The Asymptotic Behavior for Numerical Solution of a Volterra Equation

Long-time asymptotic stability and convergence properties for the numerical solution of a Volterra equation of parabolic type are studied.The methods are based on the first-second order backward difference methods.The memory term is approximated by the comvolution quadrature and the interpolant quadrature.Discretization of the spatial partial differential operators by the finite element method is also considered.     

FINITE DIFFERENCE FRACTIONAL STEP METHODS FOR THE TRANSIENT BEHAVIOR OF A SEMICONDUCTOR DEVICE

Characteristic finite difference fractional step schemes are put forward. The electric potential equation is described by a seven-point finite difference scheme, and the electron and hole concentration equations are treated by a kind of characteristic finite difference fractional step methods. The temperature equation is described by a fractional step method. Thick and thin grids are made use of to form a complete set. Piecewise threefold quadratic interpolation, symmetrical extension, calculus of variations, commutativity of operator product, decomposition of high order difference operators and prior estimates are also made use of. Optimal order estimates in l2 norm are derived to determine the error of the approximate solution. The well-known problem is thorongley and completely solred.     

A difference scheme for solving the Timoshenko beam equations with tip body

In this article, a Timoshenko beam with tip body and boundary damping is considered. A linearized three-level difference scheme of the Timoshenko beam equations on uniform meshes is derived by the method of reduction of order. The unique solvability, unconditional stability and convergence of the difference scheme are proved. The convergence order in maximum norm is of order two in both space and time. A numerical example is presented to demonstrate the theoretical results.     

BOUNDARY DIFFERENCE-INTEGRAL EQUATION METHOD AND ITS ERROR ESTIMATES FOR SECOND ORDER HYPERBOLIC PARTIAL DIFFERENTIAL EQUATION

Combining difference method and boundary integral equation method,we propose a new numerical method for solving initial-boundary value problem of second order hyperbolic partial differential equations defined on a bounded or unbounded domain in R~3 and obtain the error estimates of the approximate solution in energy norm and local maximum norm.     

OPTIMAL POINT-WISE ERROR ESTIMATE OF A COMPACT FINITE DIFFERENCE SCHEME FOR THE COUPLED NONLINEAR SCHRODINGER EQUATIONS

In this paper, we analyze a compact finite difference scheme for computing a coupled nonlinear SchrSdinger equation. The proposed scheme not only conserves the totM mass and energy in the discrete level but also is decoupled and linearized in practical computa- tion. Due to the difficulty caused by compact difference on the nonlinear term, it is very hard to obtain the optimal error estimate without any restriction on the grid ratio. In order to overcome the difficulty, we transform the compact difference scheme into a special and equivalent vector form, then use the energy method and some important lemmas to obtain the optimal convergent rate, without any restriction on the grid ratio, at the order of O（h4 ＋r2） in the discrete L∞ -norm with time step - and mesh size h. Finally, numerical results are reported to test our theoretical results of the proposed scheme.     

A numerical algorithm for determination of a control parameter in two-dimensional parabolic inverse problems

Numerical solution of the parabolic partial differential equations with an unknown parameter play a very important role in engineering applications. In this study we present a high order scheme for determining unknown control parameter and unknown solution of two-dimensional parabolic inverse problem with overspecialization at a point in the spatial domain. In this approach, a compact fourth-order scheme is used to discretize spatial derivatives of equation and reduces the problem to a system of ordinary differential equations(ODEs).Then we apply a fourth order boundary value method to the solution of resulting system of ODEs. So the proposed method has fourth order of accuracy in both space and time components and is unconditionally stable due to the favorable stability property of boundary value methods. The results of numerical experiments are presented and some comparisons are made with several well-known finite difference schemes in the literature.Also we will investigate the effect of noise in data on the approximate solutions.     

APPROXIMATE SOLUTION TO THE PARABOLIC EQUATIONS AND THEIR PICTURE DISPLAY ON THE COMPUTER

In this paper, we consider the approximate solution of the type Ⅰ , Ⅲ initial boundary valued problems of the second order linear parabolic partial differential equations. We use a new difference scheme by suitably combining the difference and the basic recursion of elements in the bivariate spline space S21(Δmn(2)) to construct the approximate solutions. We have proved their convengence. And we will give a flow diagraph to display curved surface on a computer, and give an example.     

THE ASYMPTOTIC STABILITY REGION TO A CLASS OF HIGHER ORDER DELAY LINEAR DIFFERENCE EQUATIONS

In this paper, we establish necessary and sufficient conditions for the zero solution to a class of higher order delay linear difference equations to be asymptotically stable, which are easy to be verified and to be applied.     

FINITE DIFFERENCE APPROXIMATION FOR PRICING THE AMERICAN LOOKBACK OPTION

In this paper we are concerned with the pricing of lookback options with American type constrains. Based on the differential linear complementary formula associated with the pricing problem, an implicit difference scheme is constructed and analyzed. We show that there exists a unique difference solution which is unconditionally stable. Using the notion of viscosity solutions, we also prove that the finite difference solution converges uniformly to the viscosity solution of the continuous problem. Furthermore, by means of the variational inequality analysis method, the O（△t ＋ △x^2）-order error estimate is derived in the discrete L2-norm provided that the continuous problem is sufficiently regular. In addition, a numerical example is provided to illustrate the theoretical results.     

IMPLEMENTATION OF MIXED METHODS AS FINITE DIFFERENCE METHODS AND APPLICATIONS TO NONISOTHERMAL MULTIPHASE FLOW IN POROUS MEDIA

In this paper we consider mixed finite element methods for second order elliptic prob-lems. In the case of the lowest order Brezzi-Douglas-Marini elements (if d=2) or Brezzi-Douglas-Durán-Fortin elements (if d=3) on rectangular parallelepipeds, we show thatthe mixed method system, by incorporating certain quadrature rules, can be written as asimple, cell-centered finite difference method. This leads to the solution of a sparse, pos-itive semidefinite linear system for the scalar unknown. For a diagonal tensor coefficient,the sparsity pattern for the scalar unknown is a five point stencil if d=2, and seven ifd=3. For a general tensor coefficient, it is a nine point stencil, and nineteen, respectively.Applications of the mixed method implementation as finite differences to nonisothermalmultiphase, multicomponent flow in porous media are presented.     

A high‐order finite difference discretization strategy based on extrapolation for convection diffusion equations

We propose a new high‐order finite difference discretization strategy, which is based on the Richardson extrapolation technique and an operator interpolation scheme, to solve convection diffusion equations. For a particular implementation, we solve a fine grid equation and a coarse grid equation by using a fourth‐order compact difference scheme. Then we combine the two approximate solutions and use the Richardson extrapolation to compute a sixth‐order accuracy coarse grid solution. A sixth‐order accuracy fine grid solution is obtained by interpolating the sixth‐order coarse grid solution using an operator interpolation scheme. Numerical results are presented to demonstrate the accuracy and efficacy of the proposed finite difference discretization strategy, compared to the sixth‐order combined compact difference (CCD) scheme, and the standard fourth‐order compact difference (FOC) scheme. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 18–32, 2004.     

具有初始跳跃的双曲型方程奇异摄动问题的数值解法

本文考虑具有初始跳跃的二阶双曲型方程初边值问题.首先给出解的导数估计.然后在一非均匀网格上构造了一个差分格式,最后在能量范数意义下证明了差分格式解的一致收敛性.     

三阶柯西差分方程在几类群上的解

在几类群上讨论了三阶柯西差分方程解的存在性问题,将二阶柯西差分方程的已有结论进一步推广到三阶的情况,并给出在不同群上的一般解.     

A high order finite difference method with Richardsonextrapolation for 3D convection diffusion equation

In this paper, we extend the Sun and Zhang’s [24] work on high order finite difference method, which is based on the Richardson extrapolation technique and an operator interpolation scheme for the one and two dimensional steady convection diffusion equations to the three dimensional case. Firstly, we employ a fourth order compact difference scheme to get the fourth order accurate solution on the fine and the coarse grids. Then, we use the Richardson extrapolation technique by combining the two approximate solutions to get a sixth order accurate solution on coarse grid. Finally, we apply an operator interpolation scheme to achieve the sixth order accurate solution on the fine grid. During this process, we use alternating direction implicit (ADI) method to solve the resulting linear systems. Numerical experiments are conducted to verify the accuracy and effectiveness of the present method.     

The inverses of Toeplitz band matrices

The elements of the inverse of a Toeplitz band matrix are given in terms ofthe solution of a difference equation. The expression for these elements is a quotient of determinants whose orders depend the number of nonzero superdiagonals but not on the order of the matrix. Thus, the formulae are particularly simple for lower triangular and lower Hessenberg Toeplitz matrices. When the number of nonzero superdiagonals is small, sufficient conditions on the solution of the abovementioned difference equation can be given to ensure that the inverse matrix is positive. If the inverse is positive, the row sums can be expressed in terms of the solution of the difference equation.     

High order Hybrid central—WENO finite difference scheme for conservation laws

In this article we present a high resolution hybrid central finite difference—WENO scheme for the solution of conservation laws, in particular, those related to shock–turbulence interaction problems. A sixth order central finite difference scheme is conjugated with a fifth order weighted essentially non-oscillatory WENO scheme in a grid-based adaptive way. High order multi-resolution analysis is used to detect the high gradients regions of the numerical solution in order to capture the shocks with the WENO scheme while the smooth regions are computed with the more efficient and accurate central finite difference scheme. The application of high order filtering to mitigate the dispersion error of central finite difference schemes is also discussed. Numerical experiments with the 1D compressible Euler equations are shown.     

二阶中立型差分方程的振动性

研究了一类变系数的二阶中立型时滞差分方程的振动性,得到了该类方程振动及解的一阶差分振动的充分条件。     

Exact and chapman-enskog solutions for the carleman model

The Chapman-Enskog procedure is applied to the Carleman model of the Boltzmann equation. It has been proved that the Carleman equations possess a solution on the time interval on which a smooth solution of the fluid-like equation exists. The calculations have been performed up to the first order i.e., to the Navier-Stokes-like equation. It has been shown that in this case a difference between an exact solution and the Chapman-Enskog solution is of order ?². Extension of the results to higher orders is also possible. This gives a justification of the Chapman-Enskog procedure as an asymptotic expansion method.     

On the numerical solution of hyperbolic PDEs with variable space operator

The first and second order of accuracy in time and second order of accuracy in the space variables difference schemes for the numerical solution of the initial‐boundary value problem for the multidimensional hyperbolic equation with dependent coefficients are considered. Stability estimates for the solution of these difference schemes and for the first and second order difference derivatives are obtained. Numerical methods are proposed for solving the one‐dimensional hyperbolic partial differential equation. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2009