The Convergence and Stability of Splitting Finite-Difference Schemes for Nonlinear Evolutionary Equations

We consider a splitting finite-difference scheme for an initial-boundary value problem for a two-dimensional nonlinear evolutionary equation. The problem is split into nonlinear and linear parts. The linear part is also split into locally one-dimensional equations. We prove the convergence and stability of the scheme in L ₂ and C norms. Printed in Lietuvos Matematikos Rinkinys, Vol. 45, No. 3, pp. 413–434, July–September, 2005.     

Numerical Schemes for Rough Parabolic Equations

This paper is devoted to the study of numerical approximation schemes for a class of parabolic equations on (0,1) perturbed by a non-linear rough signal. It is the continuation of Deya (Electron. J. Probab. 16:1489–1518, 2011) and Deya et al. (Probab. Theory Relat. Fields, to appear), where the existence and uniqueness of a solution has been established. The approach combines rough paths methods with standard considerations on discretizing stochastic PDEs. The results apply to a geometric 2-rough path, which covers the case of the multidimensional fractional Brownian motion with Hurst index H>1/3.     

Solution Decomposition Schemes for Second-Order Evolution Equations

Differential Equations - For evolution problems, the approximate solution on the upper time level is often obtained from a number of simpler problems. Standard splitting schemes use an additive...     

Revisit of Semi-Implicit Schemes for Phase-Field Equations

It is a very common practice to use semi-implicit schemes in various computations, which treat selected linear terms implicitly and the nonlinear terms explicitly. For phase-field equations, the principal elliptic operator is treated implicitly to reduce the associated stability constraints while the nonlinear terms are still treated explicitly to avoid the expensive process of solving nonlinear equations at each time step. However, very few recent numerical analysis is relevant to semi-implicit schemes, while "stabilized" schemes have become very popular. In this work, we will consider semi-implicit schemes for the Allen-Cahn equation with $general$ $potential$ function. It will be demonstrated that the maximum principle is valid and the energy stability also holds for the numerical solutions. This paper extends the result of Tang & Yang (J. Comput. Math., 34(5) (2016), pp. 471-481), which studies the semi-implicit scheme for the Allen-Cahn equation with $polynomial$ $potentials$.     

Alternating Triangular Schemes for Second-Order Evolution Equations

Computational Mathematics and Mathematical Physics - Schemes of the Samarskii alternating triangular method are based on splitting the problem operator into two operators that are conjugate to each...     

Central Part Interpolation Schemes for Integral Equations

In a weakly singular integral equation of the second kind, we perform a smoothing change of variables and solve the resulting equation either by the collocation or by the product integration method based on a “central part” interpolation by polynomials on the uniform grid. Optimal convergence order of both methods is established. The latter method is hopeful due to especially simple and cheap assembling of the algebraic system of equations.     

On Discretization Schemes for Stochastic Evolution Equations

Stochastic evolutional equations with monotone operators are considered in Banach spaces. Explicit and implicit numerical schemes are presented. The convergence of the approximations to the solution of the equations is proved. Mathematics Subject Classifications (2000) Primary: 60H15; Secondary: 65M60.István Gyöngy: This paper was written while the first named author was visiting the University of Paris X. The research of this author is partially supported by EU Network HARP.Annie Millet: The research of the second named author is partially supported by the research project BMF2003-01345.     

求解Euler方程的高精度熵相容格式

熵相容格式相比于一般的熵稳定格式进一步控制了激波处的熵增量,一维情况下能有效消除膨胀激波及间断处的伪振荡等现象.对于Euler方程,可以通过对特征变量进行WENO重构以获得高阶熵相容格式的数值粘性项,然后与高阶熵守恒格式结合得到高精度熵相容格式,在WENO重构过程中的权重关于特征变量是非线性的,这导致了大量的向量内积运算.通过用压强和熵代替特征变量来计算权重,可以显著减少重构的计算量,并且数值算例表明这种权重的计算方式能很好地保持数值格式的高阶精度和基本无振荡的效果.     

Nonstandard Finite Difference Schemes for Differential Equations

This paper gives an introduction to nonstandard finite difference methods useful for the construction of discrete models of differential equations when numerical solutions are required. While the general rules for such schemes are not precisely known at the present time, several important criterion have been found. We provide an explanation of their significance and apply them to several model ordinary and partial differential equations. The paper ends with a discussion of several outstanding problems in this area and other related issues.     

New Sixth-Order Compact Schemes for Poisson/Helmholtz Equations

Some new sixth-order compact finite difference schemes for Poisson/Helmholtz equations on rectangular domains in both two- and three-dimensions are developed and analyzed. Different from a few sixth-order compact finite difference schemes in the literature, the finite difference and weight coefficients of the new methods have analytic simple expressions. One of the new ideas is to use a weighted combination of the source term at staggered grid points which is important for grid points near the boundary and avoids partial derivatives of the source term. Furthermore, the new compact schemes are exact for 2D and 3D Poisson equations if the solution is a polynomial less than or equal to 6. The coefficient matrices of the new schemes are $M$-matrices for Helmholtz equations with wave number $K≤0,$ which guarantee the discrete maximum principle and lead to the convergence of the new sixth-order compact schemes. Numerical examples in both 2D and 3D are presented to verify the effectiveness of the proposed schemes.     

A New Kind of Schemes for the Operator Equations

This paper provides a new kind of three-layer explicit schemes for solving the operator equation. It has good stability, and suits particularly the semidiscrete problems arising from solving multi-dimensional parabolic-type equations by the finite element method. The amount of its computation time is far less than that of various economical schemes of the difference method. If the accuracy of the nonstandard finite element schemes (2.7) is not enough, it can be improved using extrapolations.     

Criterion for the Stability of Difference Schemes for Nonlinear Differential Equations

Differential Equations - For abstract nonlinear difference schemes with operators acting in finite-dimensional Banach spaces, a stability criterion is stated and proved; namely, for a consistent...     

On Error Bounds for Approximation Schemes for Non-Convex Degenerate Elliptic Equations

In this paper we provide estimates of the rates of convergence of monotone approximation schemes for non-convex equations in one space-dimension. The equations under consideration are the degenerate elliptic Isaacs equations with x-depending coefficients, and the results applies in particular to certain finite difference methods and control schemes based on the dynamic programming principle. Recently, Krylov, Barles, and Jakobsen obtained similar estimates for convex Hamilton–Jacobi–Bellman equations in arbitrary space-dimensions. Our results are only valid in one space-dimension, but they are the first results of this type for non-convex second-order equations.     

对流扩散方程的高效稳定差分格式

基于二阶修正Dennis格式 ,提出了采用时间相关法求解定常对流扩散方程的一种具有节省内存空间和提高定常解收敛速度的有理式型优化半隐和松驰半隐紧致格式 .本文建立的差分格式具有运算量小、无网格雷诺数限制的优点 ,是无条件稳定和无条件单调的。通过对非线性Burgers方程进行的数值计算结果表明 ,文中构造的有理式型优化半隐和松驰半隐紧致格式适合于非线性问题计算 ,且保持了无条件稳定和无条件单调的特性 ,尤其能使定常解收敛速度加快 ,精度提高 .     

Moving-Water Equilibria Preserving HLL-Type Schemes for the Shallow Water Equations

We construct new HLL-type moving-water equilibria preserving upwind schemes for the one-dimensional Saint-Venant system of shallow water equations with nonflat bottom topography. The designed first-and secondorder schemes are tested on a number of numerical examples, in which we verify the well-balanced property as well as the ability of the proposed schemes to accurately capture small perturbations of moving-water steady states.     

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,