线性Boussinesq方程的四阶紧致差分格式

基于紧致差分方法,推导出一个时间和空间方向均为四阶精度的三层隐式紧致格式,并采用Fourier分析法给出了格式的稳定性条件.最后,数值例子验证了所给出来的格式的精度和可靠性.     

求解对流扩散反应方程的四阶混合紧致差分方法

针对一维对流扩散反应方程,基于对流扩散方程的四阶指数型紧致差分格式,以及一阶导数的四阶Padé公式,发展了一种高效求解对流扩散反应方程的混合型四阶紧致差分格式.数值实验结果验证了格式对于边界层问题或大雷诺数或大Pelect数的大梯度问题的求解的高精度和鲁棒性的优点.     

求解对流扩散方程的一致四阶紧致格式

目前,许多高精度差分格式,由于未成功地构造与其精度匹配的稳定的边界格式,不得不采用低精度的边界格式.本文针对对流扩散方程证明了存在一致四阶紧致格式,它的边界点的计算格式和内点的计算格式的截断误差主项保持一致,给出了具体内点和边界格式;并分析了此半离散格式的渐近稳定性.数值结果表明该格式是四阶精度;在对流占优情况下,本文边界格式的数值结果比四阶精度的显式差分格式的的数值结果的数值振荡小,取得了不错的效果,理论结果得到了数值验证;驱动方腔数值结果显示,本文对N-S方程的离散格式具有很好的可靠性,适合对复杂流体流动的数值模拟和研究.     

二维分数阶发展型方程的正式的二阶BDF交替方向隐式紧致差分格式

该文将研究二维分数阶发展型方程的正式的二阶向后微分公式(BDF)的交替方向隐式(ADI)紧致差分格式.在时间方向上用二阶向后微分公式离散一阶时间导数,积分项用二阶卷积求积公式近似,在空间方向上用四阶精度的紧致差分离散二阶空间导数得到全离散紧致差分格式.基于与卷积求积相对应的实二次型的非负性,利用能量方法研究了差分格式的稳定性和收敛性,理论结果表明紧致差分格式的收敛阶为O(k~(a+1)+h_1~4+h_2~4),其中k为时间步长,h_1和h_2分别是空间x和y方向的步长.最后,数值算例验证了理论分析的正确性.     

广义sine-Gordon方程高精度隐式紧致差分方法

本文研究一类二维非线性的广义sine-Gordon(简称SG)方程的有限差分格式.首先构造三层时间的紧致交替方向隐式差分格式,并用能量分析法证明格式具有二阶时间精度和四阶空间精度.然后应用改进的Richardson外推算法将时间精度提高到四阶.最后,数值算例证实改进后的算法在空间和时间上均达到四阶精度.     

RLW-KdV方程的高阶紧致有限差分格式（英文）

对RLW-KdV方程提出一种新的四阶精度紧致有限差分格式.用离散能量法证明差分格式的能量守恒性、可解性、收敛性和稳定性.在离散L~∞-范数下,所建格式在空间上四阶收敛且在时间上二阶收敛.通过两个数值算例验证了该格式的有效性和可靠性.     

求解一维对流方程的高精度紧致差分格式

本文提出数值求解一维对流方程的一种两层隐式紧致差分格式,采用泰勒级数展开法以及对截断误差余项中的三阶导数进行修正的方法对时间和空间导数进行离散.格式的截断误差为O(τ~4+τ~2h~2+h~4),即该格式在时间和空间上均可达到四阶精度.利用von Neumann方法分析得到该格式是无条件稳定的.通过数值实验验证了本文格式的精确性和稳定性.     

三维泊松方程基于Richardson外推法的高阶紧致差分方法

基于Richardson外推法提出了数值求解三维泊松方程的高阶紧致差分方法.方法通过利用四阶和六阶紧致差分格式,分别在细网格和粗网格上求解,然后利用Richardson外推技术和算子插值方法,得到三维泊松方程在细网格上的六阶和八阶精度的数值解.数值实验结果验证了该方法的精确性和有效性.     

求解一维非定常对流扩散反应方程的高精度紧致差分格式

提出了数值求解一维非定常对流扩散反应方程的一种高精度紧致隐式差分格式,其截断误差为O(τ~4+τ~2h~2+h~4),即格式整体具有四阶精度.差分方程在每一时间层上只用到了三个网格节点,所形成的代数方程组为三对角型,可采用追赶法进行求解,最后通过数值算例验证了格式的精确性和可靠性.     

一维电磁波方程的四阶紧致差分格式

本文建立求解一维电磁波方程的四阶紧致差分格式,运用von Neumann法给出方法的稳定条件.运用能量法证明格式的收敛性.最后,数值例子验证了格式的有效性.     

Approximation of the solution and its derivative for the singularly perturbed Black-Scholes equation with nonsmooth initial data

A problem for the black-Scholes equation that arises in financial mathematics is reduced, by a transformation of variables, to the Cauchy problem for a singularly perturbed parabolic equation with the variables x, t and a perturbation parameter ɛ, ɛ ∈ (0, 1]. This problem has several singularities such as the unbounded domain, the piecewise smooth initial function (its first-order derivative in x has a discontinuity of the first kind at the point x = 0), an interior (moving in time) layer generated by the piecewise smooth initial function for small values of the parameter ɛ, etc. In this paper, a grid approximation of the solution and its first-order derivative is studied in a finite domain including the interior layer. On a uniform mesh, using the method of additive splitting of a singularity of the interior layer type, a special difference scheme is constructed that allows us to ɛ-uniformly approximate both the solution to the boundary value problem and its first-order derivative in x with convergence orders close to 1 and 0.5, respectively. The efficiency of the constructed scheme is illustrated by numerical experiments. The text was submitted by the authors in English.     

A sixth-order dual preserving algorithm for the Camassa-Holm equation

The paper presents a sixth-order numerical algorithm for studying the completely integrable Camassa-Holm (CH) equation. The proposed sixth-order accurate method preserves both the dispersion relation and the Hamiltonians of the CH equation. The CH equation in this study is written as an evolution equation, involving only the first-order spatial derivatives, coupled with the Helmholtz equation. We propose a two-step method that first solves the evolution equation by a sixth-order symplectic Runge-Kutta method and then solves the Helmholtz equation using a three-point sixth-order compact scheme. The first-order derivative terms in the first step are approximated by a sixth-order dispersion-relation-preserving scheme that preserves the physically inherent dispersive nature. The compact Helmholtz solver, on the other hand, allows us to use relatively few nodal points in a stencil, while achieving a higher-order accuracy. The sixth-order symplectic Runge-Kutta time integrator is preferable for an equation that possesses a Hamiltonian structure. We illustrate the ability of the proposed scheme by examining examples involving peakon or peakon-like solutions. We compare the computed solutions with exact solutions or asymptotic predictions. We also demonstrate the ability of the symplectic time integrator to preserve the Hamiltonians. Finally, via a smooth travelling wave problem, we compare the accuracy, elapsed computing time, and rate of convergence among the proposed method, a second-order two-step algorithm, and a completely integrable particle method.     

Iterative methods and high-order difference schemes for 2D elliptic problems with mixed derivative

We derive a fourth-order compact finite difference scheme for a two-dimensional elliptic problem with a mixed derivative and constant coefficients. We conduct experimental study on numerical solution of the problem discretized by the present compact scheme and the traditional second-order central difference scheme. We study the computed accuracy achieved by each scheme and the performance of the Gauss-Seidel iterative method, the preconditioned GMRES iterative method, and the multigrid method, for solving linear systems arising from the difference schemes.     

Numerical algorithm for solving the Stokes’ first problem for a heated generalized second grade fluid with fractional derivative

In this paper, based on the second-order compact approximation of first-order derivative, the numerical algorithm with second-order temporal accuracy and fourth-order spatial accuracy is developed to solve the Stokes’ first problem for a heated generalized second grade fluid with fractional derivative; the solvability, convergence, and stability of the numerical algorithm are analyzed in detail by algebraic theory and Fourier analysis, respectively; the numerical experiment support our theoretical analysis results.     

两点混合边值问题的紧有限体积格式

本文针对常系数和变系数两点混合边值问题提出一种紧有限体积格式,该格式形成的线性代数方程组具有三对角性质,可以使用追赶法求解.证明格式按照H1半范数具有四阶收敛精度.利用节点计算值,给出单元中点值和一阶导数值的高精度后处理计算公式,这两个公式同样具有四阶精度.数值算例验证了理论分析的正确性,并说明了格式的有效性.     

Fourth‐order compact scheme for the one‐dimensional sine‐Gordon equation

Finite difference scheme to the generalized one‐dimensional sine‐Gordon equation is considered in this paper. After approximating the second order derivative in the space variable by the compact finite difference, we transform the sine‐Gordon equation into an initial‐value problem of a second‐order ordinary differential equation. Then Padé approximant is used to approximate the time derivatives. The resulting fully discrete nonlinear finite‐difference equation is solved by a predictor‐corrector scheme. Both Dirichlet and Neumann boundary conditions are considered in our proposed algorithm. Stability analysis and error estimate are given for homogeneous Dirichlet boundary value problems using energy method. Numerical results are given to verify the condition for stability and convergence and to examine the accuracy and efficiency of the proposed algorithm. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Convergence analysis of high-order compact alternating direction implicit schemes for the two-dimensional time fractional diffusion equation

High-order compact finite difference method with operator-splitting technique for solving the two dimensional time fractional diffusion equation is considered in this paper. The Caputo derivative is evaluated by the L1 approximation, and the second order derivatives with respect to the space variables are approximated by the compact finite differences to obtain fully discrete implicit schemes. Alternating Direction Implicit (ADI) method is used to split the original problem into two separate one dimensional problems. One scheme is given by replacing the unknowns by the values on the previous level directly and a correction term is added for another scheme. Theoretical analysis for the first scheme is discussed. The local truncation error is analyzed and the stability is proved by the Fourier method. Using the energy method, the convergence of the compact finite difference scheme is proved. Numerical results are provided to verify the accuracy and efficiency of the two proposed algorithms. For the order of the temporal derivative lies in different intervals $\left(0,\frac{1}{2}\right)$ or $\left[\frac{1}{2},1\right)$ , corresponding appropriate scheme is suggested.     

Convergence Analysis of a Class of Nonlinear Penalization Methods for Constrained Optimization via First-Order Necessary Optimality Conditions

We propose a scheme to solve constrained optimization problems by combining a nonlinear penalty method and a descent method. A sequence of nonlinear penalty optimization problems is solved to generate a sequence of stationary points, i.e., each point satisfies a first-order necessary optimality condition of a nonlinear penalty problem. Under some conditions, we show that any limit point of the sequence satisfies the first-order necessary condition of the original constrained optimization problem.     

交错网格紧致差分格式和满足等价性的压力Poisson方程

1．引言随着电子计算机的发展，越来越多的实际问题数值模拟成为现实，但还有很多非线性问题数值计算时间太长，内存要求过大．数值方法的改进可使计算量和存储量大大减少，例如，对二维非定常问题，要使误差达到N－4量级，二阶格式计算点数为（N2）3，（包括时间方向），而四阶格式计算点数仅为N3，差N3倍！而计算量差的倍数更多．当N＝16时N3＝4096，当N＝256时，N31678万．紧致差分格式具有精度高，差分式基点少，＜线性）稳定性好，对高频波分辨率高，边界差分点少等优点【’，‘，’，’。’，’，‘’］，本文中的格式基点数为3，…