构造三层差分格式的模拟微分方程的一种方法

§1.引言 关于逼近输运方程 u_1+cu_x=0 (1.1) 的差分格式的色散分析,已有不少人做过许多工作。warming和Hyett利用差分格式的模拟微分方程,给出了差分格式的色散关系,是一项重要工作,差分格式的模拟微分方程就是差分解真正满足的微分方程(或者说是差分法实际解的微分方程),从模拟微分方程可以得到差分格式的精度阶、耗散和色散阶,但是求模拟微分方程的方法是繁琐的。文[1]主要建立了模拟微分方程和通常Fouriser(Von Neumann)方法的联系,指出两层格式增长     

高分辨率差分格式的数值分析与限制因子的构造

本文利用差分方法余项效应理论,分析比较了一些典型的限制因子.对不同的限制因子,格式的表现明显差异主要是由其数值耗散性、色散性强弱不同所致.在分析比较格式的数值耗散性、色散性之后,本文提出了一种新的限制因子,得到的格式在解的剧烈变化区具有更高的分辨率,在光滑区避免了由于数值色散性较强导致的失真.数值试验表明该格式具有较好的性质.     

设计多层差分格式的一种有效途径

本文推广了传统的余项裣方法并将其应用于多层差分格式的设计中。由此不仅可以设计出高精度的多层差分格式,并且能有效的控制格式的耗散与色散效应以满足不同数值模拟的需要。     

KdV-Burgers方程的一类本性并行差分方法

KdV-Burgers方程是非线性耗散和色散型波动方程,可以作为湍流规范方程,具有广泛的物理背景,其数值解法具有重要的科学意义和实际应用价值.针对KdV-Burgers方程,本文结合经典Crank-Nicolson格式和四个不同类型的Saul'yev非对称格式,提出了一类本性并行差分方法,构造交替分段Crank-Nicolson(ASC-N)差分格式.分析证明了ASC-N格式解的存在唯一性,线性绝对稳定性和计算精度.理论分析和数值试验结果均表明ASC-N差分格式线性绝对稳定,具有空间2阶精度,时间2阶精度(除内边界点外).在计算效率上,ASC-N格式具有明显的并行计算性质,相比较于隐式格式大幅度节省了计算时间.表明本文方法求解KdV-Burgers方程是高效可行的.     

广义非线性Schroedinger方程的一个新的守恒差分格式

对广义非线性Schroedinger方程提出了一种新的差分格式。揭示了该差分格式满足两个守恒律，并证明该格式的收敛性和稳定性．数值实验结果表明，新的差分格式优于Crank-Nicolson格式以及Zhang Fei等人提出的格式。     

间断初始条件的抛物型方程Crank-Nicolson型外推法的数值色散性分析

正1引言典型的抛物型偏微分方程(如热传导方程)的有限差分方法目前已堪称完善,例如显格式,全隐格式,C-N方法等.前两者对时间变量只有一阶精度,而C-N方法的收敛阶为O(τ~2+h~2),且绝对稳定.但求解间断初始条件的抛物型方程初边值问题时,C-N法却呈现较强的数值色散性效应[1],即在间断附近出现虚假震荡.C-N方法的这一性质已经不能用稳定性,收敛性等传统的有限差分法的性质所描述,而涉及到了差分格式的内在微观特     

非线性对流扩散方程的UNO-MMOCAA差分方法

本文把MMOCAA差分方法与UNO插值相结合，提出了求解对流占优扩散问题的UN0—MMOCAA差分方法，它避免了基于高次(≥2)Lagrange插值的MMOCAA差分方法在方程解的陡峭前沿附近产生的振荡．本文通过引入辅助插值算于等方法，给出了非线性UNO—MMOCAA差分格式的误差分析．数值例子表明新格式无振荡。     

广义非线性Schringer方程的一个新的守恒差分格式

对广义非线性Schro。d inger方程提出了一种新的差分格式.揭示了该差分格式满足两个守恒律,并证明该格式的收敛性和稳定性.数值实验结果表明,新的差分格式优于C rank-N ico lson格式以及Zhang Fei等人提出的格式.     

广义非线性Schr(o)dinger方程的一个新的守恒差分格式

对广义非线性Schr(o)dinger方程提出了一种新的差分格式.揭示了该差分格式满足两个守恒律,并证明该格式的收敛性和稳定性.数值实验结果表明,新的差分格式优于Crank-Nicolson格式以及Zhang Fei等人提出的格式.     

时间分数阶反应-扩散方程混合差分格式的并行计算方法

分数阶反应-扩散方程有深刻的物理和工程背景,其数值方法的研究具有重要的科学意义和应用价值.文中提出时间分数阶反应-扩散方程混合差分格式的并行计算方法,构造了一类交替分段显-隐格式(alternative segment explicit-implicit,ASE-I)和交替分段隐-显格式(alternative segment implicit-explicit,ASI-E),这类并行差分格式是基于Saul'yev非对称格式与古典显式差分格式和古典隐式差分格式的有效组合.理论分析格式解的存在唯一性,无条件稳定性和收敛性.数值试验验证了理论分析,表明ASE-I格式和ASI-E格式具有理想的计算精度和明显的并行计算性质,证实了这类并行差分方法求解时间分数阶反应-扩散方程是有效的.     

UNCONDITIONAL STABLE DIFFERENCE METHODS WITH INTRINSIC PARALLELISM FOR SEMILINEAR PARABOLIC SYSTEMS OF DIVERGENCE TYPE

The general finite difference schemes with intrinsic parallelism for the boundary value problem of the semilinear parabolic system of divergence type with bounded measurable coefficients is studied. By the approach of the discrete functional analysis, the existence and uniqueness of the discrete vector solutions of the nonlinear difference system with intrinsic parallelism are proved. Moreover the unconditional stability of the general difference schemes with intrinsic parallelism justified in the sense of the continuous dependence of the discrete vector solution of the difference schemes on the discrete initial data of the original problems in the discrete W_2~(2,1) (Q△) norms. Finally the convergence of the discrete vector solutions of the certain difference schemes with intrinsic parallelism to the unique generalized solution of the original semilinear parabolic problem is proved.     

An inverse problem of finding a source parameter in a semilinear parabolic equation

An inverse problem concerning diffusion equation with source control parameter is considered. Several finite-difference schemes are presented for identifying the control parameter. These schemes are based on the classical forward time centred space (FTCS) explicit formula, and the 5-point FTCS explicit method and the classical backward time centred space (BTCS) implicit scheme, and the Crank–Nicolson implicit method. The classical FTCS explicit formula and the 5-point FTCS explicit technique are economical to use, are second-order accurate, but have bounded range of stability. The classical BTCS implicit scheme and the Crank–Nicolson implicit method are unconditionally stable, but these schemes use more central processor (CPU) times than the explicit finite difference mehods. The basis of analysis of the finite difference equations considered here is the modified equivalent partial differential equation approach, developed from the 1974 work of Warming and Hyett. This allows direct and simple comparison of the errors associated with the equations as well as providing a means to develop more accurate finite difference schemes. The results of a numerical experiment are presented, and the accuracy and CPU time needed for this inverse problem are discussed.     

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     

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.     

Boosting the accuracy of finite difference schemes via optimal time step selection and non-iterative defect correction

In this article, we present a unified analysis of the simple technique for boosting the order of accuracy of finite difference schemes for time dependent partial differential equations (PDEs) by optimally selecting the time step used to advance the numerical solution and adding defect correction terms in a non-iterative manner. The power of the technique, which is applicable to time dependent, semilinear, scalar PDEs where the leading-order spatial derivative has a constant coefficient, is its ability to increase the accuracy of formally low-order finite difference schemes without major modification to the basic numerical algorithm. Through straightforward numerical analysis arguments, we explain the origin of the boost in accuracy and estimate the computational cost of the resulting numerical method. We demonstrate the utility of optimal time step (OTS) selection combined with non-iterative defect correction (NIDC) on several different types of finite difference schemes for a wide array of classical linear and semilinear PDEs in one and more space dimensions on both regular and irregular domains.     

Difference Forms

Currently, there is much interest in the development of geometric integrators, which retain analogues of geometric properties of an approximated system. This paper provides a means of ensuring that finite difference schemes accurately mirror global properties of approximated systems. To this end, we introduce a cohomology theory for lattice varieties, on which finite difference schemes and other difference equations are defined. We do not assume that there is any continuous space, or that a scheme or difference equation has a continuum limit. This distinguishes our approach from theories of “discrete differential forms” built on simplicial approximations and Whitney forms, and from cohomology theories built on cubical complexes. Indeed, whereas cochains on cubical complexes can be mapped injectively to our difference forms, a bijection may not exist. Thus our approach generalizes what can be achieved with cubical cohomology. The fundamental property that we use to prove our results is the natural ordering on the integers. We show that our cohomology can be calculated from a good cover, just as de Rham cohomology can. We postulate that the dimension of solution space of a globally defined linear recurrence relation equals the analogue of the Euler characteristic for the lattice variety. Most of our exposition deals with forward differences, but little modification is needed to treat other finite difference schemes, including Gauss-Legendre and Preissmann schemes. Dedicated to Professor Arieh Iserles on the Occasion of his Sixtieth Birthday.     

高阶非线性波动方程的有限差分方法

本文研究一类广泛的高阶非线性波动方程组初边值问题的有限差分格式，用离散泛函分析方法和先验估计的技巧得到了有限差分格式的收敛性。     

Implicit Solution of a Two-Dimensional Parabolic Inverse Problem with Temperature Overspecification

Three different implicit finite difference schemes for solving the two-dimensional parabolic inverse problem with temperature overspecification are considered. These schemes are developed for indentifying the control parameter which produces, at any given time, a desired temperature distribution at a given point in the spatial domain. The numerical methods discussed, are based on the second-order (5,1) Backward Time Centered Space (BTCS) implicit formula, and the second-order (5,5) Crank-Nicolson implicit finite difference formula and the fourth-order (9,9) implicit scheme. These finite difference schemes are unconditionally stable. The (9,9) implicit formula takes a huge amount of CPU time, but its fourth-order accuracy is significant. The results of a numerical experiment are presented, and the accuracy and central processor (CPU) times needed for each of the methods are discussed and compared. The implicit finite difference schemes use more central processor times than the explicit finite difference techniques, but they are stable for every diffusion number.     

A new conservative finite difference scheme for Boussinesq paradigm equation

A family of nonlinear conservative finite difference schemes for the multidimensional Boussinesq Paradigm Equation is considered. A second order of convergence and a preservation of the discrete energy for this approach are proved. Existence and boundedness of the discrete solution on an appropriate time interval are established. The schemes have been numerically tested on the models of the propagation of a soliton and the interaction of two solitons. The numerical experiments demonstrate that the proposed family of schemes is about two times more accurate than the family of schemes studied in [Kolkovska N., Two families of finite difference schemes for multidimensional Boussinesq paradigm equation, In: Application of Mathematics in Technical and Natural Sciences, Sozopol, June 21–26, 2010, AIP Conf. Proc., 1301, American Institute of Physics, Melville, 2010, 395–403].