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.     

Polynomial spline approach for solving second-order boundary-value problems with Neumann conditions

In this paper, a new difference scheme based on quartic splines is derived for solving linear and nonlinear second-order ordinary differential equations subject to Neumann-type boundary conditions. The scheme can achieve sixth order accuracy at the interior nodal points and fourth order accuracy at and near the boundary, which is superior to the well-known Numerov’s scheme with the accuracy being fourth order. Convergence analysis of the present method for linear cases is discussed. Finally, numerical results for both linear and nonlinear cases are given to illustrate the efficiency of our method.     

Application of Richardson extrapolation to the numerical solution of partial differential equations

Richardson extrapolation is a methodology for improving the order of accuracy of numerical solutions that involve the use of a discretization size h. By combining the results from numerical solutions using a sequence of related discretization sizes, the leading order error terms can be methodically removed, resulting in higher order accurate results. Richardson extrapolation is commonly used within the numerical approximation of partial differential equations to improve certain predictive quantities such as the drag or lift of an airfoil, once these quantities are calculated on a sequence of meshes, but it is not widely used to determine the numerical solution of partial differential equations. Within this article, Richardson extrapolation is applied directly to the solution algorithm used within existing numerical solvers of partial differential equations to increase the order of accuracy of the numerical result without referring to the details of the methodology or its implementation within the numerical code. Only the order of accuracy of the existing solver and certain interpolations required to pass information between the mesh levels are needed to improve the order of accuracy and the overall solution accuracy. Using the proposed methodology, Richardson extrapolation is used to increase the order of accuracy of numerical solutions of the linear heat and wave equations and of the nonlinear St. Venant equations in one‐dimension. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Regarding the accuracy of optimal eighth-order methods

It is widely known that when the order of root solvers increases, their accuracy comes up as well. In light of this, most of the researchers in this field of study have tried to increase the order of known schemes for obtaining optimal three-step eighth-order methods in which there are four evaluations per iteration. The aim of this article is to challenge this standpoint when the starting points are in the vicinity of the root, but not so close. Toward this end, a novel method of order six with the same number of evaluations per iteration is suggested and demonstrated while its accuracy is better than the accuracy of optimal eighth-order schemes for such initial guesses. The superiority of the developed technique is confirmed by numerical examples.     

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.     

A Fourier spectral method for fractional-in-space Cahn–Hilliard equation

In this paper, a fractional extension of the Cahn–Hilliard (CH) phase field model is proposed, i.e. the fractional-in-space CH equation. The fractional order controls the thickness and the lifetime of the interface, which is typically diffusive in integer order case. An unconditionally energy stable Fourier spectral scheme is developed to solve the fractional equation with periodic or Neumann boundary conditions. This method is of spectral accuracy in space and of second-order accuracy in time. The main advantages of this method are that it yields high precision and high efficiency. Moreover, an extra stabilizing term is added to obey the energy decay property while maintaining accuracy and simplicity. Numerical experiments are presented to confirm the accuracy and effectiveness of the proposed method.     

一种基于过滤与反卷积的新型高阶浸没边界法

传统浸没边界法在边界附近只有一阶精度,而高精度的改进方法都需要额外引入跳跃条件,因此不具备普适性．文中设计了一种基于过滤和反卷积的新型算法,既在一定程度上提高了精度,又避免了以往方法中引入额外跳跃条件的难题．通过一个简单的一维算例验证了新算法可以达到接近二阶精度,其具体的精度值与反卷积步骤中选取的逆核函数在积分域边界的连续性有关．     

A new fourth‐order numerical algorithm for a class of three‐dimensional nonlinear evolution equations

In this article, a new compact alternating direction implicit finite difference scheme is derived for solving a class of 3‐D nonlinear evolution equations. By the discrete energy method, it is shown that the new difference scheme has good stability and can attain second‐order accuracy in time and fourth‐order accuracy in space with respect to the discrete H¹ ‐norm. A Richardson extrapolation algorithm is applied to achieve fourth‐order accuracy in temporal dimension. Numerical experiments illustrate the accuracy and efficiency of the extrapolation algorithm. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

四阶杆振动方程的两类高精度辛格式

In this paper, we present two classes of symplectic schemes with high order accuracy for solving four-order rod vibration equation utt uxxxx=0 via the third type generating function method. First, the equation of four order rod vibration is written into the canonical Hamilton system; second, overcoming successfully the essential difficult on the calculus of high order variations derivative, we get the semi-discretization with arbitrary order of accuracy in time direction for the PDEs by the third type generating function method. Furthermore the discretization of the related modified equation of original equation is obtained. Finally, arbitrary order accuracy symplectic schemes are obtained. Numerical results are also presented to show the effectiveness of the scheme, high order accuracy and properties of excellent long-time numerical behavior.     

一维定常型对流占优扩散方程的一类迎风有限体积格式

本文针对一维定常型对流占优扩散方程提出了一类迎风有限体积格式 .该格式对对流项具有二阶精度 ,对扩散项保持一阶精度 ,符合对流占优扩散问题强对流、弱扩散的特点 .     

A numerical technique based on B-spline for a class of time-fractional diffusion equation

This paper presents an efficient numerical technique for solving a class of time-fractional diffusion equation. The time-fractional derivative is described in the Caputo form. The L1 scheme is used for discretization of Caputo fractional derivative and a collocation approach based on sextic B-spline basis function is employed for discretization of space variable. The unconditional stability of the fully-discrete scheme is analyzed. Two numerical examples are considered to demonstrate the accuracy and applicability of our scheme. The proposed scheme is shown to be sixth order accuracy with respect to space variable and (2 − α)-th order accuracy with respect to time variable, where α is the order of temporal fractional derivative. The numerical results obtained are compared with other existing numerical methods to justify the advantage of present method. The CPU time for the proposed scheme is provided.     

外推法对奇异摄动问题数值解的应用

在本文中讨论了外推法对椭圆一抛物奇异摄动问题数值解的应用,提高了解的精度,估出了精度的阶数,并对文[1]中的一致收敛性在附录中给出证明.     

A gray model for increasing sequences with nonhomogeneous index trends based on fractional‐order accumulation

By comparing the class ratio deviation and restoring error of first‐order accumulation with that of fractional‐order accumulation, a gray model for monotonically increasing sequences can obtain optimal simulation accuracy via selecting a proper cumulative order. In this study, a gray model for increasing sequences with nonhomogeneous index trends based on fractional‐order accumulation is proposed. To reduce the modeling error caused by the background value and to improve the prediction accuracy of the model, an optimized model using the 3/8 Simpson formula is constructed. Finally, the 2 proposed models are used to predict the total energy consumption in China and the monthly sales of new products in an enterprise. Compared with the GM(1,1) model based on fractional‐order accumulation, the proposed model exhibits better simulation and prediction accuracy.     

An algorithm for the finite difference approximation of derivatives with arbitrary degree and order of accuracy

In this paper, we introduce an algorithm and a computer code for numerical differentiation of discrete functions. The algorithm presented is suitable for calculating derivatives of any degree with any arbitrary order of accuracy over all the known function sampling points. The algorithm introduced avoids the labour of preliminary differencing and is in fact more convenient than using the tabulated finite difference formulas, in particular when the derivatives are required with high approximation accuracy. Moreover, the given Matlab computer code can be implemented to solve boundary-value ordinary and partial differential equations with high numerical accuracy. The numerical technique is based on the undetermined coefficient method in conjunction with Taylor’s expansion. To avoid the difficulty of solving a system of linear equations, an explicit closed form equation for the weighting coefficients is derived in terms of the elementary symmetric functions. This is done by using an explicit closed formula for the Vandermonde matrix inverse. Moreover, the code is designed to give a unified approximation order throughout the given domain. A numerical differentiation example is used to investigate the validity and feasibility of the algorithm and the code. It is found that the method and the code work properly for any degree of derivative and any order of accuracy.     

粘弹性方程类Wilson元的整体超收敛和外推

本文借助双线性元积分恒等式技巧,对粘弹性方程的类Wilson元解进行了高精度分析.通过证明类 Wilson元的非协调误差在矩形网格下可以达到O(h3)这一独特性质及利用插值后处理技术给出了H1模意义下O(h2)阶的超逼近和整体超收敛结果.进而通过构造合适的外推格式,得到具有更高阶O(h3)精度的数值逼近解.     

A high‐order ADI finite difference scheme for a 3D reaction‐diffusion equation with neumann boundary condition

In this article, we extend the fourth‐order compact boundary scheme in Liao et al. (Numer Methods Partial Differential Equations 18 (2002), 340–354) to a 3D problem and then combine it with the fourth‐order compact alternating direction implicit (ADI) method in Gu et al. (J Comput Appl Math 155 (2003), 1–17) to solve the 3D reaction‐diffusion equation with Neumann boundary condition. First, the reaction‐diffusion equation is solved with a compact fourth‐order finite difference method based on the Padé approximation, which is then combined with the ADI method and a fourth‐order compact scheme to approximate the Neumann boundary condition, to obtain fourth order accuracy in space. The accuracy in the temporal dimension is improved to fourth order by applying the Richardson extrapolation technique, although the unconditional stability of the numerical method is proved, and several numerical examples are presented to demonstrate the accuracy and efficiency of the proposed new algorithm. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Generalized three-point difference schemes of high order of accuracy for nonlinear ordinary differential equations of the second order

For nonlinear ordinary differential equations of the second order with a derivative on the right-hand side and boundary conditions of the first kind, we construct and justify generalized three-point difference schemes of high order of accuracy on a nonuniform mesh. The existence and uniqueness of their solutions are proved, and an a priori estimate of the accuracy is obtained.     

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.     

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.     

虚拟解法分析浸入边界法的精度

浸入边界法是对流固耦合系统进行建模和模拟的有效工具,在生物力学领域的应用尤为广泛．该文的工作主要包含两个部分:程序验证和精度分析．前者证明了程序的正确性,后者给出了浸入边界法的精度．两部分工作均使用虚拟解法作为研究工具．在程序验证部分,使用二阶空间离散格式进行数值计算,通过分析各种变量的离散误差,得到的程序计算精度阶是二阶,与理论精度阶一致,证明了数值计算所使用程序的正确性．精度分析部分工作在此基础上展开．引入压强跳跃,在动量方程中加入相应源项,通过分析带有源项的控制方程中各物理量的离散误差,证明浸入边界法只具有一阶精度．同时可以得出以下结论:粗网格无法敏感地捕捉浸入边界的影响;当Euler网格固定时,增加Lagrange标志点的数目并不会改善计算误差．