Finite-difference analysis of fully dynamic problems for saturated porous media

Finite-difference methods, using staggered grids in space, are considered for the numerical approximation of fully dynamic poroelasticity problems. First, a family of second-order schemes in time is analyzed. A priori estimates for displacements in discrete energy norms are obtained and the corresponding convergence results are proved. Numerical examples are given to illustrate the convergence properties of these methods. As in the case of an incompressible fluid and small permeability, these schemes suffer from spurious oscillations in time, a first order scheme is proposed and analyzed. For this new scheme a priori estimates and convergence results are also given. Finally, numerical examples in one and two dimensions are presented to show the good monotonicity properties of this method.     

Finite difference analysis of a double‐porosity consolidation model

This work deals with the numerical solution of a two‐dimensional double‐porosity consolidation problem using a finite difference scheme. Stabilized discretizations using staggered grids in both space and time are proposed. A priori estimates for displacements and pressures in discrete energy norms are obtained, and the corresponding convergence results are given. Numerical examples illustrate the convergence properties of the proposed numerical scheme. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 138–154, 2012     

A stabilized method for a secondary consolidation Biot's model

This work deals with the numerical solution of a secondary consolidation Biot's model. A family of finite difference methods on staggered grids in both time and spatial variables is considered. These numerical methods use a weighted two‐level discretization in time and the classical central difference discretization in space. A priori estimates and convergence results for displacements and pressure in discrete energy norms are obtained. Numerical examples illustrate the convergence properties of the proposed numerical schemes, showing also a non‐oscillatory behavior of the pressure approximation. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Klein-Gordon-Zakharov方程初边值问题的Legendre谱方法

研究Klein-Gordon-Zakharov方程初边值问题的Legendre谱方法.在先验估计的基础上,证明了该格式的稳定性和收敛性,并得到最优阶误差估计.另外,还设计了一个半隐格式,并给出数值例子.在文章的后面给出了多区域谱格式,数值结果表明精度要高于单区域.     

二维线性双曲型方程Neumann边值问题的紧交替方向隐格式

对二维Neumann边界条件的线性双曲型方程建立了紧交替方向的隐格式.利用方程和边界条件得到在空间上的三阶与五阶导数的边界值,进而在内点、边界内点和边界角点分别建立9点、6点和4点紧差分格式;通过引进新的范数和L₂范数估计L_∞范数;借助能量估计、Gronwall不等式和Schwarz不等式等技巧,详细分析了差分格式在无穷范数下关于时间和空间分别为二阶和四阶收敛性,并给出了稳定性结果;通过数值算例,验证了理论分析结果.     

A higher order uniformly convergent method for singularly perturbed parabolic turning point problems

In this article, we study numerical approximation for a class of singularly perturbed parabolic (SPP) convection-diffusion turning point problems. The considered SPP problem exhibits a parabolic boundary layer in the neighborhood of one of the sides of the domain. Some a priori bounds are given on the exact solution and its derivatives, which are necessary for the error analysis. A numerical scheme comprising of implicit finite difference method for time discretization on a uniform mesh and a hybrid scheme for spatial discretization on a generalized Shishkin mesh is proposed. Then Richardson extrapolation method is applied to increase the order of convergence in time direction. The resulting scheme has second-order convergence up to a logarithmic factor in space and second-order convergence in time. Numerical experiments are conducted to demonstrate the theoretical results and the comparative study is done with the existing schemes in literature to show better accuracy of the proposed schemes.     

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.     

A fully Galerkin method for the damped generalized regularized long‐wave (DGRLW) equation

In this article, a fully discrete Galerkin scheme based on a nonlinear Crank–Nicolson method to approximate the solution of the DGRLW equation is constructed. Some a priori bounds are proved as well as error estimates. Then, a linearized modification scheme by an extrapolation method is discussed. The two schemes are time second order convergence. The last part is devoted to some numerical results. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Error estimates for approximations of a gradient dynamics for phase field elastic bending energy of vesicle membrane deformation

In this paper, we study the numerical approximations of a gradient flow associated with a phase field bending elasticity model of a vesicle membrane with prescribed volume and surface area. A spatially semi‐discrete scheme based on a mixed finite element formulation and a fully discrete in space and time scheme are analyzed. Optimal order error estimates are rigorously derived for these numerical schemes without any a priori assumption. Copyright © 2013 John Wiley & Sons, Ltd.     

Numerical Analysis for a Mean-Field Equation for the Ising Model with Glauber Dynamics

1.IntroductionWeconsiderthefollowingmean--fieldequationofmotionforthedynamicIsingmodelonaperiodiclatticeA:whereAdenotesthelatticeofZdwithNdsitesdefinedbyA:~{a:a=Zaie',i=1alEZ,15al5N}with{e'}beingthestandardunitvectorsofZd.WesaythatAisad-dimensionallattice.WedenotebyVAtheNddimensionalspaceoflatticevectorsv=(v.).6A*satisfyingv.+Nei=va'Hereu~(u.)..AandbadenotestheexpectationdrofthespinatsiteaofthelatticeandA*isdefinedby{a:a~Za.e',alEZ}.i=1TheNdxNdsymmetricmatrixAisdefinedby3forvEVAF'o…     

Conservative schemes for the symmetric Regularized Long Wave equations

In this paper, we study the Symmetric Regularized Long Wave (SRLW) equations by finite difference method. We design some numerical schemes which preserve the original conservative properties for the equations. The first scheme is two-level and nonlinear-implicit. Existence of its difference solutions are proved by Brouwer fixed point theorem. It is proved by the discrete energy method that the scheme is uniquely solvable, unconditionally stable and second-order convergent for U in L_∞ norm, and for N in L₂ norm on the basis of the priori estimates. The second scheme is three-level and linear-implicit. Its stability and second-order convergence are proved. Both of the two schemes are conservative so can be used for long time computation. However, they are coupled in computing so need more CPU time. Thus we propose another three-level linear scheme which is not only conservative but also uncoupled in computation, and give the numerical analysis on it. Numerical experiments demonstrate that the schemes are accurate and efficient.     

Fourier spectral approximation to long-time behavior of three dimensional Ginzburg-Landau type equation*

In this paper, we consider a three dimensional Ginzburg–Landau type equation with a periodic initial value condition. A fully discrete Galerkin–Fourier spectral approximation scheme is constructed, and then the dynamical properties of the discrete system are analyzed. First, the existence and convergence of global attractors of the discrete system are proved by a priori estimates and error estimates of the discrete solution, and the numerical stability and convergence of the discrete scheme are proved. Furthermore, the long-time convergence and stability of the discrete scheme are proved. *This work was supported by the National Natural Science Foundation of China (No.: 10432010 and 10571010)     

On finite element schemes of the dirichlet problem

In this paper, we consider finite element schemes applied to the Dirichlet problem for the system of nonlinear elliptic equations, based on piecewise linear polynomials, and present iterative methods for solving algebraic nonlinear equations, which construct monotone sequences. Furthermore, we derive error estimates which imply uniform convergence. Our results are based on the discrete maximum principle. Finally, some typical numerical examples are given to demonstrate the usefulness of convergence results.     

An Unconditionally Stable Difference Approximation for a Class of Nonlinear Dispersive Equations

An unconditionally stable leapfrog finite difference scheme for a class of nonlinear dispersive equations is presented and analyzed. The solvability of the difference equation which is a tridiagonal circular linear system is discussed. Moreover, the convergence and stability of the difference scheme are also investigated by a standard argument so that more difficult priori estimations are avoided. Finally, numerical examples are given.     

Numerical Methods for Non-Linear Black–Scholes Equations

Abstract

In recent years non-linear Black–Scholes models have been used to build transaction costs, market liquidity or volatility uncertainty into the classical Black–Scholes concept. In this article we discuss the applicability of implicit numerical schemes for the valuation of contingent claims in these models. It is possible to derive sufficient conditions, which are required to ensure the convergence of the backward differentiation formula (BDF) and Crank–Nicolson scheme (CN) scheme to the unique viscosity solution. These stability conditions can be checked a priori and convergent schemes can be constructed for a large class of non-linear models and payoff profiles. However, if these conditions are not satisfied we show that the schemes are not convergent or produce spurious solutions. We study the practical implications of the derived stability criterions on relevant numerical examples.     

Convergence analysis of virtual element methods for semilinear parabolic problems on polygonal meshes

In this article, we discuss and analyze new conforming virtual element methods (VEMs) for the approximation of semilinear parabolic problems on convex polygonal meshes in two spatial dimension. The spatial discretization is based on polynomial and suitable nonpolynomial functions, and a Euler backward scheme is employed for time discretization. The discrete formulation of both the proposed schemes—semidiscrete and fully discrete (with time discretization) is discussed in detail, and the unique solvability of the resulted schemes is discussed. A priori error estimates for the proposed schemes (semidiscrete and fully discrete) in H¹‐ and L²‐norms are derived under the assumption that the source term f is Lipschitz continuous. Some numerical experiments are conducted to illustrate the performance of the proposed scheme and to confirm the theoretical convergence rates.     

Convergence of Extrapolated BDF2 Finite Element Schemes for Unsteady Penetrative Convection Model

Extrapolated two-step backward difference (BDF2) in time and finite element in space discretization for the unsteady penetrative convection model is analyzed. Penetrative convection model employs a nonlinear equation of state making the problem more nonlinear. Optimal order error estimates are derived for the semi-discrete finite element spatial discretization. Two time discretization schemes based on linear extrapolation are proposed and analyzed, namely a coupled and a decoupled scheme. In particular, we show that although both schemes are unconditionally nonlinearly stable, the decoupled scheme converges unconditionally whereas coupled scheme requires that the time step be sufficiently small for convergence. These time discretization schemes can be implemented efficiently in practice, saving computational memory. Numerical computations and numerical convergence checks are presented to demonstrate the efficiency and the accuracy of the schemes.     

Two-Grid Algorithm of $H^{1}$-Galerkin Mixed Finite Element Methods for Semilinear Parabolic Integro-Differential Equations

In this paper, we present a two-grid discretization scheme for semilinear parabolic integro-differential equations by $H^{1}$-Galerkin mixed finite element methods. We use the lowest order Raviart-Thomas mixed finite elements and continuous linear finite element for spatial discretization, and backward Euler scheme for temporal discretization. Firstly, a priori error estimates and some superclose properties are derived. Secondly, a two-grid scheme is presented and its convergence is discussed. In the proposed two-grid scheme, the solution of the nonlinear system on a fine grid is reduced to the solution of the nonlinear system on a much coarser grid and the solution of two symmetric and positive definite linear algebraic equations on the fine grid and the resulting solution still maintains optimal accuracy. Finally, a numerical experiment is implemented to verify theoretical results of the proposed scheme. The theoretical and numerical results show that the two-grid method achieves the same convergence property as the one-grid method with the choice $h=H^2$.     

Numerical simulation of the nonlinear generalized time‐fractional Klein–Gordon equation using cubic trigonometric B‐spline functions

In this paper, an efficient numerical procedure for the generalized nonlinear time‐fractional Klein–Gordon equation is presented. We make use of the typical finite difference schemes to approximate the Caputo time‐fractional derivative, while the spatial derivatives are discretized by means of the cubic trigonometric B‐splines. Stability and convergence analysis for the numerical scheme are discussed. We apply our scheme to some typical examples and compare the obtained results with the ones found by other numerical methods. The comparison shows that our scheme is quite accurate and can be applied successfully to a variety of problems of applied nature.     

Runge–Kutta Lawson schemes for stochastic differential equations

In this paper, we present a framework to construct general stochastic Runge–Kutta Lawson schemes. We prove that the schemes inherit the consistency and convergence properties of the underlying Runge–Kutta scheme, and confirm this in some numerical experiments. We also investigate the stability properties of the methods and show for some examples, that the new schemes have improved stability properties compared to the underlying schemes.