Numerical methods for fourth‐order nonlinear elliptic boundary value problems

The aim of this article is to present several computational algorithms for numerical solutions of a nonlinear finite difference system that represents a finite difference approximation of a class of fourth‐order elliptic boundary value problems. The numerical algorithms are based on the method of upper and lower solutions and its associated monotone iterations. Three linear monotone iterative schemes are given, and each iterative scheme yields two sequences, which converge monotonically from above and below, respectively, to a maximal solution and a minimal solution of the finite difference system. This monotone convergence property leads to upper and lower bounds of the solution in each iteration as well as an existence‐comparison theorem for the finite difference system. Sufficient conditions for the uniqueness of the solution and some techniques for the construction of upper and lower solutions are obtained, and numerical results for a two‐point boundary‐value problem with known analytical solution are given. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17:347–368, 2001     

A fourth‐order compact finite difference scheme for solving an N‐carrier system with Neumann boundary conditions

In this study, we develop a fourth‐order compact finite difference scheme for solving a model of energy exchanges in a generalized N‐carrier system with heat sources and Neumann boundary conditions, which extends the concept of the well‐known parabolic two‐step model for microheat transfer. By using the matrix analysis, the compact finite difference numerical scheme is shown to be unconditionally stable. The accuracy of the solution obtained by the scheme is tested by a numerical example. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

A new fifth order finite difference WENO scheme for Hamilton‐Jacobi equations

In this continuing paper of (Zhu and Qiu, J Comput Phys 318 (2016), 110–121), a new fifth order finite difference weighted essentially non‐oscillatory (WENO) scheme is designed to approximate the viscosity numerical solution of the Hamilton‐Jacobi equations. This new WENO scheme uses the same numbers of spatial nodes as the classical fifth order WENO scheme which is proposed by Jiang and Peng (SIAM J Sci Comput 21 (2000), 2126–2143), and could get less absolute truncation errors and obtain the same order of accuracy in smooth region simultaneously avoiding spurious oscillations nearby discontinuities. Such new WENO scheme is a convex combination of a fourth degree accurate polynomial and two linear polynomials in a WENO type fashion in the spatial reconstruction procedures. The linear weights of three polynomials are artificially set to be any random positive constants with a minor restriction and the new nonlinear weights are proposed for the sake of keeping the accuracy of the scheme in smooth region, avoiding spurious oscillations and keeping sharp discontinuous transitions in nonsmooth region simultaneously. The main advantages of such new WENO scheme comparing with the classical WENO scheme proposed by Jiang and Peng (SIAM J Sci Comput 21 (2000), 2126–2143) are its efficiency, robustness and easy implementation to higher dimensions. Extensive numerical tests are performed to illustrate the capability of the new fifth WENO scheme. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1095–1113, 2017     

A new fourth‐order numerical algorithm for a class of three‐dimensional nonlinear evolution equations

In this article, a new compact alternating direction implicit finite difference scheme is derived for solving a class of 3‐D nonlinear evolution equations. By the discrete energy method, it is shown that the new difference scheme has good stability and can attain second‐order accuracy in time and fourth‐order accuracy in space with respect to the discrete H¹ ‐norm. A Richardson extrapolation algorithm is applied to achieve fourth‐order accuracy in temporal dimension. Numerical experiments illustrate the accuracy and efficiency of the extrapolation algorithm. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Stability of a colocated finite volume scheme for the Navier‐Stokes equations

The aim of this article is to describe a colocated finite volume approximation of the incompressible Navier‐Stokes equation and study its stability. One of the advantages of colocated finite volume space discretizations over staggered space discretizations is that all the variables share the same location; hence, the possibility to more easily use complex geometries and hierarchical decompositions of the unknowns. The time discretization used in the scheme studied here is a projection method. First, we give the full discretization of the incompressible Navier‐Stokes equations, then, we state the stability result and prove it following the methods of Marion and Temam. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

A new conservative fourth‐order accurate difference scheme for solving a model of nonlinear dispersive equations

This article is devoted to the study of a nonlinear conservative fourth‐order difference scheme for a model of nonlinear dispersive equations that is governed by the RLW‐KdV equation. The existence of the approximate solution and the convergence of the difference scheme are proved, by using the energy method. In addition, the convergent order in maximum norm is 2 in temporal direction and 4 in spatial direction. The unconditional stability as well as uniqueness of the difference scheme is also derived. An application on the RLW and MRLW equations is discussed numerically in details. Furthermore, interaction of solitary waves with different amplitudes are shown. The 3 invariants of the motion are evaluated to determine the conservation proprieties of the system. The temporal evaluation of a Maxwellian initial pulse is then studied. Some numerical examples are given to validate the theoretical results.     

Conservative compact finite difference scheme for the N‐coupled nonlinear Klein–Gordon equations

In this article, a compact finite difference method is developed for the periodic initial value problem of the N‐coupled nonlinear Klein–Gordon equations. The present scheme is proved to preserve the total energy in the discrete sense. Due to the difficulty in obtaining the priori estimate from the discrete energy conservation law, the cut‐off function technique is employed to prove the convergence, which shows the new scheme possesses second order accuracy in time and fourth order accuracy in space, respectively. Additionally, several numerical results are reported to confirm our theoretical analysis. Lastly, we apply the reliable method to simulate and study the collisions of solitary waves numerically.     

A study on a second order finite difference scheme for fractional advection–diffusion equations

Second order finite difference schemes for fractional advection–diffusion equations are considered in this paper. We note that, when studying these schemes, advection terms with coefficients having the same sign as those of diffusion terms need additional estimates. In this paper, by comparing generating functions of the corresponding discretization matrices, we find that sufficiently strong diffusion can dominate the effects of advection. As a result, convergence and stability of schemes are obtained in this situation.     

A high‐order finite difference method for 1D nonhomogeneous heat equations

In this article a sixth‐order approximation method (in both temporal and spatial variables) for solving nonhomogeneous heat equations is proposed. We first develop a sixth‐order finite difference approximation scheme for a two‐point boundary value problem, and then heat equation is approximated by a system of ODEs defined on spatial grid points. The ODE system is discretized to a Sylvester matrix equation via boundary value method. The obtained algebraic system is solved by a modified Bartels‐Stewart method. The proposed approach is unconditionally stable. Numerical results are provided to illustrate the accuracy and efficiency of our approximation method along with comparisons with those generated by the standard second‐order Crank‐Nicolson scheme as well as Sun‐Zhang's recent fourth‐order method. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

The Crank‐Nicolson/Adams‐Bashforth scheme for the time‐dependent Navier‐Stokes equations with nonsmooth initial data

In this article, we study the stability and convergence of the Crank‐Nicolson/Adams‐Bashforth scheme for the two‐dimensional nonstationary Navier‐Stokes equations with a nonsmooth initial data. A finite element method is applied for the spatial approximation of the velocity and pressure. The time discretization is based on the implicit Crank‐Nicolson scheme for the linear terms and the explicit Adams‐Bashforth scheme for the nonlinear term. Moreover, we prove that the scheme is almost unconditionally stable for a nonsmooth initial data u₀ with div u₀ = 0, i.e., the time step τ satisfies: τ ≤ C₀ if u₀ ∈ H¹ ∩ L^∞; τ |log h| ≤ C₀ if u₀ ∈ H¹ for the mesh size h and some positive constant C₀. Finally, we obtain some error estimates for the discrete velocity and pressure under the above stability condition. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 28: 155‐187, 2012     

A finite difference scheme for the nonlinear time-fractional partial integro-differential equation

In this paper, a finite difference scheme is proposed for solving the nonlinear time-fractional integro-differential equation. This model involves two nonlocal terms in time, ie, a Caputo time-fractional derivative and an integral term with memory. The existence of numerical solutions is shown by the Leray-Schauder theorem. And we obtain the discrete L₂ stability and convergence with second order in time and space by the discrete energy method. Then the uniqueness of numerical solutions is derived. Moreover, an iterative algorithm is designed for solving the derived nonlinear system. Numerical examples are presented to validate the theoretical findings and the efficiency of the proposed algorithm.     

A new highly accurate discretization for three‐dimensional singularly perturbed nonlinear elliptic partial differential equations

We employ a new fourth‐order compact finite difference formula based on arithmetic average discretization to solve the three‐dimensional nonlinear singularly perturbed elliptic partial differential equation ε(u_xx + u_yy + u_zz) = f(x, y, z, u, u_x, u_y, u_z), 0 < x, y, z < 1, subject to appropriate Dirichlet boundary conditions prescribed on the boundary, where ε > 0 is a small parameter. We also describe new fourth‐order methods for the estimates of (?u/?x), (?u/?y), and (?u/?z), which are quite often of interest in many physical problems. In all cases, we require only a single computational cell with 19 grid points. The proposed methods are directly applicable to solve singular problems without any modification. We solve three test problems numerically to validate the proposed derived fourth‐order methods. We compare the advantages and implementation of the proposed methods with the standard central difference approximations in the context of basic iterative methods. Numerical examples are given to verify the fourth‐order convergence rate of the methods. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2006     

A high‐order ADI finite difference scheme for a 3D reaction‐diffusion equation with neumann boundary condition

In this article, we extend the fourth‐order compact boundary scheme in Liao et al. (Numer Methods Partial Differential Equations 18 (2002), 340–354) to a 3D problem and then combine it with the fourth‐order compact alternating direction implicit (ADI) method in Gu et al. (J Comput Appl Math 155 (2003), 1–17) to solve the 3D reaction‐diffusion equation with Neumann boundary condition. First, the reaction‐diffusion equation is solved with a compact fourth‐order finite difference method based on the Padé approximation, which is then combined with the ADI method and a fourth‐order compact scheme to approximate the Neumann boundary condition, to obtain fourth order accuracy in space. The accuracy in the temporal dimension is improved to fourth order by applying the Richardson extrapolation technique, although the unconditional stability of the numerical method is proved, and several numerical examples are presented to demonstrate the accuracy and efficiency of the proposed new algorithm. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Analysis of second order and unconditionally stable BDF2‐AB2 method for the Navier‐Stokes equations with nonlinear time relaxation

In this study, we first consider a second order time stepping finite element BDF2‐AB2 method for the Navier‐Stokes equations (NSE). We prove that the method is unconditionally stable and accurate. Second, we consider a nonlinear time relaxation model which consists of adding a term “” to the Navier‐Stokes Equations with the algorithm depends on BDF2‐AB2 method. We prove that this method is unconditionally stable, too. We applied the BDF2‐AB2 method to several numeral experiments including flow around the cylinder. We have also applied BDF2‐AB2 method with nonlinear time relaxation to some problems. It is observed that when the equilibrium errors are high, applying BDF2‐AB2 with nonlinear time relaxation method to the problem yields lower equilibrium errors.     

Least‐squares mixed finite element methods for the incompressible Navier‐Stokes equations

Least‐squares mixed finite element schemes are formulated to solve the evolutionary Navier‐Stokes equations and the convergence is analyzed. We recast the Navier‐Stokes equations as a first‐order system by introducing a vorticity flux variable, and show that a least‐squares principle based on L² norms applied to this system yields optimal discretization error estimates. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 441–453, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/num.10015     

A second order difference scheme with nonuniform rectangular meshes for nonlinear parabolic system

In this paper, a difference scheme with nonuniform meshes is proposed for the initial-boundary problem of the nonlinear parabolic system. It is proved that the difference scheme is second order convergent in both space and time.     

A linearized,decoupled, and energy‐preserving compact finite difference scheme for the coupled nonlinear Schrödinger equations

In this article, a decoupled and linearized compact finite difference scheme is proposed for solving the coupled nonlinear Schrödinger equations. The new scheme is proved to preserve the total mass and energy which are defined by using a recursion relationship. Besides the standard energy method, an induction argument together with an H¹ technique are introduced to establish the optimal point‐wise error estimate of the proposed scheme. Without imposing any constraints on the grid ratios, the convergence order of the numerical solution is proved to be of with mesh size h and time step τ. Numerical results are reported to verify the theoretical analysis, and collision of two solitary waves are also simulated. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 840–867, 2017     

A linearized compact difference scheme for a class of nonlinear delay partial differential equations

A linearized compact difference scheme is presented for a class of nonlinear delay partial differential equations with initial and Dirichlet boundary conditions. The unique solvability, unconditional convergence and stability of the scheme are proved. The convergence order is O(τ²+h⁴)$O({\tau }^2+h^4)$ in _L∞$L_{\infty }$ norm. Finally, a numerical example is given to support the theoretical results.     

Homoclinic solutions for a class of fourth‐order difference equations

In this paper, a class of fourth‐order nonlinear difference equation is considered. By making use of the critical point theory, we establish various sets of sufficient conditions for the existence of homoclinic solutions and give some new results. One of our results generalizes and improves the results in the literature. Copyright © 2015 John Wiley & Sons, Ltd.     

Superconvergence of a 3D finite element method for stationary Stokes and Navier‐Stokes problems

For the Poisson equation on rectangular and brick meshes it is well known that the piecewise linear conforming finite element solution approximates the interpolant to a higher order than the solution itself. In this article, this type of supercloseness property is established for a special interpolant of the Q₂ ? P element applied to the 3D stationary Stokes and Navier‐Stokes problem, respectively. Moreover, applying a Q₃ ? P postprocessing technique, we can also state a superconvergence property for the discretization error of the postprocessed discrete solution to the solution itself. Finally, we show that inhomogeneous boundary values can be approximated by the Lagrange Q₂‐interpolation without influencing the superconvergence property. Numerical experiments verify the predicted convergence rates. Moreover, a cost‐benefit analysis between the two third‐order methods, the post‐processed Q₂ ? P discretization, and the Q₃ ? P discretization is carried out. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005