A stable noniterative Prediction/Correction domain decomposition method for hyperbolic problems

In this paper, a noniterative domain decomposition algorithm for solving hyperbolic partial differential equations is presented. The algorithm includes a prediction to estimate the values at the interface and these values are corrected by a scheme that improves the accuracy. It has been shown that the algorithm is unconditionally stable. Efficiency is analyzed in terms of speedup and operation ratio. Numerical experiments illustrate that the method is stable and efficient.     

A composite semi-conservative scheme for hyperbolic conservation laws

In this work a first order accurate semi-conservative composite scheme is presented for hyperbolic conservation laws. The idea is to consider the non-conservative form of conservation law and utilize the explicit wave propagation direction to construct semi-conservative upwind scheme. This method captures the shock waves exactly with less numerical dissipation but generates unphysical rarefaction shocks in case of expansion waves with sonic points. It shows less dissipative nature of constructed scheme. In order to overcome it, we use the strategy of composite schemes. A very simple criteria based on wave speed direction is given to decide the iterations. The proposed method is applied to a variety of test problems and numerical results show accurate shock capturing and higher resolution for rarefaction fan.     

Compact difference scheme for two-dimensional fourth-order nonlinear hyperbolic equation

High-order compact finite difference method for solving the two-dimensional fourth-order nonlinear hyperbolic equation is considered in this article. In order to design an implicit compact finite difference scheme, the fourth-order equation is written as a system of two second-order equations by introducing the second-order spatial derivative as a new variable. The second-order spatial derivatives are approximated by the compact finite difference operators to obtain a fourth-order convergence. As well as, the second-order time derivative is approximated by the central difference method. Then, existence and uniqueness of numerical solution is given. The stability and convergence of the compact finite difference scheme are proved by the energy method. Numerical results are provided to verify the accuracy and efficiency of this scheme.     

A compact alternate direct implicit difference method for solving parabolic equation of multi-dimension

A compact alternate direct implicit difference method for multi-dimensional parabolic equation is studied in this paper. Firstly, a compact difference scheme is derived by using the operator method and the expression of the truncation error is given. Secondly     

A three-time-level explicit difference scheme of the second order of accuracy for parabolic equations

The difference schemes of Richardson [1] and of Crank-Nicolson [2] are schemes providing second-order approximation. Richardson's three-time-level difference scheme is explicit but unstable and the Crank-Nicolson two-time-level difference scheme is stable but implicit. Explicit numerical methods are preferable for parallel computations. In this paper, an explicit three-time-level difference scheme of the second order of accuracy is constructed for parabolic equations by combining Richardson's scheme with that of Crank-Nicolson. Restrictions on the time step required for the stability of the proposed difference scheme are similar to those that are necessary for the stability of the two-time-level explicit difference scheme, but the former are slightly less onerous.Translated fromMatematicheskie Zametki, Vol. 60, No. 5, pp. 751–759, November, 1996.This research was supported by the Russian Foundation for Basic Research under grant No. 95-01-00489 and by the International Science Foundation under grants No. N8Q300 and No. JBR100.     

A discrete Fourier method for solving strongly coupled mixed hyperbolic problems

This paper provides a discrete Fourier method for constructing stable numerical solutions of strongly coupled mixed hyperbolic problems. Using Crank-Nicholson scheme the exact solution of the discretized problem is found. Then the stability of the discrete solution is analyzed and illustrative examples are included.     

Algorithm composition scheme for problems in composite domains based on the difference potential method

An algorithm composition scheme for the numerical solution of boundary value problems in composite domains is proposed and illustrated using an example. The scheme requires neither difference approximations of the boundary conditions nor matching conditions on the boundary between the subdomains. The scheme is suited for multiprocessor computers.     

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     

An efficient domain decomposition method for three-dimensional parabolic problems

A non-overlapping domain decomposition algorithm to solve three-dimensional parabolic partial differential equations is presented. It has been shown in this paper that the algorithm is unconditionally stable and efficient. Spectral radii for the interface and interior region are provided. Unlike two-dimensional problem, it has been found out that estimating the values of the points of the interface in three-dimensional problem is no longer negligible.     

A mixed finite volume scheme for anisotropic diffusion problems on any grid

We present a new finite volume scheme for anisotropic heterogeneous diffusion problems on unstructured irregular grids, which simultaneously gives an approximation of the solution and of its gradient. The approximate solution is shown to converge to the continuous one as the size of the mesh tends to 0, and an error estimate is given. An easy implementation method is then proposed, and the efficiency of the scheme is shown on various types of grids and for various diffusion matrices.     

A linearized compact difference scheme for an one-dimensional parabolic inverse problem

The parabolic equation with the control parameter is a class of parabolic inverse problems and is nonlinear. While determining the solution of the problems, we shall determinate some unknown control parameter. These problems play a very important role in many branches of science and engineering. The article is devoted to the following parabolic initial-boundary value problem with the control parameter: ∂u/∂t=∂²u/∂x²+p(t)u+?(x,t),0<x<1,0<t?T$\mathrm{\partial }u/\mathrm{\partial }t={\mathrm{\partial }}^{2}u/\mathrm{\partial }{x}^2+p(t)u+?(x\text{,}t)\text{,}0<x<1\text{,}0<t?T$ satisfying u(x,0)=f(x),0<x<1$u(x\text{,}0)=f(x)\text{,}0<x<1$; u(0,t)=_g0(t)$u(0\text{,}t)=g_0(t)$, u(1,t)=_g1(t)$u(1\text{,}t)=g_1(t)$, u(x^∗,t)=E(t),0?t?T$u(x^{\ast }\text{,}t)=E(t)\text{,}0?t?T$ where ?(x,t),f(x),_g0(t),_g1(t)$?(x\text{,}t)\text{,}f(x)\text{,}{g}_0(t)\text{,}{g}_1(t)$ and E(t)$E(t)$ are known functions, u(x,t)$u(x\text{,}t)$ and p(t)$p(t)$ are unknown functions. A linearized compact difference scheme is constructed. The discretization accuracy of the difference scheme is two order in time and four order in space. The solvability of the difference scheme is proved. Some numerical results and comparisons with the difference scheme given by Dehghan are presented. The numerical results show that the linearized difference scheme of this article improve the accuracy of the space and time direction and shorten computation time largely. The method in this article is also applicable to the two-dimensional inverse problem.     

A backward Euler alternating direction implicit difference scheme for the three‐dimensional fractional evolution equation

A backward Euler alternating direction implicit (ADI) difference scheme is formulated and analyzed for the three‐dimensional fractional evolution equation. In our method, the Riemann‐Liouville fractional integral term is treated by means of first order convolution quadrature suggested by Lubich. Meanwhile, an ADI technique is adopted to reduce the multidimensional problem to a series of one‐dimensional problems. A fully discrete difference scheme is constructed with space discretization by finite difference method. Two new inner products and corresponding norms are defined to analyze the scheme. The verification of stability and convergence is based on the nonnegative character of the real quadratic form associated with the convolution quadrature. Numerical experiments are reported to demonstrate the efficiency of our scheme.     

A monotone scheme for Hamilton–Jacobi equations via the nonstandard finite difference method

A usual way of approximating Hamilton–Jacobi equations is to couple space finite element discretization with time finite difference discretization. This classical approach leads to a severe restriction on the time step size for the scheme to be monotone. In this paper, we couple the finite element method with the nonstandard finite difference method, which is based on Mickens' rule of nonlocal approximation. The scheme obtained in this way is unconditionally monotone. The convergence of the new method is discussed and numerical results that support the theory are provided. Copyright © 2009 John Wiley & Sons, Ltd.     

The stability of boundary conditions for an angled-derivative difference scheme

Tidal forcing of the shallow water equations is typical of a class of problems where an approximate equilibrium solution is sought by long time integration of a differential equation system. A combination of the angled-derivative scheme with a staggered leap-frog scheme is sometimes used to discretise this problem. It is shown here why great care then needs to be taken with the boundary conditions to ensure that spurious solution modes do not lead to numerical instabilities. Various techniques are employed to analyse two simple model problems and display instabilities met in practical computations; these are then used to deduce a set of stable boundary conditions.Dedicated to Professor J. Crank on the occasion of his 80th birthday     

An efficient spectral method and rigorous error analysis based on dimension reduction scheme for fourth order problems

In this paper, we propose an effective spectral method based on dimension reduction scheme for fourth order problems in polar geometric domains. First, the original problem is decomposed into a series of one‐dimensional fourth order problems by polar coordinate transformation and the orthogonal properties of Fourier basis function. Then the weak form and the corresponding discrete scheme of each one‐dimensional fourth order problem are derived by introducing polar conditions and appropriate weighted Sobolev spaces. In addition, we define the projection operators in the weighted Sobolev space and give its approximation properties, and further prove the error estimation of each one‐dimensional fourth order problem. Finally, we provide some numerical examples, and the numerical results show the effectiveness of our algorithm and the correctness of the theoretical results.     

A POD‐based–optimized finite difference CN‐extrapolated implicit scheme for the 2D viscoelastic wave equation†

In this paper, we devote ourselves to establishing the unconditionally stable and absolutely convergent classical finite difference Crank‐Nicholson (CN) implicit (CFDCNI) scheme and optimized finite difference CN‐extrapolated implicit (OFDCNEI) scheme containing very few degrees of freedom but holding fully second‐order accuracy for the two‐dimensional viscoelastic wave via the proper orthogonal decomposition technique, analyzing the existence, stability, and convergence of the CFDCNI and OFDCNEI solutions, and using the numerical simulations to verify that the OFDCNEI scheme is far more superior than the CFDCNI scheme.