关于矩阵族稳定的(J)条件及其与Buchanan准则的关系

本文注意到矩阵族稳定的Kreiss定理和Buchanan准则不便于实际应用。文中(§2,§3)从Kreiss定理的豫解条件出发得到了至少对于四阶以下矩阵族较为实用的判别稳定性的(J)条件;并证明了对于其特征值赋套的上三角矩阵族,(J)条件与Buchanan准则的等价性。§4作为(J)条件的应用讨论了逼近于二维、三维波动方程的显式差分方程(其增长矩阵分别是三、四阶矩阵族),得到了稳定的充要条件。     

求解奇异问题一类新的加速迭代法

格式(1.1)每步只需求一次导算子的逆,计算量比现有的加速迭代格式均少,同时具有高阶收敛性。格式(1.2)与文[1]中提出的迭代格式相比,计算量基本相同,但其收敛速度却较快。我们在§2中给出算法(1.1)和(1.2)的收敛性定理及误差估计。对于高阶奇异问题,§3中也给出了相应的加速迭代格式和收敛性定理。§4中给出数值例子。     

一类具有磁场效应的Schrdinger方程组的有限差分解

本文考察一类具有磁场效应的非线性Schr(?)dinger方程组:的有限差分格式。其中β,η均为实常数,ε=(ε_1,ε_2,ε_3)~T。证明了差分格式的收敛性与稳定性。在§3讨论了一般非线性偏微分方程数值方法的收敛性与稳定性。最后给出了数值例子。     

任意多边形网格的欧拉差分格式——流体网格(FLIC)法的推广

一 通常,二维流体力学欧拉数值方法所用的差分网格是等步长的矩形网格。近两年来,[3,6]中的欧拉数值方法也使用了犹如有限元方法使用的三角形网格。但是,在方法的第一步,[6]的格式不保持内能差分守恒律。在[4]中,虽然既考虑了总能量守恒,又考虑到内能平衡,但没有详细考虑网格大小不均的情形。本文将对任意多边形网格建立欧拉差分格式。第一步,格式的总能量守恒差分方程和非散度内能差分方程是等价的。在计算区域中,被划分的网格边数,形状和大小可以不一样。计算网格可以根据具体问题和     

拟线性拋物方程半离散变网格有限元方法的误差估计

§1.导言近年来,变网格方法正日益为人们所重视与应用,但理论性分析文献仍不多见。文献[1]讨论了某些发展型方程变网格方法的误差估计,但未给出收敛阶估计;文献[2,3]仅对全离散方法讨论了收敛阶问题。本文对一类拟线性抛物问题,于第二节中给出了半离散Galerkin变网格计算格式及其可解性定理;第三节中建立了对称误差估计;第四节给     

关于色散方程u_t=au_(xxx)的两个显式差分格式

§1.前言 本文对色散方程u_t=au_(xxx)(a为常数,可正可负)构造了两个三层显式差分格式,其截断误差为O(τ十h~2)(τ=△t,h=△x),稳定条件为|r|≤0.7016,r=aτ/h~3.这个条件比[1]中显格式的最好条件|r|≤0.3849为宽,文末用数值例子验证了此点.     

两个恒稳定的差分格式

§1. 差分格式在节点(x_m,t_n)处,用u(x_m,t_n)表示微分方程的解,用u_m~n表示差分方程的解.1.跳点格式.由[1]的格式(5.10):     

对流扩散方程的本质非振荡特征差分方法

本文把特征差分法[1]和本质非振荡插值[3]相结合,提出了对流扩散方程的本质非荡性征差分格式,避免了基于Lagrange插值特征差分格式在求解解具有大梯度问题时所产生的非物理振荡,并给出了格式的严格误差估计及数值算例。     

多变量双曲方程组初值问题一类变系数差分格式的稳定性

熟知,P.D.Lax和H.O.Kreiss)对一类对称双曲方程组的“耗散型”差分格式的稳定性得到了比较完善的结果。但由于条件稍严,实际应用受到限制。朱幼兰等对一个空间变量情形,取消对称和耗散的限制,建立了较广的一类差分格式的稳定性判别准则,并对大部分常用格式给出了与常系数情形相当的稳定性条件。本文把[3]中这一主要结果推广     

基于Associated Hermite正交基函数求解波动方程的算法研究

正0概述波动方程是由麦克斯韦方程组导出的一种重要的偏微分方程,在声学、电磁学和流体力学等领域都有着十分广阔的应用,但波动方程的精确解一般很难求出,因此对其数值解法的研究就具有重要的实际意义.波动方程的数值解法主要包括有限差分法(Finite Difference Method,FDM)、有限元法、谱方法等[1-3].其中有限差分法以具有较大灵活性和易操作性的优点而得到广泛的应用.有限差分法包含显式差分和隐式差分两种格式,显     

Finite difference on grids with nearly uniform cell area and line spacing for the wave equation on complex domains

A finite difference time-dependent numerical method for the wave equation, supported by recently derived novel elliptic grids, is analyzed. The method is successfully applied to single and multiple two-dimensional acoustic scattering problems including soft and hard obstacles with complexly shaped boundaries. The new grids have nearly uniform cell area (J-grids) and nearly uniform grid line spacing (αγ-grids). Numerical experiments reveal the positive impact of these two grid properties on the scattered field convergence to its harmonic steady state. The restriction imposed by stability conditions on the time step size is relaxed due to the near uniformity cell areas and grid line spacing. As a consequence, moderately large time steps can be used for relatively fine spatial grids resulting in greater accuracy at a lower computational cost. Also, numerical solutions for wave problems inside annular regions of complex shapes are obtained. The use of the new grids results in late time stability in contrast with other classical finite difference time-dependent methods.     

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.     

Comparison of the finite difference and Galerkin methods as applied to the solution of the hydrodynamic equations

The three-dimensional nonlinear hydrodynamic equations which describe wind induced flow in a homogeneous sea are transformed from Cartesian coordinates into sigma coordinates. The solution of these equations in the horizontal is accomplished using a standard finite difference grid and established finite difference methods.The accuracy and computational efficiency, in terms of both computer time and main memory requirements, of using either the Galerkin method or a finite difference grid through the vertical is considered. Calculations, using the same number of functions in the Galerkin method as grid bases through the vertical shows that the Galerkin method has superior accuracy over the grid box method. Hence, for a given accuracy a smaller number of functions than grid boxes may be used, with associated saving in computational resources.For the case in which the vertical variation of eddy viscosity is fixed, an eigenvalue problem can be solved to yield a set of eigenfunctions. Using these eigenfunctions as a basis set with the Galerkin approach, a Galerkin-eigenfunction method is developed. Calculations show that the Galerkin-eigenfunction technique is accurate and in a linear model is clearly computationally more economic than the use of grid boxes through the vertical.     

On the supports of functions

In this paper, finite difference and finite element methods are used with nonlinear SOR to solve the problems of minimizing strict convex functionals. The functionals are discretized by both methods and some numerical quadrature formula. The convergence of such discretization is guaranteed and will be discussed. As for the convergence of the iterative process, it is necessary to vary the relaxation parameter in each iterations. In addition, for the model catenoid problem, boundary grid refinements play an essential role in the proposed nonlinear SOR algorithm. Numerical results which illustrate the importance of the grid refinements will be presented.

     

New Sixth-Order Compact Schemes for Poisson/Helmholtz Equations

Some new sixth-order compact finite difference schemes for Poisson/Helmholtz equations on rectangular domains in both two- and three-dimensions are developed and analyzed. Different from a few sixth-order compact finite difference schemes in the literature, the finite difference and weight coefficients of the new methods have analytic simple expressions. One of the new ideas is to use a weighted combination of the source term at staggered grid points which is important for grid points near the boundary and avoids partial derivatives of the source term. Furthermore, the new compact schemes are exact for 2D and 3D Poisson equations if the solution is a polynomial less than or equal to 6. The coefficient matrices of the new schemes are $M$-matrices for Helmholtz equations with wave number $K≤0,$ which guarantee the discrete maximum principle and lead to the convergence of the new sixth-order compact schemes. Numerical examples in both 2D and 3D are presented to verify the effectiveness of the proposed schemes.     

An efficient numerical algorithm for simulating a two-dimensional glow discharge

A numerical algorithm of the second approximation order with respect to the space variables for simulating a two-dimensional elevated pressure glow discharge in the framework of the drift-diffusion approximation is presented. A specific feature of this algorithm is the use of the Laplace resolving operator for the solution of the system of grid equations. This makes it possible to ensure the convergence of the solution in strong grid norms. Mathematical aspects of the statement of the differential-difference and finite difference problems (solvability, nonnegativity, approximation, stability, and convergence) are discussed, and bounds on the norms of the corresponding differential and difference operators that are required for constructing an optimal iterative process are obtained.     

Mixed two‐grid finite difference methods for solving one‐dimensional and two‐dimensional Fitzhugh–Nagumo equations

The aim of this paper is to propose mixed two‐grid finite difference methods to obtain the numerical solution of the one‐dimensional and two‐dimensional Fitzhugh–Nagumo equations. 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 family of finite difference methods for discretizing the spatial and time derivatives. The obtained system has been solved by two‐grid method, where the two‐grid method is used for solving the large‐sparse linear systems. Also, in the proposed method, the spectral radius with local Fourier analysis is calculated for different values of h and Δt. The numerical examples show the efficiency of this algorithm for solving the one‐dimensional and two‐dimensional Fitzhugh–Nagumo equations. Copyright © 2016 John Wiley & Sons, Ltd.     

Practical finite‐analytic method for solving differential equations by compact numerical schemes

Methodology for development of compact numerical schemes by the practical finite‐analytic method (PFAM) is presented for spatial and/or temporal solution of differential equations. The advantage and accuracy of this approach over the conventional numerical methods are demonstrated. In contrast to the tedious discretization schemes resulting from the original finite‐analytic solution methods, such as based on the separation of variables and Laplace transformation, the practical finite‐analytical method is proven to yield simple and convenient discretization schemes. This is accomplished by a special universal determinant construction procedure using the general multi‐variate power series solutions obtained directly from differential equations. This method allows for direct incorporation of the boundary conditions into the numerical discretization scheme in a consistent manner without requiring the use of artificial fixing methods and fictitious points, and yields effective numerical schemes which are operationally similar to the finite‐difference schemes. Consequently, the methods developed for numerical solution of the algebraic equations resulting from the finite‐difference schemes can be readily facilitated. Several applications are presented demonstrating the effect of the computational molecule, grid spacing, and boundary condition treatment on the numerical accuracy. The quality of the numerical solutions generated by the PFAM is shown to approach to the exact analytical solution at optimum grid spacing. It is concluded that the PFAM offers great potential for development of robust numerical schemes. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Alternating group explicit method for the diffusion equation

A new alternating group explicit method is presented for the finite difference solution of the diffusion equation. The new method uses stable asymmetric approximations to the partial differential equation which, when coupled in groups of two adjacent points on the grid, result in implicit equations which can be easily converted to explicit form and which offer many advantages. By judicious alternation of this strategy on the grid points of the domain an algorithm which possesses unconditional stability is obtained. This approach also results in more accurate solutions because of truncation error cancellations. The stability, consistency, convergence and truncation error of the new method are briefly discussed and the results of numerical experiments presented.     

Integration of barotropic vorticity equation over spherical geodesic grid using multilevel adaptive wavelet collocation method

In this paper, we present the multilevel adaptive wavelet collocation method for solving non-divergent barotropic vorticity equation over spherical geodesic grid. This method is based on multi-dimensional second generation wavelet over a spherical geodesic grid. The method is more useful in capturing, identifying, and analyzing local structure [1] than any other traditional methods (i.e. finite difference, spectral method), because those methods are either full or partial miss important phenomena such as trends, breakdown points, discontinuities in higher derivatives of the solution. Wavelet decomposition is used for interpolation and adaptive grid refinement on different levels.