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     

Two energy-conserving and compact finite difference schemes for two-dimensional Schrödinger-Boussinesq equations

In this paper, we study two compact finite difference schemes for the Schrödinger-Boussinesq (SBq) equations in two dimensions. The proposed schemes are proved to preserve the total mass and energy in the discrete sense. In our numerical analysis, besides the standard energy method, a “cut-off” function technique and a “lifting” technique are introduced to establish the optimal H¹ error estimates without any restriction on the grid ratios. The convergence rate is proved to be of O(τ² + h⁴) with the time step τ and mesh size h. In addition, a fast finite difference solver is designed to speed up the numerical computation of the proposed schemes. The numerical results are reported to verify the error estimates and conservation laws.

     

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     

Convergence analysis of virtual element methods for semilinear parabolic problems on polygonal meshes

In this article, we discuss and analyze new conforming virtual element methods (VEMs) for the approximation of semilinear parabolic problems on convex polygonal meshes in two spatial dimension. The spatial discretization is based on polynomial and suitable nonpolynomial functions, and a Euler backward scheme is employed for time discretization. The discrete formulation of both the proposed schemes—semidiscrete and fully discrete (with time discretization) is discussed in detail, and the unique solvability of the resulted schemes is discussed. A priori error estimates for the proposed schemes (semidiscrete and fully discrete) in H¹‐ and L²‐norms are derived under the assumption that the source term f is Lipschitz continuous. Some numerical experiments are conducted to illustrate the performance of the proposed scheme and to confirm the theoretical convergence rates.     

Alternating direction finite volume element methods for 2D parabolic partial differential equations

On the basis of rectangular partition and bilinear interpolation, this article presents alternating direction finite volume element methods for two dimensional parabolic partial differential equations and gives three computational schemes, one is analogous to Douglas finite difference scheme with second order splitting error, the second has third order splitting error, and the third is an extended locally one dimensional scheme. Optimal L² norm or H¹ semi‐norm error estimates are obtained for these schemes. Finally, two numerical examples illustrate the effectiveness of the schemes. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Fully discrete interior penalty discontinuous Galerkin methods for nonlinear parabolic equations

In this article, we investigate interior penalty discontinuous Galerkin (IPDG) methods for solving a class of two‐dimensional nonlinear parabolic equations. For semi‐discrete IPDG schemes on a quasi‐uniform family of meshes, we obtain a priori bounds on solutions measured in the L² norm and in the broken Sobolev norm. The fully discrete IPDG schemes considered are based on the approximation by forward Euler difference in time and broken Sobolev space. Under a restriction related to the mesh size and time step, an hp ‐version of an a priori l^∞(L²) and l²(H¹) error estimate is derived and numerical experiments are presented.© 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 288–311, 2012     

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     

The Poisson equation with local nonregular similarities

Moffatt and Duffy [1] have shown that the solution to the Poisson equation, defined on rectangular domains, includes a local similarity term of the form: r²log(r)cos(2θ). The latter means that the second (and higher) derivative of the solution with respect to r is singular at r = 0. Standard high‐order numerical schemes require the existence of high‐order derivatives of the solution. Thus, for the case considered by Moffatt and Duffy, the high‐order finite‐difference schemes loose their high‐order convergence due to the nonregularity at r = 0. In this article, a simple method is outlined to regain the high‐order accuracy of these schemes, without the need of any modification in the scheme's algorithm. This is a significant consideration when one wants to use a given finite‐difference computer code for problems with local nonregular similarity solutions. Numerical examples using the modified scheme in conjunction with a sixth‐order finite difference approximation are provided. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17:336–346, 2001     

The unconditional stability and mass‐preserving S‐DDM scheme for solving parabolic equations in three dimensions

In this paper, the unconditional stability and mass‐preserving splitting domain decomposition method (S‐DDM) for solving three‐dimensional parabolic equations is analyzed. At each time step level, three steps (x‐direction, y‐direction, and z‐direction) are proposed to compute the solutions on each sub‐domains. The interface fluxes are first predicted by the semi‐implicit flux schemes. Second, the interior solutions and fluxes are computed by the splitting implicit solution and flux coupled schemes. Last, we recompute the interface fluxes by the explicit schemes. Due to the introduced z‐directional splitting and domain decomposition, the analysis of stability and convergence is scarcely evident and quite difficult. By some mathematical technique and auxiliary lemmas, we prove strictly our scheme meet unconditional stability and give the error estimates in L²‐norm. Numerical experiments are presented to illustrate the theoretical analysis.     

Tension spline solution of nonlinear sine-Gordon equation

The sine-Gordon equation plays an important role in modern physics. By using spline function approximation, two implicit finite difference schemes are developed for the numerical solution of one-dimensional sine-Gordon equation. Stability analysis of the method has been given. It has been shown that by choosing the parameters suitably, we can obtain two schemes of orders O(k²+k²h²+h²)\mathcal{O}(k^{2}+k^{2}h^{2}+h^{2}) and O(k²+k²h²+h⁴)\mathcal{O}(k^{2}+k^{2}h^{2}+h^{4}). At the end, some numerical examples are provided to demonstrate the effectiveness of the proposed schemes.     

Finite difference schemes for the fourth-order parabolic equations with different boundary value conditions

In this paper, the fourth-order parabolic equations with different boundary value conditions are studied. Six kinds of boundary value conditions are proposed. Several numerical differential formulae for the fourth-order derivative are established by the quartic interpolation polynomials and their truncation errors are given with the aid of the Taylor expansion with the integral remainders. Effective difference schemes are presented for the third Dirichlet boundary value problem, the first Neumann boundary value problem and the third Neumann boundary value problem, respectively. Some new embedding inequalities on the discrete function spaces are presented and proved. With the method of energy analysis, the unique solvability, unconditional stability and unconditional convergence of the difference schemes are proved. The convergence orders of derived difference schemes are all O(τ² + h²) in appropriate norms. Finally, some numerical examples are provided to confirm the theoretical results.     

Local discontinuous Galerkin methods with explicit Runge‐Kutta time marching for nonlinear carburizing model

A fully discrete local discontinuous Galerkin (LDG) method coupled with 3 total variation diminishing Runge‐Kutta time‐marching schemes, for solving a nonlinear carburizing model, will be analyzed and implemented in this paper. On the basis of a suitable numerical flux setting in the LDG method, we obtain the optimal error estimate for the Runge‐Kutta–LDG schemes by energy analysis, under the condition τ ≤ λh², where h and τ are mesh size and time step, respectively, λ is a positive constant independent of h. Numerical experiments are presented to verify the accuracy and capability of the proposed schemes. For the carburizing diffusion processes of steel and the diffusion simulation for Cu‐Ni system, the numerical results show good agreement with the experimental results.     

Error estimates for a discontinuous Galerkin method with interior penalties applied to nonlinear Sobolev equations

A Discontinuous Galerkin method with interior penalties is presented for nonlinear Sobolev equations. A semi‐discrete and a family of fully‐discrete time approximate schemes are formulated. These schemes are symmetric. Hp‐version error estimates are analyzed for these schemes. For the semi‐discrete time scheme a priori L^∞(H¹) error estimate is derived and similarly, l^∞(H¹) and l²(H¹) for the fully‐discrete time schemes. These results indicate that spatial rates in H¹ and time truncation errors in L² are optimal. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

The upwind finite difference fractional steps method for nonlinear coupled systems

For nonlinear coupled system of multilayer dynamics of fluids in porous media, a second‐order upwind finite‐difference fractional‐steps scheme applicable to parallel arithmetic are put forward, and two‐ and three‐dimensional schemes are used to form a complete set. Some techniques, such as calculus of variations, multiplicative commutation rule of difference operators, decomposition of high‐order difference operators, and prior estimates are adopted. Optimal order estimates in l² norm are derived to determine the error in the approximate solution. This method has already been applied to the numerical simulation of migration‐accumulation of oil resources. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Convergence and superconvergence analysis for nonlinear delay reaction–diffusion system with nonconforming finite element

In this article, we propose and analyze several numerical methods for the nonlinear delay reaction–diffusion system with smooth and nonsmooth solutions, by using Quasi-Wilson nonconforming finite element methods in space and finite difference methods (including uniform and nonuniform L1 and L2-1_σ schemes) in time. The optimal convergence results in the senses of L²-norm and broken H¹-norm, and H¹-norm superclose results are derived by virtue of two types of fractional Grönwall inequalities. Then, the interpolation postprocessing technique is used to establish the superconvergence results. Moreover, to improve computational efficiency, fast algorithms by using sum-of-exponential technique are built for above proposed numerical schemes. Finally, we present some numerical experiments to confirm the theoretical correctness and show the effectiveness of the fast algorithms.     

Unconditional and optimal <Emphasis Type="Bold">H</Emphasis><Superscript>2</Superscript>-error estimates of two linear and conservative finite difference schemes for the Klein-Gordon-Schrödinger equation in high dimensions

The focus of this paper is on the optimal error bounds of two finite difference schemes for solving the d-dimensional (d = 2, 3) nonlinear Klein-Gordon-Schrödinger (KGS) equations. The proposed finite difference schemes not only conserve the mass and energy in the discrete level but also are efficient in practical computation because only two linear systems need to be solved at each time step. Besides the standard energy method, an induction argument as well as a ‘lifting’ technique are introduced to establish rigorously the optimal H ²-error estimates without any restrictions on the grid ratios, while the previous works either are not rigorous enough or often require certain restriction on the grid ratios. The convergence rates of the proposed schemes are proved to be at O(h ² + τ ²) with mesh-size h and time step τ in the discrete H ²-norm. The analysis method can be directly extended to other linear finite difference schemes for solving the KGS equations in high dimensions. Numerical results are reported to confirm the theoretical analysis for the proposed finite difference schemes.     

Spline methods for the solution of hyperbolic equation with variable coefficients

In this study, we developed the methods based on nonpolynomial cubic spline for numerical solution of second‐order nonhomogeneous hyperbolic partial differential equation. Using nonpolynomial cubic spline in space and finite difference in time directions, we obtained the implicit three level methods of O(k² + h²) and O(k² + h⁴). The proposed methods are applicable to the problems having singularity at x = 0, too. Stability analysis of the presented methods have been carried out. The presented methods are applied to the nonhomogeneous examples of different types. Numerical comparison with Mohanty's method (Mohanty, Appl Math Comput, 165 (2005), 229–236) shows the superiority of our presented schemes. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Single‐cell discretization of O(kh2 + h4) for ∂u/∂n for three‐space dimensional mildly quasi‐linear parabolic equation

In this article, using a single computational cell, we report some stable two‐level explicit finite difference approximations of O(kh² + h⁴) for ?u/?n for three‐space dimensional quasi‐linear parabolic equation, where h > 0 and k > 0 are mesh sizes in space and time directions, respectively. When grid lines are parallel to x‐, y‐, and z‐coordinate axes, then ?u/?n at an internal grid point becomes ?u/?x, ?u/?y, and ?u/?z, respectively. The proposed methods are also applicable to the polar coordinates problems. The proposed methods have the simplicity in nature and use the same marching type of technique of solution. Stability analysis of a linear difference equation and computational efficiency of the methods are discussed. The results of numerical experiments are compared with exact solutions. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 327–342, 2003.     

Numerical simulations of the improved Boussinesq equation

In this study, numerical simulations of the improved Boussinesq equation are obtained using two finite difference schemes and two finite element methods, based on the second‐and third‐order time discretization. The methods are tested on the problems of propagation of a soliton and interaction of two solitons. After the L_∞ error norm is used to measure differences between the exact and numerical solutions, the results obtained by the proposed methods are compared with recently published results. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

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