Stability properties of a nonstandard finite difference scheme for a hantavirus epidemic model

This paper studies the stability properties of a nonstandard finite difference (NSFD) scheme used to simulate the dynamics of a mouse population model in hantavirus epidemics. It is shown that this difference scheme and the underlying system of differential equations have the same dynamics. The proof uses the fact that the total population obeys the logistic equation, as well as techniques from calculus, graphical analysis, and dynamical systems.     

On the Evolutionary Dynamics of the Cahn-Hilliard Equation with Cut-Off Mass Source

We investigate the effect of cut-off logistic source on evolutionary dynamics of a generalized Cahn-Hilliard (CH) equation in this paper. It is a well-known fact that the maximum principle does not hold for the CH equation. Therefore, a generalized CH equation with logistic source may cause the negative concentration blow-up problem in finite time. To overcome this drawback, we propose the cut-off logistic source such that only the positive value greater than a given critical concentration can grow. We consider the temporal profiles of numerical results in the one-, two-, and three-dimensional spaces to examine the effect of extra mass source. Numerical solutions are obtained using a finite difference multigrid solver. Moreover, we perform numerical tests for tumor growth simulation, which is a typical application of generalized CH equations in biology. We apply the proposed cut-off logistic source term and have good results.     

On the convergence of a conservative numerical scheme for the usual Rosenau-RLW equation

In this paper, we study the initial-boundary value problem of the usual Rosenau-RLW equation by finite difference method. We design a conservative numerical scheme which preserves the original conservative properties for the equation. The scheme is three-level and linear-implicit. The unique solvability of numerical solutions has been shown. Priori estimate and second order convergence of the finite difference approximate solutions are discussed by discrete energy method. Numerical results demonstrate that the scheme is efficient and accurate.     

On a finite difference scheme for Burgers’ equation

In this paper we study properties of numerical solutions of Burger’s equation. Burgers’ equation is reduced to the heat equation on which we apply the Douglas finite difference scheme. The method is shown to be unconditionally stable, fourth order accurate in space and second order accurate in time. Two test problems are used to validate the algorithm. Numerical solutions for various values of viscosity are calculated and it is concluded that the proposed method performs well.     

Difference equations with a point interaction

In this paper, we consider an impulsive second‐order difference equation on the whole axis. We determine eigenvalues, spectral singularities, continuous spectrum corresponding to this difference equation with an impulsive condition by using the asymptotic properties of Jost functions, and uniqueness theorems of analytic functions. Finally, we demonstrate that the impulsive difference equation has finite number of eigenvalues and spectral singularities with finite multiplicities under certain conditions.     

LONG-TIME BEHAVIOR OF FINITE DIFFERENCE SOLUTIONS OF A NONLINEAR SCHRODINGER EQUATION WITH WEAKLY DAMPED

1. IntroductionThe nonlinear schr~r equation with weakly dampedwhere t = N, o > 0, together with appropriate boUndary and hatal condition, is ared inmany physical fields. The echtence of an attractor is one of the most boortant ~eristiCSfor a dissipative system. The long-tabs dynamics is completely determined by the attractorof the system. J.M. Ghidaglia[1] studied the lOng-the behavior of the nonlineaz Sequation (1.1) and proved the eAstence of a compact global attractor A in H'(n) which…     

LONG-TIME BEHAVIOR OF FINITE DIFFERENCE SOLUTIONS OF THREE-DIMENSIONAL NONLINEAR SCHRODINGER EQUATION WITH WEAKLY DAMPED

The three-dimensional nonlinear SchrSdinger equation with weakly damped that possesses a global attractor are considered. The dynamical properties of the discrete dynamical system which generate by a class of finite difference scheme are analysed. The existence of global attractor is proved for the discrete dynamical system.     

Long-Time Behavior of Finite Difference Solutions of a Nonlinear Schrödinger Equation with Weakly Damped

A weakly damped Schrödinger equation possessing a global attractor are considered. The dynamical properties of a class of finite difference scheme are analysed. The existence of global attractor is proved for the discrete system. The stability of the difference scheme and the error estimate of the difference solution are obtained in the autonomous system case. Finally, long-time stability and convergence of the class of finite difference scheme also are analysed in the nonautonomous system case.     

A multigrid compact finite difference method for solving the one‐dimensional nonlinear sine‐Gordon equation

The aim of this paper is to propose a multigrid method to obtain the numerical solution of the one‐dimensional nonlinear sine‐Gordon equation. The finite difference equations at all interior grid points form a large sparse linear system, which needs to be solved efficiently. The solution cost of this sparse linear system usually dominates the total cost of solving the discretized partial differential equation. The proposed method is based on applying a compact finite difference scheme of fourth‐order for discretizing the spatial derivative and the standard second‐order central finite difference method for the time derivative. The proposed method uses the Richardson extrapolation method in time variable. The obtained system has been solved by V‐cycle multigrid (VMG) method, where the VMG method is used for solving the large sparse linear systems. The numerical examples show the efficiency of this algorithm for solving the one‐dimensional sine‐Gordon equation. Copyright © 2014 John Wiley & Sons, Ltd.     

The combination of collocation,finite difference,and multigrid methods for solution of the two‐dimensional wave equation

In this article, we apply compact finite difference approximations of orders two and four for discretizing spatial derivatives of wave equation and collocation method for the time component. The resulting method is unconditionally stable and solves the wave equation with high accuracy. The solution is approximated by a polynomial at each grid point that its coefficients are determined by solving a linear system of equations. We employ the multigrid method for solving the resulted linear system. Multigrid method is an iterative method which has grid independently convergence and solves the linear system of equations in small amount of computer time. Numerical results show that the compact finite difference approximation of fourth order, collocation and multigrid methods produce a very efficient method for solving the wave equation. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

Dynamic PDE parametric curves

Dynamic partial differential equation (PDE) parametric curves which can be expressed as a coupled system of two hyperbolic equations are developed. In curve design, dynamic PDE parametric curves can be modified intuitively and are more flexible than ordinary differential equation (ODE) curves. The calculation of dynamic PDE parametric curves must recur to numerical methods and a three-level finite difference scheme is proposed. Approximation and stability properties for the scheme are proved and convergence property is derived. An example of interpolating PDE curves is presented as an application of dynamic PDE parametric curves.     

Multigrid solution of high order discretisation for three-dimensional biharmonic equation with Dirichlet boundary conditions of second kind

In this paper, we propose two compact finite difference approximations for three-dimensional biharmonic equation with Dirichlet boundary conditions of second kind. In these methods there is no need to define special formulas near the boundaries and boundary conditions are incorporated with these techniques. The unknown solution and its second derivatives are carried as unknowns at grid points. We derive second-order and fourth-order approximations on a 27 point compact stencil. Classical iteration methods such as Gauss–Seidel and SOR for solving the linear system arising from the second-order and fourth-order discretisation suffer from slow convergence. In order to overcome this problem we use multigrid method which exhibit grid-independent convergence and solve the linear system of equations in small amount of computer time. The fourth-order finite difference approximations are used to solve several test problems and produce high accurate numerical solutions.     

A Finite Difference Scheme for Blow-Up Solutions of Nonlinear Wave Equations

<正>We consider a finite difference scheme for a nonlinear wave equation,whose solutions may lose their smoothness in finite time,i.e.,blow up in finite time.In order to numerically reproduce blow-up solutions,we propose a rule for a time-stepping, which is a variant of what was successfully used in the case of nonlinear parabolic equations.A numerical blow-up time is defined and is proved to converge,under a certain hypothesis,to the real blow-up time as the grid size tends to zero.     

Difference Forms

Currently, there is much interest in the development of geometric integrators, which retain analogues of geometric properties of an approximated system. This paper provides a means of ensuring that finite difference schemes accurately mirror global properties of approximated systems. To this end, we introduce a cohomology theory for lattice varieties, on which finite difference schemes and other difference equations are defined. We do not assume that there is any continuous space, or that a scheme or difference equation has a continuum limit. This distinguishes our approach from theories of “discrete differential forms” built on simplicial approximations and Whitney forms, and from cohomology theories built on cubical complexes. Indeed, whereas cochains on cubical complexes can be mapped injectively to our difference forms, a bijection may not exist. Thus our approach generalizes what can be achieved with cubical cohomology. The fundamental property that we use to prove our results is the natural ordering on the integers. We show that our cohomology can be calculated from a good cover, just as de Rham cohomology can. We postulate that the dimension of solution space of a globally defined linear recurrence relation equals the analogue of the Euler characteristic for the lattice variety. Most of our exposition deals with forward differences, but little modification is needed to treat other finite difference schemes, including Gauss-Legendre and Preissmann schemes. Dedicated to Professor Arieh Iserles on the Occasion of his Sixtieth Birthday.     

Symbolic derivation of finite difference approximations for the three-dimensional Poisson equation

A symbolic procedure for deriving various finite difference approximations for the three-dimensional Poisson equation is described. Based on the software package Mathematica, we utilize for the formulation local solutions of the differential equation and obtain the standard second-order scheme (7-point), three fourth-order finite difference schemes (15-point, 19-point, 21-point), and one sixth-order scheme (27-point). The symbolic method is simple and can be used to obtain the finite difference approximations for other partial differential equations. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 593–606, 1998     

Numerical solutions of diffusive logistic equation

In this paper we investigate numerically positive solutions of a superlinear Elliptic equation on bounded domains.The study of Diffusive logistic equation continues to be an active field of research. The subject has important applications to population migration as well as many other branches of science and engineering. In this paper the “finite difference scheme” will be developed and compared for solving the one- and three-dimensional Diffusive logistic equation. The basis of the analysis of the finite difference equations considered here is the modified equivalent partial differential equation approach, developed from many authors these years.     

具有积分边界条件的常微分方程边值问题的数值解

讨论了一类具有积分边界条件的二阶常微分方程非局部边值问题的数值解.对非局部积分边界条件采用了离散的多点边值问题进行逼近,通过常系数情况下解的局部性质,建立了这类边值问题的指数型差分格式,并且给出了格式的误差分析,证明了格式是一致收敛的.     

A new predictor-corrector scheme for valuing American puts

In this paper, we present a new numerical scheme, based on the finite difference method, to solve American put option pricing problems. Upon applying a Landau transform or the so-called front-fixing technique [19] to the Black-Scholes partial differential equation, a predictor-corrector finite difference scheme is proposed to numerically solve the nonlinear differential system. Through the comparison with Zhu’s analytical solution [35], we shall demonstrate that the numerical results obtained from the new scheme converge well to the exact optimal exercise boundary and option values. The results of our numerical examples suggest that this approach can be used as an accurate and efficient method even for pricing other types of financial derivative with American-style exercise.     

A closed-form multigrid smoothing factor for an additive Vanka-type smoother applied to the Poisson equation

We consider an additive Vanka-type smoother for the Poisson equation discretized by the standard finite difference centered scheme. Using local Fourier analysis, we derive analytical formulas for the optimal smoothing factors for vertex-wise and element-wise Vanka smoothers. In one dimension the element-wise Vanka smoother is equivalent to the scaled mass operator obtained from the linear finite element method and in two dimensions the element-wise Vanka smoother is equivalent to the scaled mass operator discretized by bilinear finite element method plus a scaled identity operator. Based on these findings, the mass matrix obtained from finite element method can be used as a smoother for the Poisson equation, and the resulting mass-based relaxation scheme yields small smoothing factors in one, two, and three dimensions, while avoiding the need to compute an inverse of a matrix. Our analysis may help better understand the smoothing properties of additive Vanka approaches and develop fast solvers for numerical solutions of other partial differential equations.     

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.