Construction of Canonical Difference Schemes for Hamiltonian Formalism via Generating Functions

This paper discusses the relationship between canonical maps and generating functions and gives the general Hamilton-Jacobi theory for time-independent Hamiltonian systems. Based on this theory, the general method — the generating function method — of the construction of difference schemes for Hamiltonian systems is considered. The transition of such difference schemes from one time-step to the next is canonical. So they are called the canonical difference schemes. The well known Euler centered scheme is a canonical difference scheme. Its higher order canonical generalisations and other families of canonical difference schemes are given. The construction method proposed in the paper is also applicable to time-dependent Hamiltonian systems.     

The completely conservative difference schemes for the nonlinear Landau-Fokker-Planck equation

Conservativity and complete conservativity of finite difference schemes are considered in connection with the nonlinear kinetic Landau-Fokker-Planck equation. The characteristic feature of this equation is the presence of several conservation laws. Finite difference schemes, preserving density and energy are constructed for the equation in one- and two-dimensional velocity spaces. Some general methods of constructing such schemes are formulated. The constructed difference schemes allow us to carry out the numerical solution of the relaxation problem in a large time interval without error accumulation. An illustrative example is given.     

Numerical solution by the quasi-reversibility method of unstable problems for the first-order evolution equation

Prior bounds are derived on the solution of the perturbed problem in different versions of the quasi-reversibility method used for approximate solution of unstable problems for first-order evolution equations. An example of such a problem is provided by the problem backward in time for the equation of heat conduction. Approximate solution of perturbed problems by difference methods is considered. The investigation of the difference schemes of the quasi-reversibility method relies on the general theory of p-stability of difference schemes. Specific features of solution of problems with non-self-adjoint operators are considered. Efficient difference schemes are constructed for multidimensional problems.Translated from Matematicheskoe Modelirovanie i Reshenie Obratnykh Zadach. Matematicheskoi Fiziki, pp. 93–124, 1993.     

Additive Difference Schemes and Iteration Methods for Problems of Mathematical Physics

We construct additive difference schemes for first-order differential–operator equations. The exposition is based on the general theory of stability for operator–difference schemes in lattice Hilbert spaces. The main focus is on the case of additive decomposition with an arbitrary number of mutually noncommuting operator terms. Additive schemes for second-order evolution equations are considered in the same way.     

Nonlocal boundary-value problems for abstract parabolic equations: well-posedness in Bochner spaces

The well-posedness of the nonlocal boundary-value problem for abstract parabolic differential equations in Bochner spaces is established. The first and second order of accuracy difference schemes for the approximate solutions of this problem are considered. The coercive inequalities for the solutions of these difference schemes are established. In applications, the almost coercive stability and coercive stability estimates for the solutions of difference schemes for the approximate solutions of the nonlocal boundary-value problem for parabolic equation are obtained.     

Poisson Difference Schemes for Hamiltonian Systems on Poisson Manifolds

In this paper a systematical method for the construction of Poisson difference schemes with arbitrary order of accuracy for Hamiltonian systems on Poisson manifolds is considered. The transition of such difference schemes from one time-step to the next is a Poisson map. In addition, these schemes preserve all Casimir functions and, under certain conditions, quadratic first integrals of the original Hamiltonian systems. Especially, the arbitrary order centered schemes preserve all Casimir functions and all quadratic first integrals of the original Hamiltonian systems.     

On bicompact grid-characteristic schemes for the linear advection equation

A set of grid-characteristic schemes for the linear advection equation is considered. Depending on the behavior of the solution, hybrid compact difference schemes of second–third order accuracy are proposed as based on interpolation polynomials. The schemes produce monotone solutions and only slightly smear discontinuities.     

Numerical methods for Hamilton Jacobi functional differential equations

Initial and initial boundary value problems for first order partial functional differential equations are considered. Explicit difference schemes of the Euler type and implicit difference methods are investigated. The following theoretical aspects of the methods are presented. Sufficient conditions for the convergence of approximate solutions are given and comparisons of the methods are presented. It is proved that assumptions on the regularity of given functions are the same for both the methods. It is shown that conditions on the mesh for explicit difference schemes are more restrictive than suitable assumptions for implicit methods. There are implicit difference schemes which are convergent and corresponding explicit difference methods are not convergent. Error estimates for both the methods are construted.     

Optimal finite difference schemes for a wave equation

In this paper, a solution to a two-dimensional wave equation using the Laguerre transform is considered. Optimal parameters of finite difference schemes for this equation are obtained. Numerical values of these optimal parameters are specified. Second-order finite difference schemes with the optimal parameters provide an accuracy of solving the equations close to that provided by a fourth-order scheme. It is shown that using the Laguerre decomposition can reduce the number of optimal parameters in comparison with using the Fourier decomposition. This simplifies the finite difference schemes and decreases the number of calculations, that is, makes the algorithm more efficient.     

Locally one-dimensional difference schemes for the fractional order diffusion equation

Locally-one-dimensional difference schemes for the fractional diffusion equation in multidimensional domains are considered. Stability and convergence of locally one-dimensional schemes for this equation are proved.     

On the perturbation algorithm for the semidiscrete scheme for the evolution equation and estimation of the approximate solution error using semigroups

In a Banach space, for the approximate solution of the Cauchy problem for the evolution equation with an operator generating an analytic semigroup, a purely implicit three-level semidiscrete scheme that can be reduced to two-level schemes is considered. Using these schemes, an approximate solution to the original problem is constructed. Explicit bounds on the approximate solution error are proved using properties of semigroups under minimal assumptions about the smoothness of the data of the problem. An intermediate step in this proof is the derivation of an explicit estimate for the semidiscrete Crank–Nicolson scheme. To demonstrate the generality of the perturbation algorithm as applied to difference schemes, a four-level scheme that is also reduced to two-level schemes is considered.     

Operator-difference schemes for a class of systems of evolution equations

For a special system of evolution equations of first order, discrete time approximations for the approximate solution of the Cauchy problem are considered. Such problems arise after the spatial approximation in the Schrödinger equation and the subsequent separation of the imaginary and real parts and in nonstationary problems of acoustics and electrodynamics. Unconditionally stable two time level operator-difference weighted schemes are constructed. The second class of difference schemes is based on the formal passage to explicit operator-difference schemes for evolution equations of second order when explicit-implicit approximation is used for isolated equations of the system. The regularization of such schemes in order to obtain unconditionally stable operator difference schemes is discussed. Splitting schemes involving the solution of simplest problems at each time step are constructed.     

Explicit finite difference schemes with extended stability for advection equations

In this study an explicit central difference approximation of the generalized leap-frog type is applied to the one- and two-dimensional advection equations. The stability of the considered numerical schemes is investigated and the scheme with the largest stable time step is found. For the linear and nonlinear advection equations numerical experiments with different schemes from the considered class are performed in order to evaluate the practical stability of the designed schemes.     

Difference methods for solving boundary value problems for fractional differential equations

Difference schemes for second-order ordinary and partial differential equations with a fractional time derivative are considered. Stationary and nonstationary problems for the diffusion equation in one-and multidimensional domains are examined separately. The stability and convergence of the difference schemes for these equations are proved.     

Conservative arbitrary order finite difference schemes for shallow-water flows

The classical nonlinear shallow-water model (SWM) of an ideal fluid is considered. For the model, a new method for the construction of mass and total energy conserving finite difference schemes is suggested. In fact, it produces an infinite family of finite difference schemes, which are either linear or nonlinear depending on the choice of certain parameters. The developed schemes can be applied in a variety of domains on the plane and on the sphere. The method essentially involves splitting of the model operator by geometric coordinates and by physical processes, which provides substantial benefits in the computational cost of solution. Besides, in case of the whole sphere it allows applying the same algorithms as in a doubly periodic domain on the plane and constructing finite difference schemes of arbitrary approximation order in space. Results of numerical experiments illustrate the skillfulness of the schemes in describing the shallow-water dynamics.     

A new conservative finite difference scheme for Boussinesq paradigm equation

A family of nonlinear conservative finite difference schemes for the multidimensional Boussinesq Paradigm Equation is considered. A second order of convergence and a preservation of the discrete energy for this approach are proved. Existence and boundedness of the discrete solution on an appropriate time interval are established. The schemes have been numerically tested on the models of the propagation of a soliton and the interaction of two solitons. The numerical experiments demonstrate that the proposed family of schemes is about two times more accurate than the family of schemes studied in [Kolkovska N., Two families of finite difference schemes for multidimensional Boussinesq paradigm equation, In: Application of Mathematics in Technical and Natural Sciences, Sozopol, June 21–26, 2010, AIP Conf. Proc., 1301, American Institute of Physics, Melville, 2010, 395–403].     

On the convergence of difference schemes for fractional differential equations with Robin boundary conditions

Locally one-dimensional difference schemes for partial differential equations with fractional order derivatives with respect to time and space in multidimensional domains are considered. Stability and convergence of locally one-dimensional schemes for this equation are proved.     

Preconditioning spectral element schemes for definite and indefinite problems

Spectral element schemes for the solution of elliptic boundary value problems are considered. Preconditioning methods based on finite difference and finite element schemes are implemented. Numerical experiments show that inverting the preconditioner by a single multigrid iteration is most efficient and that the finite difference preconditioner is superior to the finite element one for both definite and indefinite problems. A multigrid preconditioner is also derived from the finite difference preconditioner and is found suitable for the CGS acceleration method. It is pointed out that, for the finite difference and finite element preconditioners, CGS does not always converge to the accurate algebraic solution. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 535–543, 1999     

Finite difference methods for a nonlocal boundary value problem for the heat equation

Three different finite difference schemes for solving the heat equation in one space dimension with boundary conditions containing integrals over the interior of the interval are considered. The schemes are based on the forward Euler, the backward Euler and the Crank-Nicolson methods. Error estimates are derived in maximum norm. Results from a numerical experiment are presented.     

Discretization effects on approximate deconvolution modeling for LES

We study the applicability of low‐order schemes with the approximate deconvolution model (ADM) for large‐eddy simulation. As a test case compressible decaying isotropic turbulence is considered. Results obtained with low‐order finite difference schemes and a pseudospectral scheme are compared with filtered well‐resolved direct numerical simulation (DNS) data. It is found that even for low‐order schemes very good results can be obtained if the cutoff wavenumber of the filter is adjusted to the modified wavenumber of the differentiation scheme.