Stability for the finite difference schemes of the linear wave equation with nonuniform time meshes

We consider in this article the 1‐dim linear wave equation v_tt = v_xx(0 < x < 1,t > 0) and its finite difference analogue with nonuniform time meshes. We are going to discuss the stability for such schemes. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

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.     

Parameterized families of finite difference schemes for the wave equation

This article is devoted to an analysis of simple families of finite difference schemes for the wave equation. These families are dependent on several free parameters, and methods for obtaining stability bounds as a function of these parameters are discussed in detail. Access to explicit stability bounds such as those derived here may, it is hoped, lead to optimization techniques for so‐called spectral‐like methods, which are difference schemes dependent on many free parameters (and for which maximizing the order of accuracy may not be the defining criterion). Though the focus is on schemes for the wave equation in one dimension, the analysis techniques are extended to two dimensions; implicit schemes such as ADI methods are examined in detail. Numerical results are presented. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 463–480, 2004.     

Geometric finite difference schemes for the generalized hyperelastic-rod wave equation

Geometric integrators are presented for a class of nonlinear dispersive equations which includes the Camassa-Holm equation, the BBM equation and the hyperelastic-rod wave equation. One group of schemes is designed to preserve a global property of the equations: the conservation of energy; while the other one preserves a more local feature of the equations: the multi-symplecticity.     

The convergence of fully discrete Galerkin approximations of the Rosenau equation

In this paper, we shall analyze the fully discrete Galerkin type approximations to solutions of the Rosenau equation. We provide the numerical results of several cases.     

Stability and convergence of staggered Runge-Kutta schemes for semilinear wave equations

A staggered Runge-Kutta (staggered RK) scheme is a Runge-Kutta type scheme using a time staggered grid, as proposed by Ghrist et al. in 2000 [6]. Afterwards, Verwer in two papers investigated the efficiency of a scheme proposed by Ghrist et al. [6] for linear wave equations. We study stability and convergence properties of this scheme for semilinear wave equations. In particular, we prove convergence of a fully discrete scheme obtained by applying the staggered RK scheme to the MOL approximation of the equation.     

Acceleration of convergence for finite element solutions of the Poisson equation

Summary Letu _h be the finite element solution to–u=f with zero boundary conditions in a convex polyhedral domain . Fromu _h we calculate for eachz and ||1 an approximationu _h ^– (z) toD u(z) with |D u(z)–u _h ^– (z)|=O(h ^2k–2) wherek is the order of the finite elements. The same superconvergence order estimates are obtained also for the boundary flux. We need not work on a regular mesh but we have to compute averages ofu _h where the diameter of the domain of integration must not depend onh.     

The convergence of finite element Galerkin solution for the Roseneau equation

In this paper, we analyze the convergence of the semidiscrete solution of the Roseneau equation. We introduce the auxiliary projection of the solution, and derive the optimal convergence of the semidiscrete solution as well as the auxiliary projection inL ² normed space.     

A fully discrete stabilized finite element method for the time-dependent Navier-Stokes equations

In this article, we consider a fully discrete stabilized finite element method based on two local Gauss integrations for the two-dimensional time-dependent Navier-Stokes equations. It focuses on the lowest equal-order velocity-pressure pairs. Unlike the other stabilized method, the present approach does not require specification of a stabilization parameter or calculation of higher-order derivatives, and always leads to a symmetric linear system. The Euler semi-implicit scheme is used for the time discretization. It is shown that the proposed fully discrete stabilized finite element method results in the optimal order bounds for the velocity and pressure.     

Two-grid stabilized mixed finite element method for fully discrete reaction-diffusion equations

Two-grid mixed finite element method is proposed based on backward Euler schemes for the unsteady reaction-diffusion equations. The scheme combines with the stabilized mixed finite element scheme by using the lowest equal-order pairs for the velocity and pressure. The space two-grid method is also used to reduce the time consuming. The benefits of this approach are to avoid the higher derivative, but to have more favorable stability, and to get the numerical solution of the two unknown variables simultaneously. Stability analysis and error estimates are given in this work. Finally, the theoretical results are verified by the numerical examples.     

Developing weak Galerkin finite element methods for the wave equation

In this article, we extend the recently developed weak Galerkin method to solve the second‐order hyperbolic wave equation. Many nice features of the weak Galerkin method have been demonstrated for elliptic, parabolic, and a few other model problems. This is the initial exploration of the weak Galerkin method for solving the wave equation. Here we successfully developed and established the stability and convergence analysis for the weak Galerkin method for solving the wave equation. Numerical experiments further support the theoretical analysis. © 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 868–884, 2017     

A continuous space-time finite element method for the wave equation

We consider a finite element method for the nonhomogeneous second-order wave equation, which is formulated in terms of continuous approximation functions in both space and time, thereby giving a unified treatment of the spatial and temporal discretizations. Our analysis uses primarily energy arguments, which are quite common for spatial discretizations but not for time.

We present a priori nodal (in time) superconvergence error estimates without any special time step restrictions. Our method is based on tensor-product spaces for the full discretization.

     

On the convergence of finite difference schemes for the heat equation with concentrated capacity

Summary. We investigate the convergence of difference schemes for the one-dimensional heat equation when the coefficient at the time derivative (heat capacity) is represents the magnitude of the heat capacity concentrated at the point . An abstract operator method is developed for analyzing this equation. Estimates for the rate of convergence in special discrete energetic Sobolev's norms, compatible with the smoothness of the solution are obtained. Received November 2, 1999 / Revised version received July 24, 2000 / Published online May 4, 2001     

Fully discrete finite element approximations of the forced Fisher equation

We consider fully discrete finite element approximations of the forced Fisher equation that models the dynamics of gene selection/migration for a diploid population with two available alleles in a multidimensional habitat and in the presence of an artificially introduced genotype. Finite element methods are used to effect spatial discretization and a nonstandard backward Euler method is used for the time discretization. Error estimates for the fully discrete approximations are derived by applying the Brezzi-Rappaz-Raviart theory for the approximation of a class of nonlinear problems. The approximation schemes and error estimates are applicable under weaker regularity hypotheses than those that are typically assumed in the literature. The algorithms and analyses, although presented in the concrete setting of the forced Fisher equation, also apply to a wide class of semilinear parabolic partial differential equations.     

Stability of fully discrete schemes with interpolation-type fractional formulas for distributed-order subdiffusion equations

Two fully discrete methods are investigated for simulating the distributed-order sub-diffusion equation in Caputo’s form. The fractional Caputo derivative is approximated by the Caputo’s BDF1 (called L1 early) and BDF2 (or L1-2 when it was first introduced) approximations, which are constructed by piecewise linear and quadratic interpolating polynomials, respectively. It is shown that the first scheme, using the BDF1 formula, possesses the discrete minimum-maximum principle and nonnegativity preservation property such that it is stable and convergent in the maximum norm. The method using the BDF2 formula is shown to be stable and convergent in the discrete H ¹ norm by using the discrete energy method. For problems of distributed order within a certain region, the method is also proven to preserve the discrete maximum principle and nonnegativity property. Extensive numerical experiments are provided to show the effectiveness of numerical schemes, and to examine the initial singularity of the solution. The applicability of our numerical algorithms to a problem with solution which lacks the smoothness near the initial time is examined by employing a class of power-type nonuniform meshes.     

Stability and convergence of difference schemes for boundary value problems for the fractional-order diffusion equation

A family of difference schemes for the fractional-order diffusion equation with variable coefficients is considered. By the method of energetic inequalities, a priori estimates are obtained for solutions of finite-difference problems, which imply the stability and convergence of the difference schemes considered. The validity of the results is confirmed by numerical calculations for test examples.     

Towards adaptive finite element schemes for partial differential Volterra equation solvers

We give a brief indication of how elliptic, parabolic and hyperbolic partial differential equations with memory arise when modelling viscoelastic materials. We then point out the urgent need for adaptive solvers for these problems and, employing the methodology of Eriksson, Johnson et al. (e.g., SIAM J. Numer. Anal. 28 (1991)), we given ana posteriori error estimate for a model two-point hereditary boundary value problem. The strengths and weaknesses of the analysis and estimate are discussed.Dedicated to Professor J. Crank on the occasion of his 80th birthday     

Node-pair finite volume/finite element schemes for the Euler equation in cylindrical and spherical coordinates

A numerical scheme is presented for the solution of the compressible Euler equations in both cylindrical and spherical coordinates. The unstructured grid solver is based on a mixed finite volume/finite element approach. Equivalence conditions linking the node-centered finite volume and the linear Lagrangian finite element scheme over unstructured grids are reported and used to devise a common framework for solving the discrete Euler equations in both the cylindrical and the spherical reference systems. Numerical simulations are presented for the explosion and implosion problems with spherical symmetry, which are solved in both the axial–radial cylindrical coordinates and the radial–azimuthal spherical coordinates. Numerical results are found to be in good agreement with one-dimensional simulations over a fine mesh.     

Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise II. Fully discrete schemes

We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently smooth test functions. The formula is then applied to the wave equation, where the spatial approximation is done via the standard continuous finite element method and the time discretization via an I-stable rational approximation to the exponential function. It is found that the rate of weak convergence is twice that of strong convergence. Furthermore, in contrast to the parabolic case, higher order schemes in time, such as the Crank-Nicolson scheme, are worthwhile to use if the solution is not very regular. Finally we apply the theory to parabolic equations and detail a weak error estimate for the linearized Cahn-Hilliard-Cook equation as well as comment on the stochastic heat equation.