Optimal l~∞ error estimates of finite difference methods for the coupled Gross-Pitaevskii equations in high dimensions

Due to the difficulty in obtaining the a priori estimate,it is very hard to establish the optimal point-wise error bound of a finite difference scheme for solving a nonlinear partial differential equation in high dimensions(2D or 3D).We here propose and analyze finite difference methods for solving the coupled GrossPitaevskii equations in two dimensions,which models the two-component Bose-Einstein condensates with an internal atomic Josephson junction.The methods which we considered include two conservative type schemes and two non-conservative type schemes.Discrete conservation laws and solvability of the schemes are analyzed.For the four proposed finite difference methods,we establish the optimal convergence rates for the error at the order of O(h~2+τ~2)in the l~∞-norm(i.e.,the point-wise error estimates)with the time stepτand the mesh size h.Besides the standard techniques of the energy method,the key techniques in the analysis is to use the cut-off function technique,transformation between the time and space direction and the method of order reduction.All the methods and results here are also valid and can be easily extended to the three-dimensional case.Finally,numerical results are reported to confirm our theoretical error estimates for the numerical methods.     

THE FINITE DIFFERENCE METHOD FOR DISSIPATIVE KLEIN-GORDON-SCHRODINGER EQUATIONS IN THREE SPACE DIMENSIONS

A fully discrete finite difference scheme for dissipative Klein-Gordon-SchrSdinger equations in three space dimensions is analyzed. On the basis of a series of the time-uniform priori estimates of the difference solutions and discrete version of Sobolev embedding the- orems, the stability of the difference scheme and the error bounds of optimal order for the difference solutions are obtained in H2 × H2 ×H1 over a finite time interval. Moreover, the existence of a maximal attractor is proved for a discrete dynamical system associated with the fully discrete finite difference scheme.     

对流扩散方程的三层UNO-MMOCAA差分方法

By combing the three-step modified method of characteristics and MMOCAA difference method with UNO interpolation, the three-step UNO-MMOCAA finite difference method is established for convection-dominated diffusion problems in this paper. The scheme is two-order accurate in space and time and is free from the oscillation near the steep front, with which the problem is solved by three-step MMOCAA finite difference method based on two-order Lagrange interplation. Using the new method, we give an estimate analysis of the scheme and a numerical example.     

OPTIMAL POINT-WISE ERROR ESTIMATE OF A COMPACT FINITE DIFFERENCE SCHEME FOR THE COUPLED NONLINEAR SCHRODINGER EQUATIONS

In this paper, we analyze a compact finite difference scheme for computing a coupled nonlinear SchrSdinger equation. The proposed scheme not only conserves the totM mass and energy in the discrete level but also is decoupled and linearized in practical computa- tion. Due to the difficulty caused by compact difference on the nonlinear term, it is very hard to obtain the optimal error estimate without any restriction on the grid ratio. In order to overcome the difficulty, we transform the compact difference scheme into a special and equivalent vector form, then use the energy method and some important lemmas to obtain the optimal convergent rate, without any restriction on the grid ratio, at the order of O（h4 ＋r2） in the discrete L∞ -norm with time step - and mesh size h. Finally, numerical results are reported to test our theoretical results of the proposed scheme.     

Shrinkage estimation analysis of correlated binary data with a diverging number of parameters

For analyzing correlated binary data with high-dimensional covariates,we,in this paper,propose a two-stage shrinkage approach.First,we construct a weighted least-squares(WLS) type function using a special weighting scheme on the non-conservative vector field of the generalized estimating equations(GEE) model.Second,we define a penalized WLS in the spirit of the adaptive LASSO for simultaneous variable selection and parameter estimation.The proposed procedure enjoys the oracle properties in high-dimensional framework where the number of parameters grows to infinity with the number of clusters.Moreover,we prove the consistency of the sandwich formula of the covariance matrix even when the working correlation matrix is misspecified.For the selection of tuning parameter,we develop a consistent penalized quadratic form(PQF) function criterion.The performance of the proposed method is assessed through a comparison with the existing methods and through an application to a crossover trial in a pain relief study.     

ATTRACTORS FOR FULLY DISCRETE FINITE DIFFERENCE SCHEME OF DISSIPATIVE ZAKHAROV EQUATIONS

A fully discrete finite difference scheme for dissipative Zakharov equations is analyzed.On the basis of a series of the time-uniform priori estimates of the difference solutions,the stability of the difference scheme and the error bounds of optimal order of the difference solutions are obtained in L2 × H 1 × H 2 over a finite time interval(0,T ].Finally,the existence of a global attractor is proved for a discrete dynamical system associated with the fully discrete finite difference scheme.     

THE FINITE DIFFERENCE METHOD FOR DISSIPATIVE KLEIN-GORDON-SCHRDINGER EQUATIONS IN THREE SPACE DIMENSIONS

A fully discrete finite difference scheme for dissipative Klein-Gordon-Schrodinger equationsin three space dimensions is analyzed.On the basis of a series of the time-uniformpriori estimates of the difference solutions and discrete version of Sobolev embedding theorems,the stability of the difference scheme and the error bounds of optimal order for thedifference solutions are obtained in H~2×H~2×H~1 over a finite time interval.Moreover,the existence of a maximal attractor is proved for a discrete dynami...     

LONG-TIME CONVERGENCE OF GENERALIZED DIFFERENCE METHOD FOR NAVIER-STOKES EQUATIONS

1　IntroductionIn this paper,we firstprovide a generalized difference method for the two-dimension-al Navier-Stokes equations by combining the ideas of staggered scheme[6] and generalizedupwind scheme [4 ] in space,and by backward Euler time-stepping.Then we apply theabstractframework of[7] to prove its long-time convergence.The outline of this paper is as follows:In§ 2 we state the generalized differencemethod.In§ 3 we provide some lemmas.In§ 4 we study the one-sided Lipschitz condi-tio…     

ERROR ESTIMATION OF SPECTRAL METHOD FOR SOLVING THREE-DIMENSIONAL VORTICITY EQUATION

Much work has been done for spectral scheme of P.D.E.(see [1]).Recently the authorproposed a technique to prove the strict error estimation of spectral scheme for non-liuear problemssuch as K.D.V-Burgers' equation,two-dimensional vorticity equation and so on([2]—[4]).Inthis paper we generalize this technique into three-dimensional vorticity equation.Under someconditions these error estimations imply convergence.The more smooth the solution of P.D.E.,themore accurate the approximate solution.     

Absorbing Boundary Conditions for Hyperbolic Systems

<正>This paper deals with absorbing boundary conditions for hyperbolic systems in one and two space dimensions.We prove the strict well-posedness of the resulting initial boundary value problem in 1D.Afterwards we establish the GKS-stability of the corresponding Lax-Wendroff-type finite difference scheme.Hereby,we have to extend the classical proofs,since the(discretized) absorbing boundary conditions do not fit the standard form of boundary conditions for hyperbolic systems.     

A conservative extension of the method of characteristics for 1-D shallow flows

The method of characteristics (MOC) has been used for a long time in open channels and pipes flows. It is based on non-conservative equations, and hence it cannot be used directly for solving discontinuous shallow flows. In this paper we develop a conservative version of the MOC scheme for 1-D shallow flows by imposing the conservation law at the interpolation step. The conservation property of the scheme ensures the production of an accurate shock modeling and enables the MOC scheme to simulate dam-break type flows. By using a proper interpolation function, the proposed method can also produce quite accurate low-oscillatory results. A number of challenging test cases show considerable improvement compared to the traditional non-conservative MOC scheme in the case of dam-break type and trans-critical flow simulations.     

三维热传导型半导体器件瞬态模拟问题的Crank-Nicolson差分-流线扩散有限元法及其数值分析

本文研究三维热传导型半导体器件瞬态模拟问题的数值方法.针对数学模型中各方程不同的特点,分别提出不同的有限元格式.特别针对浓度方程组是对流为主扩散问题的特点,使用Crank-Nicolson差分-流线扩散计算格式,提高了数值解的稳定性.得到的L2误差估计关于空间剖分步长是拟最优的,关于时间步长具有二阶精度.     

Fast and Robust Sixth Order Multigrid Computation for 3D Convection Diffusion Equation

We present a sixth-order explicit compact finite difference scheme to solve the three-dimensional (3D) convection-diffusion equation. We first use a multiscale multigrid method to solve the linear systems arising from a 19-point fourth-order discretization scheme to compute the fourth-order solutions on both a coarse grid and a fine grid. Then an operator-based interpolation scheme combined with an extrapolation technique is used to approximate the sixth-order accurate solution on the fine grid. Since the multigrid method using a standard point relaxation smoother may fail to achieve the optimal grid-independent convergence rate for solving convection-diffusion equations with a high Reynolds number, we implement the plane relaxation smoother in the multigrid solver to achieve better grid independency. Supporting numerical results are presented to demonstrate the efficiency and accuracy of the sixth-order compact (SOC) scheme, compared with the previously published fourth-order compact (FOC) scheme.     

A meshless method for solving three-dimensional time fractional diffusion equation with variable-order derivatives

In this study a new framework for solving three-dimensional (3D) time fractional diffusion equation with variable-order derivatives is presented. Firstly, a θ-weighted finite difference scheme with second-order accuracy is introduced to perform temporal discretization. Then a meshless generalized finite difference (GFD) scheme is employed for the solutions of remaining problems in the space domain. The proposed scheme is truly meshless and can be used to solve problems defined on an arbitrary domain in three dimensions. Preliminary numerical examples illustrate that the new method proposed here is accurate and efficient for time fractional diffusion equation in three dimensions, particularly when high accuracy is desired.     

Direct numerical simulation of the laminar–turbulent transition at hypersonic flow speeds on a supercomputer

A method for direct numerical simulation of three-dimensional unsteady disturbances leading to a laminar–turbulent transition at hypersonic flow speeds is proposed. The simulation relies on solving the full three-dimensional unsteady Navier–Stokes equations. The computational technique is intended for multiprocessor supercomputers and is based on a fully implicit monotone approximation scheme and the Newton–Raphson method for solving systems of nonlinear difference equations. This approach is used to study the development of three-dimensional unstable disturbances in a flat-plate and compression-corner boundary layers in early laminar–turbulent transition stages at the free-stream Mach number M = 5.37. The three-dimensional disturbance field is visualized in order to reveal and discuss features of the instability development at the linear and nonlinear stages. The distribution of the skin friction coefficient is used to detect laminar and transient flow regimes and determine the onset of the laminar–turbulent transition.     

Spatial distribution multimedia fate model: Numerical aspects and ability for spatial analysis

A spatial distribution multimedia fate model is proposed for the rigorous simulation of the environmental multimedia fate of hazardous chemicals emitted from a variety of sources. To solve the relevant equation, we introduce an explicit finite difference method applied to uniform grids. We assessed the numerical properties of the model, including stability and accuracy. A new dimensionless number (multimedia transport number) is proposed for determining the numerical stability of the unsteady-state method. The model was verified by comparison with analytical solutions for the transport of non-conservative substances in two-phase open-channel flow. The spatial resolution of the spatial distribution model was tested via a comparison with a general multimedia fate model in a practical application related to toluene emissions in Seoul, South Korea.     

Error estimation of spectral method for solving three-dimensional vorticity equation

Much work has been done for spectral scheme of P.D.E. (see [1]). Recently the author proposed a technique to prove the strict error estimation of spectral scheme for non-linear problems such as K.D.V.-Burgers' equation, two-dimensional vorticity equation and so on ([2]–[4]). In this paper we generalize this technique into three-dimensional vorticity equation. Under some conditions these error estimations imply convergence. The more smooth the solution of P.D.E., the more accurate the approximate solution.The author is     

Reduced-order extrapolation spectral-finite difference scheme based on POD method and error estimation for three-dimensional parabolic equation

In this study, a classical spectral-finite difference scheme (SFDS) for the three-dimensional (3D) parabolic equation is reduced by using proper orthogonal decomposition (POD) and singular value decomposition (SVD). First, the 3D parabolic equation is discretized in spatial variables by using spectral collocation method and the discrete scheme is transformed into matrix formulation by tensor product. Second, the classical SFDS is obtained by difference discretization in time-direction. The ensemble of data are comprised with the first few transient solutions of the classical SFDS for the 3D parabolic equation and the POD bases of ensemble of data are generated by using POD technique and SVD. The unknown quantities of the classical SFDS are replaced with the linear combination of POD bases and a reducedorder extrapolation SFDS with lower dimensions and sufficiently high accuracy for the 3D parabolic equation is established. Third, the error estimates between the classical SFDS solutions and the reduced-order extrapolation SFDS solutions and the implementation for solving the reduced-order extrapolation SFDS are provided. Finally, a numerical example shows that the errors of numerical computations are consistent with the theoretical results. Moreover, it is shown that the reduced-order extrapolation SFDS is effective and feasible to find the numerical solutions for the 3D parabolic equation.     

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.