三维泊松方程的高精度多重网格解法

利用对称网格点泰勒展开式中各阶导数项明显的对称性,得到了数值求解三维泊松方程的四阶和六阶精度的紧致差分格式,其推导过程简便直接.为了克服传统迭代法在求解高维问题时计算量大、收敛速度慢的缺陷,采用了多重网格加速技术,设计了相应的多重网格算法,求解了三维泊松方程的Dirichlet边值问题.数值实验结果表明,本文所提出的高精度紧致格式达到了期望的精度并且多重网格方法的加速效果是非常显著的.     

迎风紧致格式与驱动方腔流动问题的直接数值模拟

本文给出了一种求解不可压缩流动问题的高精度差分格式,即迎风紧致格式.出发方程采用二维非定常原始变量Naiver-Stokes方程组.在差分方程中,对流项采用三阶精度的迎风紧致差分,其余空间导数项采用四阶紧致差分.本文利用该差分格式在等距网格上数值模拟了驱动方腔流动中的分离涡运动.在257×257的细网格上,Re数最高计算到10000.Re≤5000时的计算结果与前人结果符合得很好.当Re≥7500时发现流动不存在定常层流解而为非定常周期性解,并首次给出了非定常解的结果。     

二维系数不连续Helmholtz方程的高阶紧致差分格式

针对二维系数不连续Helmholtz方程,提出和研究了高阶紧致差分格式,在波数跳跃位置引入局部网格加密技巧进行网格加密.数值实验验证,该高阶紧致差分格式用于求解二维系数不连续Helmholtz方程可以达到四阶精度,局部网格加密技巧能够有效地提高数值解的精度.     

泊松方程第一类边值问题四阶紧差分格式数值实现

<正>1引言泊松方程作为静电学、机械工程和理论物理中的一个重要偏微分方程,其高阶数值求解方法对理论和实际都很有帮助.在本文中将重点关注有限差分法在泊松方程求解上的应用.这里的有限差分法有别于传统意义上的有限差分格式,我们将采用紧差分格式离散泊松方程,并讨论它的数值求解方法.在数值计算上,如果想要近似逼近函数在某点的导函数值.传统的有限差分法是利用在这点周围的已知函数值的线性组合来近似所要的导函数值.紧差分格式的构造思想也是利用节点的函数值来逼近导函数值,它与传统的差分格式的构造有一相同点:都采用待     

三维非线性Schr?dinger方程的六阶精度紧致ADI分裂方法

提出了一种结合二阶Strang分裂技术的六阶紧致交替方向隐式方法,用于求解三维非线性Schr?dinger方程.方法在时间上具有二阶精度,在空间上具有六阶精度.稳定性分析表明,方法是无条件稳定的.通过数值实验验证了方法满足守恒律,并为三维非线性Schr?dinger方程提供了精确、稳定的解.     

求解一维定常对流扩散反应方程的混合型紧致差分格式

借助显式紧致格式和隐式紧致格式的思想,基于截断误差余项修正,并结合原方程本身,构造出了一种求解一维定常对流扩散反应方程的高精度混合型紧致差分格式.格式仅用到三个点上的未知函数值及一阶导数值,而一阶导数值利用四阶Pade格式进行计算,格式整体具有四阶精度.数值实验结果验证了格式的精确性和可靠性.     

求解一维非定常对流扩散反应方程的高精度紧致差分格式

提出了数值求解一维非定常对流扩散反应方程的一种高精度紧致隐式差分格式,其截断误差为O(τ~4+τ~2h~2+h~4),即格式整体具有四阶精度.差分方程在每一时间层上只用到了三个网格节点,所形成的代数方程组为三对角型,可采用追赶法进行求解,最后通过数值算例验证了格式的精确性和可靠性.     

广义sine-Gordon方程高精度隐式紧致差分方法

本文研究一类二维非线性的广义sine-Gordon(简称SG)方程的有限差分格式.首先构造三层时间的紧致交替方向隐式差分格式,并用能量分析法证明格式具有二阶时间精度和四阶空间精度.然后应用改进的Richardson外推算法将时间精度提高到四阶.最后,数值算例证实改进后的算法在空间和时间上均达到四阶精度.     

非线性反应扩散方程的高精度有限差分方法

首先,针对空间二阶导数,提出了一种五点六阶差分公式.然后,针对一维非线性反应扩散方程,空间导数项采用该差分公式离散,时间导数项采用Crank-Nicolson方法进行离散,再利用Richardson外推方法将时间精度提高到四阶,提出了一种时间四阶空间六阶精度的有限差分格式.由于每一个时间层上所形成的线性方程组是五对角形的,因此采用五对角追赶法进行计算,计算简单且高效.最后通过数值实验验证了格式的精确性和可靠性.     

求解对流扩散反应方程的四阶混合紧致差分方法

针对一维对流扩散反应方程,基于对流扩散方程的四阶指数型紧致差分格式,以及一阶导数的四阶Padé公式,发展了一种高效求解对流扩散反应方程的混合型四阶紧致差分格式.数值实验结果验证了格式对于边界层问题或大雷诺数或大Pelect数的大梯度问题的求解的高精度和鲁棒性的优点.     

A high‐order finite difference discretization strategy based on extrapolation for convection diffusion equations

We propose a new high‐order finite difference discretization strategy, which is based on the Richardson extrapolation technique and an operator interpolation scheme, to solve convection diffusion equations. For a particular implementation, we solve a fine grid equation and a coarse grid equation by using a fourth‐order compact difference scheme. Then we combine the two approximate solutions and use the Richardson extrapolation to compute a sixth‐order accuracy coarse grid solution. A sixth‐order accuracy fine grid solution is obtained by interpolating the sixth‐order coarse grid solution using an operator interpolation scheme. Numerical results are presented to demonstrate the accuracy and efficacy of the proposed finite difference discretization strategy, compared to the sixth‐order combined compact difference (CCD) scheme, and the standard fourth‐order compact difference (FOC) scheme. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 18–32, 2004.     

Fast and Robust Sixth Order Multigrid Computation for 3D Convection Diffusion Equation

We present a sixth-order explicit compact finite difference scheme to solve the three-dimensional (3D) convection-diffusion equation. We first use a multiscale multigrid method to solve the linear systems arising from a 19-point fourth-order discretization scheme to compute the fourth-order solutions on both a coarse grid and a fine grid. Then an operator-based interpolation scheme combined with an extrapolation technique is used to approximate the sixth-order accurate solution on the fine grid. Since the multigrid method using a standard point relaxation smoother may fail to achieve the optimal grid-independent convergence rate for solving convection-diffusion equations with a high Reynolds number, we implement the plane relaxation smoother in the multigrid solver to achieve better grid independency. Supporting numerical results are presented to demonstrate the efficiency and accuracy of the sixth-order compact (SOC) scheme, compared with the previously published fourth-order compact (FOC) scheme.     

Integrated fast and high‐accuracy computation of convection diffusion equations using multiscale multigrid method

We present an explicit sixth‐order compact finite difference scheme for fast high‐accuracy numerical solutions of the two‐dimensional convection diffusion equation with variable coefficients. The sixth‐order scheme is based on the well‐known fourth‐order compact (FOC) scheme, the Richardson extrapolation technique, and an operator interpolation scheme. For a particular implementation, we use multiscale multigrid method to compute the fourth‐order solutions on both the coarse grid and the fine grid. Then, an operator interpolation scheme combined with the Richardson extrapolation technique is used to compute a sixth‐order accurate fine grid solution. We compare the computed accuracy and the implementation cost of the new scheme with the standard nine‐point FOC scheme and Sun–Zhang's sixth‐order method. Two convection diffusion problems are solved numerically to validate our proposed sixth‐order scheme. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

A high order finite difference method with Richardsonextrapolation for 3D convection diffusion equation

In this paper, we extend the Sun and Zhang’s [24] work on high order finite difference method, which is based on the Richardson extrapolation technique and an operator interpolation scheme for the one and two dimensional steady convection diffusion equations to the three dimensional case. Firstly, we employ a fourth order compact difference scheme to get the fourth order accurate solution on the fine and the coarse grids. Then, we use the Richardson extrapolation technique by combining the two approximate solutions to get a sixth order accurate solution on coarse grid. Finally, we apply an operator interpolation scheme to achieve the sixth order accurate solution on the fine grid. During this process, we use alternating direction implicit (ADI) method to solve the resulting linear systems. Numerical experiments are conducted to verify the accuracy and effectiveness of the present method.     

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.     

Sixth-Order Compact Extended Trapezoidal Rules for 2D Schrödinger Equation

Based on high-order linear multistep methods (LMMs), we use the class of extended trapezoidal rules (ETRs) to solve boundary value problems of ordinary differential equations (ODEs), whose numerical solutions can be approximated by boundary value methods (BVMs). Then we combine this technique with fourth-order Padé compact approximation to discrete 2D Schrödinger equation. We propose a scheme with sixth-order accuracy in time and fourth-order accuracy in space. It is unconditionally stable due to the favourable property of BVMs and ETRs. Furthermore, with Richardson extrapolation, we can increase the scheme to order 6 accuracy both in time and space. Numerical results are presented to illustrate the accuracy of our scheme.     

Estimation of 1-dimensional nonlinear stochastic differential equations based on higher-order partial differential equation numerical scheme and its application

A method based on higher-order partial differential equation (PDE) numerical scheme are proposed to obtain the transition cumulative distribution function (CDF) of the diffusion process (numerical differentiation of the transition CDF follows the transition probability density function (PDF)), where a transformation is applied to the Kolmogorov PDEs first, then a new type of PDEs with step function initial conditions and 0, 1 boundary conditions can be obtained. The new PDEs are solved by a fourth-order compact difference scheme and a compact difference scheme with extrapolation algorithm. After extrapolation, the compact difference scheme is extended to a scheme with sixth-order accuracy in space, where the convergence is proved. The results of the numerical tests show that the CDF approach based on the compact difference scheme to be more accurate than the other estimation methods considered; however, the CDF approach is not time-consuming. Moreover, the CDF approach is used to fit monthly data of the Federal funds rate between 1983 and 2000 by CKLS model.     

Cascadic multigrid methods combined with sixth order compact scheme for poisson equation

Based on the extrapolation theory and a sixth order compact difference scheme, new extrapolation interpolation operator and extrapolation cascadic multigrid methods for two dimensional Poisson equation are presented. The new extrapolation interpolation operator is used to provide a better initial value on refined grid. The convergence of the new methods are given. Numerical experiments are shown to illustrate that the new methods have higher accuracy and efficiency.     

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.     

Analysis on two approaches for high order accuracy finite difference computation

We analyze two approaches for enhancing the accuracy of the standard second order finite difference schemes in solving one dimensional elliptic partial differential equations. These are the fourth order compact difference scheme and the fourth order scheme based on the Richardson extrapolation techniques. We study the truncation errors of these approaches and comment on their regularity requirements and computational costs. We present numerical experiments to demonstrate the validity of our analysis.