An analysis for a high‐order difference scheme for numerical solution to uxx = F(x,t, u,ut, ux)

This article is concerned with a high‐order difference scheme presented by Jain, Jain, and Mohanty for the nonlinear parabolic equation u_xx = F(x, t, u, u_t, u_x) with Dirichlet boundary conditions. The solvability of the difference scheme is proved by Brower's fixed point theorem and the uniqueness of the difference solution is obtained by showing that the coefficient matrix is strictly column‐wise diagonal dominant. The boundedness and convergence of the difference scheme are obtained. The convergence order is 4 in space and 2 in time in L_∞‐norm. A numerical example is provided to illustrate the validity of the theoretical results. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq , 2006     

A second‐order linearized difference scheme on nonuniform meshes for nonlinear parabolic systems with Dirichlet boundary value conditions

A linearized three‐level difference scheme on nonuniform meshes is derived by the method of the reduction of order for the Dirichlet boundary value problem of the nonlinear parabolic systems. It is proved that the difference scheme is uniquely solvable and second order convergent in L_∞‐norm. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 638–652, 2003     

A three‐level linearized finite difference scheme for the camassa–holm equation

The Camassa–Holm (CH) system is a strong nonlinear third‐order evolution equation. So far, the numerical methods for solving this problem are only a few. This article deals with the finite difference solution to the CH equation. A three‐level linearized finite difference scheme is derived. The scheme is proved to be conservative, uniquely solvable, and conditionally second‐order convergent in both time and space in the discrete L_∞ norm. Several numerical examples are presented to demonstrate the accuracy and efficiency of the proposed method. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 451–471, 2014     

A second‐order accurate difference scheme for the two‐dimensional Burgers' system

In this article, a Crank‐Nicolson‐type finite difference scheme for the two‐dimensional Burgers' system is presented. The existence of the difference solution is shown by Brouwer fixed‐point theorem. The uniqueness of the difference solution and the stability and L₂ convergence of the difference scheme are proved by energy method. An iterative algorithm for the difference scheme is given in detail. Furthermore, a linear predictor–corrector method is presented. The numerical results show that the predictor–corrector method is also convergent with the convergence order of two in both time and space. At last, some comments are provided for the backward Euler scheme. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

An analysis for a high‐order difference scheme for numerical solution to utt = A(x,t)uxx + F(x,t, u,ut, ux)

This article is concerned with a high‐order implicit difference scheme presented by Mohanty, Jain, and George for the nonlinear hyperbolic equation u_tt = A(x, t)u_xx + F(x, t, u, u_t, u_x) with Dirichlet boundary conditions. Some prior estimates of the difference solution are obtained by the energy methods. The solvability of the difference scheme is proved by the energy method and Brower's fixed point theorem. Similarly, the uniqueness, the convergence in L_∞‐norm and the stability of the difference solution are obtained. A numerical example is provided to demonstrate the validity of the theoretical results. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 23: 484–498, 2007     

A fast second‐order difference scheme for the space–time fractional equation

In this paper, a fast second‐order accurate difference scheme is proposed for solving the space–time fractional equation. The temporal Caputo derivative is approximated by ?L2 ‐1_σ formula which employs the sum‐of‐exponential approximation to the kernel function appeared in Caputo derivative. The second‐order linear spline approximation is applied to the spatial Riemann–Liouville derivative. At each time step, a fast algorithm, the preconditioned conjugate gradient normal residual method with a circulant preconditioner (PCGNR), is used to solve the resulting system that reduces the storage and computational cost significantly. The unique solvability and unconditional convergence of the difference scheme are shown by the discrete energy method. Numerical examples are given to verify numerical accuracy and efficiency of the difference schemes.     

Development of a numerical phase optimized upwinding combined compact difference scheme for solving the Camassa–Holm equation with different initial solitary waves

In this article, the solution of Camassa–Holm (CH) equation is solved by the proposed two‐step method. In the first step, the sixth‐order spatially accurate upwinding combined compact difference scheme with minimized phase error is developed in a stencil of four points to approximate the first‐order derivative term. For the purpose of retaining both of the long‐term accurate Hamiltonian property and the geometric structure inherited in the CH equation, the time integrator used in this study should be able to conserve symplecticity. In the second step, the Helmholtz equation governing the pressure‐like variable is approximated by the sixth‐order accurate three‐point centered compact difference scheme. Through the fundamental and numerical verification studies, the integrity of the proposed high‐order scheme is demonstrated. Another aim of this study is to reveal the wave propagation nature for the investigated shallow water equation subject to different initial wave profiles, whose peaks take the smooth, peakon, and cuspon forms. The transport phenomena for the cases with/without inclusion of the linear first‐order advection term κu_x in the CH equation will be addressed. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1645–1664, 2015     

Maximum error estimates for a compact difference scheme of the coupled nonlinear Schrödinger–Boussinesq equations

The coupled nonlinear Schrödinger–Boussinesq (SBq) equations describe the nonlinear development of modulational instabilities associated with Langmuir field amplitude coupled to intense electromagnetic wave in dispersive media such as plasmas. In this paper, we present a conservative compact difference scheme for the coupled SBq equations and analyze the conservative property and the existence of the scheme. Then we prove that the scheme is convergent with convergence order O(τ² + h⁴) in L_∞‐norm and is stable in L_∞‐norm. Numerical results verify the theoretical analysis.     

An O(k2 + kh2 + h4) arithmetic average discretization for the solution of 1‐D nonlinear parabolic equations

This article develops a new two‐level three‐point implicit finite difference scheme of order 2 in time and 4 in space based on arithmetic average discretization for the solution of nonlinear parabolic equation ε u_xx = f(x, t, u, u_x, u_t), 0 < x < 1, t > 0 subject to appropriate initial and Dirichlet boundary conditions, where ε > 0 is a small positive constant. We also propose a new explicit difference scheme of order 2 in time and 4 in space for the estimates of (?u/?x). The main objective is the proposed formulas are directly applicable to both singular and nonsingular problems. We do not require any fictitious points outside the solution region and any special technique to handle the singular problems. Stability analysis of a model problem is discussed. Numerical results are provided to validate the usefulness of the proposed formulas. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Low‐order stabilized finite element methods for the unsteady Stokes/Navier‐Stokes equations with friction boundary conditions

In this paper, we consider low‐order stabilized finite element methods for the unsteady Stokes/Navier‐Stokes equations with friction boundary conditions. The time discretization is based on the Euler implicit scheme, and the spatial discretization is based on the low‐order element (P₁−P₁ or P₁−P₀) for the approximation of the velocity and pressure. Moreover, some error estimates for the numerical solution of fully discrete stabilized finite element scheme are obtained. Finally, numerical experiments are performed to confirm our theoretical results.     

A new fourth‐order numerical algorithm for a class of three‐dimensional nonlinear evolution equations

In this article, a new compact alternating direction implicit finite difference scheme is derived for solving a class of 3‐D nonlinear evolution equations. By the discrete energy method, it is shown that the new difference scheme has good stability and can attain second‐order accuracy in time and fourth‐order accuracy in space with respect to the discrete H¹ ‐norm. A Richardson extrapolation algorithm is applied to achieve fourth‐order accuracy in temporal dimension. Numerical experiments illustrate the accuracy and efficiency of the extrapolation algorithm. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

The stability and convergence of two linearized finite difference schemes for the nonlinear epitaxial growth model

The numerical simulation of the dynamics of the molecular beam epitaxy (MBE) growth is considered in this article. The governing equation is a nonlinear evolutionary equation that is of linear fourth order derivative term and nonlinear second order derivative term in space. The main purpose of this work is to construct and analyze two linearized finite difference schemes for solving the MBE model. The linearized backward Euler difference scheme and the linearized Crank‐Nicolson difference scheme are derived. The unique solvability, unconditional stability and convergence are proved. The linearized Euler scheme is convergent with the convergence order of O(τ + h²) and linearized Crank‐Nicolson scheme is convergent with the convergence order of O(τ² + h²) in discrete L²‐norm, respectively. Numerical stability with respect to the initial conditions is also obtained for both schemes. Numerical experiments are carried out to demonstrate the theoretical analysis. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

High‐order numerical methods for one‐dimensional parabolic singularly perturbed problems with regular layers

In this work we construct and analyze some finite difference schemes used to solve a class of time‐dependent one‐dimensional convection‐diffusion problems, which present only regular layers in their solution. We use the implicit Euler or the Crank‐Nicolson method to discretize the time variable and a HODIE finite difference scheme, defined on a piecewise uniform Shishkin mesh, to discretize the spatial variable. In both cases we prove that the numerical method is uniformly convergent with respect to the diffusion parameter, having order near two in space and order one or 3/2, depending on the method used, in time. We show some numerical examples which illustrate the theoretical results, in the case of using the Euler implicit method, and give better numerical behaviour than that predicted theoretically, showing order two in time and order N^?2log²N in space, if the Crank‐Nicolson scheme is used to discretize the time variable. Finally, we construct a numerical algorithm by combining a third order A‐stable SDIRK with two stages and a third‐order HODIE difference scheme, showing its uniformly convergent behavior, reaching order three, up to a logarithmic factor. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

New energy identities and super convergence analysis of the energy conserved splitting FDTD methods for 3D Maxwell's equations

The energy‐conserved splitting finite‐difference time‐domain (EC‐S‐FDTD) method has recently been proposed to solve the Maxwell equations with second order accuracy while numerically keep the L² energy conservation laws of the equations. In this paper, the EC‐S‐FDTD scheme for the 3D Maxwell equations is proved to be energy‐conserved and unconditionally stable in the discrete H¹ norm. The EC‐S‐FDTD scheme is of second‐order accuracy both in time step and spatial steps, which suggests the super‐convergence of this scheme in the discrete H¹ norm. And the divergence of the electric field of the EC‐S‐FDTD scheme in the discrete L² norm is second‐order accurate. Numerical experiments confirm our theoretical analysis. Copyright © 2012 John Wiley & Sons, Ltd.     

Convergence analysis of a linearized Crank–Nicolson scheme for the two‐dimensional complex Ginzburg–Landau equation

A linearized Crank–Nicolson‐type scheme is proposed for the two‐dimensional complex Ginzburg–Landau equation. The scheme is proved to be unconditionally convergent in the L² ‐norm by the discrete energy method. The convergence order is \begin{align*}\mathcal{O}(\tau^2+h_1^2+h^2_2)\end{align*}, where τ is the temporal grid size and h₁,h₂ are spatial grid sizes in the x ‐ and y ‐directions, respectively. A numerical example is presented to support the theoretical result. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

A second‐order linearized difference scheme for a strongly coupled reaction‐diffusion system

This article deals with the numerical solution to some models described by the system of strongly coupled reaction–diffusion equations with the Neumann boundary value conditions. A linearized three‐level scheme is derived by the method of reduction of order. The uniquely solvability and second‐order convergence in L₂‐norm are proved by the energy method. A numerical example is presented to demonstrate the accuracy and efficiency of the proposed method. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

High‐order approximation of 2D convection‐diffusion equation on hexagonal grids

We derive a fourth‐order finite difference scheme for the two‐dimensional convection‐diffusion equation on an hexagonal grid. The difference scheme is defined on a single regular hexagon of size h over a seven‐point stencil. Numerical experiments are conducted to verify the high accuracy of the derived scheme, and to compare it with the standard second‐order central difference scheme. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2006     

Quintic trigonometric spline based numerical scheme for nonlinear modified Burgers' equation

This paper presents a numerical method based on quintic trigonometric B‐splines for solving modified Burgers' equation (MBE). Here, the MBE is first discretized in time by Crank–Nicolson scheme and the resulting scheme is solved by quintic trigonometric B‐splines. The proposed method tackles nonlinearity by using a linearization process known as quasilinearization. A rigorous analysis of the stability and convergence of the proposed method are carried out, which proves that the method is unconditionally stable and has order of convergence O(h⁴ + k²). Numerical results presented are very much in accordance with the exact solution, which is established by the negligible values of L₂ and L_∞ errors. Computational efficiency of the scheme is proved by small values of CPU time. The method furnishes results better than those obtained by using most of the existing methods for solving MBE.     

A robust semi-explicit difference scheme for the Kuramoto–Tsuzuki equation

In this paper, we propose a robust semi-explicit difference scheme for solving the Kuramoto–Tsuzuki equation with homogeneous boundary conditions. Because the prior estimate in L_∞-norm of the numerical solutions is very hard to obtain directly, the proofs of convergence and stability are difficult for the difference scheme. In this paper, we first prove the second-order convergence in L₂-norm of the difference scheme by an induction argument, then obtain the estimate in L_∞-norm of the numerical solutions. Furthermore, based on the estimate in L_∞-norm, we prove that the scheme is also convergent with second order in L_∞-norm. Numerical examples verify the correction of the theoretical analysis.     

The Crank‐Nicolson/Adams‐Bashforth scheme for the time‐dependent Navier‐Stokes equations with nonsmooth initial data

In this article, we study the stability and convergence of the Crank‐Nicolson/Adams‐Bashforth scheme for the two‐dimensional nonstationary Navier‐Stokes equations with a nonsmooth initial data. A finite element method is applied for the spatial approximation of the velocity and pressure. The time discretization is based on the implicit Crank‐Nicolson scheme for the linear terms and the explicit Adams‐Bashforth scheme for the nonlinear term. Moreover, we prove that the scheme is almost unconditionally stable for a nonsmooth initial data u₀ with div u₀ = 0, i.e., the time step τ satisfies: τ ≤ C₀ if u₀ ∈ H¹ ∩ L^∞; τ |log h| ≤ C₀ if u₀ ∈ H¹ for the mesh size h and some positive constant C₀. Finally, we obtain some error estimates for the discrete velocity and pressure under the above stability condition. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 28: 155‐187, 2012