Conservative numerical schemes for the Ostrovsky equation

The Ostrovsky equation describes gravity waves under the influence of Coriolis force. It is known that solutions of this equation conserve the L² norm and an energy function that is determined non-locally. In this paper we propose four conservative numerical schemes for this equation: a finite difference scheme and a pseudospectral scheme that conserve the norm, and the same types of schemes that conserve the energy. A numerical comparison of these schemes is also provided, which indicates that the energy conservative schemes perform better than the norm conservative schemes.     

Optimal l~∞ error estimates of finite difference methods for the coupled Gross-Pitaevskii equations in high dimensions

Due to the difficulty in obtaining the a priori estimate,it is very hard to establish the optimal point-wise error bound of a finite difference scheme for solving a nonlinear partial differential equation in high dimensions(2D or 3D).We here propose and analyze finite difference methods for solving the coupled GrossPitaevskii equations in two dimensions,which models the two-component Bose-Einstein condensates with an internal atomic Josephson junction.The methods which we considered include two conservative type schemes and two non-conservative type schemes.Discrete conservation laws and solvability of the schemes are analyzed.For the four proposed finite difference methods,we establish the optimal convergence rates for the error at the order of O(h~2+τ~2)in the l~∞-norm(i.e.,the point-wise error estimates)with the time stepτand the mesh size h.Besides the standard techniques of the energy method,the key techniques in the analysis is to use the cut-off function technique,transformation between the time and space direction and the method of order reduction.All the methods and results here are also valid and can be easily extended to the three-dimensional case.Finally,numerical results are reported to confirm our theoretical error estimates for the numerical methods.     

A Trilayer Difference Scheme for One-Dimensional Parabolic Systems

In order to obtain the numerical solution for a one-dimensional parabolic system, an unconditionally stable difference method is investigated in [1]. If the number of unknown functions is M, for each time step only M times of calculation are needed. The rate of convergence is $O(\tau+h^2)$. On the basis of [1], an alternating calculation difference scheme is presented in [2]; the rate of the convergence is $O(\tau^2+h^2)$. The difference schemes in [1] and [2] are economic ones. For the $\alpha$-$th$ equation, only $U_{\alpha}$ is an unknown function; the others $U_{\beta}$ are given evaluated either in the last step or in the present step. So the practical calculation is quite convenient. The purpose of this paper is to derive a trilayer difference scheme for one-dimensional parabolic systems. It is known that the scheme is also unconditionally stable and the rate of convergence is $O(\tau^2+h^2)$.     

A second‐order energy stable backward differentiation formula method for the epitaxial thin film equation with slope selection

In this article, we study a new second‐order energy stable Backward Differentiation Formula (BDF) finite difference scheme for the epitaxial thin film equation with slope selection (SS). One major challenge for higher‐order‐in‐time temporal discretizations is how to ensure an unconditional energy stability without compromising numerical efficiency or accuracy. We propose a framework for designing a second‐order numerical scheme with unconditional energy stability using the BDF method with constant coefficient stabilizing terms. Based on the unconditional energy stability property that we establish, we derive an stability for the numerical solution and provide an optimal convergence analysis. To deal with the highly nonlinear four‐Laplacian term at each time step, we apply efficient preconditioned steepest descent and preconditioned nonlinear conjugate gradient algorithms to solve the corresponding nonlinear system. Various numerical simulations are presented to demonstrate the stability and efficiency of the proposed schemes and solvers. Comparisons with other second‐order schemes are presented.     

Two energy-conserving and compact finite difference schemes for two-dimensional Schrödinger-Boussinesq equations

In this paper, we study two compact finite difference schemes for the Schrödinger-Boussinesq (SBq) equations in two dimensions. The proposed schemes are proved to preserve the total mass and energy in the discrete sense. In our numerical analysis, besides the standard energy method, a “cut-off” function technique and a “lifting” technique are introduced to establish the optimal H¹ error estimates without any restriction on the grid ratios. The convergence rate is proved to be of O(τ² + h⁴) with the time step τ and mesh size h. In addition, a fast finite difference solver is designed to speed up the numerical computation of the proposed schemes. The numerical results are reported to verify the error estimates and conservation laws.

     

Finite difference discretization of the Kuramoto-Sivashinsky equation

Summary We analyze a Crank-Nicolson-type finite difference scheme for the Kuramoto-Sivashinsky equation in one space dimension with periodic boundary conditions. We discuss linearizations of the scheme and derive second-order error estimates.Work supported by the Institute of Applied and Computational Mathematics of the Research Center of Crete-FORTH     

Upwind finite difference schemes for linear conservation law with memory

In this article we consider upwind finite difference schemes for a class of linear conservation laws with memory. Assuming the positivity of the kernel, it is proved by using the energy estimates that the upwind finite difference scheme, explicit or implicit, is stable and convergent to the real solution. The numerical results of some examples, including Burger's equation with memory, are reported; the effect of memory is also discussed based on the numerical results. © 1994 John Wiley & Sons, Inc.     

Finite-element method for time-dependent euler equation

This paper presents finite element methods to approximate inviscid incompressible flow problems. First we emphasize the conservation properties of these problems, and we show that finite element methods appear as a very natural way to find conservative schemes such as Arakawa's scheme. We give convergence theorems and an error analysis of finite element discretization schemes. We turn then to the time differencing problem. We derive stability and convergence results for a second-order semi-implicit scheme and for the leap-frog scheme.     

Fourth-order alternating direction implicit compact finite difference schemes for two-dimensional Schrödinger equations

In this paper, alternating direction implicit compact finite difference schemes are devised for the numerical solution of two-dimensional Schrödinger equations. The convergence rates of the present schemes are of order O(h⁴+τ²). Numerical experiments show that these schemes preserve the conservation laws of charge and energy and achieve the expected convergence rates. Representative simulations show that the proposed schemes are applicable to problems of engineering interest and competitive when compared to other existing procedures.     

Numerical solution for the anisotropic Willmore flow of graphs

The Willmore flow is well known problem from the differential geometry. It minimizes the Willmore functional defined as integral of the mean-curvature square over given manifold. For the graph formulation, we derive modification of the Willmore flow with anisotropic mean curvature. We define the weak solution and we prove an energy equality. We approximate the solution numerically by the complementary finite volume method. To show the stability, we re-formulate the resulting scheme in terms of the finite difference method. By using simple framework of the finite difference method (FDM) we show discrete version of the energy equality. The time discretization is done by the method of lines and the resulting system of ODEs is solved by the Runge–Kutta–Merson solver with adaptive integration step. We also show experimental order of convergence as well as results of the numerical experiments, both for several different anisotropies.     

A fourth‐order compact finite difference scheme for solving an N‐carrier system with Neumann boundary conditions

In this study, we develop a fourth‐order compact finite difference scheme for solving a model of energy exchanges in a generalized N‐carrier system with heat sources and Neumann boundary conditions, which extends the concept of the well‐known parabolic two‐step model for microheat transfer. By using the matrix analysis, the compact finite difference numerical scheme is shown to be unconditionally stable. The accuracy of the solution obtained by the scheme is tested by a numerical example. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Conservative schemes for the symmetric Regularized Long Wave equations

In this paper, we study the Symmetric Regularized Long Wave (SRLW) equations by finite difference method. We design some numerical schemes which preserve the original conservative properties for the equations. The first scheme is two-level and nonlinear-implicit. Existence of its difference solutions are proved by Brouwer fixed point theorem. It is proved by the discrete energy method that the scheme is uniquely solvable, unconditionally stable and second-order convergent for U in L_∞ norm, and for N in L₂ norm on the basis of the priori estimates. The second scheme is three-level and linear-implicit. Its stability and second-order convergence are proved. Both of the two schemes are conservative so can be used for long time computation. However, they are coupled in computing so need more CPU time. Thus we propose another three-level linear scheme which is not only conservative but also uncoupled in computation, and give the numerical analysis on it. Numerical experiments demonstrate that the schemes are accurate and efficient.     

Solving hyperbolic conservation laws using multiquadric quasi‐interpolation

In this article, we apply the univariate multiquadric (MQ) quasi‐interpolation to solve the hyperbolic conservation laws. At first we construct the MQ quasi‐interpolation corresponding to periodic and inflow‐outflow boundary conditions respectively. Next we obtain the numerical schemes to solve the partial differential equations, by using the derivative of the quasi‐interpolation to approximate the spatial derivative of the differential equation and a low‐order explicit difference to approximate the temporal derivative of the differential equation. Then we verify our scheme for the one‐dimensional Burgers' equation (without viscosity). We can see that the numerical results are very close to the exact solution and the computational accuracy of the scheme is ??(τ), where τ is the temporal step. We can improve the accuracy by using the high‐order quasi‐interpolation. Moreover the methods can be generalized to the other equations. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Conservative finite difference methods for fractional Schrödinger–Boussinesq equations and convergence analysis

In this paper, two conservative finite difference schemes for fractional Schrödinger–Boussinesq equations are formulated and investigated. The convergence of the nonlinear fully implicit scheme is established via discrete energy method, while the linear semi‐implicit scheme is analyzed by means of mathematical induction method. Our schemes are proved to preserve the total mass and energy in discrete level. The numerical results are given to confirm the theoretical analysis.     

Dynamics and Long Time Convergence of the Extended Fisher-Kolmogorov Equation under Numerical Discretization

We present a numerical study of the long time behavior of approximation solution to the Extended Fisher–Kolmogorov equation with periodic boundary conditions. The unique solvability of numerical solution is shown. It is proved that there exists a global attractor of the discrete dynamical system. Furthermore, we obtain the long-time stability and convergence of the difference scheme and the upper semicontinuity $d(\mathcal{A}_{h,τ} ,\mathcal{A}) → 0$. Our results show that the difference scheme can effectively simulate the infinite dimensional dynamical systems.     

On splitting‐based mass and total energy conserving arbitrary order shallow‐water schemes

A new method for numerical solution to the shallow‐water equations is suggested. The method allows constructing a family of finite difference schemes of different approximation order that conserve the mass and the total energy. Our approach is based on the method of splitting, and unlike others it permits to derive conservative numerical schemes after discretizing all the partial derivatives, both spatial and temporal. The schemes thus appear to be fully discrete, both in time and in space. Besides, due to a simple structure of the matrices appeared therewith, the method provides essential benefits in the computational cost of solution and is easy‐to‐implement in the Cartesian and spherical geometries. Numerical results confirm functionality and efficiency of the developed method. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2007     

求解二阶波动方程的三次样条差分方法

有限差分法在求解二阶波动方程初边值问题过程中通常受到精度和稳定性的限制.本文对二阶波动方程的时间、空间项分别采用三次样条公式进行离散,推导出精度分别为O(τ2+h2),0(τ2+h4),O(τ4+h2)和O(τ4+h4)的四种三层隐式差分格式,以及与之相匹配的第一个时间步的同阶离散格式,并采用Fourier方法分析了格...     

Closed Form Solution and Equivalent Equation Approximation of Linear Advection by a Non Dissipative Second Order Scheme for Step Initial Conditions

We analyse the solution of the linear advection equation on a uniform mesh by a non dissipative second order scheme for discontinuous initial condition. These schemes are known to generate parasitic oscillations in the vicinity of the discontinuity. An approximate way to predict these oscillations is provided by the equivalent equation method. More specifically, we focus on the case of advection of a step function by the leapfrog scheme. Numerical experiments show that the equivalent equation method fails to reproduce the oscillations generated by the scheme far from the discontinuity. Thus, we derive closed form exact and approximate solutions for the scheme that accurately predict these oscillations. We study the relationship between equivalent equation approximation and exact solution for the scheme, to determine its range of validity.     

非线性Schrdinger方程的高精度守恒差分格式

本文首先分析线性Schrodinger方程一种高阶差分格式的构造方法,得到方程的耗散项.在此基础上对三次非线性Schrodinger方程,提出了一种精度为O(r2 h2)的差分格式,证明了该格式保持了连续方程的两个守恒量,且是收敛的与稳定的.并通过数值例子与已有隐格式进行了比较,结果表明,本文格式在计算量类似的情况下,提高了数值精度.     

High-order linear compact conservative method for the nonlinear Schrödinger equation coupled with the nonlinear Klein–Gordon equation

In this paper, we design a linear-compact conservative numerical scheme which preserves the original conservative properties to solve the Klein–Gordon–Schrödinger equation. The proposed scheme is based on using the finite difference method. The scheme is three-level and linear-implicit. Priori estimate and the convergence of the finite difference approximate solutions are discussed by the discrete energy method. Numerical results demonstrate that the present scheme is conservative, efficient and of high accuracy.