Convergence analysis of some high–order time accurate schemes for a finite volume method for second order hyperbolic equations on general nonconforming multidimensional spatial meshes

The present work is an extension of our previous work (Bradji, Numer Methods Partial Differ Equations, to appear) which dealt with error analysis of a finite volume scheme of a first convergence order (both in time and space) for second‐order hyperbolic equations on general nonconforming multidimensional spatial meshes introduced recently in (Eymard et al. IMAJ Numer Anal 30(2010), 1009–1043). We aim in this article to get some higher‐order time accurate schemes for a finite volume method for second‐order hyperbolic equations using the same class of spatial generic meshes stated above. We derive a family of finite volume schemes approximating the wave equation, as a model for second‐order hyperbolic equations, in which the discretization in time is performed using a one‐parameter scheme of the Newmark's method. We prove that the error estimate of these finite volume schemes is of order two (or four) in time and it is of optimal order in space. These error estimates are analyzed in several norms which allow us to derive approximations for the exact solution and its first derivatives whose the convergence order is two (or four) in time and it is optimal in space. We prove in particular, when the discrete flux is calculated using a stabilized discrete gradient, that the convergence order is \begin{align*}k^2+h_\mathcal{D}\end{align*} or \begin{align*}k^4+h_\mathcal{D}\end{align*}, where \begin{align*}h_\mathcal{D}\end{align*} (resp. k) is the mesh size of the spatial (resp. time) discretization. These estimates are valid under the regularity assumption \begin{align*}u\in C^4(\lbrack 0,T\rbrack;C^2(\overline{\Omega}))\end{align*}, when the schemes are second‐order accurate in time, and \begin{align*}u\in C^6(\lbrack 0,T\rbrack;C^2(\overline{\Omega}))\end{align*}, when the schemes are four‐order accurate in time for the exact solution u. The proof of these error estimates is based essentially on a comparison between the finite volume approximate solution and an auxiliary finite volume approximation. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

A theoretical analysis of a new second order finite volume approximation based on a low-order scheme using general admissible spatial meshes for the one dimensional wave equation

This paper details our note [6] and it is an extension of our previous works  and  which dealt with first order (both in time and space) and second order time accurate (second order in time and first order in space) implicit finite volume schemes for second order hyperbolic equations with Dirichlet boundary conditions on general nonconforming multidimensional spatial meshes introduced recently in [14]. We aim in this work (and some forthcoming studies) to get higher order (both in time and space) finite volume approximations for the exact solution of hyperbolic equations using the class of spatial generic meshes introduced recently in [14] on low order schemes from which the matrices used to compute the discrete solutions are sparse. We focus in the present contribution on the one dimensional wave equation and on one of its implicit finite volume schemes described in [4]. The implicit finite volume scheme approximating the one dimensional wave equation we consider (hereafter referred to as the basic finite volume scheme) yields linear systems to be solved successively. The matrices involved in these linear systems are tridiagonal, symmetric and definite positive. The finite volume approximate solution of the basic finite volume scheme is of order h+k$h+k$, where h (resp. k  ) is the mesh size of the spatial (resp. time) discretization. We construct a new finite volume approximation of order (h+k)²${(h+k)}^2$ in several discrete norms which allow us to get approximations of order two for the exact solution and its first derivatives. This new high-order approximation can be computed using linear systems whose matrices are the same ones used to compute the discrete solution of the basic finite volume scheme while the right hand sides are corrected. The construction of these right hand sides includes the approximation of some high order spatial derivatives of the exact solution. The computation of the approximation of these high order spatial derivatives can be performed using the same matrices stated above with another two tridiagonal matrices. The manner by which this new high-order approximation is constructed can be repeated to compute successively finite volume approximations of arbitrary order using the same matrices stated above. These high-order approximations can be obtained on any one dimensional admissible finite volume mesh in the sense of [13] without any condition. To reach the above results, a theoretical framework is developed and some numerical examples supporting the theory are presented. Some of the tools of this framework are new and interesting and they are stated in the one space dimension but they can be extended to several space dimensions. In particular a new and useful a prior estimate for a suitable discrete problem is developed and proved. The proof of this a prior estimate result is based essentially on the decomposition of the solution of the discrete problem into the solutions of two suitable discrete problems. A new technique is used in order to get a convenient finite volume approximation whose discrete time derivatives of order up to order two are also converging towards the solution of the wave equation and their corresponding time derivatives.     

Biquadratic finite volume element method based on optimal stress points for second order hyperbolic equations

Based on optimal stress points, we develop a full discrete finite volume element scheme for second order hyperbolic equations using the biquadratic elements. The optimal order error estimates in L^∞(H¹), L^∞(L²) norms are derived, in addition, the superconvergence of numerical gradients at optimal stress points is also discussed. Numerical results confirm the theoretical order of convergence. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

一类偏积分微分方程二阶差分全离散格式

本给出了数值求解一类偏积分微分方程的二阶全离散差分格式．采用了Crank-Nicolson格式；积分项的离散利用了Lubieh的二阶卷积积分公式；给出了稳定性的证明，误差估计及收敛性的结果．     

A full analysis of a new second order finite volume approximation based on a low-order scheme using general admissible spatial meshes for the unsteady one dimensional heat equation

The present work is an extension of our previous works ,  and  which dealt with first order (both in time and space) and second order time accurate (second order in time and first order in space) implicit finite volume schemes for parabolic equations. We aim in this work (and some forthcoming studies) at getting higher order (both in time and space) finite volume approximations for the exact solution of parabolic equations using the class of spatial generic meshes introduced recently in [13]. We focus in the present contribution on the one dimensional heat equation and its implicit finite volume scheme described in [3]. The implicit finite volume scheme approximating the one dimensional heat equation we consider (hereafter referred to as the basic finite volume scheme) yields linear systems to be solved successively. The matrices involved in these linear systems are tridiagonal. The finite volume approximate solution is of order h+k$h+k$, where h (resp. k  ) is the mesh size of the spatial (resp. time) discretization. We construct a new finite volume approximation of order (h+k)²${(h+k)}^2$ in several discrete norms which allows us to get approximations of order two for the exact solution and its first derivatives. This new high-order approximation can be computed using the same linear systems involved in the basic finite volume scheme while the right hand sides are corrected. The construction of these right hand sides includes the approximations of the second, third, and fourth spatial derivatives of the exact solution. The computation of the approximation of these high-order derivatives can be performed using the same matrices stated above with another two tridiagonal matrices. The manner by which this new high-order approximation is constructed can be repeated to compute successively finite volume approximations of arbitrary order using the same matrices stated above. These high-order approximations can be obtained on any one dimensional admissible finite volume mesh in the sense of [12] without any restrictive condition on the spatial mesh. A full analysis for the stated theoretical results as well as some numerical examples supporting the theory is presented. The results obtained in the present study are based essentially on two facts. The first fact is the use of the results provided in [3] which state the convergence order of the finite volume approximate solution in several norms. The second fact is the comparison between the stated new higher order approximations and suitable auxiliary finite volume approximations.     

Convergence analysis of some first order and second order time accurate gradient schemes for semilinear second order hyperbolic equations

This work is devoted to the convergence analysis of finite volume schemes for a model of semilinear second order hyperbolic equations. The model includes for instance the so‐called Sine‐Gordon equation which appears for instance in Solid Physics (cf. Fang and Li, Adv Math (China) 42 (2013), 441–457; Liu et al., Numer Methods Partial Differ Equ 31 (2015), 670–690). We are motivated by two works. The first one is Eymard et al. (IMA J Numer Anal 30 (2010), 1009–1043) where a recent class of nonconforming finite volume meshes is introduced. The second one is Eymard et al. (Numer Math 82 (1999), 91–116) where a convergence of a finite volume scheme for semilinear elliptic equations is provided. The mesh considered in Eymard et al. (Numer Math 82 (1999), 91–116) is admissible in the sense of Eymard et al. (Elsevier, Amsterdam, 2000, 723–1020) and a convergence of a family of approximate solutions toward an exact solution when the mesh size tends to zero is proved. This article is also a continuation of our previous two works (Bradji, Numer Methods Partial Differ Equ 29 (2013), 1278–1321; Bradji, Numer Methods Partial Differ Equ 29 (2013), 1–39) which dealt with the convergence analysis of implicit finite volume schemes for the wave equation. We use as discretization in space the generic spatial mesh introduced in Eymard et al. (IMA J Numer Anal 30 (2010), 1009–1043), whereas the discretization in time is performed using a uniform mesh. Two finite volume schemes are derived using the discrete gradient of Eymard et al. (IMA J Numer Anal 30 (2010), 1009–1043). The unknowns of these two schemes are the values at the center of the control volumes, at some internal interfaces, and at the mesh points of the time discretization. The first scheme is inspired from the previous work (Bradji, Numer Methods Partial Differ Equ 29 (2013), 1–39), whereas the second one (in which the discretization in time is performed using a Newmark method) is inspired from the work (Bradji, Numer Methods Partial Differ Equ 29 (2013), 1278–1321). Under the assumption that the mesh size of the time discretization is small, we prove the existence and uniqueness of the discrete solutions. If we assume in addition to this that the exact solution is smooth, we derive and prove three error estimates for each scheme. The first error estimate is concerning an estimate for the error between a discrete gradient of the approximate solution and the gradient of the exact solution whereas the second and the third ones are concerning the estimate for the error between the exact solution and the discrete solution in the discrete seminorm of and in the norm of . The convergence rate is proved to be for the first scheme and for the second scheme, where (resp. k) is the mesh size of the spatial (resp. time) discretization. The existence, uniqueness, and convergence results stated above do not require any relation between k and . The analysis presented in this work is also applicable in the gradient schemes framework. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 5–33, 2017     

A study on a second order finite difference scheme for fractional advection–diffusion equations

Second order finite difference schemes for fractional advection–diffusion equations are considered in this paper. We note that, when studying these schemes, advection terms with coefficients having the same sign as those of diffusion terms need additional estimates. In this paper, by comparing generating functions of the corresponding discretization matrices, we find that sufficiently strong diffusion can dominate the effects of advection. As a result, convergence and stability of schemes are obtained in this situation.     

三维多面体网格上扩散方程的保正格式

 针对三维任意(星形)多面体网格, 本文构造了扩散方程的一种单元中心型非线性有限体积格式, 证明了该格式具有保正性. 在该格式设计中, 除引入网格中心量外, 还引入网格节点量和网格面中心量作为中间未知量, 它们将用网格中心未知量线性组合表示, 使得格式仅有网格中心未知量作为基本未知量. 在节点量计算中, 利用网格面上的调和平均点, 设计了一种适用于三维多面体网格的局部显式加权方法. 该格式适用于求解非平面的网格表面和间断扩散系数的问题. 数值例子验证了它对光滑解具有二阶精度和保正性.     

Some abstract error estimates of a finite volume scheme for a nonstationary heat equation on general nonconforming multidimensional spatial meshes

A general class of nonconforming meshes has been recently studied for stationary anisotropic heterogeneous diffusion problems, see Eymard et al. (IMA J. Numer. Anal. 30 (2010), 1009–1043). Thanks to the basic ideas developed in the stated reference for stationary problems, we derive a new discretization scheme in order to approximate the nonstationary heat problem. The unknowns of this scheme are the values at the centre of the control volumes, at some internal interfaces, and at the mesh points of the time discretization. We derive error estimates in discrete norms L ^∞(0, T;H ₀ ¹ (Ω)) and W ^1,∞(0, T;L ²(Ω)), and an error estimate for an approximation of the gradient, in a general framework in which the discrete bilinear form involved in the finite volume scheme satisfies some ellipticity condition.     

求解非线性时滞脉冲双曲微分方程的隐式差分格式

构造了一类求解非线性时滞脉冲双曲型偏微分方程的隐式差分格式.在一定条件下,获得了该差分格式的唯一可解性、收敛性和无条件稳定性,且空间和时间均二阶精度.最后,数值实验表明了所得格式的精度和有效性.     

Finite volume schemes for multi-dimensional hyperbolic systems based on the use of bicharacteristics

In this paper we present recent results for the bicharacteristic based finite volume schemes, the so-called finite volume evolution Galerkin (FVEG) schemes. These methods were proposed to solve multi-dimensional hyperbolic conservation laws. They combine the usually conflicting design objectives of using the conservation form and following the characteristics, or bicharacteristics. This is realized by combining the finite volume formulation with approximate evolution operators, which use bicharacteristics of the multi-dimensional hyperbolic system. In this way all of the infinitely many directions of wave propagation are taken into account. The main goal of this paper is to present a self-contained overview on the recent results. We study the L ¹-stability of the finite volume schemes obtained by various approximations of the flux integrals. Several numerical experiments presented in the last section confirm robustness and correct multi-dimensional behaviour of the FVEG methods. This research has been supported under the VW-Stiftung grant I 76 859, by the grant No 201/03 0570 of the Grant Agency of the Czech Republic, by the Deutsche Forschungsgemeinschaft grant GK 431 and partially by the European network HYKE, funded by the EC as contract HPRN-CT-2002-00282.     

High accuracy analysis of a new nonconforming mixed finite element scheme for Sobolev equations

A nonconforming mixed finite element scheme is proposed for Sobolev equations based on a new mixed variational form under semi-discrete and Euler fully-discrete schemes. The corresponding optimal convergence error estimates and superclose property are obtained without using Ritz projection, which are the same as the traditional mixed finite elements. Furthemore, the global superconvergence is obtained through interpolation postprocessing technique. The numerical results show the validity of the theoretical analysis.     

A note on temporal regularity of second order difference equations

This work deals with the study of maximal ?^p‐regularity of a pair (A,B) of bounded linear operators on a complex Banach space associated to the second order difference equation u_{n + 2} = Bu_{n + 1} + Au_n + f_n, where f is a given sequence on . We obtain results of characterization based on spectral analysis of the discrete sine family, which is the resolvent family of this equation.     

Performance and numerical behavior of the second‐order scheme of precise time‐step integration for transient dynamic analysis

Spurious high‐frequency responses resulting from spatial discretization in time‐step algorithms for structural dynamic analysis have long been an issue of concern in the framework of traditional finite difference methods. Such algorithms should be not only numerically dissipative in a controllable manner, but also unconditionally stable so that the time‐step size can be governed solely by the accuracy requirement. In this article, the issue is considered in the framework of the second‐order scheme of the precise integration method (PIM). Taking the Newmark‐β method as a reference, the performance and numerical behavior of the second‐order PIM for elasto‐dynamic impact‐response problems are studied in detail. In this analysis, the differential quadrature method is used for spatial discretization. The effects of spatial discretization, numerical damping, and time step on solution accuracy are explored by analyzing longitudinal vibrations of a shock‐excited rod with rectangular, half‐triangular, and Heaviside step impact. Both the analysis and numerical tests show that under the framework of the PIM, the spatial discretization used here can provide a reasonable number of model types for any given error tolerance. In the analysis of dynamic response, an appropriate spatial discretization scheme for a given structure is usually required in order to obtain an accurate and meaningful numerical solution, especially for describing the fine details of traction responses with sharp changes. Under the framework of the PIM, the numerical damping that is often required in traditional integration schemes is found to be unnecessary, and there is no restriction on the size of time steps, because the PIM can usually produce results with machine‐like precision and is an unconditionally stable explicit method. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

An analysis for a high‐order difference scheme for numerical solution to utt = A(x,t)uxx + F(x,t, u,ut, ux)

This article is concerned with a high‐order implicit difference scheme presented by Mohanty, Jain, and George for the nonlinear hyperbolic equation u_tt = A(x, t)u_xx + F(x, t, u, u_t, u_x) with Dirichlet boundary conditions. Some prior estimates of the difference solution are obtained by the energy methods. The solvability of the difference scheme is proved by the energy method and Brower's fixed point theorem. Similarly, the uniqueness, the convergence in L_∞‐norm and the stability of the difference solution are obtained. A numerical example is provided to demonstrate the validity of the theoretical results. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 23: 484–498, 2007     

Technical note: A fourth‐order finite difference scheme for a system of a 2D nonlinear elliptic partial differential equations

In this article we present a fourth‐order finite difference scheme, for a system of two‐dimensional, second‐order, nonlinear elliptic partial differential equations with mixed spatial derivative terms, using 13‐point stencils with a uniform mesh size h on a square region R subject to Dirichlet boundary conditions. The scheme of order h⁴ is derived using the local solution of the system on a single stencil. The resulting system of algebraic equations can be solved by iterative methods. The difference scheme can be easily modified to obtain formulae for grid points near the boundary. Computational results are given to demonstrate the performance of the scheme on some problems including Navier‐Stokes equations. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 43–53, 2001     

A new conservative fourth‐order accurate difference scheme for solving a model of nonlinear dispersive equations

This article is devoted to the study of a nonlinear conservative fourth‐order difference scheme for a model of nonlinear dispersive equations that is governed by the RLW‐KdV equation. The existence of the approximate solution and the convergence of the difference scheme are proved, by using the energy method. In addition, the convergent order in maximum norm is 2 in temporal direction and 4 in spatial direction. The unconditional stability as well as uniqueness of the difference scheme is also derived. An application on the RLW and MRLW equations is discussed numerically in details. Furthermore, interaction of solitary waves with different amplitudes are shown. The 3 invariants of the motion are evaluated to determine the conservation proprieties of the system. The temporal evaluation of a Maxwellian initial pulse is then studied. Some numerical examples are given to validate the theoretical results.