Convergence of Iterative Difference Schemes for Two and Three Dimensional Nonlinear Parabolic Systems

In this paper, we study the general difference schemes of the boundary value problem for the nonlinear parabolic systems with two and three space dimensions. To solve the nonlinear difference schemes, we construct an iterative sequence from the solutions or the linearized difference schemes. We shall prove the convergence of the difference solutions for the iterative difference schemes to the solution of the original boundary value problem or the nonlinear parabolic systems.     

A second order difference scheme with nonuniform rectangular meshes for nonlinear parabolic system

In this paper, a difference scheme with nonuniform meshes is proposed for the initial-boundary problem of the nonlinear parabolic system. It is proved that the difference scheme is second order convergent in both space and time.     

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.     

Unconditional stability of alternating difference schemes with intrinsic parallelism for two‐dimensional parabolic systems

The difference method with intrinsic parallelism for two dimensional parabolic system is studied. The general alternating difference schemes, in particular those with variable time steplengthes, are constructed and proved to be unconditionally stable. The two dimensional alternating group explicit scheme, alternating block explicit‐implicit scheme, alternating block Crank‐Nicolson scheme and block ADI scheme are the special cases of the general schemes constructed here. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 625–636, 1999     

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.     

Stability of Rothe difference scheme for the reverse parabolic problem with integral boundary condition

In this paper, we study the approximation of reverse parabolic problem with integral boundary condition. The Rothe difference scheme for an approximate solution of reverse problem is discussed. We establish stability and coercive stability estimates for the solution of the Rothe difference scheme. In sequel, we investigate the first order of accuracy difference scheme for approximation of boundary value problem for multidimensional reverse parabolic equation and obtain stability estimates for its solution. Finally, we give numerical results together with an explanation on the realization in one- and two-dimensional test examples.     

Convergence of Iterative Difference Method with Nonuniform Meshes for Quasilinear Parabolic Systems

In this paper, we study the general difference schemes with nonuniform meshes for the following problem: u_t = A(x,t,u,u_x)u_{xx}, + f(x,t,u,u_x), 0 < x < l, 0 < t ≤ T \qquad (1) u(0,t) = u(l ,t) = 0, 0 < t ≤ T \qquad\qquad (2) u(x,0) = φ(x), 0 ≤ x ≤ l \qquad\qquad (3) where u, φ, and f are m-dimensional vector valued functions, u_t = \frac{∂u}{∂t}, u_x = \frac{∂u}{∂x}, u_{xx} = \frac{∂²u}{∂_x²}. In the practical computation, we usually use the method of iteration to calculate the approximate solutions for the nonlinear difference schemes. Here the estimates of the iterative sequence constructed from the iterative difference schemes for the problem (1)-(3) is proved. Moreover, when the coefficient matrix A = A(x, t, u) is independent of u_x, t he convergence of the approximate difference solution for the iterative difference schemes to the unique solution of the problem (1)-(3) is proved without imposing the assumption of heuristic character concerning the existence of the unique smooth solution for the original problem (1)-(3).     

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.     

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 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.     

Initial-irregular oblique derivative problems for nonlinear parabolic systems of second order equations with measurable coefficients

The initial-irregular oblique derivative boundary value problems for nonlinear and nondivergence parabolic systems of second order equations in multiply connected domains are dealt with where coefficients of systems of equations are meaurable. The uniqueness theorem of solutions for the above problems and somea priori estimates of solutions for the problems are given. And by using the above estimates of solutions and the Leray-Schauder theorem, the existence of solutions of the initial-boundary value problems is proved. The results are generalizations of corresponding theorems in literature. Project supported by the National Natural Science Foundation of China (Grant No. 19671006).     

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     

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     

Controllability for parabolic equations with uniformly bounded nonlinear terms

We consider a control system for a parabolic equation in a Banach space with uniformly bounded nonlinear termF,

Stability of finite-dimensional and infinite-dimensional nonlinear delay systems, independent of the delay

The stability of nonlinear delay systems is considered. Generalconditions on pseudo-linear finite- and infinite-dimensionaldelay systems are given for stability independent of the delay.