Stability of weighted difference schemes

Estimates of stability of weighted differences in norms of Banach spaces are constructed. On the basis of these, corresponding estimates of stability in the norms of the spaces C_h and L_ph, 1 P < , are obtained for difference schemes which approximate an initial-boundary value problem for the heat equation with boundary conditions of the first, second, and third kinds. In addition, the estimates of resolvents of difference elliptic operators in C_h and L_ph, 1 P < , obtained in this article are used in an essential way.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 42, No. 9, pp. 1254–1258, September, 1990.     

Stability criterion for a family of nonlocal difference schemes

We consider finite-difference schemes for the heat equation with nonlocal boundary conditions that contain a real parameter γ. A stability criterion for finite-difference schemes with respect to the initial data was earlier obtained for |γ| ≤ 1. In the present paper, we consider the case in which γ ∈ (−cosh π,−1) and the original differential problem is stable, while the stability conditions for the finite-difference schemes substantially depend on γ. We obtain estimates for the energy norm of the solution of the finite-difference problem via the same norm of the initial data and prove the equivalence of the energy norm and the grid L ₂-norm.     

Family of self-adjoint Nonlocal finite-difference schemes

We study the stability of a family of self-adjoint finite-difference schemes for the heat equation with nonlocal boundary conditions. Self-adjointness permits one to use general stability theorems for two-layer finite-difference schemes in energy spaces and consider finite-difference schemes for equations with variable coefficients.     

Stability of a family of multi-time-level difference schemes for the advection equation

Summary For the linear advection equation we consider explicit multi-time-level schemes of highest order which are one step in space direction only. If a stencil involvesk time steps we show that it is stable in theL ₂-sense for Courant numbers in the interval (0, 1/k). Since the order is 2k–1 one can use these schemes for high order discretization of the boundary conditions in hyperbolic initial value problems.Part of this work has been performed in the project Mehrschritt-Differenzenschemata of the Schwerpunktprogramm Finite Approximationen in der Strömungsmechanik which has been supported by the DFG     

Stability of a family of difference schemes for the Samarskii-Ionkin problem with variable coefficient

We consider a one-parameter family of difference schemes approximating a nonlocal heat problem with variable coefficient. We study the spectral properties of the main difference operator of the scheme. An energy norm in which the schemes are uniformly stable is defined on the space of grid functions. The corresponding stability condition is derived.     

Stability of a finite-difference discretization of a singular perturbation problem

A new higher-order finite-difference scheme is proposed for a linear singularly perturbed convection–diffusion problem in one dimension. It is shown how the theory of inverse-monotone matrices, the Lorenz decomposition in particular, can be applied to the stability analysis of the resulting linear system.     

Gaussian spectral rules for second order finite-difference schemes

Earlier the authors suggested an algorithm of grid optimization for a second order finite-difference approximation of a two-point problem. The algorithm yields exponential superconvergence of the Neumann-to-Dirichlet map (or the boundary impedance). Here we extend that approach to PDEs with piecewise-constant coefficients and rectangular homogeneous subdomains. Examples of the numerical solution of the 2-dimensional oscillatory Helmholtz equation exhibit exponential convergence at prescribed points, where the cost per grid node is close to that of the standard five-point finite-difference scheme. Our scheme demonstrates high accuracy with slightly more than two grid points per wavelength and reduces the grid size by more than three orders as compared with the standard scheme.     

Nonstandard finite-difference schemes for general two-dimensional autonomous dynamical systems

General two-dimensional autonomous dynamical systems and their standard numerical discretizations are considered. Nonstandard stability-preserving finite-difference schemes based on the explicit and implicit Euler and the second-order Runge–Kutta methods are designed and analyzed. Their elementary stability is established theoretically and is also supported by a numerical example.     

On a family of nonlocal difference schemes

We consider a weighted difference scheme approximating the heat equation with nonlocal boundary conditions. We analyze the behavior of the spectrum of the main finite-difference operator depending on the parameters occurring in the boundary conditions. We state inequalities whose validity is necessary and sufficient for the stability of the difference scheme with respect to the initial data.     

Convergent finite-difference schemes for the equations of the filtration of a fluid with delay

In the paper one constructs convergent difference schemes for the filtration equations of various viscoelastic fluids.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 152, pp. 86–93, 1986.     

On a class of finite-difference schemes for solving ill-posed Cauchy problems in Banach spaces

A class of finite-difference schemes for solving ill-posed Cauchy problems for first-order linear differential equations with sectorial operators in Banach spaces is examined. Under various assumptions concerning the desired solution, time-uniform accuracy and error characteristics are obtained that refine and improve known estimates for these schemes. Some numerical results are presented.     

Exact finite-difference schemes for two-dimensional linear systems with constant coefficients

An exact finite-difference scheme for a system of two linear differential equations with constant coefficients, (d/dt)x(t)=Ax(t)$(\mathrm{d}/\mathrm{d}t)\mathbf{x}(t)=A\mathbf{x}(t)$, is proposed. The scheme is different from what was proposed by Mickens [Nonstandard Finite Difference Models of Differential Equations, World Scientific, New Jersey, 1994, p. 147], in which the derivatives of the two equations are formed differently. Our exact scheme is in the form of (1/φ(h))(_xk+1-_xk)=A[θ_xk+1+(1-θ)_xk]$(1/\phi (h))({\mathbf{x}}_{k+1}-{\mathbf{x}}_k)=A[\theta {\mathbf{x}}_{k+1}+(1-\theta ){\mathbf{x}}_k]$; both derivatives are in the same form of (_xk+1-_xk)/φ(h)$(x_{k+1}-x_k)/\phi (h)$.     

Properties of finite-difference schemes for singular integrodifferential equations of index 1

Systems of integrodifferential equations with a singular matrix multiplying the highest derivative of the unknown vector function are considered. An existence theorem is formulated, and a numerical solution method is proposed. The solutions to singular systems of integrodifferential equations are unstable with respect to small perturbations in the initial data. The influence of initial perturbations on the behavior of numerical processes is analyzed. It is shown that the finite-difference schemes proposed for the systems under study are self-regularizing.     

On the construction of nonclassical finite-difference schemes for ordinary differential equations

We consider the Cauchy problem for stiff systems of ordinary differential equations. An essentially new method is suggested for constructing finite-difference schemes for such problems. These methods have a number of advantages over earlier developed schemes.     

Stability of nonlocal difference schemes in a subspace

We consider a family of two-layer difference schemes for the heat equation with nonlocal boundary conditions containing the parameter γ. In some interval γ ∈ (1, γ ₊), the spectrum of the main difference operator contains a unique eigenvalue λ ₀ in the left complex half-plane, while the remaining eigenvalues λ ₁, λ ₂, …, λ _N?1 lie in the right half-plane. The corresponding grid space H _N is represented as the direct sum H _N = H ₀⊕H _N?1 of a one-dimensional subspace and the subspace H _N?1 that is the linear span of eigenvectors µ⁽¹⁾, µ⁽²⁾, …, µ^(N?1). We introduce the notion of stability in the subspace H _N?1 and derive a stability criterion.     

High-order accurate dissipative weighted compact nonlinear schemes

Based on the method deriving dissipative compact linear schemes (DCS), novel high-order dissipative weighted compact nonlinear schemes (DWCNS) are developed. By Fourier analysis,the dissipative and dispersive features of DWCNS are discussed. In view of the modified wave number, the DWCNS are equivalent to the fifth-order upwind biased explicit schemes in smooth regions and the interpolations at cell-edges dominate the accuracy of DWCNS. Boundary and near boundary schemes are developed and the asymptotic stabilities of DWCNS on both uniform and stretching grids are analyzed. The multi-dimensional implementations for Euler and Navier-Stokes equations are discussed. Several numerical inviscid and viscous results are given which show the good performances of the DWCNS for discontinuities capturing, high accuracy for boundary layer resolutions, good convergent rates (the root-mean-square of residuals approaching machine zero for solutions with strong shocks) and especially the damping effect on the spudous oscillations which were found in the solutions obtained by TVD and ENO schemes.