A fourth-order accurate method for fourth-order two-point nonlinear boundary value problems

A fourth-order accurate finite difference method is developed for a class of fourth order nonlinear two-point boundary value problems. The method leads to a pentadiagonal scheme in the linear cases, which often arise in the beam deflection theory. The convergence of the method is tested numerically on examples from the literature.     

A smooth approximation based on exponential spline solutions for nonlinear fourth order two point boundary value problems

Methods of order two, four and six based on Exponential spline functions consisting of a polynomial part of degree three and an exponential part is developed to find approximation of linear and nonlinear fourth order two point boundary value problems. It is shown that the free parameter k of the exponential part can be used to raise the order of accuracy of the new scheme. Convergence analysis of these methods is shown along with numerical examples each for linear and nonlinear are included to illustrate the practical usefulness of our methods.     

A fourth‐order compact algorithm for nonlinear reaction‐diffusion equations with Neumann boundary conditions

In this article, we discuss a scheme for dealing with Neumann and mixed boundary conditions using a compact stencil. The resulting compact algorithm for solving systems of nonlinear reaction‐diffusion equations is fourth‐order accurate in both the temporal and spatial dimensions. We also prove that the standard second‐order approximation to zero Neumann boundary conditions provides fourth‐order accuracy when the nonlinear reaction term is independent of the spatial variables. Numerical examples, including an application of this algorithm to a mathematical model describing frontal polymerization process, are presented in the article to demonstrate the accuracy and efficiency of the scheme. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

两点混合边值问题的紧有限体积格式

本文针对常系数和变系数两点混合边值问题提出一种紧有限体积格式,该格式形成的线性代数方程组具有三对角性质,可以使用追赶法求解.证明格式按照H1半范数具有四阶收敛精度.利用节点计算值,给出单元中点值和一阶导数值的高精度后处理计算公式,这两个公式同样具有四阶精度.数值算例验证了理论分析的正确性,并说明了格式的有效性.     

The Application of Integral Equations to the Numerical Solution of Nonlinear Singular Perturbation Problems

1.AContinuousProblemWeconsiderthefOllowingsingularlyperturbedboundaryvalueprob1em:whereEisasmallpositiveparameter.WeassumethatAccordingto[2],wecanproveLemma1.Suppo8ethatcondition(2)ls8atisfied.Therecxistsaunique8olutionuEC'(I)topro5lem(1),andthefOllowingrepresentationholds:u(x)=uo(x) Vo(x) Vl(x),whereVo(x)=atexp(-ry-),Vl(x)=Mexp(-ryap),andIu8t)(x)ISM,i=O,1,',6,xEI(ThroughoutthepaperMdenotesanyconstantindePendentOfE).Theproofofthefollowinglemmaisbasedonthemonotonicityof(l),andcanb…     

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     

A cubic spline method for the solution of a linear fourth-order two-point boundary value problem

A cubic spline method is described for the numerical solution of a two-point boundary value problem, involving a fourth order linear differential equation. This spline method is shown to be closely related to a known fourth order finite difference scheme.     

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     

Some Advances in the Study of Error Expansion for Finite Elements

For the eigenvalue problem on a smooth domain we prove that the Richardson extrapolation increases the accuracy from second to third order for linear finite elements, and from fourth ro fifth order for quadratic finite elements, without modification of the scheme near the boundary.     

Boundary equations in the finite transfer method for solving differential equation systems

The finite transfer method is going to be used to solve a p system of linear ordinary differential equations. The complete problem is extended by adding the p boundary equations involved. It is chosen a fourth order scheme to obtain finite transfer expressions. A recurrence strategy is used in these equations and permits one to relate different points in the domain where boundary equations are defined. Finally a 2p algebraic system of equations is noted and solved. To show the efficiency and accuracy, the method is applied to determine the structural behavior of a bending beam with different supports and to solve a differential equation of second degree with different boundary conditions.     

A new high accuracy finite difference discretization for the solution of 2D nonlinear biharmonic equations using coupled approach

In this article, using coupled approach, we discuss fourth order finite difference approximation for the solution of two dimensional nonlinear biharmonic partial differential equations on a 9‐point compact stencil. The solutions of unknown variable and its Laplacian are obtained at each internal grid points. This discretization allows us to use the Dirichlet boundary conditions only and there is no need to discretize the derivative boundary conditions. We require only system of two equations to obtain the solution and its Laplacian. The proposed fourth order method is used to solve a set of test problems and produce high accuracy numerical solutions. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

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.     

On the numerical solution of the flow between a rotating and a stationary disk

The flow between two co-axial, infinite disks, one rotating with constant angular velocity and one stationary is treated in this paper. The problem is reduced to that of finding the solution of a two-point boundary value for a sixth order nonlinear ordinary differential equation and three boundary conditions at each of a finite interval. The numerical solutions are obtained by using a fourth order Runge-Kutta integration scheme in modification due to Gill and in conjunction with a modified shooting method to correct the initial guesses at one boundary. The numerical calculations for different Reynolds numbers are carried out. The results obtained by this method are compared with available results. The comparison shows excellent agreement.     

On positive solutions for a fourth order asymptotically linear elliptic equation under Navier boundary conditions

A result on existence of positive solution for a fourth order nonlinear elliptic equation under Navier boundary conditions is established. The nonlinear term involved is asymptotically linear both at the origin and at infinity. We exploit topological degree theory and global bifurcation.     

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.     

A high‐order compact boundary value method for solving one‐dimensional heat equations

We combine fourth‐order boundary value methods (BVMs) for discretizing the temporal variable with fourth‐order compact difference scheme for discretizing the spatial variable to solve one‐dimensional heat equations. This class of new compact difference schemes achieve fourth‐order accuracy in both temporal and spatial variables and are unconditionally stable due to the favorable stability property of BVMs. Numerical results are presented to demonstrate the accuracy and efficiency of the new compact difference scheme, compared to the standard second‐order Crank‐Nicolson scheme. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 846–857, 2003.     

The dual reciprocity boundary integral equation technique to solve a class of the linear and nonlinear fractional partial differential equations

In this paper, we apply the boundary integral equation technique and the dual reciprocity boundary elements method (DRBEM) for the numerical solution of linear and nonlinear time‐fractional partial differential equations (TFPDEs). The main aim of the present paper is to examine the applicability and efficiency of DRBEM for solving TFPDEs. We employ the time‐stepping scheme to approximate the time derivative, and the method of linear radial basis functions is also used in the DRBEM technique. This method is improved by using a predictor–corrector scheme to overcome the nonlinearity that appears in the nonlinear problems under consideration. To confirm the accuracy of the new approach, several examples are presented. The convergence of the DRBEM is studied numerically by comparing the exact solutions of the problems under investigation. Copyright © 2015 John Wiley & Sons, Ltd.     

Convergence of compact ADI method for solving linear Schrödinger equations

A compact ADI scheme of second‐order in time and fourth‐order in space is proposed for solving linear Schrödinger equations with periodic boundary conditions. By using the recently suggested discrete energy method, it is shown that the stable compact ADI method is unconditionally convergent in the maximum norm. Numerical experiments, including the comparisons with the second‐order ADI scheme and the time‐splitting Fourier pseudospectral method, are presented to support the theoretical results and show the effectiveness of our method. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2012     

Solving two-point boundary value problems using combined homotopy perturbation method and Green’s function method

In this paper, an algorithm is proposed for the solution of second-order boundary value problems with two-point boundary conditions. The Green’s function method is applied first to transform the ordinary differential equation into an equivalent integral one, which has already satisfied the boundary conditions. And then, the homotopy perturbation method is used to the resulting equation to construct the numerical solution for such problems. Numerical examples demonstrate the efficiency and reliability of the algorithm developed, it is quite accurate and readily implemented for both linear and nonlinear differential equations with homogeneous and nonhomogeneous boundary conditions. Furthermore, the lower order approximation is of higher accuracy for most cases. Some other extended applications of this algorithm are also exhibited.     

Method of weighted residuals as applied to nonlinear differential equations

A new method for solving a class of nonlinear boundary-value problems is presented. In this method, the nonlinear equation is linearized by guessing an initial solution and using it to evaluate the nonlinear terms. Next, a method of weighted residuals is applied to transform the linearized form of the boundary value problem to an initial value problem. The second (improved) solution is obtained by integrating the initial value problem by a fourth order Runge-Kutta scheme. The entire process is repeated until a desired convergence criterion is achieved.