二维线性双曲型方程Neumann边值问题的紧交替方向隐格式

对二维Neumann边界条件的线性双曲型方程建立了紧交替方向的隐格式.利用方程和边界条件得到在空间上的三阶与五阶导数的边界值,进而在内点、边界内点和边界角点分别建立9点、6点和4点紧差分格式;通过引进新的范数和L₂范数估计L_∞范数;借助能量估计、Gronwall不等式和Schwarz不等式等技巧,详细分析了差分格式在无穷范数下关于时间和空间分别为二阶和四阶收敛性,并给出了稳定性结果;通过数值算例,验证了理论分析结果.     

Numerical methods for Hamilton Jacobi functional differential equations

Initial and initial boundary value problems for first order partial functional differential equations are considered. Explicit difference schemes of the Euler type and implicit difference methods are investigated. The following theoretical aspects of the methods are presented. Sufficient conditions for the convergence of approximate solutions are given and comparisons of the methods are presented. It is proved that assumptions on the regularity of given functions are the same for both the methods. It is shown that conditions on the mesh for explicit difference schemes are more restrictive than suitable assumptions for implicit methods. There are implicit difference schemes which are convergent and corresponding explicit difference methods are not convergent. Error estimates for both the methods are construted.     

f-Konvergenz undf-Stetigkeit von Operatorenfolgen auf metrischen Räumen

Summary Equicontinuity of the operators of a given sequence of nonlinear operators is one of the necessary and sufficient conditions for continuous convergence of this sequence. This lemma, which is due to Rinow, gives a generalization of the Banach-Steinhaus-theorem. Hence it led to some generalizations of the Lax-Richt-myer-theory of difference approximations for initial value problems. The equicontinuity in this case correspondends to numerical stability. But often continuous convergence is a too strong demand in the theory of nonlinear numerical problems (for instance in the case of difference schemes for quasilinear partial differential equations), whereas a restriction to only pointwise convergence possibly leads to numerical instability. Therefore in this paper a set of definitions of convergence is considered lying between pointwise and continuous convergence. Sorts of continuity are described which are as characteristic for these kinds of convergence as equicontinuity for continuous convergence. As an numerical application we study the connection between the solution-depending stability and the sensitiveness to perturbations of difference schemes for quasilinear initial value problems.     

非线性波动方程的弱隐式与显式差分方法

广泛出现于物理、化学、机械动力学、生物、几何学等领域的非线性波动方程已经有很多的研究工作,Sine-Gordon方程和非线性受迫振动方程就是典型的例子.周毓麟教授在[1]中研究了非线性波动方程组     

解线性抛物方程的一类新格式

解线性抛物方程的一类新格式孙志忠（中国科学院计算中心）ＡＮＥＷＣＬＡＳＳＯＦＤＩＦＦＥＲＥＮＣＥＳＣＨＥＭＥＳＦＯＲＬＩＮＥＡＲＰＡＲＡＢＯＬＩＣＤＩＦＦＥＲＥＮＴＩＡＬＥＱＵＡＴＩＯＮＳ￥ＳｕｎＺｈｉ－ｚｈｏｎｇ（ＣｏｍｐｕｔｉｎｇＣｅｎｔｅｒ，Ａ...     

求解一类反应扩散方程组数值解的组合单调迭代法

给出一类求解带非线性边界条件的反应扩散方程组的组合单调迭代法,证明了当反应项和边界条件具有拟单调性和迭代充阢的单调收敛性以及数值方法的稳定性。     

线性初边值问题差分格式的稳定性和收敛性(英文)

本文讨论一般的方程系数满足Lipschitz条件的变系数线性双曲型初边值问题差分格式的稳定性,并在很弱的条件下证明了几类差分格式是稳定的,本文还证明了:如果格式稳定,则在解和方程的系数足够光滑时,差分解将收敛于微分方程的解,并且g阶格式在l_2空间有g阶收敛速度。     

Locally one-dimensional scheme for fractional diffusion equations with robin boundary conditions

For a fractional diffusion equation with Robin boundary conditions, locally one-dimensional difference schemes are considered and their stability and convergence are proved.     

Finite difference schemes for the fourth-order parabolic equations with different boundary value conditions

In this paper, the fourth-order parabolic equations with different boundary value conditions are studied. Six kinds of boundary value conditions are proposed. Several numerical differential formulae for the fourth-order derivative are established by the quartic interpolation polynomials and their truncation errors are given with the aid of the Taylor expansion with the integral remainders. Effective difference schemes are presented for the third Dirichlet boundary value problem, the first Neumann boundary value problem and the third Neumann boundary value problem, respectively. Some new embedding inequalities on the discrete function spaces are presented and proved. With the method of energy analysis, the unique solvability, unconditional stability and unconditional convergence of the difference schemes are proved. The convergence orders of derived difference schemes are all O(τ² + h²) in appropriate norms. Finally, some numerical examples are provided to confirm the theoretical results.     

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…     

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     

高阶非线性波动方程的有限差分方法

本文研究一类广泛的高阶非线性波动方程组初边值问题的有限差分格式，用离散泛函分析方法和先验估计的技巧得到了有限差分格式的收敛性。     

小参数常微分方程守恒型差分格式的一致收敛性

本文考虑自共轭常微分方程奇异摄动边值问题,构造一族带拟合因子的差分格式,给出差分格式解一致收敛于微分方程解的充分条件,由此提出几个具体格式,在条件较弱的情况下,给出较高的一致收敛阶。     

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 the choice of initial conditions of difference schemes for parabolic equations

We study finite difference schemes to approximate the first initial-boundary value problem for linear second order parabolic equations and obtain some convergence rate estimates. When difference schemes are constructed for such problems, in the process of obtaining convergence rate estimates compatible with smoothness of the solution, various authors assume that the solution of the problem can be extended to the exterior of the domain of integration, preserving the Sobolev class. Our investigations show that this restriction can be removed if, instead of using the exact initial condition, we use certain approximations of the initial conditions. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

对流扩散方程区域分裂特征差分方法

1引言对流扩散方程是许多物理问题的数学模型,研究其稳定的数值解法具有重要的应用价值．而标准的差分法和有限元法通常会失效,出现数值振荡．80年代,Douglas和Russel提出了特征线方法,在一定程度上克服了数值振荡,保证了数值的稳定,尤其对“对流占优”问题,更能突出特征法的优越性,并有了大量的理论成果[1,2,3]．区域分裂是一种解决大规模的科学与工程计算问题的有效方法,Dawson,Du和Dupont对热传导方程给出了非重叠区域分裂格式及分析,由于内边界的显格式,需要一定的稳定性条件Δt≤CH2;而Du等在[5]给出了抛物方程的几种区域分裂格式,对区域分裂法的     

Stability and convergence of difference schemes approximating a two-parameter nonlocal boundary value problem

We consider difference schemes for the heat equation with variable coefficients and nonlocal boundary conditions containing real parameters α and β. By the method of energy inequalities, for the solution of the difference problem, we obtain a priori estimates, which imply the stability and convergence of these difference schemes.     

Finite difference schemes for the symmetric Keyfitz–Kranzer system

We are concerned with the convergence of numerical schemes for the initial value problem associated with the Keyfitz–Kranzer system of equations. This system is a toy model for several important models such as in elasticity theory, magnetohydrodynamics, and enhanced oil recovery. In this paper, we prove the convergence of three difference schemes. Two of these schemes are shown to converge to the unique entropy solution. Finally, the convergence is illustrated by several examples.     

Investigation of the stability and convergence of difference schemes for a polytropic gas with subsonic flows

We analyze the stability with respect to the initial data and the convergence in the uniform norm of difference schemes approximating the equations of a polytropic gas in terms of the Riemann invariants. We obtain conditions on the initial data providing the presence of only subsonic flows and the absence of shock waves in the medium in the course of time. We discuss the relationship between the notions of stability and monotonicity of difference schemes for nonlinear problems. We present the results of a numerical experiment that justify the obtained theoretical conclusions.     

Convergence of Difference Methods for Inverse Problems of a One-Dimensional Hyperbolic System of First Order

In this paper, the difference methods for solving the inverse problem of a one-dimensional hyperbolic system of first order are discussed. Some difference schemes are constructed and the convergence of these schemes is proved.