x, y) =

1 for (x 0.5)
2
+(y 0.5)
2
< 0.16,
1 for (x +0.4)
2
+(y +0.4)
2
< 0.16,
0 otherwise.
Figure 3(a) shows a sample numerical solution. Figures 3(b, c) present cuts of the numerical solutions
for x = 1/60 and different values of , and for = 3 and different values of x, respectively. Tables 6
and 7 provide error histories for = 3, = 8 and = 12. Figure 3(d) summarizes this information
graphically.
6. Conclusions
The analysis of Section 4 shows that Schemes 1 and 2 converge to the unique entropy solution of (1.1),
(1.2). It only relies on the generic properties of the mollication weights specied in Section 3.1 and does
not depend on the particular way in which these are generated. Clearly, simpler versions of the present
proofs will cover the one-dimensional case; on the other hand, the analysis could be extended to a gen-
eral number of space dimensions and convective uxes that depend on position (see Karlsen & Risebro,
2001). For the one-dimensional case, our solution concept differs from that of Acosta et al. (2012).
The one-dimensional analogue of item (3) of Denition 2.1 implies the requirement A(u)
x
L
2
(
T
),
while Acosta et al. (2012) require that A(u) C
1,1/2
(
T
),
T
:= R (0, T), which calls for a uni-
form L

bound on A(u

)
x
. In Acosta et al. (2012, Lemma 3.5) this bound is established but appears
to be feasible only under restrictions on such as 5 for the weights in Table 1. On the other hand,
Acosta et al. (2012) seek solutions in BV(
T
), which require an L
1
-Lipschitz-continuity-in-time bound
(Acosta et al., 2012, Lemma 3.3); the proof of this bound depends, in turn, on a uniform bound of the
spatial total variation of A(u
0
)
x
. None of the two restrictions appears in the present analysis. However,
the nal CFL condition imposed by Acosta et al. (2012) is analogous to the milder condition (3.11)
(obviously, with the term g

not present in one dimension and a coefcient 2 instead of 4), while

the present analysis relies on strengthened CFL conditions.
Concerning the numerical results, consider for a moment the CPU times only. We observe that
for = 3, Schemes 1 and 2 generate little saving in CPU time (compared with the basic scheme),
and in some instances Scheme 2 or even both mollied schemes are slower (always considering the
same value of x) as can be seen in Tables 4 or 6. This is in agreement with the entries for = 3
in Table 2. In fact, for Scheme 2,
2
3
= 1.0379 > 1 means that t even has to be slightly smaller
than for the basic scheme. Thus, for the present choice of weights w
i
, one can in general not ex-
pect any improvement for Scheme 2 and = 3 if t is chosen according to (3.15). For = 8
and = 12, the CPU times for Schemes 1 and 2 are substantially smaller than those of the basic
scheme, with the exception of large values of x. This trend is evident in Tables 3, 5 and 7. Moreover,
the CPU times for = 12 become consistently smaller than those for = 8 as x is decreased.
For example, the two last lines of Tables 5 and 7 for = 12, corresponding to x = 1/96 and
x = 1/120, indicate a factor of acceleration (compared with the basic scheme) ranging between
2.00 and 3.71. This is remarkable since although the maximal factor by which t can be increased
is 1/
1
12
= 10.12 and 1/
2
12
= 8.92 for Schemes 1 and 2, respectively, the evaluation of A(u) for
each of these schemes is based on a stencil of 4 + 1 = 49 and (2 + 1)
2
= 625 points, respectively.
On the other hand, the size of x inuences the difference in speed between the schemes tested be-
cause on coarse grids the CFL condition is dominated by the hyperbolic part. Thus, the signicance of
the advantage of working with (3.14) or (3.15) with
1

< 1 or
2

< 1 instead of (3.13) increases with

x 0.
1537

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

C. D. ACOSTA AND R. B

URGER
Let us now relate the CPU times to the observed exact or approximate relative L
1
errors. First of all,
the observed L
1
convergence rates are consistent with the rst-order accuracy of all schemes. Moreover,
for Examples 14, the errors for the mollied versions are, for a given value of x, slightly larger, but
in general very close to those of the basic scheme. For Example 5, which has a discontinuous exact
solution, the error produced by the mollied versions can become twice as large as that of the basic
scheme as can be seen, for example, in the case of Scheme 2 with = 12 and x = 1/120 or 1/20
for Example 5 (see Table 7). Of course, Scheme 2 generates the solution in only 27% of the CPU
time required by the basic scheme. To assess which scheme is most efcient, i.e., which scheme re-
duces the error below a given threshold in the shortest time, we have plotted the error histories of all
runs in L
1
error versus CPU time diagrams; see Fig. 1 for Examples 14 and Fig. 3(d) for Exam-
ple 5. In each diagram the graph that is lowest, at least for small errors and large CPU times (cor-
responding to small x) corresponds to the most efcient method. In this sense, we conclude from
the plots of Fig. 1 that for these examples, the schemes for = 8 or = 12 are always more ef-
cient than the basic scheme or Scheme 1 or 2 for = 3. On the other hand, Fig. 3(d) indicates that
for Example 5, these schemes (with the exception of Scheme 1 for = 3 and small x) are always
slightly less efcient than the basic scheme. This is most likely related to the nonsmooth nature of the
solution.
To put this observation into the proper perspective, let us recall that we are using a given set
of weights to be consistent with previous work (see Section 3.1). An interesting area for further re-
search would be to investigate how to construct the family of weights optimally for a given PDE.
In other words, a change in the weights possibly improves the performance of Schemes 1 and 2
for degenerate problems (such as our Example 5), and these schemes could eventually turn out
to be more efcient than the basic scheme. On the other hand, for certain applications, the use
of a larger time step through a mollied scheme is an asset even if the scheme is not more ef-
cient. For example, the solution of certain parameter identication problems for strongly degener-
ate parabolic equations by the adjoint equation method (see, e.g., Coronel et al., 2003) requires the
storage of the full numerical solution of the direct problem as a function of time and space. Ev-
idently, the storage space requirements would be decreased by the factor that the time step can be
increased.
In addition, when using any regularization procedure the choice of the right amount of smoothing
is always a key issue. When increasing , not only the smoothing effect of the mollication operator
is increased but also the stencil being considered and the admissible value of t . Thus, increasing the
stencil allows for larger values of t . Now, in fact, if u
n
j
is in a u intervals where A

(u) = 0 and is
large enough for the stencil to include points where A

(u) = 0, then [J

A(u
n
)]
j
will not necessarily be
zero and this could lead to numerical diffusivity in the approximation. However, this phenomenon will
also appear in the three-point stencil of the basic schemes and this diffusivity will advance with each
iteration. In summary, mollied schemes introduce more diffusivity per iteration than the basic scheme,
but we need fewer iterations. To test this situation we have included gures of the performance in terms
of error versus CPU time (Figs 1 and 3(d)).
Clearly, the mollied schemes can be applied under suitable modications for (possibly degenerate)
convectiondiffusion equations whose diffusive part is given by A(u) in three or more space dimen-
sions and for weakly coupled systems of reactiondiffusion equations (Holden et al., 2003; Bendahmane
et al., 2009). However, in most applications of practical interest these equations are equipped with zero-
ux boundary conditions for which an appropriate discretization in terms of mollied schemes still
needs to be dened. Finally, we mention that for simplicity it is assumed that the parameter and the
weights employed are the same on all portions of the computational domain and at all times. It would
1538

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

MOLLIFIED SCHEMES FOR TWO-DIMENSIONAL DEGENERATE PARABOLIC EQUATIONS
be very interesting to make the effort to generate additional gains in accuracy, and savings in CPU
time, by choosing these parameters adaptively in response to local information on the smoothness of the
approximate solution.
Funding
Basal project PFB03 CMM, Universidad de Chile and Centro de Investigaci on en Ingeniera
Matem atica, Universidad de Concepci on; FONDECYT project 1090456 (both to C.D.A. and R.B.);
Universidad Nacional de Colombia, Vicerrectora de Investigaciones Project 20201006570 (to C.D.A.).
REFERENCES
ACOSTA, C. D., B URGER, R. & MEJIA, C. E. (2012) Monotone difference schemes stabilized by discrete molli-
cation for strongly degenerate parabolic equations. Numer. Methods Partial Differ. Eqn., 28, 3862.
ACOSTA, C. D. & MEJIA, C. E. (2008) Stabilization of explicit methods for convectiondiffusion problems by
discrete mollication. Comput. Math. Appl., 55, 363380.
ACOSTA, C. D. & MEJIA, C. E. (2009) Approximate solution of hyperbolic conservation laws by discrete molli-
cation. Appl. Numer. Math., 59, 22562265.
ACOSTA, C. D. & MEJIA, C. E. (2010) A mollication-based operator splitting method for convectiondiffusion
equations. Comput. Math. Appl., 59, 13971408.
AFIF, M. & AMAZIANE, B. (2002) Convergence of nite volume schemes for a degenerate convectiondiffusion
equation arising in ow in porous media. Comput. Methods Appl. Mech. Eng., 191, 52655286.
BENDAHMANE, M., B URGER, R., RUIZ-BAIER, R. & SCHNEIDER, K. (2009) Adaptive multiresolution schemes
with local time stepping for two-dimensional degenerate reactiondiffusion systems. Appl. Numer. Math., 59,
16681692.
BERRES, S., B URGER, R., KARLSEN, K. H. & TORY, E. M. (2003) Strongly degenerate parabolichyperbolic
systems modeling polydisperse sedimentation with compression. SIAM J. Appl. Math., 64, 4180.
BETANCOURT, F., B URGER, R. & KARLSEN, K. H. (2011) A strongly degenerate parabolic aggregation equation.
Commun. Math. Sci., 9, 711742.
B URGER, R., CORONEL, A. & SEP ULVEDA, M. (2006) A semi-implicit monotone difference scheme for
an initialboundary value problem of a strongly degenerate parabolic equation modelling sedimentation
consolidation processes. Math. Comput., 75, 91112.
B URGER, R. & KARLSEN, K. H. (2003) On a diffusively corrected kinematic-wave trafc model with changing
road surface conditions. Math. Models Methods Appl. Sci., 13, 17671799.
B URGER, R., KARLSEN, K. H. & TOWERS, J. D. (2005) A mathematical model of continuous sedimentation of
occulated suspensions in clarierthickener units. SIAM J. Appl. Math., 65, 882940.
CECCHI, M. & PIROZZI, M. (2005) High order nite difference numerical methods for time-dependent
convectiondominated problems. Appl. Numer. Math., 55, 334356.
CHAMPIER, S., GALLOU ET, T. & HERBIN, R. (1993) Convergence of an upstream nite volume scheme for a
nonlinear hyperbolic equation on a triangular mesh. Numer. Math., 66, 139157.
CORONEL, A., JAMES, F. & SEP ULVEDA, M. (2003) Numerical identication of parameters for a model of sedi-
mentation processes. Inverse Problems, 19, 951972.
CRANDALL, M. G. & MAJDA, A. (1980) Monotone difference approximations for scalar conservation laws. Math.
Comput., 34, 121.
ENGQUIST, B. & OSHER, S. (1981) One-sided difference approximations for nonlinear conservation laws. Math.
Comput., 36, 321351.
EVJE, S. & KARLSEN, K. H. (1999) Degenerate convectiondiffusion equations and implicit monotone difference
schemes. Hyperbolic Problems: Theory, Numerics, Applications (H. Freist uhler & G. Warnecke eds). Basel,
Switzerland: Birkh auser-Verlag, pp. 285294.
1539

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m

C. D. ACOSTA AND R. B

URGER
EVJE, S. & KARLSEN, K. H. (2000) Monotone difference approximations of BV solutions to degenerate
convectiondiffusion equations. SIAM J. Numer. Anal., 37, 18381860.
EYMARD, R., GALLOU ET, T., GHILANI, M. & HERBIN, R. (1998a) Error estimates for the approximate
solutions of a nonlinear hyperbolic equation given by nite volume schemes. IMA J. Numer. Anal.,
18, 563594.
EYMARD, R., GALLOU ET, T., HILHORST, D. & NAIT SLIMANE, Y. (1998b) Finite volumes and nonlinear diffu-
sion equations. RAIRO Mod el. Math. Anal. Num er., 32, 747761.
HARTEN, A., HYMAN, J. M. & LAX, P. D. (1976) On nite difference approximations and entropy conditions for
shocks. Commun. Pure Appl. Math., 29, 297322.
HOLDEN, H., KARLSEN, K. H. & LIE, K.-A. (2000) Operator splitting methods for degenerate convection
diffusion equations II: Numerical examples with emphasis on reservoir simulation and sedimentation. Comput.
Geosci., 4, 287322.
HOLDEN, H., KARLSEN, K. H., LIE, K.-A. & RISEBRO, N. H. (2010) Splitting Methods for Partial Differential
Equations with Rough Solutions. Zurich, Switzerland: European Mathematical Society.
HOLDEN, H., KARLSEN, K. H. & RISEBRO, N. H. (2003) On uniqueness and existence of entropy solutions of
weakly coupled systems of nonlinear degenerate parabolic equations. Electron. J. Differ. Equ., 46, 131.
HOLDEN, H. & RISEBRO, N. H. (2002) Front Tracking for Hyperbolic Conservation Laws. New York: Springer.
KARLSEN, K. H. & RISEBRO, N. H. (1997) An operator splitting method for nonlinear convectiondiffusion
equations. Numer. Math., 77, 365382.
KARLSEN, K. H. & RISEBRO, N. H. (2001) Convergence of nite difference schemes for viscous and inviscid
conservation laws with rough coefcients. M2AN Math. Model. Numer. Anal., 35, 239269.
KARLSEN, K. H. & RISEBRO, N. H. (2003) On the uniqueness and stability of entropy solutions of nonlinear
degenerate parabolic equations with rough coefcients. Discrete Contin. Dyn. Syst., 9, 10811104.
KARLSEN, K. H., RISEBRO, N. H. & TOWERS, J. D. (2002) Upwind difference approximations for degenerate
parabolic convectiondiffusion equations with a discontinuous coefcient. IMA J. Numer. Anal., 22, 623664.
KARLSEN, K. H., RISEBRO, N. H. & TOWERS, J. D. (2003) L
1
stability for entropy solutions of nonlinear
degenerate parabolic convectiondiffusion equations with discontinuous coefcients. Skr. K. Nor. Vid. Selsk.,
3, 49 pp.
KRU ZKOV, S. N. (1969) Results on the nature of the continuity of solutions of parabolic equations, and certain
applications thereof. Math. Zametki, 6, 97108 (in Russian).
MEJIA, C. E. & MURIO, D. A. (1995) Numerical identication of diffusivity coefcient and initial condition by
discrete mollication. Comput. Math. Appl., 30, 3550.
MEJIA, C. E. & MURIO, D. A. (1996) Numerical solution of generalized IHCP by discrete mollication. Comput.
Math. Appl., 32, 3350.
MURIO, D. A. (1993) The Mollication Method and the Numerical Solution of Ill-Posed Problems. New York:
John Wiley.
MURIO, D. A. (2002) Mollication and space marching. Inverse Engineering Handbook (Woodbury, K. ed.). Boca
Raton, FL: CRC Press.
MURIO, D. A., MEJIA, C. E. & ZHAN, S. (2001) Some applications of the mollication method. Approximation,
Optimization and Mathematical Economics (Lassonde ed.). Physica, Heidelberg, Germany.
ROUVRE, E. & GAGNEUX, G. (1999) Solution forte entropique de lois scalaires hyperboliquesparaboliques
d eg en er ees. C. R. Acad. Sci. Paris S er. I, 329, 599602.
1540

a
t

B
I
U
S

J
u
s
s
i
e
u

o
n

O
c
t
o
b
e
r

1
2
,

2
0
1
2
h
t
t
p
:
/
/
i
m
a
j
n
a
.
o
x
f
o
r
d
j
o
u
r
n
a
l
s
.
o
r
g
/
D
o
w
n
l
o
a
d
e
d

f
r
o
m