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.     

High order implicit collocation method for the solution of two‐dimensional linear hyperbolic equation

In this article, we introduce a high‐order accurate method for solving the two dimensional linear hyperbolic equation. We apply a compact finite difference approximation of fourth order for discretizing spatial derivatives of linear hyperbolic equation and collocation method for the time component. The resulted method is unconditionally stable and solves the two‐dimensional linear hyperbolic equation with high accuracy. In this technique, the solution is approximated by a polynomial at each grid point that its coefficients are determined by solving a linear system of equations. Numerical results show that the compact finite difference approximation of fourth order and collocation method give a very efficient approach for solving the two dimensional linear hyperbolic equation. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

High order compact solution of the one‐space‐dimensional linear hyperbolic equation

In this article, we introduce a high‐order accurate method for solving one‐space dimensional linear hyperbolic equation. We apply a compact finite difference approximation of fourth order for discretizing spatial derivative of linear hyperbolic equation and collocation method for the time component. The main property of this method additional to its high‐order accuracy due to the fourth order discretization of spatial derivative, is its unconditionally stability. In this technique the solution is approximated by a polynomial at each grid point that its coefficients are determined by solving a linear system of equations. Numerical results show that the compact finite difference approximation of fourth order and collocation method produce a very efficient method for solving the one‐space‐dimensional linear hyperbolic equation. We compare the numerical results of this paper with numerical results of (Mohanty, 3 .© 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2008     

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     

Space‐time spectral method for two‐dimensional semilinear parabolic equations

In this paper, a high‐order accurate numerical method for two‐dimensional semilinear parabolic equations is presented. We apply a Galerkin–Legendre spectral method for discretizing spatial derivatives and a spectral collocation method for the time integration of the resulting nonlinear system of ordinary differential equations. Our formulation can be made arbitrarily high‐order accurate in both space and time. Optimal a priori error bound is derived in the L²‐norm for the semidiscrete formulation. Extensive numerical results are presented to demonstrate the convergence property of the method, show our formulation have spectrally accurate in both space and time. 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     

A high order accurate numerical method for solving two‐dimensional dual‐phase‐lagging equation with temperature jump boundary condition in nanoheat conduction

Dual‐phase‐lagging (DPL) equation with temperature jump boundary condition (Robin's boundary condition) shows promising for analyzing nanoheat conduction. For solving it, development of higher‐order accurate and unconditionally stable (no restriction on the mesh ratio) numerical schemes is important. Because the grid size may be very small at nanoscale, using a higher‐order accurate scheme will allow us to choose a relative coarse grid and obtain a reasonable solution. For this purpose, recently we have presented a higher‐order accurate and unconditionally stable compact finite difference scheme for solving one‐dimensional DPL equation with temperature jump boundary condition. In this article, we extend our study to a two‐dimensional case and develop a fourth‐order accurate compact finite difference method in space coupled with the Crank–Nicolson method in time, where the Robin's boundary condition is approximated using a third‐order accurate compact method. The overall scheme is proved to be unconditionally stable and convergent with the convergence rate of fourth‐order in space and second‐order in time. Numerical errors and convergence rates of the solution are tested by two examples. Numerical results coincide with the theoretical analysis. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1742–1768, 2015     

Analytical and numerical solutions of the Fitzhugh–Nagumo equation and their multistability behavior

In this paper, we propose an analytical method and a modification of explicit exponential finite difference method (EEFDM) for analytical and numerical solutions of the Fitzhugh–Nagumo (FN) and Newell–Whitehead (NW) equations. The method is improved computationally by using the Padé approximation technique. Furthermore, multistability behavior of traveling wave solutions of the FN and NW equations are examined in presence of external forcing. It is observed that there exist coexisting periodic and quasiperiodic orbits for the FN equation, where as only quasiperiodic orbits is observed in case of NW equation.     

Analysis of two‐grid discretization scheme for semilinear hyperbolic equations by mixed finite element methods

In this paper, the full discrete scheme of mixed finite element approximation is introduced for semilinear hyperbolic equations. To solve the nonlinear problem efficiently, two two‐grid algorithms are developed and analyzed. In this approach, the nonlinear system is solved on a coarse mesh with width H, and the linear system is solved on a fine mesh with width h≪H. Error estimates and convergence results of two‐grid method are derived in detail. It is shown that if we choose in the first algorithm and in the second algorithm, the two‐grid algorithms can achieve the same accuracy of the mixed finite element solutions. Finally, the numerical examples also show that the two‐grid method is much more efficient than solving the nonlinear mixed finite element system directly.     

Finite element method for two‐dimensional time‐fractional tricomi‐type equations

In this article, we consider the finite element method (FEM) for two‐dimensional linear time‐fractional Tricomi‐type equations, which is obtained from the standard two‐dimensional linear Tricomi‐type equation by replacing the first‐order time derivative with a fractional derivative (of order α, with 1 <α< 2 ). The method is based on finite element method for space and finite difference method for time. We prove that the method is unconditionally stable, and the error estimate is presented. The comparison of the FEM results with the exact solutions is made, and numerical experiments reveal that the FEM is very effective. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

A Two‐Parameter Stabilized Finite Element Method for Incompressible Flows

Based on two‐grid discretizations, a two‐parameter stabilized finite element method for the steady incompressible Navier–Stokes equations at high Reynolds numbers is presented and studied. In this method, a stabilized Navier–Stokes problem is first solved on a coarse grid, and then a correction is calculated on a fine grid by solving a stabilized linear problem. The stabilization term for the nonlinear Navier–Stokes equations on the coarse grid is based on an elliptic projection, which projects higher‐order finite element interpolants of the velocity into a lower‐order finite element interpolation space. For the linear problem on the fine grid, either the same stabilization approach (with a different stabilization parameter) as that for the coarse grid problem or a completely different stabilization approach could be employed. Error bounds for the discrete solutions are estimated. Algorithmic parameter scalings of the method are also derived. The theoretical results show that, with suitable scalings of the algorithmic parameters, this method can yield an optimal convergence rate. Numerical results are provided to verify the theoretical predictions and demonstrate the effectiveness of the proposed method. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 425–444, 2017     

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 two‐grid stabilized mixed finite element method for Darcy‐Forchheimer model

A two‐grid stabilized mixed finite element method based on pressure projection stabilization is proposed for the two‐dimensional Darcy‐Forchheimer model. We use the derivative of a smooth function, , to approximate the derivative of in constructing the two‐grid algorithm. The two‐grid method consists of solving a small nonlinear system on the coarse mesh and then solving a linear system on the fine mesh. There are a substantial reduction in computational cost. We prove the existence and uniqueness of solution of the discrete schemes on the coarse grid and the fine grid and obtain error estimates for the two‐grid algorithm. Finally, some numerical experiments are carried out to verify the accuracy and efficiency of the method.     

Application of semi‐analytic methods for the Fitzhugh–Nagumo equation,which models the transmission of nerve impulses

In this work, the homotopy perturbation method (HPM), the variational iteration method (VIM) and the Adomian decomposition method (ADM) are applied to solve the Fitzhugh–Nagumo equation. Numerical solutions obtained by these methods when compared with the exact solutions reveal that the obtained solutions produce high accurate results. The results show that the HPM, the VIM and the ADM are of high accuracy and are efficient for solving the Fitzhugh–Nagumo equation. Also the results demonstrate that the introduced methods are powerful tools for solving the nonlinear partial differential equations. Copyright © 2010 John Wiley & Sons, Ltd.     

Analytical and numerical solutions of a two‐dimensional multi‐term time‐fractional Oldroyd‐B model

In this paper, we consider a two‐dimensional multi‐term time‐fractional Oldroyd‐B equation on a rectangular domain. Its analytical solution is obtained by the method of separation of variables. We employ the finite difference method with a discretization of the Caputo time‐fractional derivative to obtain an implicit difference approximation for the equation. Stability and convergence of the approximation scheme are established in the L_∞ ‐norm. Two examples are given to illustrate the theoretical analysis and analytical solution. The results indicate that the present numerical method is effective for this general two‐dimensional multi‐term time‐fractional Oldroyd‐B model.     

A two‐grid characteristic finite volume element method for semilinear advection‐dominated diffusion equations

A two‐grid finite volume element method, combined with the modified method of characteristics, is presented and analyzed for semilinear time‐dependent advection‐dominated diffusion equations in two space dimensions. The solution of a nonlinear system on the fine‐grid space (with grid size h) is reduced to the solution of two small (one linear and one nonlinear) systems on the coarse‐grid space (with grid size H) and a linear system on the fine‐grid space. An optimal error estimate in H¹ ‐norm is obtained for the two‐grid method. It shows that the two‐grid method achieves asymptotically optimal approximation, as long as the mesh sizes satisfy h = O(H²). Numerical example is presented to validate the usefulness and efficiency of the method. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Analysis of newton multilevel stabilized finite volume method for the three‐dimensional stationary Navier‐Stokes equations

This article proposes and analyzes a multilevel stabilized finite volume method(FVM) for the three‐dimensional stationary Navier–Stokes equations approximated by the lowest equal‐order finite element pairs. The method combines the new stabilized FVM with the multilevel discretization under the assumption of the uniqueness condition. The multilevel stabilized FVM consists of solving the nonlinear problem on the coarsest mesh and then performs one Newton correction step on each subsequent mesh thus only solving one large linear systems. The error analysis shows that the multilevel‐stabilized FVM provides an approximate solution with the convergence rate of the same order as the usual stabilized finite element solution solving the stationary Navier–Stokes equations on a fine mesh for an appropriate choice of mesh widths: h_j ～ h_j‐1², j = 1,…,J. Therefore, the multilevel stabilized FVM is more efficient than the standard one‐level‐stabilized FVM. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Two‐grid method for two‐dimensional nonlinear Schrödinger equation by finite element method

A conservative two‐grid finite element scheme is presented for the two‐dimensional nonlinear Schrödinger equation. One Newton iteration is applied on the fine grid to linearize the fully discrete problem using the coarse‐grid solution as the initial guess. Moreover, error estimates are conducted for the two‐grid method. It is shown that the coarse space can be extremely coarse, with no loss in the order of accuracy, and still achieve the asymptotically optimal approximation as long as the mesh sizes satisfy in the two‐grid method. The numerical results show that this method is very effective.     

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 Jacobi–Davidson method for two‐real‐parameter nonlinear eigenvalue problems arising from delay‐differential equations

The critical delays of a delay‐differential equation can be computed by solving a nonlinear two‐parameter eigenvalue problem. The solution of this two‐parameter problem can be translated to solving a quadratic eigenvalue problem of squared dimension. We present a structure preserving QR‐type method for solving such quadratic eigenvalue problem that only computes real‐valued critical delays; that is, complex critical delays, which have no physical meaning, are discarded. For large‐scale problems, we propose new correction equations for a Newton‐type or Jacobi–Davidson style method, which also forces real‐valued critical delays. We present three different equations: one real‐valued equation using a direct linear system solver, one complex valued equation using a direct linear system solver, and one Jacobi–Davidson style correction equation that is suitable for an iterative linear system solver. We show numerical examples for large‐scale problems arising from PDEs. Copyright © 2012 John Wiley & Sons, Ltd.