A new high accuracy finite difference discretization for the solution of 2D nonlinear biharmonic equations using coupled approach

In this article, using coupled approach, we discuss fourth order finite difference approximation for the solution of two dimensional nonlinear biharmonic partial differential equations on a 9‐point compact stencil. The solutions of unknown variable and its Laplacian are obtained at each internal grid points. This discretization allows us to use the Dirichlet boundary conditions only and there is no need to discretize the derivative boundary conditions. We require only system of two equations to obtain the solution and its Laplacian. The proposed fourth order method is used to solve a set of test problems and produce high accuracy numerical solutions. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Multigrid solution of high order discretisation for three-dimensional biharmonic equation with Dirichlet boundary conditions of second kind

In this paper, we propose two compact finite difference approximations for three-dimensional biharmonic equation with Dirichlet boundary conditions of second kind. In these methods there is no need to define special formulas near the boundaries and boundary conditions are incorporated with these techniques. The unknown solution and its second derivatives are carried as unknowns at grid points. We derive second-order and fourth-order approximations on a 27 point compact stencil. Classical iteration methods such as Gauss–Seidel and SOR for solving the linear system arising from the second-order and fourth-order discretisation suffer from slow convergence. In order to overcome this problem we use multigrid method which exhibit grid-independent convergence and solve the linear system of equations in small amount of computer time. The fourth-order finite difference approximations are used to solve several test problems and produce high accurate numerical solutions.     

High accuracy cubic spline finite difference approximation for the solution of one-space dimensional non-linear wave equations

In this paper, we propose a new three-level implicit nine point compact cubic spline finite difference formulation of order two in time and four in space directions, based on cubic spline approximation in x-direction and finite difference approximation in t-direction for the numerical solution of one-space dimensional second order non-linear hyperbolic partial differential equations. We describe the mathematical formulation procedure in details and also discuss how our formulation is able to handle wave equation in polar coordinates. The proposed method when applied to a linear hyperbolic equation is also shown to be unconditionally stable. Numerical results are provided to justify the usefulness of the proposed method.     

A new high accuracy non-polynomial tension spline method for the solution of one dimensional wave equation in polar co-ordinates

In this paper, we propose a new three-level implicit nine point compact finite difference formulation of O(k² + h⁴) based on non-polynomial tension spline approximation in r-direction and finite difference approximation in t-direction for the numerical solution of one dimensional wave equation in polar co-ordinates. We describe the mathematical formulation procedure in details and also discuss the stability of the method. Numerical results are provided to justify the usefulness of the proposed method.     

Single‐cell compact finite‐difference discretization of order two and four for multidimensional triharmonic problems

In this article, we discuss finite‐difference methods of order two and four for the solution of two‐and three‐dimensional triharmonic equations, where the values of u,(?²u/?n²) and (?⁴u/?n⁴) are prescribed on the boundary. For 2D case, we use 9‐ and for 3D case, we use 19‐ uniform grid points and a single computational cell. We introduce new ideas to handle the boundary conditions and do not require to discretize the boundary conditions at the boundary. The Laplacian and the biharmonic of the solution are obtained as byproduct of the methods. The resulting matrix system is solved by using the appropriate block iterative methods. Computational results are provided to demonstrate the fourth‐order accuracy of the proposed methods. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

A new off-step high order approximation for the solution of three-space dimensional nonlinear wave equations

In this paper, we propose a new high accuracy numerical method of O(k² + k²h² + h⁴) based on off-step discretization for the solution of 3-space dimensional non-linear wave equation of the form u_tt = A(x,y,z,t)u_xx + B(x,y,z,t)u_yy + C(x,y,z,t)u_zz + g(x,y,z,t,u,u_x,u_y,u_z,u_t), 0 < x,y,z < 1,t > 0 subject to given appropriate initial and Dirichlet boundary conditions, where k > 0 and h > 0 are mesh sizes in time and space directions respectively. We use only seven evaluations of the function g as compared to nine evaluations of the same function discussed in  and . We describe the derivation procedure in details of the algorithm. The proposed numerical algorithm is directly applicable to wave equation in polar coordinates and we do not require any fictitious points to discretize the differential equation. The proposed method when applied to a telegraphic equation is also shown to be unconditionally stable. Comparative numerical results are provided to justify the usefulness of the proposed method.     

A probabilistic approach to the solution of the Neumann problem for nonlinear parabolic equations

A number of new layer methods for solving the Neumann problemfor semilinear parabolic equations are constructed by usingprobabilistic representations of their solutions. The methodsexploit the ideas of weak-sense numerical integration of stochasticdifferential equations in a bounded domain. In spite of theprobabilistic nature these methods are nevertheless deterministic.Some convergence theorems are proved. Numerical tests on theBurgers equation are presented.     

A new numerical approach for the solution of nonlinear Fredholm integral equations system of second kind by using Bernstein collocation method

This paper presents an efficient numerical method for finding solutions of the nonlinear Fredholm integral equations system of second kind based on Bernstein polynomials basis. The numerical results obtained by the present method have been compared with those obtained by B‐spline wavelet method. This proposed method reduces the system of integral equations to a system of algebraic equations that can be solved easily any of the usual numerical methods. Numerical examples are presented to illustrate the accuracy of the method. Copyright © 2013 John Wiley & Sons, Ltd.     

A new defect correction method for the Navier-Stokes equations at high Reynolds numbers

In this paper, a new defect correction method for the Navier-Stokes equations is presented. With solving an artificial viscosity stabilized nonlinear problem in the defect step, and correcting the residual by linearized equations in the correction step for a few steps, this combination is particularly efficient for the Navier-Stokes equations at high Reynolds numbers. In both the defect and correction steps, we use the Oseen iterative scheme to solve the discrete nonlinear equations. Furthermore, the stability and convergence of this new method are deduced, which are better than that of the classical ones. Finally, some numerical experiments are performed to verify the theoretical predictions and show the efficiency of the new combination.     

A mesh-free numerical method for solution of the family of Kuramoto-Sivashinsky equations

In this paper, radial basis function (RBFs) based mesh-free method is implemented to find numerical solution of the Kuramoto-Sivashinsky equations. This approach has an edge over traditional methods such as finite-difference and finite element methods because it does not require a mesh to discretize the problem domain, and a set of scattered nodes in the domain of influence provided by initial data is required for the realization of the method. The accuracy of the method is assessed in terms of the error norms L₂,L_∞, number of nodes in the domain of influence, free parameter, dependent parameter RBFs and time step length. Numerical experiments demonstrate accuracy and robustness of the method for solving a class of nonlinear partial differential equations.     

非线性二维Volterra积分方程的一个高阶数值格式

对非线性二维Volterra积分方程构造了一个高阶数值格式.block-byblock方法对积分方程来说是一个非常常见的方法,借助经典block-by-block方法的思想,构造了一个所谓的修正block-by-block方法.该方法的优点在于除u(x_1,y),u(x_2,y),u(x,y_1)和u(x,y_2)外,其余的未知量不需要耦合求解,且保存了block-by-block方法好的收敛性.并对此格式的收敛性进行了严格的分析,证明了数值解逼近精确解的阶数是4阶。     

A numerical experimental study of inverse preconditioning for the parallel iterative solution to 3D finite element flow equations

Integration of the subsurface flow equation by finite elements (FE) in space and finite differences (FD) in time requires the repeated solution to sparse symmetric positive definite systems of linear equations. Iterative techniques based on preconditioned conjugate gradients (PCG) are one of the most attractive tool to solve the problem on sequential computers. A present challenge is to make PCG attractive in a parallel computing environment as well. To this aim a key factor is the development of an efficient parallel preconditioner. FSAI (factorized sparse approximate inverse) and enlarged FSAI relying on the approximate inverse of the coefficient matrix appears to be a most promising parallel preconditioner. In the present paper PCG using FSAI, diagonal and pARMS (parallel algebraic recursive multilevel solvers) preconditioners is implemented on the IBM SP4/512 and CLX/768 supercomputers with up to 32 processors to solve underground flow problems of a large size. The results show that FSAI may allow for a parallel relative efficiency larger than 50% on the largest problems with p=32 processors. Moreover, FSAI turns out to be significantly less expensive and more robust than pARMS. Finally, it is shown that for p in the upper range may be much improved if PCG–FSAI is implemented on CLX.     

Radial basis function collocation method for the numerical solution of the two-dimensional transient nonlinear coupled Burgers’ equations

This paper examines the numerical solution of the transient nonlinear coupled Burgers’ equations by a Local Radial Basis Functions Collocation Method (LRBFCM) for large values of Reynolds number (Re) up to 10³. The LRBFCM belongs to a class of truly meshless methods which do not need any underlying mesh but works on a set of uniform or random nodes without any a priori node to node connectivity. The time discretization is performed in an explicit way and collocation with the multiquadric radial basis functions (RBFs) are used to interpolate diffusion-convection variable and its spatial derivatives on decomposed domains. Five nodded domains of influence are used in the local support. Adaptive upwind technique [1] and [54] is used for stabilization of the method for large Re in the case of mixed boundary conditions. Accuracy of the method is assessed as a function of time and space discretizations. The method is tested on two benchmark problems having Dirichlet and mixed boundary conditions. The numerical solution obtained from the LRBFCM for different value of Re is compared with analytical solution as well as other numerical methods [15], [47] and [49]. It is shown that the proposed method is efficient, accurate and stable for flow with reasonably high Reynolds numbers.     

An O(k2 + kh2 + h4) arithmetic average discretization for the solution of 1‐D nonlinear parabolic equations

This article develops a new two‐level three‐point implicit finite difference scheme of order 2 in time and 4 in space based on arithmetic average discretization for the solution of nonlinear parabolic equation ε u_xx = f(x, t, u, u_x, u_t), 0 < x < 1, t > 0 subject to appropriate initial and Dirichlet boundary conditions, where ε > 0 is a small positive constant. We also propose a new explicit difference scheme of order 2 in time and 4 in space for the estimates of (?u/?x). The main objective is the proposed formulas are directly applicable to both singular and nonsingular problems. We do not require any fictitious points outside the solution region and any special technique to handle the singular problems. Stability analysis of a model problem is discussed. Numerical results are provided to validate the usefulness of the proposed formulas. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

An implicit high order finite volume scheme for the solution of 3D Navier–Stokes equations with new discretization of diffusive terms

The computation of three-dimensional viscous flows on complex geometries requiring distorted meshes is of great interest. This paper presents a finite volume solver using a quadratic reconstruction of the unknowns for the advective fluxes computation, and a conservative and consistent discretization of the diffusive terms, based on an extended version of the Coirier's diamond path. A fully implicit time integration procedure is employed with a preconditioned matrix-free GMRES solver.     

A new scaling invariant regularity criterion for the 3D MHD equations in terms of horizontal gradient of horizontal components

We prove a new scaling invariant regularity criterion for the 3D MHD equations via horizontal gradient of horizontal components of weak solutions. This result improves a recent work by Ni et al. (2012), in the sense that the assumption on the horizontal gradient of the vertical components is removed. As a byproduct, a scaling invariant regularity criterion involving vertical components of vorticity and current density is also obtained.     

A method based on meshless approach for the numerical solution of the two‐space dimensional hyperbolic telegraph equation

In the current article, we investigate the RBF solution of second‐order two‐space dimensional linear hyperbolic telegraph equation. For this purpose, we use a combination of boundary knot method (BKM) and analog equation method (AEM). The BKM is a meshfree, boundary‐only and integration‐free technique. The BKM is an alternative to the method of fundamental solution to avoid the fictitious boundary and to deal with low accuracy, singular integration and mesh generation. Also, on the basis of the AEM, the governing operator is substituted by an equivalent nonhomogeneous linear one with known fundamental solution under the same boundary conditions. Finally, several numerical results and discussions are demonstrated to show the accuracy and efficiency of the proposed method. Copyright © 2012 John Wiley & Sons, Ltd.     

A new approach of the Chebyshev wavelets method for partial differential equations with boundary conditions of the telegraph type

In this paper, we develop an accurate and efficient Chebyshev wavelets method for solution of partial differential equations with boundary conditions of the telegraph type. In the proposed method we have employed mutually the operational matrices of integration and differentiation to get numerical solutions of such equations. The power of this manageable method is confirmed. Moreover the use of Chebyshev wavelet is found to be accurate, simple and fast.