Nonstandard methods for the convective‐dispersive transport equation with nonlinear reactions

A new nonstandard Eulerian‐Lagrangian method is constructed for the one‐dimensional, transient convective‐dispersive transport equation with nonlinear reaction terms. An “exact” difference scheme is applied to the convection‐reaction part of the equation to produce a semi‐discrete approximation with zero local truncation errors with respect to time. The spatial derivatives involved in the remaining dispersion term are then approximated using standard numerical methods. This approach leads to significant, qualitative improvements in the behavior of the numerical solution. It suppresses the numerical instabilities that arise from the incorrect modeling of derivatives and nonlinear reaction terms. Numerical experiments demonstrate the scheme's ability to model convection‐dominated, reactive transport problems. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 617–624, 1999     

IIM-based ADI finite difference scheme for nonlinear convection–diffusion equations with interfaces

Based on Li’s immersed interface method (IIM), an ADI-type finite difference scheme is proposed for solving two-dimensional nonlinear convection–diffusion interface problems on a fixed cartesian grid, which is unconditionally stable and converges with two-order accuracy in both time and space in maximum norm. Correction terms are added to the right-hand side of standard ADI scheme at irregular points. The nonlinear convection terms are treated by Adams–Bashforth method, without affecting the stability of difference schemes. A new method for computing the correction terms is developed, in which the Adams–Bashforth method is employed. Thus we can get an explicit approximation for the computation of corrections, when the jump condition is solution-dependent. Three numerical experiments are displayed and analyzed. The numerical results show good agreement with the exact solutions and confirm the convergence order.     

Stability and convergence of two‐grid Crank‐Nicolson extrapolation scheme for the time‐dependent natural convection equations

In this paper, we consider the Crank‐Nicolson extrapolation scheme for the 2D/3D unsteady natural convection problem. Our numerical scheme includes the implicit Crank‐Nicolson scheme for linear terms and the recursive linear method for nonlinear terms. Standard Galerkin finite element method is used to approximate the spatial discretization. Stability and optimal error estimates are provided for the numerical solutions. Furthermore, a fully discrete two‐grid Crank‐Nicolson extrapolation scheme is developed, the corresponding stability and convergence results are derived for the approximate solutions. Comparison from aspects of the theoretical results and computational efficiency, the two‐grid Crank‐Nicolson extrapolation scheme has the same order as the one grid method for velocity and temperature in H¹‐norm and for pressure in L²‐norm. However, the two‐grid scheme involves much less work than one grid method. Finally, some numerical examples are provided to verify the established theoretical results and illustrate the performances of the developed numerical schemes.     

Positive numerical solution for a nonarbitrage liquidity model using nonstandard finite difference schemes

In this article, we construct a numerical method based on a nonstandard finite difference scheme to solve numerically a nonarbitrage liquidity model with observable parameters for derivatives. This nonlinear model considers that the parameters involved are observable from order book data. The proposed numerical method use a exact difference scheme in the linear convection‐reaction term, and the spatial derivative is approximated using a nonstandard finite difference scheme. It is shown that the proposed numerical scheme preserves the positivity as well as stability and consistence. To illustrate the accuracy of the method, the numerical results are compared with those produced by other methods. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 210‐221, 2014     

有限振幅T-S波在非平行边界层中的非线性演化研究

研究对非平行边界层稳定性有重要影响的非线性演化问题,导出与其相应的抛物化稳定性方程组,发展了求解有限振幅T-S波的非线性演化的高效数值方法。这一数值方法包括预估-校正迭代求解各模态非线性方程并避免模态间的耦合,采用高阶紧致差分格式,满足正规化条件,确定不同模态非线性项表和数值稳定地作空间推进。通过给出T-S波不同的初始幅值,研究其非线性演化。算例与全Navier-Stokes方程的直接数值模拟(DNS)的结果作了比较。     

Stability analysis and a numerical scheme for fractional Klein‐Gordon equations

Fractional order nonlinear Klein‐Gordon equations (KGEs) have been widely studied in the fields like; nonlinear optics, solid state physics, and quantum field theory. In this article, with help of the Sumudu decomposition method (SDM), a numerical scheme is developed for the solution of fractional order nonlinear KGEs involving the Caputo's fractional derivative. The coupled method provides us very efficient numerical scheme in terms of convergent series. The iterative scheme is applied to illustrative examples for the demonstration and applications.     

A staggered-grid numerical algorithm for the extended Boussinesq equations

A second-order accurate numerical scheme is developed to solve Nwogu’s extended Boussinesq equations. A staggered-grid system is introduced with the first-order spatial derivatives being discretized by the fourth-order accurate finite-difference scheme. For the time derivatives, the fourth-order accurate Adams predictor–corrector method is used. The numerical method is validated against available analytical solutions, other numerical results of Navier–Stokes equations, and experimental data for both 1D and 2D nonlinear wave transformation problems. It is shown that the new algorithm has very good conservative characteristics for mass calculation. As a result, the model can provide accurate and stable results for long-term simulation. The model has proven to be a useful modeling tool for a wide range of water wave problems.     

Second order unconditionally convergent and energy stable linearized scheme for MHD equations

In this paper, we propose an efficient numerical scheme for magnetohydrodynamics (MHD) equations. This scheme is based on a second order backward difference formula for time derivative terms, extrapolated treatments in linearization for nonlinear terms. Meanwhile, the mixed finite element method is used for spatial discretization. We present that the scheme is unconditionally convergent and energy stable with second order accuracy with respect to time step. The optimal L ² and H ¹ fully discrete error estimates for velocity, magnetic variable and pressure are also demonstrated. A series of numerical tests are carried out to confirm our theoretical results. In addition, the numerical experiments also show the proposed scheme outperforms the other classic second order schemes, such as Crank-Nicolson/Adams-Bashforth scheme, linearized Crank-Nicolson’s scheme and extrapolated Gear’s scheme, in solving high physical parameters MHD problems.     

Second-order characteristic schemes in time and age for a nonlinear age-structured population model

In this paper, we analyze two new second-order characteristic schemes in time and age for an age-structured population model with nonlinear diffusion and reaction. By using the characteristic difference to approximate the transport term and the average along the characteristics to treat the nonlinear spatial diffusion and reaction terms, an implicit second-order characteristic scheme is proposed. To compute the nonlinear approximation system, an explicit second-order characteristic scheme in time and age is further proposed by using the extrapolation technique. The global existence and uniqueness of the solution of the nonlinear approximation scheme are established by using the theory of variation methods, Schauder’s fixed point theorem, and the technique of prior estimates. The optimal error estimates of second order in time and age are strictly proved for both the implicit and the explicit characteristic schemes. Numerical examples are given to illustrate the performance of the methods.     

High accuracy error estimates of a Galerkin finite element method for nonlinear time fractional diffusion equation

In this work, an effective and fast finite element numerical method with high-order accuracy is discussed for solving a nonlinear time fractional diffusion equation. A two-level linearized finite element scheme is constructed and a temporal–spatial error splitting argument is established to split the error into two parts, that is, the temporal error and the spatial error. Based on the regularity of the time discrete system, the temporal error estimate is derived. Using the property of the Ritz projection operator, the spatial error is deduced. Unconditional superclose result in H¹-norm is obtained, with no additional regularity assumption about the exact solution of the problem considered. Then the global superconvergence error estimate is obtained through the interpolated postprocessing technique. In order to reduce storage and computation time, a fast finite element method evaluation scheme for solving the nonlinear time fractional diffusion equation is developed. To confirm the theoretical error analysis, some numerical results are provided.     

A higher accuracy predictor-corrector method for the simulation of sea pollution

A predictor-corrector scheme developed for the integration of the equations describing the evolution of interactive pollutants in a shallow sea, has been improved by introducing a compact differencing of the spatial derivatives. The higher-order scheme is shown to be far less sensitive to nonlinear instability and to need no stabilizing numerical diffusion. It allows a very good representation of the diffusive processes in cases where the advection terms are strongly dominant.     

Numerical simulation for the variable-order Galilei invariant advection diffusion equation with a nonlinear source term

In this paper, we consider the variable-order Galilei advection diffusion equation with a nonlinear source term. A numerical scheme with first order temporal accuracy and second order spatial accuracy is developed to simulate the equation. The stability and convergence of the numerical scheme are analyzed. Besides, another numerical scheme for improving temporal accuracy is also developed. Finally, some numerical examples are given and the results demonstrate the effectiveness of theoretical analysis.     

An improved coarse-mesh nodal integral method for partial differential equations

An improved variation of the nodal integral method to solve partial differential equations has been developed and implemented. Rather than treating all of the nonlinear terms as the so-called pseudo-source terms (to be approximated), in this modified version of the nodal integral method, by approximating part of the nonlinear terms in terms of the discrete variable(s) that ultimately result at the end of the formulation process, some or all of the nonlinear terms are kept on the left-hand side in the transverse-integrated equations, which are to be solved analytically. Application of the method to solve the Burgers equation leads to exponential variation within the nodes and shows that the resulting scheme has inherent upwinding. Reconstruction of node interior solution—as a function of one independent variable, and averaged in all others—makes it possible to obtain rather accurate solutions even on a fine scale. Results of the numerical analysis and comparison with results of other methods reported in the literature show that the new method is comparable and sometimes better in accuracy than the currently used schemes. Extension to multidimensional, time-dependent problems is straightforward. © 1997 John Wiley & Sons, Inc.     

Numerical approximations for the nonlinear time fractional reaction–diffusion equation

In this article, we propose an implicit pseudospectral scheme for nonlinear time fractional reaction–diffusion equations with Neumann boundary conditions, which is based upon Gauss–Lobatto–Legendre–Birkhoff pseudospectral method in space and finite difference method in time. A priori estimate of numerical solution is given firstly. Then the existence of numerical solution is proved by Brouwer fixed point theorem and the uniqueness is obtained. It is proved rigorously that the fully discrete scheme is unconditionally stable and convergent. Furthermore, we develop a modified scheme by adding correction terms for the problem with nonsmooth solutions. Numerical examples are given to verify the theoretical analysis.     

Numerical solution of an optimal investment problem with proportional transaction costs

This paper mainly concerns the numerical solution of a nonlinear parabolic double obstacle problem arising in a finite-horizon optimal investment problem with proportional transaction costs. The problem is initially posed in terms of an evolutive HJB equation with gradient constraints and the properties of the utility function allow to obtain the optimal investment solution from a nonlinear problem posed in one spatial variable. The proposed numerical methods mainly consist of a localization procedure to pose the problem on a bounded domain, a characteristics method for time discretization to deal with the large gradients of the solution, a Newton algorithm to solve the nonlinear term in the governing equation and a projected relaxation scheme to cope with the double obstacle (free boundary) feature. Moreover, piecewise linear Lagrange finite elements for spatial discretization are considered. Numerical results illustrate the performance of the set of numerical techniques by recovering all qualitative properties proved in Dai and Yi (2009) [6].     

Nonlinear Galerkin method and two-step method for the Navier-Stokes equations

This article represents a new nonlinear Galerkin scheme for the Navier-Stokes equations. This scheme consists of a nonlinear Galerkin finite element method and a two-step difference method. Moreover, we also provide a Galerkin scheme. By convergence analysis, two numerical schemes have the same second-order convergence accuracy for the spatial discretization and time discretization if H is chosen such that H = O(h^2/3). However, the nonlinear Galerkin scheme is simpler than the Galerkin scheme, namely, this scheme can save a large amount of computational time. © 1996 John Wiley & Sons, Inc.     

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.     

变系数Burgers方程的一种预处理谱方法

本文用预处理Legendre-Galerkin-Chebyshev配置方法来求解二阶变系数Burgers方程,该方法首先对方程进行预处理,然后在空间方向应用Legendre-Galerkin-Chebyshev配置方法,对时间方向采用leap-frog/Crank-Nicolson格式进行离散,这样可使得变系数项和非线性项能够显式计算.我们对该方法进行了误差估计,并通过数值算例验证了算法的有效性和理论分析的正确性.     

Convergence of a non-stiff boundary integral method for interfacial flows with surface tension

Boundary integral methods to simulate interfacial flows are very sensitive to numerical instabilities. In addition, surface tension introduces nonlinear terms with high order spatial derivatives into the interface dynamics. This makes the spatial discretization even more difficult and, at the same time, imposes a severe time step constraint for stable explicit time integration methods.

A proof of the convergence of a reformulated boundary integral method for two-density fluid interfaces with surface tension is presented. The method is based on a scheme introduced by Hou, Lowengrub and Shelley [ J. Comp. Phys. 114 (1994), pp. 312-338] to remove the high order stability constraint or stiffness. Some numerical filtering is applied carefully at certain places in the discretization to guarantee stability. The key of the proof is to identify the most singular terms of the method and to show, through energy estimates, that these terms balance one another.

The analysis is at a time continuous-space discrete level but a fully discrete case for a simple Hele-Shaw interface is also studied. The time discrete analysis shows that the high order stiffness is removed and also provides an estimate of how the CFL constraint depends on the curvature and regularity of the solution.

The robustness of the method is illustrated with several numerical examples. A numerical simulation of an unstably stratified two-density interfacial flow shows the roll-up of the interface; the computations proceed up to a time where the interface is about to pinch off and trapped bubbles of fluid are formed. The method remains stable even in the full nonlinear regime of motion. Another application of the method shows the process of drop formation in a falling single fluid.

     

Locally linearized fractional step methods for nonlinear parabolic problems

This work deals with the efficient numerical solution of a class of nonlinear time-dependent reaction-diffusion equations. Via the method of lines approach, we first perform the spatial discretization of the original problem by applying a mimetic finite difference scheme. The system of ordinary differential equations arising from that process is then integrated in time with a linearly implicit fractional step method. For that purpose, we locally decompose the discrete nonlinear diffusion operator using suitable Taylor expansions and a domain decomposition splitting technique. The totally discrete scheme considers implicit time integrations for the linear terms while explicitly handling the nonlinear ones. As a result, the original problem is reduced to the solution of several linear systems per time step which can be trivially decomposed into a set of uncoupled parallelizable linear subsystems. The convergence of the proposed methods is illustrated by numerical experiments.