解三维抛物型方程的一个高精度显式差分格式

提出了求解三维抛物型方程的一个高精度显式差分格式.首先,推导了一个特殊节点处一阶偏导数(■u)/(■/t)的一个差分近似表达式,利用待定系数法构造了一个显式差分格式,通过选取适当的参数使格式的截断误差在空间层上达到了四阶精度和在时间层上达到了三阶精度.然后,利用Fourier分析法证明了当r1/6时,差分格式是稳定的.最后,通过数值试验比较了差分格式的解与精确解的区别,结果说明了差分格式的有效性.     

解抛物型方程的一族高精度隐式差分格式

构造了求解一维抛物型方程的一族高精度隐式差分格式.首先,推导了抛物型方程解的一阶偏导数在特殊节点处的一个差分近似式,利用该差分近似式和二阶中心差商近似式用待定系数法构造了一族隐式差分格式,通过选取适当的参数使格式具有高阶截断误差;然后,利用Fourier分析法证明了当r大于1/6时,差分格式是稳定的.最后,通过数值试验将差分格式的解与具有同样精度的其它差分格式的解和精确解进行了比较,并比较了差分格式与经典差分格式的计算效率.结果说明了差分格式的有效性.     

二维半线性反应扩散方程的交替方向隐格式

本文研究一类二维半线性反应扩散方程的差分方法.构造了一个二层线性化交替方向隐格式.利用离散能量估计方法证明了差分格式解的存在唯一性、差分格式在离散H~1模下的二阶收敛性和稳定性.最后给出两个数值例子验证了理论分析结果.     

非定常的Navier-Stokes方程基于特征正交分解的差分格式

用特征正交分解和奇值分解去研究非定常的Navier-Stokes方程的有限差分格式, 并用有限差分格式计算出的非定常的Navier-Stokes方程瞬时解构成数据集合, 再 用特征正交分解和奇值分解求出这数据集合的元素的最优正交基函数. 结合Galerkin投影方法导出了非定常的Navier-Stokes方程具有较高精确度的低维模型. 并给出了特征正交分解格式解与有限差分格式解的误差分析. 数值例子表明特征正交分解格式解和有限差分格式解的误差与理论分析结果是一致的,从而验证特征正交分解的有效性.     

带非线性强迫项的Burgers方程二阶收敛的差分格式

本文研究带非线性强迫项的Burguers方程初边值问题的有限差分方法.构造了一个两层线性化隐式差分格式.证明了差分格式解的存在唯一性、收敛性和稳定性.并给出了差分解在L∞模意义下的收敛阶数为O(h2+τ2).数值例子验证了理论分析结果.     

Kuramoto-Sivashinsky方程的线性化L_∞-差分方法

利用有限差分方法研究Kuramoto-Sivashinsky方程初边值问题的数值解.首先,给出了二阶线性化隐式差分格式,该格式在每一时间层均为线性方程组.其次,给出差分格式的守恒性和数值解的有界性.第三,证明差分格式在最大模意义下的收敛性.最后,通过数值算例验证差分格式的收敛阶,并数值模拟方程的混沌解.     

分布控制中一类半线性抛物方程的差分格式

本文讨论了在分布控制中出现的一类半线性抛物方程的有限差分方法.构造了一个线性化隐式差分格式.证明了差分格式解的存在唯一性、收敛性和无条件稳定性.并给出了L2和L∞范数意义下的收敛阶数为O(h2 τ2).数值例子验证了理论分析结果.     

三阶Airy方程满足两个守恒律的非线性差分格式

近年来,学者们对发展型偏微分方程设计了一种能保持多个守恒律的数值方法,这类方法无论在解的精度还是长时间的数值模拟方面都表现出非常好的性质.将这类思想应用到三阶Airy方程,即三阶散射方程,对其设计了满足两个守恒律的非线性差分格式.该格式不仅计算数值解,同时计算数值能量,并且保证数值解和数值能量同时守恒.从数值结果可以看出,该格式在长时间的数值模拟中具有更好的保结构性质.     

解Hamilton-Jacobi方程的MUSCL格式

本文利用单调数值通量和分片线性重构导数的方法构造了一种求HJ方程数值解的有限差分格式:MUSCL格式,并证明该格式具有TVB稳定性.数值实验表明该格式具有二阶精度,能避免产生伪振荡,尤其在类似"角点"的间断处有较好的分辩率.     

Burgers-Fisher方程改进的交替分段Crank-Nicolson并行差分方法

Burgers-Fisher方程在气体动力学,热传导,弹性力学等领域有着广泛的应用,其快速数值解法具有重要的科学意义和工程应用价值.文中提出Burgers-Fisher方程改进的交替分段Crank-Nicolson(IASC-N)并行差分方法. IASC-N格式的构造是基于交替分段技术,将古典显式格式,隐式格式和Crank-Nicolson(C-N)格式恰当组合.理论分析了IASC-N并行差分格式解的存在唯一性,稳定性和收敛性.数值试验表明IASC-N并行差分格式线性绝对稳定,具有时间和空间二阶精度.相比串行C-N格式, IASC-N格式的计算时间能节省大约40%.说明IASC-N并行差分方法对于求解Burgers-Fisher方程是高效的.     

A Note on the Stability of the Integral-Differential Equation of the Hyperbolic Type in a Hilbert Space

In this paper, the initial-value problem for integral-differential equation of the hyperbolic type in a Hilbert space H is considered. The unique solvability of this problem is established. The stability estimates for the solution of this problem are obtained. The difference scheme approximately solving this problem is presented. The stability estimates for the solution of this difference scheme are obtained. In applications, the stability estimates for the solutions of the nonlocal boundary problem for one-dimensional integral-differential equation of the hyperbolic type with two dependent limits and of the local boundary problem for multidimensional integral-differential equation of the hyperbolic type with two dependent limits are obtained. The difference schemes for solving these two problems are presented. The stability estimates for the solutions of these difference schemes are obtained.     

An approximation of stochastic hyperbolic equations: case with Wiener process

In the present paper, the two‐step difference scheme for the Cauchy problem for the stochastic hyperbolic equation is presented. The convergence estimate for the solution of the difference scheme is established. In applications, the convergence estimates for the solution of difference schemes for the numerical solution of four problems for hyperbolic equations are obtained. The theoretical statements for the solution of this difference scheme are supported by the results of the numerical experiment. Copyright © 2012 John Wiley & Sons, Ltd.     

Sobolev-Volterra投影与积分微分方程有限元数值分析

本文提出一类称之为Sobolev-Volterra投影的有限元投影,研究了有关性质并将之应用于伪抛物型积分微分方程有限元方法、伪双曲型积分微分方程有限元方法以及三维伪双曲型积分微分方程交替方向有限元方法的数值分析.     

线性双曲组混合问题的差分法

针对一组线性常系数双曲方程组的初边值问题讨论了一种有效差分格式。该格式为二阶精度，绝对稳定，虽为隐式，但计算量仅有最简单的显式计算量，格式结构简单，使用方便。     

A positivity‐preserving nonstandard finite difference scheme for the damped wave equation

A positivity‐preserving nonstandard finite difference scheme is constructed to solve an initial‐boundary value problem involving heat transfer described by the Maxwell‐Cattaneo thermal conduction law, i.e., a modified form of the classical Fourier flux relation. The resulting heat transport equation is the damped wave equation, a PDE of hyperbolic type. In addition, exact analytical solutions are given, special cases are mentioned, and it is noted that the positivity condition is equivalent to the usual linear stability criteria. Finally, solution profiles are plotted and possible extensions to a delayed diffusion equation and nonlinear reaction‐diffusion systems are discussed. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2004.     

On the numerical solution of hyperbolic PDEs with variable space operator

The first and second order of accuracy in time and second order of accuracy in the space variables difference schemes for the numerical solution of the initial‐boundary value problem for the multidimensional hyperbolic equation with dependent coefficients are considered. Stability estimates for the solution of these difference schemes and for the first and second order difference derivatives are obtained. Numerical methods are proposed for solving the one‐dimensional hyperbolic partial differential equation. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2009     

Numerical Solution of Fractional Diffusion-Wave Equation

In this article, a novel compact finite difference scheme is \mboxconstructed to solve the fractional diffusion-wave equation based on its equivalent integro-differential equation. In the temporal direction, the product trapezoidal scheme is employed to treat the fractional integral term. The convergence and stability of the scheme are proved. Numerical examples are also provided to verify the theoretical analysis.     

Numerical solution of first‐order hyperbolic partial differential‐difference equation with shift

In this article, we continue the numerical study of hyperbolic partial differential‐difference equation that was initiated in (Sharma and Singh, Appl Math Comput 9 ). In Sharma and Singh, the authors consider the problem with sufficiently small shift arguments. The term negative shift and positive shift are used for delay and advance arguments, respectively. Here, we propose a numerical scheme that works nicely irrespective of the size of shift arguments. In this article, we consider hyperbolic partial differential‐difference equation with negative or positive shift and present a numerical scheme based on the finite difference method for solving such type of initial and boundary value problems. The proposed numerical scheme is analyzed for stability and convergence in L^∞ norm. Finally, some test examples are given to validate convergence, the computational efficiency of the numerical scheme and the effect of shift arguments on the solution.© 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

具有初始跳跃的双曲型方程奇异摄动问题的数值解法

本文考虑具有初始跳跃的二阶双曲型方程初边值问题.首先给出解的导数估计.然后在一非均匀网格上构造了一个差分格式,最后在能量范数意义下证明了差分格式解的一致收敛性.     

Qualitative behavior of numerical traveling solutions for reaction–diffusion equations with memory

In this article the qualitative properties of numerical traveling wave solutions for integro- differential equations, which generalize the well known Fisher equation are studied. The integro-differential equation is replaced by an equivalent hyperbolic equation which allows us to characterize the numerical velocity of traveling wave solutions. Numerical results are presented.