时间分数阶扩散方程的数值解法

分数阶微分方程在许多应用科学上比整数阶微分方程更能准确地模拟自然现象.考虑时间分数阶扩散方程,将一阶的时间导数用分数阶导数α(0<α<1)替换,给出了一种计算有效的隐式差分格式,并证明了这个隐式差分格式是无条件稳定和无条件收敛的,最后用数值例子说明差分格式是有效的.     

一维对流扩散方程CRANK—NICOLSON特征差分格式

本文针对一维线性和非线性对流扩散方程提出一种Crank-Nicolson类型的特征差分格式,给出了该格式形成的线性代数方程组可解的一个充条件,证明了该格式按离散L^2模是收敛的,且其收敛阶为O（△t^ h^2).     

分数阶扩散方程的隐差分格式

根据移位的Grnwald方法,得到求解分数阶扩散方程的三类隐差分格式.利用分数阶von Neumann方法,证明了求解亚扩散方程的两类差分格式是无条件稳定的,而求解超扩散方程的差分格式是条件稳定的,同时也给出了相应差分格式的局部截断误差估计.最后,通过两个数值例子证实了所提出的差分格式的正确性和有效性.     

空间-时间分数阶对流扩散方程的数值解法

本文考虑一个空间-时间分数阶对流扩散方程.这个方程是将一般的对流扩散方程中的时间一阶导数用α(0＜α＜1)阶导数代替,空间二阶导数用β(1＜β＜2)阶导数代替.本文提出了一个隐式差分格式,验证了这个格式是无条件稳定的,并证明了它的收敛性,其收敛阶为O(ι h).最后给出了数值例子.     

空间四阶-时间分数阶扩散波方程的一个新的数值分析方法

本文利用降阶法研究了空间四阶-时间分数阶扩散波方程的一个新的差分格式,用能量分析法证明了格式的无穷模稳定性和收敛性,并证明了格式的收敛阶为O(τ~(3-α)+h~2).最后,数值实验验证了格式的精确度和有效性.     

反应扩散方程的紧交替方向差分格式

本文研究二维常系数反应扩散方程的紧交替方向隐式差分格式．首先综合应用降阶法和降维法导出了紧差分格式,并给出了差分格式截断误差的表达式．其次引进过渡层变量,给出了紧交替方向隐式差分格式算法．接着用能量分析方法给出了紧交替方向隐式差分格式的解在离散H^1范数下的先验估计式,证明了差分格式的可解性、稳定性和收敛性,在离散H^1范数下收敛阶为O(r^2 H^4)．然后将Rechardson外推法应用于紧交替方向隐式差分格式,外推一次得到具有O(r^4 H^6)阶精度的近似解．最后给出了数值例子,数值结果和理论结果是吻合的．     

RLW-KdV方程的紧致有限差分格式

本文研究了RLW-KdV方程的一个三层线性紧致有限差分格式.该格式是质量守恒和能量守恒的,用离散能量法证明了差分格式的收敛性和稳定性.所建格式的收敛阶为O(τ~2+h~4).数值实验验证了该格式的有效性和可靠性.     

对称正则长波方程的一个新的守恒差分格式

本文考虑了具有齐次边界条件的对称正则长波方程的有限差分格式,提出了一个三层守恒的有限差分格式,证明了格式的收敛性和稳定性,从理论上得到了收敛阶为O(h2+τ2).通过数值试验表明,所提的方法是可靠有效的.     

计算高维带弱奇异核发展型方程的交替方向隐式欧拉方法

本文主要研究高维带弱奇异核的发展型方程的交替方向隐式(ADI)差分方法.向后欧拉(Euler)方法联立一阶卷积求积公式处理时间方向的离散,有限差分方法处理空间方向的离散,并进一步构造了ADI全离散差分格式.然后将二维问题延伸到三维问题,构造三维空间问题的ADI差分格式.基于离散能量法,详细证明了全离散格式的稳定性和误差分析.随后给出了2个数值算例,数值结果进一步验证了时间方向的收敛阶为一阶,空间方向的收敛阶为二阶,和理论分析结果一致.     

一阶双曲型方程组初边值问题的差分格式及其稳定性

本文比较系统地讨论了有关数值求解两个自变量的一阶双曲型方程组初边值问题的某些问题,给出了几种能用于任何类型的初边值问题的差分格式,并在很宽的条件下证明了其中的某些变系数的初边值问题的差分格式对初值和边值是稳定的、差分格式所立出的方程组是良态的.其中的某些格式已用于解决某些复杂的实际问题(应用部分见[16]).     

Unconditional stability of parallel alternating difference schemes for semilinear parabolic systems

The general alternating schemes with intrinsic parallelism for semilinear parabolic systems are studied. First we prove the a priori estimates in the discrete H¹ space of the difference solution for these schemes. Then the existence of the difference solution for these schemes follows from the fixed point principle. Finally the unconditional stability of the general alternating schemes is proved. The alternating group explicit scheme, the alternating segment explicit–implicit scheme and the alternating segment Crank–Nicolson scheme are the special cases of the general alternating schemes.     

A high-order compact difference scheme for 2D Laplace and Poisson equations in non-uniform grid systems

In this study, a high-order compact scheme for 2D Laplace and Poisson equations under a non-uniform grid setting is developed. Based on the optimal difference method, a nine-point compact difference scheme is generated. Difference coefficients at each grid point and source term are derived. This is accomplished through the consideration of compatibility between the partial differential equation and its difference discretization. Theoretically, the proposed scheme has third- to fourth-order accuracy; its fourth-order accuracy is achieved under uniform grid settings. Two examples are provided to examine performance of the proposed scheme. Compared with the traditional five-point difference scheme, the proposed scheme can produce more accurate results with faster convergence. Another reference scheme with the same nine-point grid stencil is derived based on the five-point scheme. The two nine-point schemes have the same coefficients for each grid points; however, their coefficients for the source term are different. The overall accuracy level of the solution resulting from the proposed scheme is higher than that of the nine-point reference scheme. It is also indicated that the smoothness of grids has significant effects on accuracy and convergence of the solutions; efforts in optimizing the grid configuration and allocation can improve solution accuracy and efficiency. Consequently, with the proposed method, solution under the non-uniform grid setting with appropriate grid allocation would be more accurate than that under the uniform-grid manipulation, with the same number of grid points.     

Implicit kinetic schemes for scalar conservation laws

Based on kinetic formulation for scalar conservation laws, we present implicit kinetic schemes. For time stepping these schemes require resolution of linear systems of algebraic equations. The scheme is conservative at steady states. We prove that if time marching procedure converges to some steady state solution, then the implicit kinetic scheme converges to some entropy steady state solution. We give sufficient condition of the convergence of time marching procedure. For scalar conservation laws with a stiff source term we construct a stiff numerical scheme with discontinuous artificial viscosity coefficients that ensure the scheme to be equilibrium conserving. We couple the developed implicit approach with the stiff space discretization, thus providing improved stability and equilibrium conservation property in the resulting scheme. Numerical results demonstrate high computational capabilities (stability for large CFL numbers, fast convergence, accuracy) of the developed implicit approach. © 2002 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 18: 26–43, 2002     

Numerical propagator method solutions for the linear parabolic initial boundary-value problems

On the base of our numerical propagator method a new finite volume difference scheme is proposed for solution of linear initial-boundary value problems. Stability of the scheme is investigated taking into account the obtained analytical solution of the initial-boundary value problems. It is shown that stability restrictions for the propagator scheme become weaker in comparison to traditional semi-implicit difference schemes. There are some regions of coefficients, for which the elaborated propagator difference scheme becomes absolutely stable. It is proven that the scheme is unconditionally monotonic. Analytical solutions, which are consistent with solubility conditions of the problem are formulated for the case of constant coefficients of parabolic equation by using Green function approach. Solubility of the linear initial-boundary value problem with Newton boundary conditions containing lower order derivatives is discussed. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Convergence of a nonlinear finite difference scheme for the Kuramoto–Tsuzuki equation

A nonlinear finite difference scheme is studied for solving the Kuramoto–Tsuzuki equation. Because the maximum estimate of the numerical solution can not be obtained directly, it is difficult to prove the stability and convergence of the scheme. In this paper, we introduce the Brouwer-type fixed point theorem and induction argument to prove the unique existence and convergence of the nonlinear scheme. An iterative algorithm is proposed for solving the nonlinear scheme, and its convergence is proved. Based on the iterative algorithm, some linearized schemes are presented. Numerical examples are carried out to verify the correction of the theory analysis. The extrapolation technique is applied to improve the accuracy of the schemes, and some interesting results are obtained.     

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.     

The Conservation and Convergence of Two Finite Difference Schemes for KdV Equations with Initial and Boundary Value Conditions

Korteweg-de Vries equation is a nonlinear evolutionary partial differential equation that is of third order in space. For the approximation to this equation with the initial and boundary value conditions using the finite difference method, the difficulty is how to construct matched finite difference schemes at all the inner grid points. In this paper, two finite difference schemes are constructed for the problem. The accuracy is second-order in time and first-order in space. The first scheme is a two-level nonlinear implicit finite difference scheme and the second one is a three-level linearized finite difference scheme. The Browder fixed point theorem is used to prove the existence of the nonlinear implicit finite difference scheme. The conservation, boundedness, stability, convergence of these schemes are discussed and analyzed by the energy method together with other techniques. The two-level nonlinear finite difference scheme is proved to be unconditionally convergent and the three-level linearized one is proved to be conditionally convergent. Some numerical examples illustrate the efficiency of the proposed finite difference schemes.     

On difference splitting schemes for the Korteweg-de Vries equation

The convergence of difference splitting schemes for the solution of the Korteweg-de Vries equation is considered. A method is developed for obtaining convergence bounds in C for the case when the scheme does not satisfy the maximum, principle. The proposed method is applied to prove convergence theorems for splitting schemes with sufficiently smooth initial values.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 55, pp. 56–61, 1985.     

Optimization-based simulation of nonsmooth rigid multibody dynamics

We present a time-stepping method to simulate rigid multibody dynamics with inelastic collision, contact, and friction. The method progresses with fixed time step without backtracking for collision and solves at every step a strictly convex quadratic program. We prove that a solution sequence of the method converges to the solution of a measure differential inclusion. We present numerical results for a few examples, and we illustrate the difference between the results from our scheme and previous, linear-complementarity-based time-stepping schemes.