A new positivity‐preserving nonstandard finite difference scheme for the DWE

An improved positivity‐preserving nonstandard finite difference scheme for the linear damped wave equation is presented. Unlike an earlier such scheme developed by the authors, the new scheme involves three time levels and is therefore able to include the effects of the equation's relaxation coefficient. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential, 2005     

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 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.     

Construction of nonstandard finite difference schemes for $1{1\over 2}$ space‐dimension‐coupled PDEs

Two coupled PDEs, where one has a diffusion term and the other does not, are defined to be space‐dimension systems. We show how to construct nonstandard finite difference schemes for such systems and demonstrate that they are positivity‐preserving. These methods also allow the calculation of an explicit functional relationships between the time and space step‐sizes. The case of water flowing through fractured bedrock is used to illustrate our procedure. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

A monotone scheme for Hamilton–Jacobi equations via the nonstandard finite difference method

A usual way of approximating Hamilton–Jacobi equations is to couple space finite element discretization with time finite difference discretization. This classical approach leads to a severe restriction on the time step size for the scheme to be monotone. In this paper, we couple the finite element method with the nonstandard finite difference method, which is based on Mickens' rule of nonlocal approximation. The scheme obtained in this way is unconditionally monotone. The convergence of the new method is discussed and numerical results that support the theory are provided. Copyright © 2009 John Wiley & Sons, Ltd.     

A nonstandard finite difference scheme for contaminant transport with kinetic langmuir sorption

This study focuses on a contaminant transport model with Langmuir sorption under nonequilibrium conditions. The numerical instabilities of the standard finite difference schemes including the upwind method are investigated. By using the nonstandard finite difference method, a better finite difference model is constructed. The numerical simulation on a specific system configuration proves the advantages of the new finite difference model. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 767–785, 2011     

A finite difference scheme for traveling wave solutions to Burgers equation

We construct a finite difference scheme for the ordinary differential equation describing the traveling wave solutions to the Burgers equation. This difference equation has the property that its solution can be calculated. Our procedure for determining this solution follows closely the analysis used to obtain the traveling wave solutions to the original ordinary differential equation. The finite difference scheme follows directly from application of the nonstandard rules proposed by Mickens. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 815–820, 1998     

扩散方程保正的有限体积格式

在大变形网格上数值求解多介质扩散方程时, 如何构造具有保正性的扩散格式一直是人们关注的难题. 本文将简要综述与保正性相关的扩散格式的研究历史, 并为解决这一难题提出新的设计途径,构造出新的具有较高精度的单元中心型守恒保正格式, 它们可兼顾网格几何变形和物理量变化. 本文将给出数值实验结果, 验证新格式在变形的网格上保持非负性.     

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.     

A vertex‐centered and positivity‐preserving scheme for anisotropic diffusion equations on general polyhedral meshes

We propose a new nonlinear positivity‐preserving finite volume scheme for anisotropic diffusion problems on general polyhedral meshes with possibly nonplanar faces. The scheme is a vertex‐centered one where the edge‐centered, face‐centered, and cell‐centered unknowns are treated as auxiliary ones that can be computed by simple second‐order and positivity‐preserving interpolation algorithms. Different from most existing positivity‐preserving schemes, the presented scheme is based on a special nonlinear two‐point flux approximation that has a fixed stencil and does not require the convex decomposition of the co‐normal. More interesting is that the flux discretization is actually performed on a fixed tetrahedral subcell of the primary cell, which makes the scheme very easy to be implemented on polyhedral meshes with star‐shaped cells. Moreover, it is suitable for polyhedral meshes with nonplanar faces, and it does not suffer the so‐called numerical heat‐barrier issue. The truncation error is analyzed rigorously, while the Picard method and its Anderson acceleration are used for the solution of the resulting nonlinear system. Numerical experiments are also provided to demonstrate the second‐order accuracy and well positivity of the numerical solution for heterogeneous and anisotropic diffusion problems on severely distorted grids.     

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     

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     

Nonstandard finite difference schemes for reaction‐diffusion equations

We construct finite difference schemes for a particular class of one‐space dimension, nonlinear reaction‐diffusion PDEs. The use of nonstandard finite difference methods and the imposition of a positivity condition constrain the schemes to be explicit and allow the determination of functional relations between the space and time step‐sizes. The general procedure is illustrated by applying it to several important model systems of PDEs © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 201–214, 1999     

A Legendre spectral element method (SEM) based on the modified bases for solving neutral delay distributed‐order fractional damped diffusion‐wave equation

The main purpose of the current paper is to propose a new numerical scheme based on the spectral element procedure for simulating the neutral delay distributed‐order fractional damped diffusion‐wave equation. To this end, the temporal direction has been discretized by a finite difference formula with convergence order where 1<α<2. In the next, to obtain a full‐discrete scheme, we apply the spectral finite element method on the spatial direction. Furthermore, the unconditional stability of semidiscrete scheme and convergence order of full‐discrete scheme of new technique are discussed. Finally, 2 test problems have been considered to demonstrate the ability and efficiency of the proposed numerical technique.     

Finite difference schemes for the two‐dimensional semilinear wave equation

In this article, two finite difference schemes for solving the semilinear wave equation are proposed. The unique solvability and the stability are discussed. The second‐order accuracy convergence in both time and space in the discrete H¹‐norm for the two proposed difference schemes is proved. Numerical experiments are performed to support our theoretical results.     

On a finite difference scheme for Burgers’ equation

In this paper we study properties of numerical solutions of Burger’s equation. Burgers’ equation is reduced to the heat equation on which we apply the Douglas finite difference scheme. The method is shown to be unconditionally stable, fourth order accurate in space and second order accurate in time. Two test problems are used to validate the algorithm. Numerical solutions for various values of viscosity are calculated and it is concluded that the proposed method performs well.     

A POD‐based–optimized finite difference CN‐extrapolated implicit scheme for the 2D viscoelastic wave equation†

In this paper, we devote ourselves to establishing the unconditionally stable and absolutely convergent classical finite difference Crank‐Nicholson (CN) implicit (CFDCNI) scheme and optimized finite difference CN‐extrapolated implicit (OFDCNEI) scheme containing very few degrees of freedom but holding fully second‐order accuracy for the two‐dimensional viscoelastic wave via the proper orthogonal decomposition technique, analyzing the existence, stability, and convergence of the CFDCNI and OFDCNEI solutions, and using the numerical simulations to verify that the OFDCNEI scheme is far more superior than the CFDCNI scheme.     

A three‐level linearized finite difference scheme for the camassa–holm equation

The Camassa–Holm (CH) system is a strong nonlinear third‐order evolution equation. So far, the numerical methods for solving this problem are only a few. This article deals with the finite difference solution to the CH equation. A three‐level linearized finite difference scheme is derived. The scheme is proved to be conservative, uniquely solvable, and conditionally second‐order convergent in both time and space in the discrete L_∞ norm. Several numerical examples are presented to demonstrate the accuracy and efficiency of the proposed method. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 451–471, 2014     

A finite difference scheme for the nonlinear time-fractional partial integro-differential equation

In this paper, a finite difference scheme is proposed for solving the nonlinear time-fractional integro-differential equation. This model involves two nonlocal terms in time, ie, a Caputo time-fractional derivative and an integral term with memory. The existence of numerical solutions is shown by the Leray-Schauder theorem. And we obtain the discrete L₂ stability and convergence with second order in time and space by the discrete energy method. Then the uniqueness of numerical solutions is derived. Moreover, an iterative algorithm is designed for solving the derived nonlinear system. Numerical examples are presented to validate the theoretical findings and the efficiency of the proposed algorithm.     

Nonstandard finite difference schemes for reaction‐‐diffusion equations having linear advection

We extend previous work on nonstandard finite difference schemes for one‐space dimension, nonlinear reaction–diffusion PDEs to the case where linear advection is included. The use of a positivity condition allows the determination of a functional relation between the time and space step‐sizes, and provides schemes that are explicit. The Fisher equation is used to illustrate the method. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 361–364, 2000