COMPACT DIFFERENCE SCHEMES FOR THE DIFFUSION AND SCHRODINGER EQUATIONS. APPROXIMATION,STABILITY, CONVERGENCE,EFFECTIVENESS, MONOTONY

Various compact difference schemes （both old and new, explicit and implicit, one-level and two-level）, which approximate the diffusion equation and SchrSdinger equation with periodical boundary conditions are constructed by means of the general approach. The results of numerical experiments for various initial data and right hand side are presented. We evaluate the real order of their convergence, as well as their stability, effectiveness, and various kinds of monotony. The optimal Courant number depends on the number of grid knots and on the smoothness of solutions. The competition of various schemes should be organized for the fixed number of arithmetic operations, which are necessary for numerical integration of a given Cauchy problem. This approach to the construction of compact schemes can be developed for numerical solution of various problems of mathematical physics.     

SUPERCONVERGENCE OF GRADIENT RECOVERY SCHEMES ON GRADED MESHES FOR CORNER SINGULARITIES

For the linear finite element solution to the Poisson equation, we show that supercon- vergence exists for a type of graded meshes for corner singularities in polygonal domains. In particular, we prove that the L^2-projection from the piecewise constant field △↓UN to the continuous and piecewise linear finite element space gives a better approximation of △↓U in the Hi-norm. In contrast to the existing superconvergence results, we do not assume high regularity of the exact solution.     

DISSIPATIVE NUMERICAL METHODS FOR THE HUNTER-SAXTON EQUATION

In this paper, we present further development of the local discontinuous Galerkin （LDG） method designed in [21] and a new dissipative discontinuous Galerkin （DG） method for the HuntermSaxton equation. The numerical fluxes for the LDG and DG methods in this paper are based on the upwinding principle. The resulting schemes provide additional energy dissipation and better control of numerical oscillations near derivative singularities. Stability and convergence of the schemes are proved theoretically, and numerical simulation results are provided to compare with the scheme in [21].     

ON A MOVING MESH METHOD FOR SOLVING PARTIAL INTEGRO-DIFFERENTIAL EQUATIONS

This paper develops and analyzes a moving mesh finite difference method for solving partial integro-differential equations. First, the time-dependent mapping of the coordinate transformation is approximated by a a piecewise linear function in time. Then, piecewise quadratic polynomial in space and an efficient method to discretize the memory term of the equation is designed using the moving mesh approach. In each time slice, a simple piecewise constant approximation of the integrand is used, and thus a quadrature is constructed for the memory term. The central finite difference scheme for space and the backward Euler scheme for time are used. The paper proves that the accumulation of the quadrature error is uniformly bounded and that the convergence of the method is second order in space and first order in time. Numerical experiments are carried out to confirm the theoretical predictions.     

ENERGY ESTIMATES FOR DELAY DIFFUSION-REACTION EQUATIONS

In this paper we consider nonlinear delay diffusion-reaction equations with initial and Dirichlet boundary conditions. The behaviour and the stability of the solution of such initial boundary value problems （IBVPs） are studied using the energy method. Simple numerical methods are considered for the computation of numerical approximations to the solution of the nonlinear IBVPs. Using the discrete energy method we study the stability and convergence of the numerical approximations. Numerical experiments are carried out to illustrate our theoretical results.     

A NEW DIRECT DISCONTINUOUS GALERKIN METHOD WITH SYMMETRIC STRUCTURE FOR NONLINEAR DIFFUSION EQUATIONS

In this paper we continue the study of discontinuous Galerkin finite element methods for nonlinear diffusion equations following the direct discontinuous Galerkin （DDG） meth- ods for diffusion problems [17] and the direct discontinuous Galerkin （DDG） methods for diffusion with interface corrections [18]. We introduce a numerical flux for the test func- tion, and obtain a new direct discontinuous Galerkin method with symmetric structure. Second order derivative jump terms are included in the numerical flux formula and explicit guidelines for choosing the numerical flux are given. The constructed scheme has a sym- metric property and an optimal L2 （L2） error estimate is obtained. Numerical examples are carried out to demonstrate the optimal （k ＋ 1）th order of accuracy for the method with pk polynomial approximations for both linear and nonlinear problems, under one-dimensional and two-dimensional settings.     

CONVERGENCE RATES FOR DIFFERENCE SCHEMES FOR POLYHEDRAL NONLINEAR PARABOLIC EQUATIONS

We build finite difference schemes for a class of fully nonlinear parabolic equations. The schemes are polyhedral and grid aligned. While this is a restrictive class of schemes, a wide class of equations are well approximated by equations from this class. For regular （C2,α） solutions of uniformly parabolic equations, we also establish of convergence rate of O（α）. A case study along with supporting numerical results is included.     

Difference schemes of exponential type for singularly perturbed Volterra integro-differential problems

Extended one-step schemes of exponential type are introduced for solving singularly perturbed Volterra integro-differential problems. These schemes are of order (m + 1), m = 0, 1, 2, …, when the perturbation parameter, ε, is fixed. These schemes have the property that if ε is of order h they reduced to first order of accuracy and optimal when ε → 0. Stability analysis of these schemes are presented. Numerical results and comparisons with other schemes are presented.     

Two-step fourth order methods for linear ODEs of the second order

A family of two step difference schemes of the fourth order has been developed for linear ODEs of the second order. Stability properties for such schemes are discussed and results of numerical tests are given. It is shown how the proposed technique can be extended to non-linear ODEs of second order.     

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.     

Analysis of ADER and ADER-WAF schemes

^{We study stability properties and truncation errors of the finite-volumeADER schemes on structured meshes as applied to the linear advectionequation with constant coefficients in one-, two- and three-spatialdimensions. Stability of linear ADER schemes is analysed bymeans of the von Neumann method. For nonlinear schemes, we deducethe stability region from numerical experiments. The truncationerror analysis is carried out for linear ADER schemes in one-,two- and three-space dimensions and for nonlinear ADER schemesin one-space dimension.}     

伪辛空间F_q~(2v+2+l)中一类2-维子空间的结合方案及其结构

该文利用伪辛空间Fq(2v+2+l)中一类2-维非迷向子空间构作了具有2q-1个结合类的交换 的但非对称的结合方案,并且讨论了它的结构,证明了它是其基础域上的加法群和乘法群上的 熟知的结合方案的扩张.     

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     

一类非线性四阶双曲方程扩展的混合元方法的超收敛分析

对一类非线性四阶双曲方程利用双线性元Q_(1)及Nedelec's元建立一个扩展的协调混合元逼近格式.首先证明了逼近解的存在唯一性.其次,基于上述两个单元的高精度结果,给出了插值和投影之间的误差估计,再利用对时间t的导数转移技巧和插值后处理技术,在半离散和全离散格式下分别导出了原始变量u和中间变量v=-△u在H~1模及中间变量q=▽u,σ=-▽(△u)在(L~2)~2模意义下单独利用插值和投影所无法得到的具有O(h~2)和O(h~2+τ~2)阶的超收敛结果.最后通过数值算例,表明逼近格式是行之有效的.这里,h和τ分别表示空间剖分参数及时间步长.     

Convergent difference schemes for the Hunter-Saxton equation

We propose and analyze several finite difference schemes for the Hunter-Saxton equation

(HS)

This equation has been suggested as a simple model for nematic liquid crystals. We prove that the numerical approximations converge to the unique dissipative solution of (HS), as identified by Zhang and Zheng. A main aspect of the analysis, in addition to the derivation of several a priori estimates that yield some basic convergence results, is to prove strong convergence of the discrete spatial derivative of the numerical approximations of , which is achieved by analyzing various renormalizations (in the sense of DiPerna and Lions) of the numerical schemes. Finally, we demonstrate through several numerical examples the proposed schemes as well as some other schemes for which we have no rigorous convergence results.

     

Evolution-Galerkin methods and their supraconvergence

Summary. Evolution-Galerkin methods for partial differential equations of the form are characterised by (i) the use of some form of approximation to the corresponding evolution operator , and (ii) projection onto an approximation space to obtain . In this paper we concentrate on characteristic-Galerkin and Lagrange-Galerkin methods to derive basic error estimates for multidimensional convection problems. Methods covered include those using recovery techniques to improve accuracy. Many schemes exhibit a supraconvergence phenomenon and a general technique for its analysis is given, together with a number of particular examples. Received July 5, 1993 / Revised version received February 6, 1995     

求解二阶波动方程的三次样条差分方法

有限差分法在求解二阶波动方程初边值问题过程中通常受到精度和稳定性的限制.本文对二阶波动方程的时间、空间项分别采用三次样条公式进行离散,推导出精度分别为O(τ2+h2),0(τ2+h4),O(τ4+h2)和O(τ4+h4)的四种三层隐式差分格式,以及与之相匹配的第一个时间步的同阶离散格式,并采用Fourier方法分析了格...     

Approximations for Solutions of Lévy-Type Stochastic Differential Equations

Abstract

The problem of the construction of strong approximations with a given order of convergence for jump-diffusion equations is studied. General approximation schemes are constructed for Lévy-type stochastic differential equation. In particular, the article generalizes the results from [2 Gardoń , A. 2004 . The order of approximations for solutions of Ito-type stochastic differential equations with jumps . Stoch. Anal. Appl. 22 ( 3 ): 679 – 699 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar], 5 Kloeden , P.E. , and Platen , E. 1995 . Numerical Solutions of Stochastic Differential Equations . Springer-Verlag , Berlin . [Google Scholar]]. The Euler and the Milstein schemes are shown for finite and infinite Lévy measure.     

Convergence and nonlinear stability of the Lagrange-Galerkin method for the Navier-Stokes equations

Summary The Lagrange-Galerkin method is a numerical technique for solving convection — dominated diffusion problems, based on combining a special discretisation of the Lagrangian material derivative along particle trajectories with a Galerkin finite element method. We present optimal error estimates for the Lagrange-Galerkin mixed finite element approximation of the Navier-Stokes equations in a velocity/pressure formulation. The method is shown to be nonlinearly stable.