Cubic spline functions and initial value problems

A numerical process is presented which provides a cubic spline function approximation for the solution of initial value problems in ordinary differential equations. With interpolate cubic spline functions we can achieveO(h ⁴) convergence.     

A high‐order B‐spline collocation scheme for solving a nonhomogeneous time‐fractional diffusion equation

A high‐accuracy numerical approach for a nonhomogeneous time‐fractional diffusion equation with Neumann and Dirichlet boundary conditions is described in this paper. The time‐fractional derivative is described in the sense of Riemann‐Liouville and discretized by the backward Euler scheme. A fourth‐order optimal cubic B‐spline collocation (OCBSC) method is used to discretize the space variable. The stability analysis with respect to time discretization is carried out, and it is shown that the method is unconditionally stable. Convergence analysis of the method is performed. Two numerical examples are considered to demonstrate the performance of the method and validate the theoretical results. It is shown that the proposed method is of order O(Δx⁴ + Δt^{2 ? α}) convergence, where α ∈ (0,1) . Moreover, the impact of fractional‐order derivative on the solution profile is investigated. Numerical results obtained by the present method are compared with those obtained by the method based on standard cubic B‐spline collocation method. The CPU time for present numerical method and the method based on cubic B‐spline collocation method are provided.     

An improvised collocation algorithm with specific end conditions for solving modified Burgers equation

In this work, numerical solution of nonlinear modified Burgers equation is obtained using an improvised collocation technique with cubic B‐spline as basis functions. In this technique, cubic B‐splines are forced to satisfy the interpolatory condition along with some specific end conditions. Crank–Nicolson scheme is used for temporal domain and improvised cubic B‐spline collocation method is used for spatial domain discretization. Quasilinearization process is followed to tackle the nonlinear term in the equation. Convergence of the technique is established to be of order O(h⁴ + Δt²) . Stability of the technique is examined using von‐Neumann analysis. L₂ and L_∞ error norms are calculated and are compared with those available in existing works. Results are found to be better and the technique is computationally efficient, which is shown by calculating CPU time.     

Tension spline solution of nonlinear sine-Gordon equation

The sine-Gordon equation plays an important role in modern physics. By using spline function approximation, two implicit finite difference schemes are developed for the numerical solution of one-dimensional sine-Gordon equation. Stability analysis of the method has been given. It has been shown that by choosing the parameters suitably, we can obtain two schemes of orders O(k²+k²h²+h²)\mathcal{O}(k^{2}+k^{2}h^{2}+h^{2}) and O(k²+k²h²+h⁴)\mathcal{O}(k^{2}+k^{2}h^{2}+h^{4}). At the end, some numerical examples are provided to demonstrate the effectiveness of the proposed schemes.     

A Priori Error Estimates for Finite Element Methods for H (2,1)-Elliptic Equations

The convergence of finite element methods for linear elliptic boundary value problems of second and forth order is well understood. In this article, we introduce finite element approximations of some linear semi-elliptic boundary value problem of mixed order on a two-dimensional rectangular domain Q. The equation is of second order in one direction and forth order in the other and appears in the optimal control of parabolic partial differential equations if one eliminates the control and the state (or the adjoint state) in the first order optimality conditions. We establish a regularity result and estimate for the finite element error of conforming approximations of this equation. The finite elements in use have a tensor product structure, in one dimension we use linear, quadratic or cubic Lagrange elements in the other dimension cubic Hermite elements. For these elements, we prove the error bound O(h ² + τ ^k ) in the energy norm and O((h ² + τ ^k )(h ² + τ)) in the L ²(Q)-norm.     

Non-polynomial spline method for the solution of two-dimensional linear wave equations with a nonlinear source term

In this paper, two classes of methods are developed for the solution of two space dimensional wave equations with a nonlinear source term. We have used non-polynomial cubic spline function approximations in both space directions. The methods involve some parameters, by suitable choices of the parameters, a new high accuracy three time level scheme of order O(h ⁴ + k ⁴ + τ ² + τ ² h ² + τ ² k ²) has been obtained. Stability analysis of the methods have been carried out. The results of some test problems are included to demonstrate the practical usefulness of the proposed methods. The numerical results for the solution of two dimensional sine-Gordon equation are compared with those already available in literature.     

On using cubic spline for the solution of problems in calculus of variations

Two different approaches based on cubic B-spline are developed to approximate the solution of problems in calculus of variations. Both direct and indirect methods will be described. It is known that, when using cubic spline for interpolating a function g∈C⁴[a,b] on a uniform partition with the step size h, the optimal order of convergence derived is O(h⁴). In Zarebnia and Birjandi (J. Appl. Math. 1–10, 2012) a non-optimal O(h²) method based on cubic B-spline has been used to solve the problems in calculus of variations. In this paper at first we will obtain an optimal O(h⁴) indirect method using cubic B-spline to approximate the solution. The convergence analysis will be discussed in details. Also a locally superconvergent O(h⁶) indirect approximation will be describe. Finally the direct method based on cubic spline will be developed. Some test problems are given to demonstrate the efficiency and applicability of the numerical methods.     

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 Priori Error Estimates of Crank–Nicolson Finite Volume Element Method for a Hyperbolic Optimal Control Problem

In this article, a Crank–Nicolson linear finite volume element scheme is developed to solve a hyperbolic optimal control problem. We use the variational discretization technique for the approximation of the control variable. The optimal convergent order O(h² + k²) is proved for the numerical solution of the control, state and adjoint‐state in a discrete L²‐norm. To derive this result, we also get the error estimate (convergent order O(h² + k²)) of Crank–Nicolson finite volume element approximation for the second‐order hyperbolic initial boundary value problem. Numerical experiments are presented to verify the theoretical results.© 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1331–1356, 2016     

Quartic spline methods for solving one-dimensional telegraphic equations

In this paper, by using a quartic spline in space and generalized trapezoidal formula in time direction, one-dimensional telegraphic equations are solved. We present new classes of two-level schemes. The accuracy of these methods are O(k²+h⁴). It has been shown that by suitably choosing parameter, a high accuracy scheme of O(k³+h⁴) can be derived from our methods. Numerical results demonstrate the superiority of the new scheme.     

Exponential spline solutions for a class of two point boundary value problems over a semi-infinite range

In this paper, we developed numerical methods of order O(h ²) and O(h ⁴) based on exponential spline function for the numerical solution of class of two point boundary value problems over a Semi-infinite range. The present approach gives better approximations over all the existing finite difference methods. Properties of the infinite linear system are established. Convergence analysis and a bound on the approximate solution are discussed. Test problem with various kinds of boundary conditions is included to illustrate the practical usefulness and superiority of our methods.     

Compact difference schemes for heat equation with Neumann boundary conditions (II)

This is the further work on compact finite difference schemes for heat equation with Neumann boundary conditions subsequent to the paper, [Sun, Numer Methods Partial Differential Equations (NMPDE) 25 (2009), 1320–1341]. A different compact difference scheme for the one‐dimensional linear heat equation is developed. Truncation errors of the proposed scheme are O(τ² + h⁴) for interior mesh point approximation and O(τ² + h³) for the boundary condition approximation with the uniform partition. The new obtained scheme is similar to the one given by Liao et al. (NMPDE 22 (2006), 600–616), while the major difference lies in no extension of source terms to outside the computational domain any longer. Compared with ones obtained by Zhao et al. (NMPDE 23 (2007), 949–959) and Dai (NMPDE 27 (2011), 436–446), numerical solutions at all mesh points including two boundary points are computed in our new scheme. The significant advantage of this work is to provide a rigorous analysis of convergence order for the obtained compact difference scheme using discrete energy method. The global accuracy is O(τ² + h⁴) in discrete maximum norm, although the spatial approximation order at the Neumann boundary is one lower than that for interior mesh points. The analytical techniques are important and can be successfully used to solve the open problem presented by Sun (NMPDE 25 (2009), 1320–1341), where analyzed theoretical convergence order of the scheme by Liao et al. (NMPDE 22 (2006), 600–616) is only O(τ² + h^3.5) while the numerical accuracy is O(τ² + h⁴), and convergence order of theoretical analysis for the scheme by Zhao et al. (NMPDE 23 (2007), 949–959) is O(τ² + h^2.5), while the actual numerical accuracy is O(τ² + h³). Following the procedure used for the new obtained difference scheme in this work, convergence orders of these two schemes can be proved rigorously to be O(τ² + h⁴) and O(τ² + h³), respectively. Meanwhile, extension to the case involving the nonlinear reaction term is also discussed, and the global convergence order O(τ² + h⁴) is proved. A compact ADI difference scheme for solving two‐dimensional case is derived. Finally, several examples are given to demonstrate the numerical accuracy of new obtained compact difference schemes. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Spline solution of the generalized Burgers'-Fisher equation

A numerical method based on exponential spline and finite difference approximations is developed to solve the generalized Burgers'-Fisher equation. The error analysis, stability and convergence properties of the method are studied via energy method. The method is shown to be unconditionally stable and accurate of orders 𝒪(k?+?kh?+?h ²) and 𝒪(k?+?kh?+?h ⁴). Some test problems are given to demonstrate the applicability of the purposed method numerically. Numerical results verify the theoretical behaviour of convergence properties. The main superiority of the presented scheme is its simplicity and applicability in comparison with the existing well-known methods.     

An O(h6) cubic spline interpolating procedure for harmonic functions

An O(h⁶) method for the interpolation of harmonic functions in rectangular domains is described and analyzed, The method is based on an earlier cubic spline technique [N. Papamichael and J.R. Whiteman, BIT 14 , 452–459 (1974)], and makes use of recent results concerning the a posteriori correction of interpolatory cubic splines.     

Correction of finite element estimates for Sturm-Liouville eigenvalues

Summary It is shown that a simple asymptotic correction technique of Paine, de Hoog and Anderssen reduces the error in the estimate of thekth eigenvalue of a regular Sturm-Liouville problem obtained by the finite element method, with linear hat functions and mesh lengthh, fromO(k ⁴ h ²) toO(k h ²). The result still holds when the matrix elements are evaluated by Simpson's rule, but if the trapezoidal rule is used the error isO(k ² h ²). Numerical results demonstrate the usefulness of the correction even for low values ofk.     

Compact difference schemes for heat equation with Neumann boundary conditions

In this article, two recent proposed compact schemes for the heat conduction problem with Neumann boundary conditions are analyzed. The first difference scheme was proposed by Zhao, Dai, and Niu (Numer Methods Partial Differential Eq 23, (2007), 949–959). The unconditional stability and convergence are proved by the energy methods. The convergence order is O(τ² + h^2.5) in a discrete maximum norm. Numerical examples demonstrate that the convergence order of the scheme can not exceeds O(τ² + h³). An improved compact scheme is presented, by which the approximate values at the boundary points can be obtained directly. The second scheme was given by Liao, Zhu, and Khaliq (Methods Partial Differential Eq 22, (2006), 600–616). The unconditional stability and convergence are also shown. By the way, it is reported how to avoid computing the values at the fictitious points. Some numerical examples are presented to show the theoretical results. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

The numerical analysis of two linearized difference schemes for the Benjamin–Bona–Mahony–Burgers equation

In the article, two linearized finite difference schemes are proposed and analyzed for the Benjamin–Bona–Mahony–Burgers (BBMB) equation. For the construction of the two-level scheme, the nonlinear term is linearized via averaging k and k + 1 floor, we prove unique solvability and convergence of numerical solutions in detail with the convergence order O(τ² + h²) . For the three-level linearized scheme, the extrapolation technique is utilized to linearize the nonlinear term based on ψ function. We obtain the conservation, boundedness, unique solvability and convergence of numerical solutions with the convergence order O(τ² + h²) at length. Furthermore, extending our work to the BBMB equation with the nonlinear source term is considered and a Newton linearized method is inserted to deal with it. The applicability and accuracy of both schemes are demonstrated by numerical experiments.     

List multicoloring problems involving the k‐fold Hall numbers

We show that the four‐cycle has a k‐fold list coloring if the lists of colors available at the vertices satisfy the necessary Hall's condition, and if each list has length at least ?5k/3?; furthermore, the same is not true with shorter list lengths. In terms of h^(k)(G), the k ‐fold Hall number of a graph G, this result is stated as h^(k)(C₄)=2k??k/3?. For longer cycles it is known that h^(k)(C_n)=2k, for n odd, and 2k??k/(n?1)?≤h^(k)(C_n)≤2k, for n even. Here we show the lower bound for n even, and conjecture that this is the right value (just as for C₄). We prove that if G is the diamond (a four‐cycle with a diagonal), then h^(k)(G)=2k. Combining these results with those published earlier we obtain a characterization of graphs G with h^(k)(G)=k. As a tool in the proofs we obtain and apply an elementary generalization of the classical Hall–Rado–Halmos–Vaughan theorem on pairwise disjoint subset representatives with prescribed cardinalities. © 2009 Wiley Periodicals, Inc. J Graph Theory 65: 16–34, 2010.     

Further results on ultraconvergence derivative recovery for odd-order rectangular finite elements

For rectangular finite element, we give a superconvergence method by SPR technique based on the generalization of a new ultraconvergence record and the sharp Green function estimates, by which we prove that the derivative has ultra-convergence of order O(h ^k+3) (k ⩾ 3 being odd) and displacement has order of O(h ^k+4) (k ⩾ 4 being even) at the locally symmetry points.      

Single cell discretization of O(kh2 + h4) for the estimates of ${\partial u}\over{\partial n}$ for the two‐space dimensional quasi‐linear parabolic equation

In this article, new stable two‐level explicit difference methods of O(kh² + h⁴) for the estimates of for the two‐space dimensional quasi‐linear parabolic equation are derived, where k > 0 and h > 0 are grid sizes in time and space directions, respectively. We use a single computational cell for the methods, which are applicable to the problems both in cartesian and polar coordinates. The proposed methods have the simplicity in nature and employ the same marching type technique of solution. Numerical results obtained by the proposed methods for several different problems were compared with the exact solutions. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 250–261, 2001