Compact difference schemes for heat equation with Neumann boundary conditions

In this article, two recent proposed compact schemes for the heat conduction problem with Neumann boundary conditions are analyzed. The first difference scheme was proposed by Zhao, Dai, and Niu (Numer Methods Partial Differential Eq 23, (2007), 949–959). The unconditional stability and convergence are proved by the energy methods. The convergence order is O(τ² + h^2.5) in a discrete maximum norm. Numerical examples demonstrate that the convergence order of the scheme can not exceeds O(τ² + h³). An improved compact scheme is presented, by which the approximate values at the boundary points can be obtained directly. The second scheme was given by Liao, Zhu, and Khaliq (Methods Partial Differential Eq 22, (2006), 600–616). The unconditional stability and convergence are also shown. By the way, it is reported how to avoid computing the values at the fictitious points. Some numerical examples are presented to show the theoretical results. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Parallel difference schemes with interface extrapolation terms for quasi-linear parabolic systems

In this paper some new parallel difference schemes with interface extrapolation terms for a quasi-linear parabolic system of equations are constructed. Two types of time extrapolations are proposed to give the interface values on the interface of sub-domains or the values adjacent to the interface points, so that the unconditional stable parallel schemes with the second accuracy are formed. Without assuming heuristically that the original boundary value problem has the unique smooth vector solution, the existence and uniqueness of the discrete vector solutions of the parallel difference schemes constructed are proved. Moreover the unconditional stability of the parallel difference schemes is justified in the sense of the continuous dependence of the discrete vector solution of the schemes on the discrete known data of the original problems in the discrete W2(2,1) (Q△) norms. Finally the convergence of the discrete vector solutions of the parallel difference schemes with interface extrapolation terms to the unique generalized solution of the original quasi-linear parabolic problem is proved. Numerical results are presented to show the good performance of the parallel schemes, including the unconditional stability, the second accuracy and the high parallelism.     

Some temporal second order difference schemes for fractional wave equations

In this article, motivated by Alikhanov's new work (Alikhanov, J Comput Phys 280 (2015), 424–438), some difference schemes are proposed for both one‐dimensional and two‐dimensional time‐fractional wave equations. The obtained schemes can achieve second‐order numerical accuracy both in time and in space. The unconditional convergence and stability of these schemes in the discrete H¹‐norm are proved by the discrete energy method. The spatial compact difference schemes with the results on the convergence and stability are also presented. In addition, the three‐dimensional problem is briefly mentioned. Numerical examples illustrate the efficiency of the proposed schemes. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 970–1001, 2016     

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     

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.     

A compact difference scheme for fourth-order fractional sub-diffusion equations with Neumann boundary conditions

In this paper, a compact finite difference scheme with global convergence order $O(\tau^{2}+h^4)$ is derived for fourth-order fractional sub-diffusion equations subject to Neumann boundary conditions. The difficulty caused by the fourth-order derivative and Neumann boundary conditions is carefully handled. The stability and convergence of the proposed scheme are studied by the energy method. Theoretical results are supported by numerical experiments.     

Construction and study of high-order accurate schemes for solving the one-dimensional heat equation

The method of undetermined coefficients on multipoint stencils with two time levels was used to construct compact difference schemes of O(τ³, h ⁶) accuracy intended for solving boundary value problems for the one-dimensional heat equation. The schemes were examined for von Neumann stability, and numerical experiments were conducted on a sequence of grids with mesh sizes tending to zero. One of the schemes was proved to be absolutely stable. It was shown that, for smooth solutions, the high order of convergence of the numerical solution agrees with the order of accuracy; moreover, solutions accurate up to ～10^?12 are obtained on grids with spatial mesh sizes of ～10^?2. The formulas for the schemes are rather simple and easy to implement on a computer.     

A second‐order linearized difference scheme for a strongly coupled reaction‐diffusion system

This article deals with the numerical solution to some models described by the system of strongly coupled reaction–diffusion equations with the Neumann boundary value conditions. A linearized three‐level scheme is derived by the method of reduction of order. The uniquely solvability and second‐order convergence in L₂‐norm are proved by the energy method. A numerical example is presented to demonstrate the accuracy and efficiency of the proposed method. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

The stability and convergence of two linearized finite difference schemes for the nonlinear epitaxial growth model

The numerical simulation of the dynamics of the molecular beam epitaxy (MBE) growth is considered in this article. The governing equation is a nonlinear evolutionary equation that is of linear fourth order derivative term and nonlinear second order derivative term in space. The main purpose of this work is to construct and analyze two linearized finite difference schemes for solving the MBE model. The linearized backward Euler difference scheme and the linearized Crank‐Nicolson difference scheme are derived. The unique solvability, unconditional stability and convergence are proved. The linearized Euler scheme is convergent with the convergence order of O(τ + h²) and linearized Crank‐Nicolson scheme is convergent with the convergence order of O(τ² + h²) in discrete L²‐norm, respectively. Numerical stability with respect to the initial conditions is also obtained for both schemes. Numerical experiments are carried out to demonstrate the theoretical analysis. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

The C 1 wavelet method for numerical solutions of the Neumann problem

In this article we use the C ¹ wavelet bases on Powell-Sabin triangulations to approximate the solution of the Neumann problem for partial differential equations. The C ¹ wavelet bases are stable and have explicit expressions on a three-direction mesh. Consequently, we can approximate the solution of the Neumann problem accurately and stably. The convergence and error estimates of the numerical solutions are given. The computational results of a numerical example show that our wavelet method is well suitable to the Neumann boundary problem.     

<Emphasis Type="Italic">L</Emphasis><Superscript>2</Superscript>-error estimates for Dirichlet and Neumann problems on anisotropic finite element meshes

An L ²-estimate of the finite element error is proved for a Dirichlet and a Neumann boundary value problem on a three-dimensional, prismatic and non-convex domain that is discretized by an anisotropic tetrahedral mesh. To this end, an approximation error estimate for an interpolation operator that is preserving the Dirichlet boundary conditions is given. The challenge for the Neumann problem is the proof of a local interpolation error estimate for functions from a weighted Sobolev space.     

Uniform grid approximation of nonsmooth solutions to the mixed boundary value problem for a singularly perturbed reaction-diffusion equation in a rectangle

A mixed boundary value problem for a singularly perturbed reaction-diffusion equation in a square is considered. A Neumann condition is specified on one side of the square, and a Dirichlet condition is set on the other three. It is assumed that the coefficient of the equation, its right-hand side, and the boundary values of the desired solution or its normal derivative on the sides of the square are smooth enough to ensure the required smoothness of the solution in a closed domain outside the neighborhoods of the corner points. No compatibility conditions are assumed to hold at the corner points. Under these assumptions, the desired solution in the entire closed domain is of limited smoothness: it belongs only to the Hölder class C ^μ, where μ ∈ (0, 1) is arbitrary. In the domain, a nonuniform rectangular mesh is introduced that is refined in the boundary domain and depends on a small parameter. The numerical solution to the problem is based on the classical five-point approximation of the equation and a four-point approximation of the Neumann boundary condition. A mesh refinement rule is described under which the approximate solution converges to the exact one uniformly with respect to the small parameter in the L _∞ ^h norm. The convergence rate is O(N ^?2ln² N), where N is the number of mesh nodes in each coordinate direction. The parameter-uniform convergence of difference schemes for mixed problems without compatibility conditions at corner points was not previously analyzed.     

Finite element solution of vector Poisson equation with a coupling boundary condition

The vector Poisson equation is sometimes supplemented by conditions that include the specification of the boundary value of the divergence of the unknown. A rigorous analysis of such a vector Poisson problem and uncoupled solution methods have been presented for domains of C^1,1 and Lipschitz regularity in [1] and [2], respectively. In this work, the finite element approximation of the two uncoupled solution methods is studied, and a convergence analysis of the numerical schemes is provided together with some numerical results. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 71–83, 2000     

The unconditional stable and convergent difference methods with intrinsic parallelism for quasilinear parabolic systems

A kind of the general finite difference schemes with intrinsic parallelism forthe boundary value problem of the quasilinear parabolic system is studied without assum-ing heuristically that the original boundary value problem has the unique smooth vectorsolution. By the method of a priori estimation of the discrete solutions of the nonlineardifference systems, and the interpolation formulas of the various norms of the discretefunctions and the fixed-point technique in finite dimensional Euclidean space, the exis-tence and uniqueness of the discrete vector solutions of the nonlinear difference systemwith intrinsic parallelism are proved. Moreover the unconditional stability of the generalfinite difference schemes with intrinsic parallelism is justified in the sense of the continu-ous dependence of the discrete vector solution of the difference schemes on the discretedata of the original problems in the discrete w_2~(2,1) norms. Finally the convergence of thediscrete vector solutions of the certain differe     

Kinetic approximation of a boundary value problem for conservation laws

Summary. We design numerical schemes for systems of conservation laws with boundary conditions. These schemes are based on relaxation approximations taking the form of discrete BGK models with kinetic boundary conditions. The resulting schemes are Riemann solver free and easily extendable to higher order in time or in space. For scalar equations convergence is proved. We show numerical examples, including solutions of Euler equations.Mathematics Subject Classification (2000): 65M06, 65M12, 76M20Correspondence to: D. Aregba-Driollet     

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.     

An O(K2 + h4) finite difference method for one-space Burger's equation in polar coordinates

A two-level implicit difference method of O(k² + h⁴) for a class of singular initial boundary value problem, where α, β, γ, and ν are constants, is discussed using three spatial grid points. The method is shown to be unconditionally stable when applied to linearized equations. The fourth-order convergence for a fixed mesh ratio parameter is illustrated with the help of two examples. © 1996 John Wiley & Sons, Inc.     

Homogenization of the Neumann problem in thick multi‐structures of type 3 : 2 : 2

Using some special extension operator, a convergence theorem is proved for the solution to the Neumann boundary value problem for the Ukawa equation in a junction Ω_ε, which is the union of a domain Ω₀ and a large number N of ε‐periodically situated thin annular disks with variable thickness of order ε=??(N^‐1), as ε → 0. Copyright © 2004 John Wiley & Sons, Ltd.     

An approach combining the Ritz-Galerkin and finite difference methods

The nonconforming combination of Ritz-Galerkin and finite difference methods is presented for solving elliptic boundary value problems with singularities. The Ritz-Galerkin method is used in the subdomains including singularities, the finite difference method is used in the rest of the solution domain. Moreover, on the common boundary of two regions where two different methods are used, the continuity conditions are constrained only on the nodes of difference grids. Theoretical analysis and numerical experiments have shown that average errors of numerical solutions and their generalized derivatives can reach the convergence rate O(h^2-δ), where h is the mesh spacing of uniform difference grids, and δ is an arbitrarily small, positive number. This convergence rate is better than O(h), obtained by the nonconforming combination of the Ritz-Galerkin and finite element methods.     

Optimal error estimates of mixed finite element methods for a fourth-order nonlinear elliptic problem

A mixed finite element method is developed for a nonlinear fourth-order elliptic problem. Optimal L² error estimates are proved by using a special interpolation operator on the standard tensor-product finite elements of order k?1. Then two iterative schemes are presented and proved to keep the same optimal error estimates. Three numerical examples are provided to support the theoretical analysis.