求解一维对流方程的高精度紧致差分格式

本文提出数值求解一维对流方程的一种两层隐式紧致差分格式,采用泰勒级数展开法以及对截断误差余项中的三阶导数进行修正的方法对时间和空间导数进行离散.格式的截断误差为O(τ~4+τ~2h~2+h~4),即该格式在时间和空间上均可达到四阶精度.利用von Neumann方法分析得到该格式是无条件稳定的.通过数值实验验证了本文格式的精确性和稳定性.     

一种求解Burgers方程的高精度紧致差分格式

针对Burgers方程,采用余项修正法和欧拉公式,推导了一种新的四层高精度紧致差分隐格式,其截断误差为O(τ~2+τh~2+h~4),即当τ=O(h~2)时,格式空间具有四阶精度;然后通过数值实验验证了格式的精确性和可靠性.     

一维Allen-Cahn方程紧差分格式的离散最大化原则和能量稳定性研究

本文主要研究相场模拟中的Allen-Cahn模型,考虑一维Allen-Cahn方程紧差分方法的数值逼近.建立具有O(τ2+h4)精度的全离散紧差分格式,证明在合理的步长比和时间步长的约束下,其数值解满足离散最大化原则,在此基础上,研究了全离散格式的能量稳定性.最后给出数值算例.     

抛物型积分微分方程新混合元格式的超逼近分析

基于双二次元及其梯度空间,建立了抛物型积分微分方程的一种新混合有限元逼近格式.在不需要Ritz-Volterra投影的前提下,直接利用双二次元插值的高精度结果及关于时间变量的导数转移技巧,在半离散格式下,得到了原始变量u和中间变量p=▽u+integral from n=0 to t▽u(s)ds分别关于H~1模和L~2模的O(h~4)阶超逼近结果,相比插值误差估计,提高了二阶精度.与此同时,对向后Euler格式,导出了u和p分别在H~1模与L~2模意义下的O(h~4+τ)阶超逼近;对Crank-Nicolson-Galerkin格式,在L~2模意义下证明了u和p分别具有O(h~4+τ~2)和O(h~3+τ~2)阶的超逼近性质.其中,h,τ分别表示空间剖分参数和时间步长,t代表时间变量.     

二维分数阶发展型方程的正式的二阶BDF交替方向隐式紧致差分格式

该文将研究二维分数阶发展型方程的正式的二阶向后微分公式(BDF)的交替方向隐式(ADI)紧致差分格式.在时间方向上用二阶向后微分公式离散一阶时间导数,积分项用二阶卷积求积公式近似,在空间方向上用四阶精度的紧致差分离散二阶空间导数得到全离散紧致差分格式.基于与卷积求积相对应的实二次型的非负性,利用能量方法研究了差分格式的稳定性和收敛性,理论结果表明紧致差分格式的收敛阶为O(k~(a+1)+h_1~4+h_2~4),其中k为时间步长,h_1和h_2分别是空间x和y方向的步长.最后,数值算例验证了理论分析的正确性.     

Schr\"{o}dinger方程全离散格式的超逼近分析[英文]

本文基于空间混合有限元方法及向后欧拉时间离散法, 建立Schrodinger方程的全离散格式, 并利用双线性元的特殊性质研究了全离散格式下时间方向的最优收敛阶数和空间方向的超逼近,　即原始变量u在H1模意义下的超逼近阶及流量?p = ?u在L^2模下的最优收敛阶分别是O(h^2+τ)和O(h+τ). 最后, 通过数值算例来验证了理论分析的正确性.     

Schrdinger方程全离散格式的超逼近分析（英文）

本文基于空间混合有限元方法及向后欧拉时间离散法,建立Schrdinger方程的全离散格式,并利用双线性元的特殊性质研究了全离散格式下时间方向的最优收敛阶数和空间方向的超逼近,即原始变量u在H1模意义下的超逼近阶及流量p=?u在L~2模下的最优收敛阶分别是O(h~2+τ)和O(h+τ).最后,通过数值算例来验证了理论分析的正确性.     

求解一维非定常对流扩散反应方程的高精度紧致差分格式

提出了数值求解一维非定常对流扩散反应方程的一种高精度紧致隐式差分格式,其截断误差为O(τ~4+τ~2h~2+h~4),即格式整体具有四阶精度.差分方程在每一时间层上只用到了三个网格节点,所形成的代数方程组为三对角型,可采用追赶法进行求解,最后通过数值算例验证了格式的精确性和可靠性.     

Extended Fisher-Kolmogorov方程的一类低阶非协调混合有限元方法

该文的主要目的是研究Extended Fisher-Kolmogorov(EFK)方程的一类低阶非协调元混合有限元方法.首先引入一个中间变量v=-△u将原方程分裂为两个二阶方程,建立了一个非协调混合元逼近格式,并通过构造一个李雅普诺夫泛函证明了半离散格式逼近解的一个先验估计并证明了解的存在唯一性.在半离散格式下,利用这个先验估计和单元的性质,证明了原始变量u和中间变量v的H~1-模意义下的最优误差估计.进一步地,借助高精度技巧得到了O(h~2)阶的超逼近性质.其次,建立了一个新的线性化的向后Euler全离散格式,通过对相容误差和非线性项采用新的分裂技术,导出了u和v的H~1-模意义下具有O(h+τ)和O(h~2+τ)的最优误差估计和超逼近结果.这里,h,τ分别表示空间剖分参数和时间步长.最后,给出了一个数值算例,计算结果验证了理论分析的正确性,该文的分析为利用非协调混合有限元研究其它四阶初边值问题提供了一个可借鉴的途径.     

五维热传导方程的一族两层显格式

构造了五维热传导方程的一族两层显格式,证明了当截断误差阶为O（τ＋h2）时,其稳定性条件为网比r=hτ2≤21,优于同类的其它显格式,当截断误差阶为O（τ2＋h2）时,可以得到一个简洁而实用的二阶精度的两层显格式.     

Compact difference schemes for heat equation with Neumann boundary conditions (II)

This is the further work on compact finite difference schemes for heat equation with Neumann boundary conditions subsequent to the paper, [Sun, Numer Methods Partial Differential Equations (NMPDE) 25 (2009), 1320–1341]. A different compact difference scheme for the one‐dimensional linear heat equation is developed. Truncation errors of the proposed scheme are O(τ² + h⁴) for interior mesh point approximation and O(τ² + h³) for the boundary condition approximation with the uniform partition. The new obtained scheme is similar to the one given by Liao et al. (NMPDE 22 (2006), 600–616), while the major difference lies in no extension of source terms to outside the computational domain any longer. Compared with ones obtained by Zhao et al. (NMPDE 23 (2007), 949–959) and Dai (NMPDE 27 (2011), 436–446), numerical solutions at all mesh points including two boundary points are computed in our new scheme. The significant advantage of this work is to provide a rigorous analysis of convergence order for the obtained compact difference scheme using discrete energy method. The global accuracy is O(τ² + h⁴) in discrete maximum norm, although the spatial approximation order at the Neumann boundary is one lower than that for interior mesh points. The analytical techniques are important and can be successfully used to solve the open problem presented by Sun (NMPDE 25 (2009), 1320–1341), where analyzed theoretical convergence order of the scheme by Liao et al. (NMPDE 22 (2006), 600–616) is only O(τ² + h^3.5) while the numerical accuracy is O(τ² + h⁴), and convergence order of theoretical analysis for the scheme by Zhao et al. (NMPDE 23 (2007), 949–959) is O(τ² + h^2.5), while the actual numerical accuracy is O(τ² + h³). Following the procedure used for the new obtained difference scheme in this work, convergence orders of these two schemes can be proved rigorously to be O(τ² + h⁴) and O(τ² + h³), respectively. Meanwhile, extension to the case involving the nonlinear reaction term is also discussed, and the global convergence order O(τ² + h⁴) is proved. A compact ADI difference scheme for solving two‐dimensional case is derived. Finally, several examples are given to demonstrate the numerical accuracy of new obtained compact difference schemes. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

An unconditionally stable spatial sixth-order CCD-ADI method for the two-dimensional linear telegraph equation

The telegraph equation is one of the important models in many physics and engineering. In this work, we discuss the high-order compact finite difference method for solving the two-dimensional second-order linear hyperbolic equation. By using a combined compact finite difference method for the spatial discretization, a high-order alternating direction implicit method (ADI) is proposed. The method is O(τ² + h⁶) accurate, where τ, h are the temporal step size and spatial size, respectively. Von Neumann linear stability analysis shows that the method is unconditionally stable. Finally, numerical examples are used to illustrate the high accuracy of the new difference scheme.     

A Fast Conservative Scheme for the Space Fractional Nonlinear Schrödinger Equation with Wave Operator

A new efficient compact difference scheme is proposed for solving a space fractional nonlinear Schrödinger equation with wave operator. The scheme is proved to conserve the total mass and total energy in a discrete sense. Using the energy method, the proposed scheme is proved to be unconditionally stable and its convergence order is shown to be of $ \mathcal{O}( h^6 + \tau^2) $ in the discrete $ L_2 $ norm with mesh size $ h $ and the time step $ \tau $. Moreover, a fast difference solver is developed to speed up the numerical computation of the scheme. Numerical experiments are given to support the theoretical analysis and to verify the efficiency, accuracy, and discrete conservation laws.     

COMPACT FOURTH-ORDER FINITE DIFFERENCE SCHEMES FOR HELMHOLTZ EQUATION WITH HIGH WAVE NUMBERS

In this paper, two fourth-order accurate compact difference schemes are presented for solving the Helmholtz equation in two space dimensions when the corresponding wave numbers are large. The main idea is to derive and to study a fourth-order accurate compact difference scheme whose leading truncation term, namely, the O（h^4） term, is independent of the wave number and the solution of the Helmholtz equation. The convergence property of the compact schemes are analyzed and the implementation of solving the resulting linear algebraic system based on a FFT approach is considered. Numerical results are presented, which support our theoretical predictions.     

二维线性双曲型方程Neumann边值问题的紧交替方向隐格式

对二维Neumann边界条件的线性双曲型方程建立了紧交替方向的隐格式.利用方程和边界条件得到在空间上的三阶与五阶导数的边界值,进而在内点、边界内点和边界角点分别建立9点、6点和4点紧差分格式;通过引进新的范数和L₂范数估计L_∞范数;借助能量估计、Gronwall不等式和Schwarz不等式等技巧,详细分析了差分格式在无穷范数下关于时间和空间分别为二阶和四阶收敛性,并给出了稳定性结果;通过数值算例,验证了理论分析结果.     

Fourth order accurate compact scheme with group velocity control (GVC )

For solving complex flow field with multi-scale structure higher order accurate schemes are preferred. Among high order schemes the compact schemes have higher resolving efficiency. When the compact and upwind compact schemes are used to solve aerodynamic problems there are numerical oscillations near the shocks. The reason of oscillation production is because of non-uniform group velocity of wave packets in numerical solutions. For improvement of resolution of the shock a parameter function is introduced in compact scheme to control the group velocity. The newly developed method is simple. It has higher accuracy and less stencil of grid points     

四阶杆振动方程的两类高精度辛格式

In this paper, we present two classes of symplectic schemes with high order accuracy for solving four-order rod vibration equation utt uxxxx=0 via the third type generating function method. First, the equation of four order rod vibration is written into the canonical Hamilton system; second, overcoming successfully the essential difficult on the calculus of high order variations derivative, we get the semi-discretization with arbitrary order of accuracy in time direction for the PDEs by the third type generating function method. Furthermore the discretization of the related modified equation of original equation is obtained. Finally, arbitrary order accuracy symplectic schemes are obtained. Numerical results are also presented to show the effectiveness of the scheme, high order accuracy and properties of excellent long-time numerical behavior.     

Compact finite difference scheme for the solution of time fractional advection-dispersion equation

In this paper, a compact finite difference method is proposed for the solution of time fractional advection-dispersion equation which appears extensively in fluid dynamics. In this approach the time fractional derivative of mentioned equation is approximated by a scheme of order O(τ ^2???α ), 0?<?α?<?1, and spatial derivatives are replaced with a fourth order compact finite difference scheme. We will prove the unconditional stability and solvability of proposed scheme. Also we show that the method is convergence with convergence order O(τ ^2???α ?+?h ⁴). Numerical examples confirm the theoretical results and high accuracy of proposed scheme.