A numerical algorithm for determination of a control parameter in two-dimensional parabolic inverse problems

Numerical solution of the parabolic partial differential equations with an unknown parameter play a very important role in engineering applications. In this study we present a high order scheme for determining unknown control parameter and unknown solution of two-dimensional parabolic inverse problem with overspecialization at a point in the spatial domain. In this approach, a compact fourth-order scheme is used to discretize spatial derivatives of equation and reduces the problem to a system of ordinary differential equations(ODEs).Then we apply a fourth order boundary value method to the solution of resulting system of ODEs. So the proposed method has fourth order of accuracy in both space and time components and is unconditionally stable due to the favorable stability property of boundary value methods. The results of numerical experiments are presented and some comparisons are made with several well-known finite difference schemes in the literature.Also we will investigate the effect of noise in data on the approximate solutions.     

THE UNCONDITIONAL CONVERGENT DIFFERENCE METHODS WITH INTRINSIC PARALLELISM FOR QUASILINEAR PARABOLIC SYSTEMS WITH TWO DIMENSIONS

In the present work we are going to solve the boundary value problem for the quasilinear parabolic systems of partial differential equations with two space dimensions by the finite difference method with intrinsic parallelism.Some fundamental behaviors of general finite difference schemes with intrinsic parallelism for the mentioned problems are studied.By the method of a priori estimation of the discrete solutions of the nonlinear difference systems,and the interpolation formulas of the various norms of the discrete functions and the fixed-point technique in finite dimensional Euclidean space,the existennce of the discrete vector solutions of the nonliear difference system with intrinsic parallelism are proved .Moreover the convergence of the discrete vector solutions of these difference schemes to the unique generalizd solution of the original quasilinear parabolic problem is proved.     

A TVD Type Wavelet-Galerkin Method for Hamilton-Jacobi Equations

In this paper,we use Daubechies scaling functions as test functions for the Galerkin method,and discuss Wavelet-Galerkin solutions for the Hamilton-Jacobi equations.It can be proved that the schemesare TVD schemes.Numerical tests indicate that the schemes are suitable for the Hamilton-Jacobi equations.Furthermore,they have high-order accuracy in smooth regions and good resolution of singularities.     

SINGLY DIAGONALLY IMPLICIT RUNGE-KUTTA METHODS COMBINING LINE SEARCH TECHNIQUES FOR UNCONSTRAINED OPTIMIZATION

There exists a strong connection between numerical methods for the integration of ordinary differential equations and optimization problems. In this paper, we try to discover further their links. And we transform unconstrained problems to the equivalent ordinary differential equations and construct the LRKOPT method to solve them by combining the second order singly diagonally implicit Runge-Kutta formulas and line search techniques.Moreover we analyze the global convergence and the local convergence of the LRKOPT method. Promising numerical results are also reported.     

STABILITY FOR IMPOSING ABSORBING BOUNDARY CONDITIONS IN THE FINITE ELEMENT SIMULATION OF ACOUSTIC WAVE PROPAGATION＊

It is well-known that artificial boundary conditions are crucial for the efficient and accurate computations of wavefields on unbounded domains. In this paper, we investigate stability analysis for the wave equation coupled with the first and the second order absorbing boundary conditions. The computational scheme is also developed. The approach allows the absorbing boundary conditions to be naturally imposed, which makes it easier for us to construct high order schemes for the absorbing boundary conditions. A thirdorder Lagrange finite element method with mass lumping is applied to obtain the spatial discretization of the wave equation. The resulting scheme is stable and is very efficient since no matrix inversion is needed at each time step. Moreover, we have shown both abstract and explicit conditional stability results for the fully-discrete schemes. The results are helpful for designing computational parameters in computations. Numerical computations are illustrated to show the efficiency and accuracy of our method. In particular, essentially no boundary reflection is seen at the artificial boundaries.     

High Order Padé Schemes for Nonlinear Wave Propagation Problems

Split-step Padémethod and split-step fourier method are applied to the higher- order nonlinear Schrdinger equation.It is proved that a combination of Padé scheme and spectral method is the most effective method,which has a spectral-like resolution and good stability nature.In particular,we propose an unconditional stable implicit Padé scheme to solve odd order nonlinear equations.Numerical results demonstrate the excellent performance of Padé schemes for high order nonlinear equations.     

HIGH RESOLUTION SCHEMES FOR CONSERVATION LAWS AND CONVECTION-DIFFUSION EQUATIONS WITH VARYING TIME AND SPACE GRIDS

This paper presents a class of high resolution local time step schemes for nonlinear hyperbolic conservation laws and the closely related convection-diffusion equations, by projecting the solution increments of the underlying partial differential equations （PDE） at each local time step. The main advantages are that they are of good consistency, and it is convenient to implement them. The schemes are L^∞ stable, satisfy a cell entropy inequality, and may be extended to the initial boundary value problem of general unsteady PDEs with higher-order spatial derivatives. The high resolution schemes are given by combining the reconstruction technique with a second order TVD Runge-Kutta scheme or a Lax-Wendroff type method, respectively. The schemes are used to solve a linear convection-diffusion equation, the nonlinear inviscid Burgers＇ equation, the one- and two-dimensional compressible Euler equations, and the two-dimensional incompressible Navier-Stokes equations. The numerical results show that the schemes are of higher-order accuracy, and efficient in saving computational cost, especially, for the case of combining the present schemes with the adaptive mesh method [15]. The correct locations of the slow moving or stronger discontinuities are also obtained, although the schemes are slightly nonconservative.     

Concatenating construction of the multisymplectic schemes for 2+1-dimensional sine-Gordon equation

In this paper, taking the 2+1-dimensional sine-Gordon equation as an example, we present the concatenating method to construct the multisymplectic schemes. The-method is to discretizee independently the PDEs in different directions with symplectic schemes, so that the multisymplectic schemes can be constructed by concatenating those symplectic schemes. By this method, we can construct multisymplectic schemes, including some widely used schemes with an accuracy of any order. The numerical simulation on the collisions of solitons are also proposed to illustrate the efficiency of the multisymplectic schemes.     

STABILITY ANALYSIS OF YEE SCHEMES TO PML AND UPML FOR MAXWELL EQUATIONS

We utilize Fourier methods to analyze the stability of the Yee difference schemes for Berenger PML （perfectly matched layer） as well as the UPML （uniaxial perfectly matched layer） systems of two-dimensional Maxwell equations. Using a practical spectrum stability concept, we find that the two schemes are spectrum stable under the same conditions for mesh sizes. Besides, we prove that the UPML schemes with the same damping in both directions are stable. Numerical examples are given to confirm the stability analysis for the PML method.     

Canonical difference scheme for the Hamiltonian equation

In this paper we construct canonical difference schemes of any order accuracy based on Padé approximation for Linear canonical systems with constant coefficients. For non-linear Hamiltonian equations we will use an infinitesimally canonical transformation to construct canonical schemes of any order accuracy.     

Two finite difference schemes for time fractional diffusion-wave equation

Time fractional diffusion-wave equations are generalizations of classical diffusion and wave equations which are used in modeling practical phenomena of diffusion and wave in fluid flow, oil strata and others. In this paper we construct two finite difference schemes to solve a class of initial-boundary value time fractional diffusion-wave equations based on its equivalent partial integro-differential equations. Under the weak smoothness conditions, we prove that our two schemes are convergent with first-order accuracy in temporal direction and second-order accuracy in spatial direction. Numerical experiments are carried out to demonstrate the theoretical analysis.     

Fourth-order schemes for the wave equation,Maxwell equations,and linearized elastodynamic equations

With simple finite-difference operators we construct fourth-order schemes in space and in time for the wave equation, Maxwell equations, and linearized elastodynamic equations using the modified equation approach. The schemes remain stable for arbitrary heterogeneous mediums because the relevant difference operators are always positive definite. We also present some dispersion curves to show the accuracy of the schemes. © 1994 John Wiley & Sons, Inc.     

Uniformly convergent novel finite difference methods for singularly perturbed reaction–diffusion equations

In this paper, we construct a kind of novel finite difference (NFD) method for solving singularly perturbed reaction–diffusion problems. Different from directly truncating the high‐order derivative terms of the Taylor's series in the traditional finite difference method, we rearrange the Taylor's expansion in a more elaborate way based on the original equation to develop the NFD scheme for 1D problems. It is proved that this approach not only can highly improve the calculation accuracy but also is uniformly convergent. Then, applying alternating direction implicit technique, the newly deduced schemes are extended to 2D equations, and the uniform error estimation based on Shishkin mesh is derived, too. Finally, numerical experiments are presented to verify the high computational accuracy and theoretical prediction.     

Discrete artificial boundary conditions for nonlinear Schrödinger equations

In this work we construct and analyze discrete artificial boundary conditions (ABCs) for different finite difference schemes to solve nonlinear Schrödinger equations. These new discrete boundary conditions are motivated by the continuous ABCs recently obtained by the potential strategy of Szeftel. Since these new nonlinear ABCs are based on the discrete ABCs for the linear problem we first review the well-known results for the linear Schrödinger equation. We present our approach for a couple of finite difference schemes, including the Crank–Nicholson scheme, the Dùran–Sanz-Serna scheme, the DuFort–Frankel method and several split-step (fractional-step) methods such as the Lie splitting, the Strang splitting and the relaxation scheme of Besse. Finally, several numerical tests illustrate the accuracy and stability of our new discrete approach for the considered finite difference schemes.     

Rate of convergence of discretization methods for the wave equation with generalized solutions

Exact difference scheme operators are applied to construct a method of lines scheme and a difference scheme for a multidimensional hyperbolic equation. An accuracy bound compatible with the smoothness of the solution of the differential problem is defined for the method of lines and the grid method. The accuracy of the two schemes is established in the sense of this definition. A computational experiment shows that the lower accuracy of the method of lines and the grid method for the hyperbolic equation compared with the accuracy bounds for elliptic and parabolic equations is attributable to the specific features of the hyperbolic equations.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 57, pp. 26–33, 1985.     

Construction of a Three-Stage Difference Scheme for Ordinary Differential Equations

In this paper, we construct a three-stage difference scheme of 4th order for ordinary differential equations by the method of composing 2nd order schemes symmetrically.     

Generalized three-point difference schemes of high order of accuracy for nonlinear ordinary differential equations of the second order

For nonlinear ordinary differential equations of the second order with a derivative on the right-hand side and boundary conditions of the first kind, we construct and justify generalized three-point difference schemes of high order of accuracy on a nonuniform mesh. The existence and uniqueness of their solutions are proved, and an a priori estimate of the accuracy is obtained.     

Discrete Approximations for Singularly Perturbed Boundary Value Problems with Parabolic Layers,I

In this series of three papers we study singularly perturbed (SP) boundary value problems for equations of elliptic and parabolic type. For small values of the perturbation parameter parabolic boundary and interior layers appear in these problems. If classical discretisation methods are used, the solution of the finite difference scheme and the approximation of the diffusive flux do not converge uniformly with respect to this parameter. Using the method of special, adapted grids, we can construct difference schemes that allow approximation of the solution and the normalised diffusive flux uniformly with respect to the small parameter. We also consider singularly perturbed boundary value problems for convection-diffusion equations. Also for these problems we construct special finite difference schemes, the solution of which converges $ε$-uniformly. We study what problems appear, when classical schemes are used for the approximation of the spatial derivatives. We compare the results with those obtained by the adapted approach. Results of numerical experiments are discussed. In the three papers we first give an introduction on the general problem, and then we consider respectively (i) Problems for SP parabolic equations, for which the solution and the normalised diffusive fluxes are required; (ii) Problems for SP elliptic equations with boundary conditions of Dirichlet, Neumann and Robin type; (iii) Problems for SP parabolic equation with discontinuous boundary conditions.     

DISCRETE APPROXIMATIONS FOR SINGULARLY PERTURBED BOUNDARY VALUE PROBLEMS WITH PARABOLIC LAYERS,Ⅱ

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