求解一维定常对流扩散反应方程的混合型紧致差分格式

借助显式紧致格式和隐式紧致格式的思想,基于截断误差余项修正,并结合原方程本身,构造出了一种求解一维定常对流扩散反应方程的高精度混合型紧致差分格式.格式仅用到三个点上的未知函数值及一阶导数值,而一阶导数值利用四阶Pade格式进行计算,格式整体具有四阶精度.数值实验结果验证了格式的精确性和可靠性.     

基于不光滑边界的变系数抛物型方程的高精度紧格式

本文讨论基于不光滑边界的变系数抛物型方程求解的高精度紧格式.首先构造一般变系数抛物型方程的高精度紧格式,并在理论上证明格式具有空间方向四阶精度.然后针对非光滑边界条件,引入局部网格加密技巧在奇异点附近进行不均匀的网格加密.数值实验以期权定价中Black-Scholes偏微分方程的求解为例,验证高精度紧格式用于光滑边界条件的微分方程离散可以达到四阶精度.对于处理非光滑边界条件,网格局部加密技巧能有效的提高数值解精度,使得高精度紧格式用于定价欧式期权可以接近四阶精度.     

求解时间分布阶扩散方程的两个高阶有限差分格式

基于复化Simpson公式和复化两点Gauss-Legendre公式，构造了两个求解时间分布阶扩散方程的高阶有限差分格式.不同于以往文献中提出的时间一阶或二阶格式，这两种格式在时间方向都具有三阶精度，而在分布阶和空间方向可达到四阶精度.数值结果表明，两种算法都是稳定且收敛的，从而是有效的.两种格式的收敛速率也通过数值实验进行了验证，并且通过和文献中的算法对比可以得出其更为高效,     

广义sine-Gordon方程高精度隐式紧致差分方法

本文研究一类二维非线性的广义sine-Gordon(简称SG)方程的有限差分格式.首先构造三层时间的紧致交替方向隐式差分格式,并用能量分析法证明格式具有二阶时间精度和四阶空间精度.然后应用改进的Richardson外推算法将时间精度提高到四阶.最后,数值算例证实改进后的算法在空间和时间上均达到四阶精度.     

RLW-KdV方程的高阶紧致有限差分格式（英文）

对RLW-KdV方程提出一种新的四阶精度紧致有限差分格式.用离散能量法证明差分格式的能量守恒性、可解性、收敛性和稳定性.在离散L~∞-范数下,所建格式在空间上四阶收敛且在时间上二阶收敛.通过两个数值算例验证了该格式的有效性和可靠性.     

二维系数不连续Helmholtz方程的高阶紧致差分格式

针对二维系数不连续Helmholtz方程,提出和研究了高阶紧致差分格式,在波数跳跃位置引入局部网格加密技巧进行网格加密.数值实验验证,该高阶紧致差分格式用于求解二维系数不连续Helmholtz方程可以达到四阶精度,局部网格加密技巧能够有效地提高数值解的精度.     

求解对流扩散方程的低耗散中心迎风格式

以四阶CWENO重构为基础,通过将对流项采用低耗散中心迎风格式离散,扩散项采用四阶中心差分格式离散,对得到的半离散格式采用四阶龙格库塔方法在时间方向上推进,得到一种求解对流扩散方程的高阶有限差分格式.数值结果验证了该格式的四阶精度和基本无振荡特性.     

求解对流扩散方程的一致四阶紧致格式

目前,许多高精度差分格式,由于未成功地构造与其精度匹配的稳定的边界格式,不得不采用低精度的边界格式.本文针对对流扩散方程证明了存在一致四阶紧致格式,它的边界点的计算格式和内点的计算格式的截断误差主项保持一致,给出了具体内点和边界格式;并分析了此半离散格式的渐近稳定性.数值结果表明该格式是四阶精度;在对流占优情况下,本文边界格式的数值结果比四阶精度的显式差分格式的的数值结果的数值振荡小,取得了不错的效果,理论结果得到了数值验证;驱动方腔数值结果显示,本文对N-S方程的离散格式具有很好的可靠性,适合对复杂流体流动的数值模拟和研究.     

分数阶Caputo导数的三点逼近格式（英文）

推导了分数阶积分的梯形逼近格式以及Caputo导数的L1逼近格式的四阶展开公式.并利用L1格式的展开式得到了Caputo导数的具有3-α阶精度的三点逼近格式,该逼近格式被应用于数值求解分数阶松弛方程和时间分数阶次扩散方程.     

四阶常微分方程奇异摄动问题的二阶精度差分解法

本文对一类四阶常微分方程边值问题建立了二阶一致精度的差分格式.本格式对步长h具有O(h2)阶的精度,大大改进了[1]的结果.     

Sixth-Order Compact Extended Trapezoidal Rules for 2D Schrödinger Equation

Based on high-order linear multistep methods (LMMs), we use the class of extended trapezoidal rules (ETRs) to solve boundary value problems of ordinary differential equations (ODEs), whose numerical solutions can be approximated by boundary value methods (BVMs). Then we combine this technique with fourth-order Padé compact approximation to discrete 2D Schrödinger equation. We propose a scheme with sixth-order accuracy in time and fourth-order accuracy in space. It is unconditionally stable due to the favourable property of BVMs and ETRs. Furthermore, with Richardson extrapolation, we can increase the scheme to order 6 accuracy both in time and space. Numerical results are presented to illustrate the accuracy of our scheme.     

时间空间均为二阶的新型NND差分格式

张涵信的研究表明,为了避免激波前后差分解的波动,在差分格式的改型方程中三阶导数的系数在激波上游必须是正的,而在激波下游则必须是负的.据此提出了一种新型的无波动、无自由参数耗散性的差分格式,它对时间和空间都是二阶的.证明了此格式是TVD的,而且是推广的二阶Годунов格式.在处理有激波的流场时,此格式是Lax-Wendroff格式的改进和推广.给出了若干算例,计算结果表明,此格式不仅无波动,而且具有形式紧凑、应用方便、分辨率高、稳定性准则中的Courant数较大的优点.     

Analysis of the energy‐conserved S‐FDTD scheme for variable coefficient Maxwell's equations in disk domains

In this paper, we analyze the energy‐conserved splitting finite‐difference time‐domain (FDTD) scheme for variable coefficient Maxwell's equations in two‐dimensional disk domains. The approach is energy‐conserved, unconditionally stable, and effective. We strictly prove that the EC‐S‐FDTD scheme for the variable coefficient Maxwell's equations in disk domains is of second order accuracy both in time and space. It is also strictly proved that the scheme is energy‐conserved, and the discrete divergence‐free is of second order convergence. Numerical experiments confirm the theoretical results, and practical test is simulated as well to demonstrate the efficiency of the proposed EC‐S‐FDTD scheme. Copyright © 2015 John Wiley & Sons, Ltd.     

DISSIPATIVE SCHEMES WITH PROPERTY OF INHERITING HOMOCLINIC ORBITS FOR 2N-DIMENSIONAL HAMILTONIAN SYSTEMS

1　ＩｎｔｒｏｄｕｃｔｉｏｎＴｈｉｓｐａｐｅｒｉｓｄｅｖｏｔｅｄｔｏｓｔｕｄｙｗｈａｔｋｉｎｄｏｆｄｉｓｃｒｅｔｅｓｃｈｅｍｅｓｏｆｔｈｅｆｏｌｌｏｗｉｎｇ 2ｎ ｄｉｍｅｎ ｓｉｏｎａｌＨａｍｉｌｔｏｎｉａｎｓｙｓｔｅｍｓｗｉｔｈｐａｒａｍｅｔｅｒｉｎｎｏｒｍａｌｆｏｒｍ ｕ=Ｊ2ｎ Ｈ ｕＴ,　　Ｈ =Ｈ(ｕ ,λ) ,(1 )ｗｈｅｒｅｕ∈Ｒ2ｎ,λ∈Ｒ ,Ｈ∈Ｃｋ+1(Ｒ2ｎ×Ｒ ,Ｒ) ,ｋ≥ 6,ａｎｄＪ2ｎ =0Ｉｎ-Ｉｎ 0 ,Ｉｎ:ｕｎｉｔｍａｔｒｉｘｏｆｏｒｄｅｒｎｈａｓｔｈｅｐｒｏｐｅｒｔｙｏｆｉｎｈｅｒｉｔｉｎｇｈｏｍ…     

A wavelet method for solving a class of nonlinear boundary value problems

We develop an approximation scheme for a function defined on a bounded interval by combining techniques of boundary extension and Coiflet-type wavelet expansion. Such a modified wavelet approximation allows each expansion coefficient being explicitly expressed by a single-point sampling of the function, and allows boundary values and derivatives of the bounded function to be embedded in the modified wavelet basis. By incorporating this approximation scheme into the conventional Galerkin method, the interpolating property makes the solution of boundary value problems with strong nonlinearity to be very effective and accurate. As an example, we have applied the proposed method to the solution of the Bratu-type equations. Results demonstrate a much better accuracy than most methods developed so far. Interestingly, unlike most existing methods, numerical errors of the present solutions are not sensitive to the nonlinear intensity of the equations.     

A high‐order finite difference method for 1D nonhomogeneous heat equations

In this article a sixth‐order approximation method (in both temporal and spatial variables) for solving nonhomogeneous heat equations is proposed. We first develop a sixth‐order finite difference approximation scheme for a two‐point boundary value problem, and then heat equation is approximated by a system of ODEs defined on spatial grid points. The ODE system is discretized to a Sylvester matrix equation via boundary value method. The obtained algebraic system is solved by a modified Bartels‐Stewart method. The proposed approach is unconditionally stable. Numerical results are provided to illustrate the accuracy and efficiency of our approximation method along with comparisons with those generated by the standard second‐order Crank‐Nicolson scheme as well as Sun‐Zhang's recent fourth‐order method. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

解四阶抛物型方程高精度紧致差分格式

针对四阶抛物型方程周期初值问题,提出了一个两层隐式差分格式和一个三层隐式差分格式.它们的局部截断误差分别为O((Δt)2+(Δx)4)和O((Δt)2+(Δt)(Δx)2+(Δx)4),其中Δt,Δx分别为时间步长和空间步长.误差分析和数值实验均表明,本文构造的差分格式比经典的Crank-Nicolson格式和Saul’ev构造的差分格式精度更高.从精度及稳定性方面考虑,本文构造的格式也比文[5]的显式格式要好.     

基于ENO格式的三阶修正系数格式

不增加基点,仅摄动二阶ENO格式的系数(简记为MCENO),得到一类求解双曲型守恒律方程的三阶MCENO格式．由MCENO格式的构造过程可以看出,MCENO格式保留了ENO格式的许多性质,例如本质无振荡性、TVB性质等,且能提高一阶精度．进一步,利用MCENO格式模拟二维Rayleigh-Taylor(RT)不稳定性和Lax激波管的数值求解问题．数值结果表明,t=2.0时,MCENO格式的密度曲线处于三阶WENO格式和五阶WENO格式之间,是一个高效高精度格式．值得注意的是,三阶MCENO格式,三阶WENO格式和五阶WENO格式的CPU时间之比为0.62:1:2.19．表明相对于原始ENO格式,MCENO格式在光滑区域有较高精度,能提高格式精度．     

CONSERVATION OF THREE—POINT COMPACT SCHEMES ON SINGLE AND MULTIBLOCK PATCHED GRIDS FOR HYPERBOLIC PROBLEMS

For nonlinear hyperbloic problems,Conservation of the numerical scheme is important for convergence to the correct weak solutions.In this paper the the conservation of the well-known compact scheme up to fourth order of accuracy on a single and uniform grid is studied,and a conservative interface treatment is derived for compact schemes on patched grids .For a pure initial value problem,the compact scheme is shown to be equivalent to a scheme in the usual conservative form .For the case of a mixed initial boundary value problem,the compact scheme is conservative only if the rounding errors are small enough.For a pactched grid interface,a conservative interface condition useful for mesh fefiement and for parallel computation is derived and its order of local accuracy is analyzed.     

A SINGLE STEP SCHEME WITH HIGH ACCURACY FOR PARABOLIC PROBLEM

1 IntroductionConsider one-dimellsional parabolic problem in fl = (0, 1)and its weak formulatioll: find u(t) E S0 = {v 6 H'(fl), v(0) = 0} 8uch thatwhere the coefficients a(x) and b(x) are independent of t, Au = --(au')' ha, a(x) 2 ao > 0, b 20, and bilinear fOrm A(u, v) = fol(au'V' buv)dx i8 So-coercive, i.e. A(u, v) 2 ullu1li, u ESO, u > 0.Make in n = (0, 1) a subdivision: xo = 0 < x1 < x2 <.' < xn = 1. Set an elenlentry = (xj--l, xj), nddpoint xj--1/2 = (ry n--1)/2 and steplengt…