Solving the equation −uxx − ϵuyy = f(x,y, u) by an O(h4) finite difference method

The semi‐linear equation −u_xx − ϵu_yy = f(x, y, u) with Dirichlet boundary conditions is solved by an O(h⁴) finite difference method, which has local truncation error O(h²) at the mesh points neighboring the boundary and O(h⁴) at most interior mesh points. It is proved that the finite difference method is O(h⁴) uniformly convergent as h → 0. The method is considered in the form of a system of algebraic equations with a nine diagonal sparse matrix. The system of algebraic equations is solved by an implicit iterative method combined with Gauss elimination. A Mathematica module is designed for the purpose of testing and using the method. To illustrate the method, the equation of twisting a springy rod is solved. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 395–407, 2000     

On the maximum principle and its application to diffusion equations

In this article, an analog of the maximum principle has been established for an ordinary differential operator associated with a semi‐discrete approximation of parabolic equations. In applications, the maximum principle is used to prove O(h²) and O(h⁴) uniform convergence of the method of lines for the diffusion Equation (1). The system of ordinary differential equations obtained by the method of lines is solved by an implicit predictor corrector method. The method is tested by examples with the use of the enclosed Mathematica module solveDiffusion. The module solveDiffusion gives the solution by O(h²) uniformly convergent discrete scheme or by O(h⁴) uniformly convergent discrete scheme. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Nyström methods and extrapolation for solving Steklov eigensolutions and its application in elasticity

Based on potential theory, Steklov eigensolutions of elastic problems can be converted into eigenvalue problems of boundary integral equations (BIEs). The kernels of these BIEs are characterized by logarithmic and Hilbert singularities. In this article, the Nyström methods are presented for obtaining eigensolutions (λ⁽ⁱ⁾,u⁽ⁱ⁾), which have to deal with the two kinds of singularities simultaneously. The solutions possess high accuracy orders O(h³) and an asymptotic error expansion with odd powers. Using h³ ‐Richardson extrapolation algorithms, we can greatly improve the accuracy orders to O(h⁵). Furthermore, a generalized Fourier series is constructed by the eigensolutions, and then solving the elasticity displacement and traction problems involves just calculating the coefficients of the series. A class of elasticity problems with boundary Γ is solved with high convergence rate O(h⁵). The efficiency is illustrated by a numerical example. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2012     

A highly accurate numerical solution of a biharmonic equation

The coefficients for a nine–point high–order accuracy discretization scheme for a biharmonic equation ∇ ⁴u = f(x, y) (∇² is the two–dimensional Laplacian operator) are derived. The biharmonic problem is defined on a rectangular domain with two types of boundary conditions: (1) u and ∂²u/∂n² or (2) u and ∂u/part;n (where ∂/part;n is the normal to the boundary derivative) are specified at the boundary. For both considered cases, the truncation error for the suggested scheme is of the sixth-order O(h⁶) on a square mesh (h_x = h_y = h) and of the fourth-order O(h⁴_xh²_xh²_y h⁴_y) on an unequally spaced mesh. The biharmonic equation describes the deflection of loaded plates. The advantage of the suggested scheme is demonstrated for solving problems of the deflection of rectangular plates for cases of different boundary conditions: (1) a simply supported plate and (2) a plate with built-in edges. In order to demonstrate the high–order accuracy of the method, the numerical results are compared with exact solutions. © John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 13: 375–391, 1997     

An unconditionally stable alternating direction implicit scheme for the two space dimensional linear hyperbolic equation

We report a new unconditionally stable implicit alternating direction implicit (ADI) scheme of O(k² + h²) for the difference solution of linear hyperbolic equation u_tt + 2αu_t + β²u = u_xx + u_yy + f(x, y, t), αβ ≥ 0, 0 < x, y < 1, t > 0 subject to appropriate initial and Dirichlet boundary conditions, where α > 0 and β ≥ 0 are real numbers. The resulting system of algebraic equations is solved by split method. Numerical results are provided to demonstrate the efficiency and accuracy of the method. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 684–688, 2001     

Superconvergence analysis and extrapolation of quasi-Wilson nonconforming finite element method for nonlinear Sobolev equations

Quasi-Wilson nonconforming finite element approximation for a class of nonlinear Sobolev equa-tions is discussed on rectangular meshes. We first prove that this element has two special characters by novel approaches. One is that (▽h ( u-Ihu )1, ▽hvh) h may be estimated as order O ( h2 ) when u ∈ H3 (Ω), where Ihu denotes the bilinear interpolation of u , vh is a polynomial belongs to quasi-Wilson finite element space and ▽h denotes the piecewise defined gradient operator, h is the mesh size tending to zero. The other is that the consistency error of this element is of order O ( h2 ) /O ( h3 ) in broken H 1-norm, which is one/two order higher than its interpolation error when u ∈ H3 (Ω) /H4 (Ω). Then we derive the optimal order error estimate and su- perclose property via mean-value method and the known high accuracy result of bilinear element. Furthermore, we deduce the global superconvergence through interpolation post processing technique. At last, an extrapola- tion result of order O ( h3 ), two order higher than traditional error estimate, is obtained by constructing a new suitable extrapolation scheme.     

Boundary concentrated finite elements for optimal boundary control problems of elliptic PDEs

We investigate the discretization of optimal boundary control problems for elliptic equations on two-dimensional polygonal domains by the boundary concentrated finite element method. We prove that the discretization error ||u^*-u_h^*||_L²(G)\|u^{*}-u_{h}^{*}\|_{L^{2}(\Gamma)} decreases like N ⁻¹, where N is the total number of unknowns. This makes the proposed method favorable in comparison to the h-version of the finite element method, where the discretization error behaves like N ^−3/4 for uniform meshes. Moreover, we present an algorithm that solves the discretized problem in almost optimal complexity. The paper is complemented with numerical results.     

Fourth-order finite difference method for 2D parabolic partial differential equations with nonlinear first-derivative terms

We attempt to obtain a two-level implicit finite difference scheme using nine spatial grid points of O(k² + kh² + h⁴) for solving the 2D nonlinear parabolic partial differential equation v₁u_xx + v₂u_yy = f(x, y, t, u, u_x, u_y, u₁) where v₁ and v₂ are positive constants, with Dirichlet boundary conditions. The method, when applied to a linear diffusion-convection problem, is shown to be unconditionally stable. Computational efficiency and the results of numerical experiments are discussed.     

A block by block method for the numerical solution of Volterra integral equations

4. Conclusions TheO(h ⁶) block-by-block method developed here gives accurate results without the requirement of a start-up procedure and with good computational efficiency. The computing cost, based upon the number of timesk is evaluated, is proportional ton ²/2+3n wheren is the number of mesh points. The examples are linear, but were solved by iterating the system of equations (4) fifteen times.     

A P0–P0 weak Galerkin finite element method for solving singularly perturbed reaction–diffusion problems

This paper investigates the lowest-order weak Galerkin finite element (WGFE) method for solving reaction–diffusion equations with singular perturbations in two and three space dimensions. The system of linear equations for the new scheme is positive definite, and one might readily get the well-posedness of the system. Our numerical experiments confirmed our error analysis that our WGFE method of the lowest order could deliver numerical approximations of the order O(h^1/2) and O(h) in H¹ and L² norms, respectively.     

A fourth-order difference method for elliptic equations with nonlinear first derivative terms

We present a nine-point fourth-order finite difference method for the nonlinear second-order elliptic differential equation Au_xx + Bu_yy = f(x, y, u, u_x, u_y) on a rectangular region R subject to Dirichlet boundary conditions u(x, y) = g(x, y) on ?R. We establish, under appropriate conditions O(h⁴)-convergence of the finite difference scheme. Numerical examples are given to illustrate the method and its fourth-order convergence.     

An O(K2 + h4) finite difference method for one-space Burger's equation in polar coordinates

A two-level implicit difference method of O(k² + h⁴) for a class of singular initial boundary value problem, where α, β, γ, and ν are constants, is discussed using three spatial grid points. The method is shown to be unconditionally stable when applied to linearized equations. The fourth-order convergence for a fixed mesh ratio parameter is illustrated with the help of two examples. © 1996 John Wiley & Sons, Inc.     

Unconditional superconvergent analysis of a new mixed finite element method for Ginzburg–Landau equation

In this article, unconditional superconvergent analysis of a linearized fully discrete mixed finite element method is presented for a class of Ginzburg–Landau equation based on the bilinear element and zero‐order Nédélec's element pair (Q₁₁/Q₀₁ × Q₁₀). First, a time‐discrete system is introduced to split the error into temporal error and spatial error, and the corresponding error estimates are deduced rigorously. Second, the unconditional superclose and optimal estimate of order O(h² + τ) for u in H¹‐norm and p = ?u in L²‐norm are derived respectively without the restrictions on the ratio between h and τ, where h is the subdivision parameter and τ, the time step. Third, the global superconvergent results are obtained by interpolated postprocessing technique. Finally, some numerical results are carried out to confirm the theoretical analysis.     

Compact difference schemes for heat equation with Neumann boundary conditions (II)

This is the further work on compact finite difference schemes for heat equation with Neumann boundary conditions subsequent to the paper, [Sun, Numer Methods Partial Differential Equations (NMPDE) 25 (2009), 1320–1341]. A different compact difference scheme for the one‐dimensional linear heat equation is developed. Truncation errors of the proposed scheme are O(τ² + h⁴) for interior mesh point approximation and O(τ² + h³) for the boundary condition approximation with the uniform partition. The new obtained scheme is similar to the one given by Liao et al. (NMPDE 22 (2006), 600–616), while the major difference lies in no extension of source terms to outside the computational domain any longer. Compared with ones obtained by Zhao et al. (NMPDE 23 (2007), 949–959) and Dai (NMPDE 27 (2011), 436–446), numerical solutions at all mesh points including two boundary points are computed in our new scheme. The significant advantage of this work is to provide a rigorous analysis of convergence order for the obtained compact difference scheme using discrete energy method. The global accuracy is O(τ² + h⁴) in discrete maximum norm, although the spatial approximation order at the Neumann boundary is one lower than that for interior mesh points. The analytical techniques are important and can be successfully used to solve the open problem presented by Sun (NMPDE 25 (2009), 1320–1341), where analyzed theoretical convergence order of the scheme by Liao et al. (NMPDE 22 (2006), 600–616) is only O(τ² + h^3.5) while the numerical accuracy is O(τ² + h⁴), and convergence order of theoretical analysis for the scheme by Zhao et al. (NMPDE 23 (2007), 949–959) is O(τ² + h^2.5), while the actual numerical accuracy is O(τ² + h³). Following the procedure used for the new obtained difference scheme in this work, convergence orders of these two schemes can be proved rigorously to be O(τ² + h⁴) and O(τ² + h³), respectively. Meanwhile, extension to the case involving the nonlinear reaction term is also discussed, and the global convergence order O(τ² + h⁴) is proved. A compact ADI difference scheme for solving two‐dimensional case is derived. Finally, several examples are given to demonstrate the numerical accuracy of new obtained compact difference schemes. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Supraconvergence and Supercloseness of a Scheme for Elliptic Equations on Nonuniform Grids

In this paper, we study the convergence of a finite difference scheme on nonuniform grids for the solution of second-order elliptic equations with mixed derivatives and variable coefficients in polygonal domains subjected to Dirichlet boundary conditions. We show that the scheme is equivalent to a fully discrete linear finite element approximation with quadrature. It exhibits the phenomenon of supraconvergence, more precisely, for s ∈ [1,2] order O(h ^s )-convergence of the finite difference solution, and its gradient is shown if the exact solution is in the Sobolev space H ^1+s (Ω). In the case of an equation with mixed derivatives in a domain containing oblique boundary sections, the convergence order is reduced to O(h ^3/2?ε) with ε > 0 if u ∈ H ³(Ω). The second-order accuracy of the finite difference gradient is in the finite element context nothing else than the supercloseness of the gradient. For s ∈ {1,2}, the given error estimates are strictly local.     

Second‐order finite‐volume schemes for a non‐linear hyperbolic equation: error estimate

We study second‐order finite‐volume schemes for the non‐linear hyperbolic equation u_t(x, t) + div F(x, t, u(x, t)) = 0 with initial condition u₀. The main result is the error estimate between the approximate solution given by the scheme and the entropy solution. It is based on some stability properties verified by the scheme and on a discrete entropy inequality. If u₀ ∈ L^∞ ∩ BV_loc(ℝ^N), we get an error estimate of order h^1/4, where h defines the size of the mesh. Copyright © 2000 John Wiley & Sons, Ltd.     

On the use of AGE algorithm with a high accuracy Numerov type variable mesh discretization for 1D non-linear parabolic equations

In this paper, the use of N-AGE and Newton-N-AGE iterative methods on a variable mesh for the solution of one dimensional parabolic initial boundary value problems is considered. Using three spatial grid points, a two level implicit formula based on Numerov type discretization is discussed. The local truncation error of the method is of O(k²h_l^-1 +kh_l +h_l³)O({k^2h_l^{-1} +kh_l +h_l^3}), where h _l  > 0 and k > 0 are the step lengths in space and time directions, respectively. We use a special technique to handle singular parabolic equations. The advantage of using these algorithms is highlighted computationally.     

On the use of splines for the numerical solution of nonlinear two-point boundary value problems

Cubic splines on splines and quintic spline interpolations are used to approximate the derivative terms in a highly accurate scheme for the numerical solution of two-point boundary value problems. The storage requirement is essentially the same as for the usual trapezoidal rule but the local accuracy is improved fromO(h ³) to eitherO(h ⁶) orO(h ⁷), whereh is the net size. The use of splines leads to solutions that reflect the smoothness of the slopes of the differential equations.