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 backward Euler alternating direction implicit difference scheme for the three‐dimensional fractional evolution equation

A backward Euler alternating direction implicit (ADI) difference scheme is formulated and analyzed for the three‐dimensional fractional evolution equation. In our method, the Riemann‐Liouville fractional integral term is treated by means of first order convolution quadrature suggested by Lubich. Meanwhile, an ADI technique is adopted to reduce the multidimensional problem to a series of one‐dimensional problems. A fully discrete difference scheme is constructed with space discretization by finite difference method. Two new inner products and corresponding norms are defined to analyze the scheme. The verification of stability and convergence is based on the nonnegative character of the real quadratic form associated with the convolution quadrature. Numerical experiments are reported to demonstrate the efficiency of our scheme.     

Fourth‐order compact scheme for the one‐dimensional sine‐Gordon equation

Finite difference scheme to the generalized one‐dimensional sine‐Gordon equation is considered in this paper. After approximating the second order derivative in the space variable by the compact finite difference, we transform the sine‐Gordon equation into an initial‐value problem of a second‐order ordinary differential equation. Then Padé approximant is used to approximate the time derivatives. The resulting fully discrete nonlinear finite‐difference equation is solved by a predictor‐corrector scheme. Both Dirichlet and Neumann boundary conditions are considered in our proposed algorithm. Stability analysis and error estimate are given for homogeneous Dirichlet boundary value problems using energy method. Numerical results are given to verify the condition for stability and convergence and to examine the accuracy and efficiency of the proposed algorithm. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

The boundary integral equation approach for numerical solution of the one‐dimensional Sine‐Gordon equation

This article describes a numerical method based on the boundary integral equation and dual reciprocity method for solving the one‐dimensional Sine‐Gordon (SG) equation. The time derivative is approximated by the time‐stepping method and a predictor–corrector scheme is employed to deal with the nonlinearity which appears in the problem. Numerical results are presented for some problems to demonstrate the usefulness and accuracy of this approach. In addition, the conservation of energy in SG equation is investigated. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2008     

The use of Chebyshev cardinal functions for solution of the second‐order one‐dimensional telegraph equation

A numerical technique is presented for the solution of the second order one‐dimensional linear hyperbolic equation. This method uses the Chebyshev cardinal functions. The method consists of expanding the required approximate solution as the elements of Chebyshev cardinal functions. Using the operational matrix of derivative, the problem is reduced to a set of algebraic equations. Some numerical examples are included to demonstrate the validity and applicability of the technique. The method is easy to implement and produces very accurate results. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Preconditioning and a posteriori error estimates using h‐ and p‐hierarchical finite elements with rectangular supports

We show some of the properties of the algebraic multilevel iterative methods when the hierarchical bases of finite elements (FEs) with rectangular supports are used for solving the elliptic boundary value problems. In particular, we study two types of hierarchies; the so‐called h‐ and p‐hierarchical FE spaces on a two‐dimensional domain. We compute uniform estimates of the strengthened Cauchy–Bunyakowski–Schwarz inequality constants for these spaces. Moreover, for diagonal blocks of the stiffness matrices corresponding to the fine spaces, the optimal preconditioning matrices can be found, which have tri‐ or five‐diagonal forms for h‐ or p‐refinements, respectively, after a certain reordering of the elements. As another use of the hierarchical bases, the a posteriori error estimates can be computed. We compare them in test examples for h‐ and p‐hierarchical FEs with rectangular supports. Copyright © 2008 John Wiley & Sons, Ltd.     

Nonoverlapping domain decomposition characteristic finite differences for three‐dimensional convection‐diffusion equations

One domain decomposition method modified with characteristic differences is presented for non‐periodic three‐dimensional equations by multiply‐type quadratic interpolation and variant time‐step technique. This method consists of reduced‐scale, two‐dimensional computation on subdomain interface boundaries and fully implicit subdomain computation in parallel. A computational algorithm is outlined and an error estimate in discrete l²‐ norm is established by introducing new inner products and norms. Finally, numerical examples are given to illustrate the theoretical results, efficiency and parallelism of this method. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 17‐37, 2012     

A Cartesian‐grid collocation method based on radial‐basis‐function networks for solving PDEs in irregular domains

This paper reports a new Cartesian‐grid collocation method based on radial‐basis‐function networks (RBFNs) for numerically solving elliptic partial differential equations in irregular domains. The domain of interest is embedded in a Cartesian grid, and the governing equation is discretized by using a collocation approach. The new features here are (a) one‐dimensional integrated RBFNs are employed to represent the variable along each line of the grid, resulting in a significant improvement of computational efficiency, (b) the present method does not require complicated interpolation techniques for the treatment of Dirichlet boundary conditions in order to achieve a high level of accuracy, and (c) normal derivative boundary conditions are imposed by means of integration constants. The method is verified through the solution of second‐ and fourth‐order PDEs; accurate results and fast convergence rates are obtained. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

A new technique of using homotopy analysis method for solving high‐order nonlinear differential equations

In this paper, a new technique of homotopy analysis method (HAM) is proposed for solving high‐order nonlinear initial value problems. This method improves the convergence of the series solution, eliminates the unneeded terms and reduces time consuming in the standard homotopy analysis method (HAM) by transform the nth‐order nonlinear differential equation to a system of n first‐order equations. Second‐ and third‐ order problems are solved as illustration examples of the proposed method. Copyright © 2010 John Wiley & Sons, Ltd.     

Chebyshev‐Legendre spectral method for solving the two‐dimensional vorticity equations with homogeneous Dirichlet conditions

The Chebyshev‐Legendre spectral method for the two‐dimensional vorticity equations is considered. The Legendre Galerkin Chebyshev collocation method is used with the Chebyshev‐Gauss collocation points. The numerical analysis results under the L²‐norm for the Chebyshev‐Legendre method of one‐dimensional case are generalized into that of the two‐dimensional case. The stability and optimal order convergence of the method are proved. Numerical results are given. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Maximum norm error analysis of an unconditionally stable semi‐implicit scheme for multi‐dimensional Allen–Cahn equations

In this paper, a linearized finite difference scheme is proposed for solving the multi‐dimensional Allen–Cahn equation. In the scheme, a modified leap‐frog scheme is used for the time discretization, the nonlinear term is treated in a semi‐implicit way, and the central difference scheme is used for the discretization in space. The proposed method satisfies the discrete energy decay property and is unconditionally stable. Moreover, a maximum norm error analysis is carried out in a rigorous way to show that the method is second‐order accurate both in time and space variables. Finally, numerical tests for both two‐ and three‐dimensional problems are provided to confirm our theoretical findings.     

A high‐order compact ADI method for solving three‐dimensional unsteady convection‐diffusion problems

We derive a high‐order compact alternating direction implicit (ADI) method for solving three‐dimentional unsteady convection‐diffusion problems. The method is fourth‐order in space and second‐order in time. It permits multiple uses of the one‐dimensional tridiagonal algorithm with a considerable saving in computing time and results in a very efficient solver. It is shown through a discrete Fourier analysis that the method is unconditionally stable in the diffusion case. Numerical experiments are conducted to test its high order and to compare it with the standard second‐order Douglas‐Gunn ADI method and the spatial fourth‐order compact scheme by Karaa. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Goal‐oriented error estimation for Cahn–Hilliard models of binary phase transition

A posteriori estimates of errors in quantities of interest are developed for the nonlinear system of evolution equations embodied in the Cahn–Hilliard model of binary phase transition. These involve the analysis of wellposedness of dual backward‐in‐time problems and the calculation of residuals. Mixed finite element approximations are developed and used to deliver numerical solutions of representative problems in one‐ and two‐dimensional domains. Estimated errors are shown to be quite accurate in these numerical examples. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

A numerical method for the one‐dimensional sine‐Gordon equation

A numerical method based on a predictor–corrector (P‐C) scheme arising from the use of rational approximants of order 3 to the matrix‐exponential term in a three‐time level recurrence relation is applied successfully to the one‐dimensional sine‐Gordon equation, already known from the bibliography. In this P‐C scheme a modification in the corrector (MPC) has been proposed according to which the already evaluated corrected values are considered. The method, which uses as predictor an explicit finite‐difference scheme arising from the second order rational approximant and as corrector an implicit one, has been tested numerically on the single and the soliton doublets. Both the predictor and the corrector schemes are analyzed for local truncation error and stability. From the investigation of the numerical results and the comparison of them with other ones known from the bibliography it has been derived that the proposed P‐C/MPC schemes at least coincide in terms of accuracy with them. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

Singly diagonally implicit runge‐kutta method for time‐dependent reaction‐diffusion equation

In this article, an efficient fourth‐order accurate numerical method based on Padé approximation in space and singly diagonally implicit Runge‐Kutta method in time is proposed to solve the time‐dependent one‐dimensional reaction‐diffusion equation. In this scheme, we first approximate the spatial derivative using the second‐order central finite difference then improve it to fourth‐order by applying Padé approximation. A three stage fourth‐order singly diagonally implicit Runge‐Kutta method is then used to solve the resulting system of ordinary differential equations. It is also shown that the scheme is unconditionally stable, and is suitable for stiff problems. Several numerical examples are solved by the scheme and the efficiency and accuracy of the new scheme are compared with two widely used high‐order compact finite difference methods. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1423–1441, 2011     

A numerical method based on integro‐differential formulation for solving a one‐dimensional Stefan problem

A numerical method based on an integro‐differential formulation is proposed for solving a one‐dimensional moving boundary Stefan problem involving heat conduction in a solid with phase change. Some specific test problems are solved using the proposed method. The numerical results obtained indicate that it can give accurate solutions and may offer an interesting and viable alternative to existing numerical methods for solving the Stefan problem. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

Two positivity preserving flux limited,second‐order numerical methods for a haptotaxis model

Two numerical methods for a one‐dimensional haptotaxis model, which exploit the use of van Leer flux limiter, are developed and analyzed. Sufficient conditions time step size and flux limiting are given for such formulation to ensure the non‐negativity of the discrete solution and second‐order accuracy in space. Another advantage is that we avoid solving large nonlinear systems of algebraic equations. The discrete preservation of total conservation of cell density, concentration, and logarithmic density is also verified for the numerical solution. Numerical results concerning accuracy, convergence rate, positivity, and conservation properties are presented and discussed. Similar approach could be applied efficiently in the corresponding two‐ and three‐dimensional problems. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

A geometric‐based algebraic multigrid method for higher‐order finite element equations in two‐dimensional linear elasticity

In this paper, we will discuss the geometric‐based algebraic multigrid (AMG) method for two‐dimensional linear elasticity problems discretized using quadratic and cubic elements. First, a two‐level method is proposed by analyzing the relationship between the linear finite element space and higher‐order finite element space. And then a geometric‐based AMG method is obtained with the existing solver used as a solver on the first coarse level. The resulting AMG method is applied to some typical elasticity problems including the plane strain problem with jumps in Young's modulus. The results of various numerical experiments show that the proposed AMG method is much more robust and efficient than a classical AMG solver that is applied directly to the high‐order systems alone. Moreover, we present the corresponding theoretical analysis for the convergence of the proposed AMG algorithms. These theoretical results are also confirmed by some numerical tests. Copyright © 2008 John Wiley & Sons, Ltd.     

Analysis of algebraic systems arising from fourth‐order compact discretizations of convection‐diffusion equations

We study the properties of coefficient matrices arising from high‐order compact discretizations of convection‐diffusion problems. Asymptotic convergence factors of the convex hull of the spectrum and the field of values of the coefficient matrix for a one‐dimensional problem are derived, and the convergence factor of the convex hull of the spectrum is shown to be inadequate for predicting the convergence rate of GMRES. For a two‐dimensional constant‐coefficient problem, we derive the eigenvalues of the nine‐point matrix, and we show that the matrix is positive definite for all values of the cell‐Reynolds number. Using a recent technique for deriving analytic expressions for discrete solutions produced by the fourth‐order scheme, we show by analyzing the terms in the discrete solutions that they are oscillation‐free for all values of the cell Reynolds number. Our theoretical results support observations made through numerical experiments by other researchers on the non‐oscillatory nature of the discrete solution produced by fourth‐order compact approximations to the convection‐diffusion equation. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 155–178, 2002; DOI 10.1002/num.1041     

A monotone conservative Eulerian–Lagrangian scheme for reaction‐diffusion‐convection equations modeling chemotaxis

A numerical method for convection dominated diffusion problems, that exploits the use of characteristics, is derived and analyzed. It is shown to preserve positivity of solutions and be locally mass conserving. Stability, consistency and order one convergence are verified. Because of the way in which it determines characteristic pre‐images of grid cells, the method can be easily implemented for 1‐, 2‐, or 3‐dimensional problems on rectangular grids.© 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007