A numerical study of 2D integrated RBFNs incorporating Cartesian grids for solving 2D elliptic differential problems

This article reports a numerical discretization scheme, based on two‐dimensional integrated radial‐basis‐function networks (2D‐IRBFNs) and rectangular grids, for solving second‐order elliptic partial differential equations defined on 2D nonrectangular domains. Unlike finite‐difference and 1D‐IRBFN Cartesian‐grid techniques, the present discretization method is based on an approximation scheme that allows the field variable and its derivatives to be evaluated anywhere within the domain and on the boundaries, regardless of the shape of the problem domain. We discuss the following two particular strengths, which the proposed Cartesian‐grid‐based procedure possesses, namely (i) the implementation of Neumann boundary conditions on irregular boundaries and (ii) the use of high‐order integration schemes to evaluate flux integrals arising from a control‐volume discretization on irregular domains. A new preconditioning scheme is suggested to improve the 2D‐IRBFN matrix condition number. Good accuracy and high‐order convergence solutions are obtained. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

Finite analytic numerical method for solving two‐dimensional quasi‐Laplace equation

A typical power series analytic solution of quasi‐Laplace equation in the infinitesimal angle domain around the singular point of the square cells is provided in this article. Toward the singular point, the gradient of the potential variable will tend to infinity, which is described by the first term of the power series solution. Based on this analytic solution, three finite analytic numerical methods are proposed. These methods are analogous and are constructed, respectively, when considering different numbers of the terms or using different schemes to determine the relevant parameters in the power series. Numerical examples show that all of the three finite analytic numerical methods proposed can provide rather accurate solutions than the traditional numerical methods. In contrast, when using the traditional numerical schemes to solve the quasi‐Laplace equation in a strong heterogeneous medium, the refinement ratio for the grid cell needs to increase dramatically to get an accurate result. In practical applications, subdividing each origin cell into 2 × 2 or 3 × 3 subcells is enough for the finite analytical numerical methods to get relatively accurate results. The finite analytical numerical methods are also convenient to construct the flux field with high accuracy.© 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1755–1769, 2014     

ERROR ESTIMATES FOR TWO-SCALE COMPOSITE FINITE ELEMENT APPROXIMATIONS OF NONLINEAR PARABOLIC EQUATIONS

We study spatially semidiscrete and fully discrete two-scale composite finite element method for approximations of the nonlinear parabolic equations with homogeneous Dirich-let boundary conditions in a convex polygonal domain in the plane.This new class of finite elements,which is called composite finite elements,was first introduced by Hackbusch and Sauter[Numer.Math.,75(1997),pp.447-472]for the approximation of partial differential equations on domains with complicated geometry.The aim of this paper is to introduce an efficient numerical method which gives a lower dimensional approach for solving par-tial differential equations by domain discretization method.The composite finite element method introduces two-scale grid for discretization of the domain,the coarse-scale and the fine-scale grid with the degrees of freedom lies on the coarse-scale grid only.While the fine-scale grid is used to resolve the Dirichlet boundary condition,the dimension of the finite element space depends only on the coarse-scale grid.As a consequence,the resulting linear system will have a fewer number of unknowns.A continuous,piecewise linear composite finite element space is employed for the space discretization whereas the time discretization is based on both the backward Euler and the Crank-Nicolson methods.We have derived the error estimates in the L∞(L2)-norm for both semidiscrete and fully discrete schemes.Moreover,numerical simulations show that the proposed method is an efficient method to provide a good approximate solution.     

Nonlinear fourth-order elliptic equations with nonlocal boundary conditions

This paper is concerned with a class of fourth-order nonlinear elliptic equations with nonlocal boundary conditions, including a multi-point boundary condition in a bounded domain of Rn. Also considered is a second-order elliptic equation with nonlocal boundary condition, and the usual multi-point boundary problem in ordinary differential equations. The aim of the paper is to show the existence of maximal and minimal solutions, the uniqueness of a positive solution, and the method of construction for these solutions. Our approach to the above problems is by the method of upper and lower solutions and its associated monotone iterations. The monotone iterative schemes can be developed into computational algorithms for numerical solutions of the problem by either the finite difference method or the finite element method.     

A new high accuracy finite difference discretization for the solution of 2D nonlinear biharmonic equations using coupled approach

In this article, using coupled approach, we discuss fourth order finite difference approximation for the solution of two dimensional nonlinear biharmonic partial differential equations on a 9‐point compact stencil. The solutions of unknown variable and its Laplacian are obtained at each internal grid points. This discretization allows us to use the Dirichlet boundary conditions only and there is no need to discretize the derivative boundary conditions. We require only system of two equations to obtain the solution and its Laplacian. The proposed fourth order method is used to solve a set of test problems and produce high accuracy numerical solutions. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

New higher-order compact finite difference schemes for 1D heat conduction equations

In this paper, we present two higher-order compact finite difference schemes for solving one-dimensional (1D) heat conduction equations with Dirichlet and Neumann boundary conditions, respectively. In particular, we delicately adjust the location of the interior grid point that is next to the boundary so that the Dirichlet or Neumann boundary condition can be applied directly without discretization, and at the same time, the fifth or sixth-order compact finite difference approximations at the grid point can be obtained. On the other hand, an eighth-order compact finite difference approximation is employed for the spatial derivative at other interior grid points. Combined with the Crank–Nicholson finite difference method and Richardson extrapolation, the overall scheme can be unconditionally stable and provides much more accurate numerical solutions. Numerical errors and convergence rates of these two schemes are tested by two examples.     

Numerical solution of the heat equation with nonlinear boundary conditions in unbounded domains

The numerical solution of the heat equation in unbounded domains (for a 1D problem‐semi‐infinite line and for a 2D one semi‐infinite strip) is considered. The artificial boundaries are introduced and the exact artificial boundary conditions are derived. The original problems are transformed into problems on finite domains. The space semi‐discretization by finite element method and the full approximation by the implicit‐explicit Euler's method are presented. The solvability of the full discretization schemes is analyzed. Computational examples demonstrate the accuracy and the efficiency of the algorithms. Also, the behavior of blowing up solutions is examined numerically. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 23: 379–399, 2007     

Accuracy,robustness and efficiency comparison in iterative computation of convection diffusion equation with boundary layers

Nine‐point fourth‐order compact finite difference scheme, central difference scheme, and upwind difference scheme are compared for solving the two‐dimensional convection diffusion equations with boundary layers. The domain is discretized with a stretched nonuniform grid. A grid transformation technique maps the nonuniform grid to a uniform one, on which the difference schemes are applied. A multigrid method and a multilevel preconditioning technique are used to solve the resulting sparse linear systems. We compare the accuracy of the computed solutions from different discretization schemes, and demonstrate the relative efficiency of each scheme. Comparisons of maximum absolute errors, iteration counts, CPU timings, and memory cost are made with respect to the two solution strategies. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 379–394, 2000     

Minimum time‐step criteria for the Galerkin finite element methods applied to one‐dimensional parabolic partial differential equations

The finite element method has been well established for numerically solving parabolic partial differential equations (PDEs). Also it is well known that a too large time step should not be chosen in order to obtain a stable and accurate numerical solution. In this article, accuracy analysis shows that a too small time step should not be chosen either for some time‐stepping schemes. Otherwise, the accuracy of the numerical solution cannot be improved or can even be worsened in some cases. Furthermore, the so‐called minimum time step criteria are established for the Crank‐Nicolson scheme, the Galerkin‐time scheme, and the backward‐difference scheme used in the temporal discretization. For the forward‐difference scheme, no minimum time step exists as far as the accuracy is concerned. In the accuracy analysis, no specific initial and boundary conditions are invoked so that such established criteria can be applied to the parabolic PDEs subject to any initial and boundary conditions. These minimum time step criteria are verified in a series of numerical experiments for a one‐dimensional transient field problem with a known analytical solution. The minimum time step criteria developed in this study are useful for choosing appropriate time steps in numerical simulations of practical engineering problems. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Numerical methods for fourth‐order nonlinear elliptic boundary value problems

The aim of this article is to present several computational algorithms for numerical solutions of a nonlinear finite difference system that represents a finite difference approximation of a class of fourth‐order elliptic boundary value problems. The numerical algorithms are based on the method of upper and lower solutions and its associated monotone iterations. Three linear monotone iterative schemes are given, and each iterative scheme yields two sequences, which converge monotonically from above and below, respectively, to a maximal solution and a minimal solution of the finite difference system. This monotone convergence property leads to upper and lower bounds of the solution in each iteration as well as an existence‐comparison theorem for the finite difference system. Sufficient conditions for the uniqueness of the solution and some techniques for the construction of upper and lower solutions are obtained, and numerical results for a two‐point boundary‐value problem with known analytical solution are given. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17:347–368, 2001     

The comparison between the DRBEM and DQM solution of nonlinear reaction–diffusion equation

In this study, both the dual reciprocity boundary element method and the differential quadrature method are used to discretize spatially, initial and boundary value problems defined by single and system of nonlinear reaction–diffusion equations. The aim is to compare boundary only and a domain discretization method in terms of accuracy of solutions and computational cost. As the time integration scheme, the finite element method is used achieving solution in terms of time block with considerably large time steps. The comparison between the dual reciprocity boundary element method and the differential quadrature method solutions are made on some test problems. The results show that both methods achieve almost the same accuracy when they are combined with finite element method time discretization. However, as a method providing very good accuracy with considerably small number of grid points differential quadrature method is preferrable.     

Mobile and immobile gaseous transport: Embedded analytical solutions to finite volume methods

The motivation is driven by deposition processes based on chemical vapor problems. The underlying model problem is based on coupled transport–reaction equations with mobile and immobile areas. We deal with systems of ordinary and partial differential equations. Such equation systems are delicate to solve and we introduce a novel solver method, that takes into account ways to solve analytically parts of the transport and reaction equations. The main idea is to embed the analytical and semianalytical solutions, which can then be explicitly given to standard numerical schemes of higher order. The numerical scheme is based on flux‐based characteristic methods, which is a finite volume method. Such a method is an attractive alternative to the standard numerical schemes, which fully discretize the full equations. We instead reduce the computational time while embedding fast computable analytical parts. Here, we can accelerate the solver process, with a priori explicitly given solutions. We will focus on the derivation of the analytical solutions for general and special solutions of the characteristic methods that are embedded into a finite volume method. In the numerical examples, we illustrate the higher‐order method for different benchmark problems. Finally, the method is verified with realistic results. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2012     

Numerical comparison of methods for solving linear differential equations of fractional order

In this article, we implement relatively new analytical techniques, the variational iteration method and the Adomian decomposition method, for solving linear differential equations of fractional order. The two methods in applied mathematics can be used as alternative methods for obtaining analytic and approximate solutions for different types of fractional differential equations. In these schemes, the solution takes the form of a convergent series with easily computable components. This paper will present a numerical comparison between the two methods and a conventional method such as the fractional difference method for solving linear differential equations of fractional order. The numerical results demonstrates that the new methods are quite accurate and readily implemented.     

Strang‐type preconditioners applied to ordinary and neutral differential‐algebraic equations

This paper deals with boundary‐value methods (BVMs) for ordinary and neutral differential‐algebraic equations. Different from what has been done in Lei and Jin (Lecture Notes in Computer Science, vol. 1988. Springer: Berlin, 2001; 505–512), here, we directly use BVMs to discretize the equations. The discretization will lead to a nonsymmetric large‐sparse linear system, which can be solved by the GMRES method. In order to accelerate the convergence rate of GMRES method, two Strang‐type block‐circulant preconditioners are suggested: one is for ordinary differential‐algebraic equations (ODAEs), and the other is for neutral differential‐algebraic equations (NDAEs). Under some suitable conditions, it is shown that the preconditioners are invertible, the spectra of the preconditioned systems are clustered, and the solution of iteration converges very rapidly. The numerical experiments further illustrate the effectiveness of the methods. Copyright © 2011 John Wiley & Sons, Ltd.     

求解带非线性边界条件的反应扩散方程数值解的组合迭代方法

1　引　　言我们首先考虑如下抛物型方程ｕｔ-ＤΔｕ =ｆ(ｘ ,ｔ ,ｕ) (ｔ∈ ( 0 ,Ｔ],ｘ∈Ω ) ｕ/ ν+ βｕ =ｇ(ｘ ,ｔ ,ｕ) (ｔ∈ ( 0 ,Ｔ],ｘ∈ Ω )ｕ(ｘ ,0 ) =ψ(ｘ) (ｘ∈Ω )( 1 .1 )其中Ｔ为正常数 ,Ω 是ＲＰ 空间的有界区域 记ＱＴ=Ω × ( 0 ,Ｔ],ＳＴ= Ω × ( 0 ,Ｔ],假设在ＱＴ上Ｄ≡ｄ(ｘ ,ｔ) >0 ,在ＳＴ 上β≡β(ｘ ,ｔ)≥ 0 又设 ｆ(ｘ ,ｔ,ｕ) ,ｇ(ｘ ,ｔ,ｕ)为关于ｕ的非线性函数 ,且对ｘ ,ｔ各参数满足Ｈ¨ｏｌｄｅｒ连续条件 将 ( 1 .1 )离散化之后我们得到相应的有限差分系统 ,当 ｇ(ｘ ,ｔ,ｕ)为ｕ的线性…     

Two grid finite element discretization method for semi‐linear hyperbolic integro‐differential equations

In this paper, we will investigate a two grid finite element discretization method for the semi‐linear hyperbolic integro‐differential equations by piecewise continuous finite element method. In order to deal with the semi‐linearity of the model, we use the two grid technique and derive that once the coarse and fine mesh sizes H, h satisfy the relation h = H² for the two‐step two grid discretization method, the two grid method achieves the same convergence accuracy as the ordinary finite element method. Both theoretical analysis and numerical experiments are given to verify the results.     

The use of cubic B‐spline scaling functions for solving the one‐dimensional hyperbolic equation with a nonlocal conservation condition

Problems for parabolic partial differential equations with nonlocal boundary conditions have been studied in many articles, but boundary value problems for hyperbolic partial differential equations have so far remained nearly uninvestigated. In this article a numerical technique is presented for the solution of a nonclassical problem for the one‐dimensional wave equation. This method uses the cubic B‐spline scaling functions. Some numerical results are reported to support our study. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Semi‐implicit schemes for transient Navier–Stokes equations and eddy viscosity models

This study presents two computational schemes for the numerical approximation of solutions to eddy viscosity models as well as transient Navier–Stokes equations. The eddy viscosity model is one example of a class of Large Eddy Simulation models, which are used to simulate turbulent flow. The first approximation scheme is a first order single step method that treats the nonlinear term using a semi‐implicit discretization. The second scheme employs a two step approach that applies a Crank–Nicolson method for the nonlinear term while also retaining the semi‐implicit treatment used in the first scheme. A finite element approximation is used in the spatial discretization of the partial differential equations. The convergence analysis for both schemes is discussed in detail, and numerical results are given for two test problems one of which is the two dimensional flow around a cylinder. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

A note on finite difference discretizations for Poisson equation on a disk

A simple second‐order finite difference treatment of polar coordinate singularity for Poisson equation on a disk is presented. By manipulating the grid point locations, we can successfully avoid finding numerical boundary condition at the origin so that the resulting matrix is simpler than traditional schemes. The treatments for Dirichlet and Neumann boundary problems are slightly different by adjusting the radial mesh width. Furthermore, the present discretization can be applied with slight modifications to Helmholtz‐type equations. The numerical evidence shows that the second‐order accuracy can also be preserved. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 199–203, 2001     

Numerical solution of the optimal boundary control of transverse vibrations of a beam

Boundary control is an effective means for suppressing excessive structural vibrations. By introducing a quadratic index of performance in terms of displacement and velocity, as well as the control force, and an adjoint problem, it is possible to determine the optimal control. This optimal control is expressed in terms of the adjoint variable by utilizing a maximum principle. With the optimal control applied, the determination of the corresponding displacement and velocity is reduced to solving a set of partial differential equations involving the state variable, as well as the adjoint variable, subject to boundary, initial, and terminal conditions. The set of equations may not be separable and analytical solutions may only be found in special cases. Furthermore, the computational effort to determine an analytic solution may also be excessive. Herein a numerical algorithm is presented, which easily solves the optimal boundary control problem in the space‐time domain. An example of a continuous system is analyzed. This is the case of the vibrating cantilever beam. Using a finite element recurrence scheme, numerical solutions are obtained, which compare the behavior of the controlled and uncontrolled systems. Also, the analytic solution to the problem is compared with the results obtained using the numerical scheme presented. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 558–568, 1999