On an initial‐boundary value problem for a wide‐angle parabolic equation in a waveguide with a variable bottom

We consider the third‐order Claerbout‐type wide‐angle parabolic equation (PE) of underwater acoustics in a cylindrically symmetric medium consisting of water over a soft bottom B of range‐dependent topography. There is strong indication that the initial‐boundary value problem for this equation with just a homogeneous Dirichlet boundary condition posed on B may not be well‐posed, for example when B is downsloping. We impose, in addition to the above, another homogeneous, second‐order boundary condition, derived by assuming that the standard (narrow‐angle) PE holds on B, and establish a priori H² estimates for the solution of the resulting initial‐boundary value problem for any bottom topography. After a change of the depth variable that makes B horizontal, we discretize the transformed problem by a second‐order accurate finite difference scheme and show, in the case of upsloping and downsloping wedge‐type domains, that the new model gives stable and accurate results. We also present an alternative set of boundary conditions that make the problem exactly energy conserving; one of these conditions may be viewed as a generalization of the Abrahamsson–Kreiss boundary condition in the wide‐angle case. Copyright © 2008 John Wiley & Sons, Ltd.     

Combined finite difference and spectral methods for the numerical solution of hyperbolic equation with an integral condition

In this work the combined finite difference and spectral methods have been proposed for the numerical solution of the one‐dimensional wave equation with an integral condition. The time variable is approximated using a finite difference scheme. But the spectral method is employed for discretizing the space variable. The main idea behind this approach is that we can get high‐order results. The new method is used for two test problems and the numerical results are obtained to support our theoretical expectations. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

A posteriori error estimates with the finite element method of lines for a Sobolev equation

A posteriori error estimates for semidiscrete finite element methods for a nonlinear Sobolev equation are considered. The error estimates are obtained by solving local nonlinear or linear pseudo‐parabolic equations for corrections to the solution on each element. The ratios of these estimates and the true errors are proved to converge to 1, implying that the estimates can be used as indicators in adaptive schemes for the problem. Numerical results underline our theoretical results. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

A block‐centered finite difference method for fractional Cattaneo equation

In this article, a block‐centered finite difference method for fractional Cattaneo equation is introduced and analyzed. The unconditional stability and the global convergence of the scheme are proved rigorously. Some a priori estimates of discrete norm with optimal order of convergence both for pressure and velocity are established on nonuniform rectangular grids. Moreover, the applicability and accuracy of the scheme are demonstrated by numerical experiments to support our theoretical analysis.     

Spectrally accurate energy‐preserving methods for the numerical solution of the “good” Boussinesq equation

In this paper we study the geometric numerical solution of the so called “good” Boussinesq equation. This goal is achieved by using a convenient space semi‐discretization, able to preserve the corresponding Hamiltonian structure, then using energy‐conserving Runge–Kutta methods in the Hamiltonian boundary value method class for the time integration. Numerical tests are reported, confirming the effectiveness of the proposed method.     

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 multigrid compact finite difference method for solving the one‐dimensional nonlinear sine‐Gordon equation

The aim of this paper is to propose a multigrid method to obtain the numerical solution of the one‐dimensional nonlinear sine‐Gordon equation. The finite difference equations at all interior grid points form a large sparse linear system, which needs to be solved efficiently. The solution cost of this sparse linear system usually dominates the total cost of solving the discretized partial differential equation. The proposed method is based on applying a compact finite difference scheme of fourth‐order for discretizing the spatial derivative and the standard second‐order central finite difference method for the time derivative. The proposed method uses the Richardson extrapolation method in time variable. The obtained system has been solved by V‐cycle multigrid (VMG) method, where the VMG method is used for solving the large sparse linear systems. The numerical examples show the efficiency of this algorithm for solving the one‐dimensional sine‐Gordon equation. Copyright © 2014 John Wiley & Sons, Ltd.     

A non‐standard finite difference scheme for an advection‐diffusion‐reaction equation

In this note, a non‐standard finite difference (NSFD) scheme is proposed for an advection‐diffusion‐reaction equation with nonlinear reaction term. We first study the diffusion‐free case of this equation, that is, an advection‐reaction equation. Two exact finite difference schemes are constructed for the advection‐reaction equation by the method of characteristics. As these exact schemes are complicated and are not convenient to use, an NSFD scheme is derived from the exact scheme. Then, the NSFD scheme for the advection‐reaction equation is combined with a finite difference space‐approximation of the diffusion term to provide a NSFD scheme for the advection‐diffusion‐reaction equation. This new scheme could preserve the fixed points, the positivity, and the boundedness of the solution of the original equation. Numerical experiments verify the validity of our analytical results. Copyright © 2014 JohnWiley & Sons, Ltd.     

On the subdomain‐Galerkin/least squares method for 2‐ and 3‐D mixed elliptic problems with reaction terms

In this article we apply the subdomain‐Galerkin/least squares method, which is first proposed by Chang and Gunzburger for first‐order elliptic systems without reaction terms in the plane, to solve second‐order non‐selfadjoint elliptic problems in two‐ and three‐dimensional bounded domains with triangular or tetrahedral regular triangulations. This method can be viewed as a combination of a direct cell vertex finite volume discretization step and an algebraic least‐squares minimization step in which the pressure is approximated by piecewise linear elements and the flux by the lowest order Raviart‐Thomas space. This combined approach has the advantages of both finite volume and least‐squares methods. Among other things, the combined method is not subject to the Ladyzhenskaya‐Babus?ka‐Brezzi condition, and the resulting linear system is symmetric and positive definite. An optimal error estimate in the H¹(Ω) × H(div; Ω) norm is derived. An equivalent residual‐type a posteriori error estimator is also given. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 738–751, 2002; Published online in Wiley InterScience (www.interscience.wiley.com); DOI 10.1002/num.10030.     

A Crank‐Nicolson Petrov‐Galerkin method with quadrature for semi‐linear parabolic problems

We propose and analyze an application of a fully discrete C² spline quadrature Petrov‐Galerkin method for spatial discretization of semi‐linear parabolic initial‐boundary value problems on rectangular domains. We prove second order in time and optimal order H¹ norm convergence in space for the extrapolated Crank‐Nicolson quadrature Petrov‐Galerkin scheme. We demonstrate numerically both L² and H¹ norm optimal order convergence of the scheme even if the nonlinear source term is not smooth. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005.     

A Fourier pseudospectral method for the “good” Boussinesq equation with second‐order temporal accuracy

In this article, we discuss the nonlinear stability and convergence of a fully discrete Fourier pseudospectral method coupled with a specially designed second‐order time‐stepping for the numerical solution of the “good” Boussinesq equation. Our analysis improves the existing results presented in earlier literature in two ways. First, a convergence for the solution and convergence for the time‐derivative of the solution are obtained in this article, instead of the convergence for the solution and the convergence for the time‐derivative, given in De Frutos, et al., Math Comput 57 (1991), 109–122. In addition, we prove that this method is unconditionally stable and convergent for the time step in terms of the spatial grid size, compared with a severe restriction time step restriction required by the proof in De Frutos, et al., Math Comput 57 (1991), 109–122.© 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 202–224, 2015     

A new stabilized finite element method for advection‐diffusion‐reaction equations

In this article, a new stabilized finite element method is proposed and analyzed for advection‐diffusion‐reaction equations. The key feature is that both the mesh‐dependent Péclet number and the mesh‐dependent Damköhler number are reasonably incorporated into the newly designed stabilization parameter. The error estimates are established, where, up to the regularity‐norm of the exact solution, the explicit‐dependence of the diffusivity, advection, reaction, and mesh size (or the dependence of the mesh‐dependent Péclet number and the mesh‐dependent Damköhler number) is revealed. Such dependence in the error bounds provides a mathematical justification on the effectiveness of the proposed method for any values of diffusivity, advection, dissipative reaction, and mesh size. Numerical results are presented to illustrate the performance of the method. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 616–645, 2016     

Hybrid pseudospectral–finite difference method for solving a 3D heat conduction equation in a submicroscale thin film

This research aims to develop a time‐dependent pseudospectral‐finite difference scheme for solving a 3D dual‐phase‐lagging heat transport equation in a submicroscale thin film. The scheme uses periodic pseudospectral discretization in space and a fully second‐order finite difference discretization in time. The three consecutive time steps model is then solved explicitly, by using a preconditioned conjugate gradient method. The scheme is illustrated by an example which is used to investigate the heat transfer in a gold submicroscale thin film. Comparisons are made with available literature. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

A positivity‐preserving nonstandard finite difference scheme for the damped wave equation

A positivity‐preserving nonstandard finite difference scheme is constructed to solve an initial‐boundary value problem involving heat transfer described by the Maxwell‐Cattaneo thermal conduction law, i.e., a modified form of the classical Fourier flux relation. The resulting heat transport equation is the damped wave equation, a PDE of hyperbolic type. In addition, exact analytical solutions are given, special cases are mentioned, and it is noted that the positivity condition is equivalent to the usual linear stability criteria. Finally, solution profiles are plotted and possible extensions to a delayed diffusion equation and nonlinear reaction‐diffusion systems are discussed. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2004.     

A high‐order finite difference method for 1D nonhomogeneous heat equations

In this article a sixth‐order approximation method (in both temporal and spatial variables) for solving nonhomogeneous heat equations is proposed. We first develop a sixth‐order finite difference approximation scheme for a two‐point boundary value problem, and then heat equation is approximated by a system of ODEs defined on spatial grid points. The ODE system is discretized to a Sylvester matrix equation via boundary value method. The obtained algebraic system is solved by a modified Bartels‐Stewart method. The proposed approach is unconditionally stable. Numerical results are provided to illustrate the accuracy and efficiency of our approximation method along with comparisons with those generated by the standard second‐order Crank‐Nicolson scheme as well as Sun‐Zhang's recent fourth‐order method. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Singular solutions of the Poisson equation at edges of three‐dimensional domains and their treatment with a predictor–corrector finite element method

Solutions of boundary value problems in three‐dimensional domains with edges may exhibit singularities which are known to influence both the accuracy of the finite element solutions and the rate of convergence in the error estimates. This paper considers boundary value problems for the Poisson equation on typical domains Ω ? ?³ with edge singularities and presents, on the one hand, explicit computational formulas for the flux intensity functions. On the other hand, it proposes and analyzes a nonconforming finite element method on regular meshes for the efficient treatment of the singularities. The novelty of the present method is the use of the explicit formulas for the flux intensity functions in defining a postprocessing procedure in the finite element approximation of the solution. A priori error estimates in H¹(Ω) show that the present algorithm exhibits the same rate of convergence as it is known for problems with regular solutions.     

A space‐time mixed‐hybrid finite element method for the damped wave equation

A space‐time finite element method is introduced to solve the linear damped wave equation. The scheme is constructed in the framework of the mixed‐hybrid finite element methods, and where an original conforming approximation of H(div;Ω) is used, the latter permits us to obtain an upwind scheme in time. We establish the link between the nonstandard finite difference scheme recently introduced by Mickens and Jordan and the scheme proposed. In this regard, two approaches are considered and in particular we employ a formulation allowing the solution to be marched in time, i.e., one only needs to consider one time increment at a time. Numerical results are presented and compared with the analytical solution illustrating good performance of the present method. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2008     

A second‐order finite difference scheme for solving the dual‐phase‐lagging equation in a double‐layered nanoscale thin film

This article considers the dual‐phase‐lagging (DPL) heat conduction equation in a double‐layered nanoscale thin film with the temperature‐jump boundary condition (i.e., Robin's boundary condition) and proposes a new thermal lagging effect interfacial condition between layers. A second‐order accurate finite difference scheme for solving the heat conduction problem is then presented. In particular, at all inner grid points the scheme has the second‐order temporal and spatial truncation errors, while at the boundary points and at the interfacial point the scheme has the second‐order temporal truncation error and the first‐order spatial truncation error. The obtained scheme is proved to be unconditionally stable and convergent, where the convergence order in ‐norm is two in both space and time. A numerical example which has an exact solution is given to verify the accuracy of the scheme. The obtained scheme is finally applied to the thermal analysis for a gold layer on a chromium padding layer at nanoscale, which is irradiated by an ultrashort‐pulsed laser. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 142–173, 2017