Difference schemes with intrinsic parallelism for quasi-linear parabolic systems

The boundary value problem for quasi-linear parabolic system is solved by the finite difference method with intrinsic parallelism. The existence and uniqueness and convergence theorems of the discrete vector solutions of the nonlinear difference system with intrinsic parallelism are proved. The limiting vector function is just the unique generalized solution of the original problem for the parabolic system. Project supported by the National Natural Science Foundation of China and the Foundation of Chinese Academy of Engineering Physics.     

The unconditional stable and convergent difference methods with intrinsic parallelism for quasilinear parabolic systems

A kind of the general finite difference schemes with intrinsic parallelism forthe boundary value problem of the quasilinear parabolic system is studied without assum-ing heuristically that the original boundary value problem has the unique smooth vectorsolution. By the method of a priori estimation of the discrete solutions of the nonlineardifference systems, and the interpolation formulas of the various norms of the discretefunctions and the fixed-point technique in finite dimensional Euclidean space, the exis-tence and uniqueness of the discrete vector solutions of the nonlinear difference systemwith intrinsic parallelism are proved. Moreover the unconditional stability of the generalfinite difference schemes with intrinsic parallelism is justified in the sense of the continu-ous dependence of the discrete vector solution of the difference schemes on the discretedata of the original problems in the discrete w_2~(2,1) norms. Finally the convergence of thediscrete vector solutions of the certain differe     

Unconditional stability of parallel alternating difference schemes for semilinear parabolic systems

The general alternating schemes with intrinsic parallelism for semilinear parabolic systems are studied. First we prove the a priori estimates in the discrete H¹ space of the difference solution for these schemes. Then the existence of the difference solution for these schemes follows from the fixed point principle. Finally the unconditional stability of the general alternating schemes is proved. The alternating group explicit scheme, the alternating segment explicit–implicit scheme and the alternating segment Crank–Nicolson scheme are the special cases of the general alternating schemes.     

General difference schemes with intrinsic parallelism for nonlinear parabolic systems

The boundary value problem for nonlinear parabolic system is solved by the finite difference method with intrinsic parallelism. The existence of the discrete vector solution for the general finite difference schemes with intrinsic parallelism is proved by the fixed-point technique in finite-dimensional Euclidean space. The convergence and stability theorems of the discrete vector solutions of the nonlinear difference system with intrinsic parallelism are proved. The limitation vector function is just the unique generalized solution of the original problem for the parabolic system.     

Parallel difference schemes with interface extrapolation terms for quasi-linear parabolic systems

In this paper some new parallel difference schemes with interface extrapolation terms for a quasi-linear parabolic system of equations are constructed. Two types of time extrapolations are proposed to give the interface values on the interface of sub-domains or the values adjacent to the interface points, so that the unconditional stable parallel schemes with the second accuracy are formed. Without assuming heuristically that the original boundary value problem has the unique smooth vector solution, the existence and uniqueness of the discrete vector solutions of the parallel difference schemes constructed are proved. Moreover the unconditional stability of the parallel difference schemes is justified in the sense of the continuous dependence of the discrete vector solution of the schemes on the discrete known data of the original problems in the discrete W2(2,1) (Q△) norms. Finally the convergence of the discrete vector solutions of the parallel difference schemes with interface extrapolation terms to the unique generalized solution of the original quasi-linear parabolic problem is proved. Numerical results are presented to show the good performance of the parallel schemes, including the unconditional stability, the second accuracy and the high parallelism.     

四维抛物型方程的高精度分支稳定的显式差分格式

对四维抛物型方程构造了一个高精度显格式,格式的稳定性条件为r=Δt/Δx2=△t/Δy2=△t/△z2=Δt/Δw2<1/2,截断误差阶达到O(Δt2 Δx4),通过数值实验,表明本文理论分析的正确性和文中格式较同类格式的优越性.     

A second‐order linearized difference scheme on nonuniform meshes for nonlinear parabolic systems with Neumann boundary value conditions

A linearized three‐level difference scheme on nonuniform meshes is derived by the method of the reduction of order for the Neumann boundary value problem of a nonlinear parabolic system. It is proved that the difference scheme is uniquely solvable and second‐order convergent in L_∞‐norm. A numerical example is given. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 230–247, 2004     

STABILITY OF DIFFERENCE SCHEMES FOR NONLINEAR PARABOLIC SYSTEMS WITH THREE DIMENSIONS

1.Introduction1).Inthepresentworkwearegoingtostudythedeferenceschemesfortheboundaryvalueproblemofthenonlinearparabolicsystemsofpartialdifferentialequationswithtwoandthreespacedimensions.Inthecaseofthreespacedimension,thenonlinearparabolicsystemisoftheformat~A(x,y,z,t,u,aamactu.)(u.. aam u..) f(x,y,z,t,aliojac,u.),(1)whereu=(altuZI',urn)istheunknownm-dimensionalvectorfunction(m3l),A(x,yiitt,u,PI,pz,ps)isagivenmXmmatrixfunction,f(x,y,itt,utpl,p2,p3)isthegivenmdimensionalvectorfunctionandalso…     

Stability of difference schemes for two-dimensional parabolic equations with non-local boundary conditions

The stability of difference schemes for one-dimensional and two-dimensional parabolic equations, subject to non-local (Bitsadze-Samarskii type) boundary conditions is dealt with. To analyze the stability of difference schemes, the structure of the spectrum of the matrix that defines the linear system of difference equations for a respective stationary problem is studied. Depending on the values of parameters in non-local conditions, this matrix can have one zero, one negative or complex eigenvalues. The stepwise stability is proved and the domain of stability of difference schemes is found.     

Finite difference schemes for the two‐dimensional semilinear wave equation

In this article, two finite difference schemes for solving the semilinear wave equation are proposed. The unique solvability and the stability are discussed. The second‐order accuracy convergence in both time and space in the discrete H¹‐norm for the two proposed difference schemes is proved. Numerical experiments are performed to support our theoretical results.     

色散方程的一类本性并行的差分格式

对一维色散方程给出了本性并行的一般的交替差分格式，证明了该类格式的绝对稳定性已有的交替分组显格式(AGE)是该类格式的特例．作为特例，进一步得到交替分段显一隐格式(ASF-I)和交替分段Crank-Nicolson格式(ASC-N)．数值实验比较了这几个格式数值解的精确性．     

A second‐order linearized difference scheme on nonuniform meshes for nonlinear parabolic systems with Dirichlet boundary value conditions

A linearized three‐level difference scheme on nonuniform meshes is derived by the method of the reduction of order for the Dirichlet boundary value problem of the nonlinear parabolic systems. It is proved that the difference scheme is uniquely solvable and second order convergent in L_∞‐norm. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 638–652, 2003     

Analysis of some finite difference schemes for two‐dimensional Ginzburg‐Landau equation

We study the rate of convergence of some finite difference schemes to solve the two‐dimensional Ginzburg‐Landau equation. Avoiding the difficulty in estimating the numerical solutions in uniform norm, we prove that all the schemes are of the second‐order convergence in L₂ norm by an induction argument. The unique solvability, stability, and an iterative algorithm are also discussed. A numerical example shows the correction of the theoretical analysis.© 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1340‐1363, 2011     

Maximum norm stability of difference schemes for parabolic equations on overset nonmatching space-time grids

In this paper, theoretical results are described on the maximum norm stability and accuracy of finite difference discretizations of parabolic equations on overset nonmatching space-time grids. We consider parabolic equations containing a linear reaction term on a space-time domain which is decomposed into an overlapping collection of cylindrical subregions of the form , for . Each of the space-time domains are assumed to be independently grided (in parallel) according to the local geometry and space-time regularity of the solution, yielding space-time grids with mesh parameters and . In particular, the different space-time grids need not match on the regions of overlap, and the time steps can differ from one grid to the next. We discretize the parabolic equation on each local grid by employing an explicit or implicit -scheme in time and a finite difference scheme in space satisfying a discrete maximum principle. The local discretizations are coupled together, without the use of Lagrange multipliers, by requiring the boundary values on each space-time grid to match a suitable interpolation of the solution on adjacent grids. The resulting global discretization yields a large system of coupled equations which can be solved by a parallel Schwarz iterative procedure requiring some communication between adjacent subregions. Our analysis employs a contraction mapping argument.

Applications of the results are briefly indicated for reaction-diffusion equations with contractive terms and heterogeneous hyperbolic-parabolic approximations of parabolic equations.

     

High‐order difference schemes for 2D elliptic and parabolic problems with mixed derivatives

We propose a 9‐point fourth‐order finite difference scheme for 2D elliptic problems with a mixed derivative and variable coefficients. The same approach is extended to derive a class of two‐level high‐order compact schemes with weighted time discretization for solving 2D parabolic problems with a mixed derivative. The schemes are fourth‐order accurate in space and second‐ or lower‐order accurate in time depending on the choice of a weighted average parameter μ. Unconditional stability is proved for 0.5 ≤ μ ≤ 1, and numerical experiments supporting our theoretical analysis and confirming the high‐order accuracy of the schemes are presented. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 23: 366–378, 2007     

Finite difference schemes for the fourth-order parabolic equations with different boundary value conditions

In this paper, the fourth-order parabolic equations with different boundary value conditions are studied. Six kinds of boundary value conditions are proposed. Several numerical differential formulae for the fourth-order derivative are established by the quartic interpolation polynomials and their truncation errors are given with the aid of the Taylor expansion with the integral remainders. Effective difference schemes are presented for the third Dirichlet boundary value problem, the first Neumann boundary value problem and the third Neumann boundary value problem, respectively. Some new embedding inequalities on the discrete function spaces are presented and proved. With the method of energy analysis, the unique solvability, unconditional stability and unconditional convergence of the difference schemes are proved. The convergence orders of derived difference schemes are all O(τ² + h²) in appropriate norms. Finally, some numerical examples are provided to confirm the theoretical results.     

Finite difference method of first boundary problem for quasilinear parabolic systems (V)

Iterative difference schemes for the first boundary problem of the quasilinear parabolic system are established and the convergence of the difference solution for the iterative difference schemes to the unique solution of the problem is proved. Project supported by the National Natural Science Foundation of China and the Foundation of CAEP.     

Explicit finite difference schemes with extended stability for advection equations

In this study an explicit central difference approximation of the generalized leap-frog type is applied to the one- and two-dimensional advection equations. The stability of the considered numerical schemes is investigated and the scheme with the largest stable time step is found. For the linear and nonlinear advection equations numerical experiments with different schemes from the considered class are performed in order to evaluate the practical stability of the designed schemes.     

A second‐order accurate difference scheme for the two‐dimensional Burgers' system

In this article, a Crank‐Nicolson‐type finite difference scheme for the two‐dimensional Burgers' system is presented. The existence of the difference solution is shown by Brouwer fixed‐point theorem. The uniqueness of the difference solution and the stability and L₂ convergence of the difference scheme are proved by energy method. An iterative algorithm for the difference scheme is given in detail. Furthermore, a linear predictor–corrector method is presented. The numerical results show that the predictor–corrector method is also convergent with the convergence order of two in both time and space. At last, some comments are provided for the backward Euler scheme. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009