A class of nonstandard numerical methods for autonomous dynamical systems

A nonstandard finite difference method for solving autonomous dynamical systems is constructed. The proposed numerical method is computationally efficient and easy to implement. It is designed so that it preserves positivity of solutions and the local behavior of the dynamical system near equilibria.     

Adequacy of finite difference schemes for convection‐diffusion equations

Finite difference schemes for the numerical solution of singularly perturbed convection problems on uniform grids are studied in the limit case where the viscosity and the meshsize approach zero at the same time. The present error estimates are given in terms of order of magnitude in the above limit process and are useful in a priori choosing adequate schemes and meshsizes for boundary‐layer problems and problems with closed characteristics. Published 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 280–295, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/num.10007     

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.     

Weak solutions for diffusion-convection equations

Weak solutions to diffusion-convection equations with less regular convective field and boundary data are shown to exist as limits of solutions to problems with mixed boundary conditions.     

On the convergence of basic iterative methods for convection–diffusion equations

In this paper we analyze convergence of basic iterative Jacobi and Gauss–Seidel type methods for solving linear systems which result from finite element or finite volume discretization of convection–diffusion equations on unstructured meshes. In general the resulting stiffness matrices are neither M‐matrices nor satisfy a diagonal dominance criterion. We introduce two newmatrix classes and analyse the convergence of the Jacobi and Gauss–Seidel methods for matrices from these classes. A new convergence result for the Jacobi method is proved and negative results for the Gauss–Seidel method are obtained. For a few well‐known discretization methods it is shown that the resulting stiffness matrices fall into the new matrix classes. Copyright © 1999 John Wiley & Sons, Ltd.     

Nonlocal symmetries and formulae for generation of solutions for a class of diffusion-convection equations

New formulae of nonlocal nonlinear superposition and generation of solutions are proposed for nonlinear diffusion-convection equations which are linearizable or are invariant with respect to a generalized hodograph transformation or connected by this transformation. We study in what particular ways additional Lie symmetries of diffusion-convection equations induce nonlocal symmetries of equations obtained from the initial ones by nonlocal transformations. The formulae derived are used for the construction of exact solutions.     

A new residual posteriori error estimates of mixed finite element methods for convection‐diffusion‐reaction equations

We propose and analyze a new technique for developing residual‐based a posteriori error estimates over the stress and scalar displacement error for the lowest‐order Raviart–Thomas mixed finite element discretizations of convection‐diffusion‐reaction equations in two‐dimension space. The new technique is based on the abstract error estimates, the postprocessed approximation of the scalar displacement, and on the construction of an auxiliary problem. We consider the centered and upwind‐weighted mixed schemes, and concentrate the attention on the presence of an inhomogeneous and an anisotropic diffusion‐dispersion tensor and on a possible convection dominance. Global upper bounds can be directly computed on the base of the solution of the mixed schemes without any additional cost. Local lower bounds without any saturation assumption, hold from the case where convection or reaction are not present to convection‐ or reaction‐dominated equations, and their local efficiency depends on local or global variations in coefficients similar to Péclect number. Numerical experiments are reported to show the competitive behavior of the proposed posteriori error estimates, and to confirm the theoretical findings. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 593–624, 2014     

A class of difference scheme for solving telegraph equation by new non-polynomial spline methods

In this paper, by using a new non-polynomial parameters cubic spline in space direction and compact finite difference in time direction, we get a class of new high accuracy scheme of O(τ⁴ + h²) and O(τ⁴ + h⁴) for solving telegraph equation if we suitably choose the cubic spline parameters. Meanwhile, stability condition of the difference scheme has been carried out. Finally, numerical examples are used to illustrate the efficiency of the new difference scheme.     

A class of discontinuous Petrov–Galerkin methods. II. Optimal test functions

We lay out a program for constructing discontinuous Petrov–Galerkin (DPG) schemes having test function spaces that are automatically computable to guarantee stability. Given a trial space, a DPG discretization using its optimal test space counterpart inherits stability from the well posedness of the undiscretized problem. Although the question of stable test space choice had attracted the attention of many previous authors, the novelty in our approach lies in the fact we identify a discontinuous Galerkin (DG) framework wherein test functions, arbitrarily close to the optimal ones, can be locally computed. The idea is presented abstractly and its feasibility illustrated through several theoretical and numerical examples. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

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.     

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.     

A difference method for solving parabolic equations of order 2n

In this paper, a finite difference method is used to approximate for the solution of the parabolic partial differential equation of order 2n and error of the method is determined. The resulting system is solved by efficient implicit iterations. In some numerical examples, MAPLE modules are designed for the purpose of testing and using the method.     

Numerical modelling of linear and nonlinear diffusion equations by compact finite difference method

In this work, accurate solutions to linear and nonlinear diffusion equations were introduced. A combination of a sixth-order compact finite difference scheme in space and a low-storage third-order total variation diminishing Runge-Kutta scheme in time have been used for treatment of these equations. The computed results with the use of this technique have been compared with the exact solution to show the accuracy of it. Here, the approximate solution to the diffusion equations has been obtained easily and elegantly with neither transforming nor linearizing the equation. The present method is seen to be a very good alternative method to some existing techniques for realistic problems.     

A finite difference scheme for nonlinear ultra-parabolic equations

In this paper, our aim is to study a numerical method for an ultraparabolic equation with nonlinear source function. Mathematically, the bibliography on initial–boundary value problems for ultraparabolic equations is not extensive although the problems have many applications related to option pricing, multi-parameter Brownian motion, population dynamics and so forth. In this work, we present the approximate solution by virtue of finite difference scheme and Fourier series. For the nonlinear case, we use an iterative scheme by linear approximation to get the approximate solution and obtain error estimates. A numerical example is given to justify the theoretical analysis.     

A class of iterative methods for solving nonlinear projection equations

A class of globally convergent iterative methods for solving nonlinear projection equations is provided under a continuity condition of the mappingF. WhenF is pseudomonotone, a necessary and sufficient condition on the nonemptiness of the solution set is obtained.The author would like to thank two referees for their useful comments on this paper and one of them, in particular, for bringing Ref. 15 to his attention. The author also thanks Professor He for sending him Ref. 23.     

Blow-up and propagation of disturbances for fast diffusion equations

This paper is concerned with the Cauchy problem for the fast diffusion equation _ut−Δu^m=αu^_p1$u_t-\Delta u^m=\alpha u^{p_1}$ in R^N${\mathbb{R}}^N$ (N≥1$N\ge 1$), where m∈(0,1)$m\in (0,1)$, _p1>1$p_1>1$ and α>0$\alpha >0$. The initial condition _u0$u_0$ is assumed to be continuous, nonnegative and bounded. Using a technique of subsolutions, we set up sufficient conditions on the initial value _u0$u_0$ so that u(t,x)$u(t,x)$ blows up in finite time, and we show how to get estimates on the profile of u(t,x)$u(t,x)$ for small enough values of t>0$t>0$.     

A class of discrete time generalized Riccati equations

In this paper, a class of discrete-time backward non-linear equations defined on some ordered Hilbert spaces of symmetric matrices is considered. The problem of the existence of some global solutions is investigated. The class of considered discrete-time non-linear equations contains, as special cases, a great number of difference Riccati equations both from the deterministic and the stochastic framework. The results proved in the paper provide the sets of necessary and sufficient conditions that guarantee the existence of some special solutions of the considered equations as: the maximal solution, the stabilizing solution and the minimal positive semi-definite solution. These conditions are expressed in terms of the feasibility of some suitable systems of linear matrix inequalities (LMI). One shows that in the case of the equations with periodic coefficients to verify the conditions that guarantee the existence of the maximal or the stabilizing solution, we have to check the solvability of some systems of LMI with a finite number of inequations. The proofs are based on some suitable properties of discrete-time linear equations defined by the positive operators on some ordered Hilbert spaces chosen adequately. The results derived in this paper provide useful conditions that guarantee the existence of the maximal solution or the stabilizing solution for different classes of difference matrix Riccati equations involved in many problems of robust control both in the deterministic and the stochastic framework. The proofs are deterministic and are accessible to the readers less familiarized with the stochastic reasonings.     

Iterative operator‐splitting methods for nonlinear differential equations and applications

In this article, we consider iterative operator‐splitting methods for nonlinear differential equations with bounded and unbounded operators. The main feature of the proposed idea is the embedding of Newton's method for solving the split parts of the nonlinear equation at each step. The convergence properties of such a mixed method are studied and demonstrated. We confirm with numerical applications the effectiveness of the proposed scheme in comparison with the standard operator‐splitting methods by providing improved results and convergence rates. We apply our results to deposition processes. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1026–1054, 2011     

On the stability of alternating‐direction explicit methods for advection‐diffusion equations

Alternating‐Direction Explicit (A.D.E.) finite‐difference methods make use of two approximations that are implemented for computations proceeding in alternating directions, e.g., from left to right and from right to left, with each approximation being explicit in its respective direction of computation. Stable A.D.E. schemes for solving the linear parabolic partial differential equations that model heat diffusion are well‐known, as are stable A.D.E. schemes for solving the first‐order equations of fluid advection. Several of these are combined here to derive A.D.E. schemes for solving time‐dependent advection‐diffusion equations, and their stability characteristics are discussed. In each case, it is found that it is the advection term that limits the stability of the scheme. The most stable of the combinations presented comprises an unconditionally stable approximation for computations carried out in the direction of advection of the system, from left to right in this case, and a conditionally stable approximation for computations proceeding in the opposite direction. To illustrate the application of the methods and verify the stability conditions, they are applied to some quasi‐linear one‐dimensional advection‐diffusion problems. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007