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.     

A high‐order compact scheme for the nonlinear fractional Klein–Gordon equation

In this article, a high‐order finite difference scheme for a kind of nonlinear fractional Klein–Gordon equation is derived. The time fractional derivative is described in the Caputo sense. The solvability of the difference system is discussed by the Leray–Schauder fixed point theorem, while the stability and L_∞ convergence of the finite difference scheme are proved by the energy method. Numerical examples are provided to demonstrate the theoretical results. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 706–722, 2015     

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     

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.     

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     

An efficient numerical approach to solve a class of variable‐order fractional integro‐partial differential equations

The main purpose of this work is to investigate an initial boundary value problem related to a suitable class of variable order fractional integro‐partial differential equations with a weakly singular kernel. To discretize the problem in the time direction, a finite difference method will be used. Then, the Sinc‐collocation approach combined with the double exponential transformation is employed to solve the problem in each time level. The proposed numerical algorithm is completely described and the convergence analysis of the numerical solution is presented. Finally, some illustrative examples are given to demonstrate the pertinent features of the proposed algorithm.     

A high order accurate numerical method for solving two‐dimensional dual‐phase‐lagging equation with temperature jump boundary condition in nanoheat conduction

Dual‐phase‐lagging (DPL) equation with temperature jump boundary condition (Robin's boundary condition) shows promising for analyzing nanoheat conduction. For solving it, development of higher‐order accurate and unconditionally stable (no restriction on the mesh ratio) numerical schemes is important. Because the grid size may be very small at nanoscale, using a higher‐order accurate scheme will allow us to choose a relative coarse grid and obtain a reasonable solution. For this purpose, recently we have presented a higher‐order accurate and unconditionally stable compact finite difference scheme for solving one‐dimensional DPL equation with temperature jump boundary condition. In this article, we extend our study to a two‐dimensional case and develop a fourth‐order accurate compact finite difference method in space coupled with the Crank–Nicolson method in time, where the Robin's boundary condition is approximated using a third‐order accurate compact method. The overall scheme is proved to be unconditionally stable and convergent with the convergence rate of fourth‐order in space and second‐order in time. Numerical errors and convergence rates of the solution are tested by two examples. Numerical results coincide with the theoretical analysis. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1742–1768, 2015     

A NEW APPROACH TO SOLVE PERTURBED NONLINEAR EVOLUTION EQUATIONS THROUGH LIE-BACKLUND SYMMETRY METHOD

A new method based on Lie-Backlund symmetry method to solve the perturbed nonlinear evolution equations is presented. New approximate solutions of perturbed nonlinear evolution equations stemming from the exact solutions of unperturbed equations are obtained. This method is a generalization of Burde＇s Lie point symmetry technique.     

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.     

High order compact solution of the one‐space‐dimensional linear hyperbolic equation

In this article, we introduce a high‐order accurate method for solving one‐space dimensional linear hyperbolic equation. We apply a compact finite difference approximation of fourth order for discretizing spatial derivative of linear hyperbolic equation and collocation method for the time component. The main property of this method additional to its high‐order accuracy due to the fourth order discretization of spatial derivative, is its unconditionally stability. In this technique the solution is approximated by a polynomial at each grid point that its coefficients are determined by solving a linear system of equations. Numerical results show that the compact finite difference approximation of fourth order and collocation method produce a very efficient method for solving the one‐space‐dimensional linear hyperbolic equation. We compare the numerical results of this paper with numerical results of (Mohanty, 3 .© 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2008     

High order implicit collocation method for the solution of two‐dimensional linear hyperbolic equation

In this article, we introduce a high‐order accurate method for solving the two dimensional linear hyperbolic equation. We apply a compact finite difference approximation of fourth order for discretizing spatial derivatives of linear hyperbolic equation and collocation method for the time component. The resulted method is unconditionally stable and solves the two‐dimensional linear hyperbolic equation with high accuracy. In this technique, the solution is approximated by a polynomial at each grid point that its coefficients are determined by solving a linear system of equations. Numerical results show that the compact finite difference approximation of fourth order and collocation method give a very efficient approach for solving the two dimensional linear hyperbolic equation. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Blow‐up phenomena for a class of fourth‐order nonlinear wave equations with a viscous damping term

This paper deals with the blow‐up phenomena for a class of fourth‐order nonlinear wave equations with a viscous damping term with Ω = (0,1) and α > 0. Here, f(s) is a given nonlinear smooth function. For 0 < α < p – 1, we prove that the blow‐up occurs in finite time for arbitrary positive initial energy and suitable initial data. This result extends the recent results obtained by Xu et al. (Applicable Analysis)(2013) and Chen and Lu (J. Math. Anal. Appl.)(2009). Copyright © 2015 John Wiley & Sons, Ltd.     

A high‐order finite difference discretization strategy based on extrapolation for convection diffusion equations

We propose a new high‐order finite difference discretization strategy, which is based on the Richardson extrapolation technique and an operator interpolation scheme, to solve convection diffusion equations. For a particular implementation, we solve a fine grid equation and a coarse grid equation by using a fourth‐order compact difference scheme. Then we combine the two approximate solutions and use the Richardson extrapolation to compute a sixth‐order accuracy coarse grid solution. A sixth‐order accuracy fine grid solution is obtained by interpolating the sixth‐order coarse grid solution using an operator interpolation scheme. Numerical results are presented to demonstrate the accuracy and efficacy of the proposed finite difference discretization strategy, compared to the sixth‐order combined compact difference (CCD) scheme, and the standard fourth‐order compact difference (FOC) scheme. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 18–32, 2004.     

A three‐level linearized compact difference scheme for the Ginzburg–Landau equation

A high‐order finite difference method for the two‐dimensional complex Ginzburg–Landau equation is considered. It is proved that the proposed difference scheme is uniquely solvable and unconditionally convergent. The convergent order in maximum norm is two in temporal direction and four in spatial direction. In addition, an efficient alternating direction implicit scheme is proposed. Some numerical examples are given to confirm the theoretical results. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 876–899, 2015     

A new fifth order finite difference WENO scheme for Hamilton‐Jacobi equations

In this continuing paper of (Zhu and Qiu, J Comput Phys 318 (2016), 110–121), a new fifth order finite difference weighted essentially non‐oscillatory (WENO) scheme is designed to approximate the viscosity numerical solution of the Hamilton‐Jacobi equations. This new WENO scheme uses the same numbers of spatial nodes as the classical fifth order WENO scheme which is proposed by Jiang and Peng (SIAM J Sci Comput 21 (2000), 2126–2143), and could get less absolute truncation errors and obtain the same order of accuracy in smooth region simultaneously avoiding spurious oscillations nearby discontinuities. Such new WENO scheme is a convex combination of a fourth degree accurate polynomial and two linear polynomials in a WENO type fashion in the spatial reconstruction procedures. The linear weights of three polynomials are artificially set to be any random positive constants with a minor restriction and the new nonlinear weights are proposed for the sake of keeping the accuracy of the scheme in smooth region, avoiding spurious oscillations and keeping sharp discontinuous transitions in nonsmooth region simultaneously. The main advantages of such new WENO scheme comparing with the classical WENO scheme proposed by Jiang and Peng (SIAM J Sci Comput 21 (2000), 2126–2143) are its efficiency, robustness and easy implementation to higher dimensions. Extensive numerical tests are performed to illustrate the capability of the new fifth WENO scheme. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1095–1113, 2017     

Fourth‐order compact scheme for the one‐dimensional sine‐Gordon equation

Finite difference scheme to the generalized one‐dimensional sine‐Gordon equation is considered in this paper. After approximating the second order derivative in the space variable by the compact finite difference, we transform the sine‐Gordon equation into an initial‐value problem of a second‐order ordinary differential equation. Then Padé approximant is used to approximate the time derivatives. The resulting fully discrete nonlinear finite‐difference equation is solved by a predictor‐corrector scheme. Both Dirichlet and Neumann boundary conditions are considered in our proposed algorithm. Stability analysis and error estimate are given for homogeneous Dirichlet boundary value problems using energy method. Numerical results are given to verify the condition for stability and convergence and to examine the accuracy and efficiency of the proposed algorithm. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

A second‐order accurate difference scheme for the two‐dimensional Burgers' system

In this article, a Crank‐Nicolson‐type finite difference scheme for the two‐dimensional Burgers' system is presented. The existence of the difference solution is shown by Brouwer fixed‐point theorem. The uniqueness of the difference solution and the stability and L₂ convergence of the difference scheme are proved by energy method. An iterative algorithm for the difference scheme is given in detail. Furthermore, a linear predictor–corrector method is presented. The numerical results show that the predictor–corrector method is also convergent with the convergence order of two in both time and space. At last, some comments are provided for the backward Euler scheme. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

A numerical method for computing radially symmetric solutions of a dissipative nonlinear modified Klein‐Gordon equation

In this article we develop a finite‐difference scheme to approximate radially symmetric solutions of a dissipative nonlinear modified Klein‐Gordon equation subject to smooth initial conditions ? and ψ in an open sphere D around the origin, with constant internal and external damping coefficients—β and γ, respectively—, and nonlinear term of the form G′(w) = w^p, with p > 1 an odd number. The functions ? and ψ are radially symmetric in D, and ?, ψ, r?, and rψ are assumed to be small at infinity. We prove that our scheme is consistent order ??(Δt²) + ??(Δr²) for G′ identically equal to zero and provide a necessary condition for it to be stable order n. Part of our study will be devoted to compare the physical effects of β and γ. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

A compact finite difference scheme for solving a three‐dimensional heat transport equation in a thin film

Heat transport at the microscale is of vital importance in microtechnology applications. The heat transport equation differs from the traditional heat diffusion equation in having a second‐order derivative of temperature with respect to time and a third‐order mixed derivative of temperature with respect to space and time. In this study, we develop a high‐order compact finite difference scheme for the heat transport equation at the microscale. It is shown by the discrete Fourier analysis method that the scheme is unconditionally stable. Numerical results show that the solution is accurate. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 441–458, 2000     

New conservative difference schemes with fourth‐order accuracy for some model equation for nonlinear dispersive waves

In this article, some high‐order accurate difference schemes of dispersive shallow water waves with Rosenau‐KdV‐RLW‐equation are presented. The corresponding conservative quantities are discussed. Existence of the numerical solution has been shown. A priori estimates, convergence, uniqueness, and stability of the difference schemes are proved. The convergence order is in the uniform norm without any restrictions on the mesh sizes. At last numerical results are given to support the theoretical analysis.