Identification of a time‐dependent coefficient in a partial differential equation subject to an extra measurement

The problem of recovering a time‐dependent coefficient in a parabolic partial differential equation has attracted considerable recent attention. Several finite difference schemes are presented for identifying the function u(x, t) and the unknown coefficient a(t) in a one‐dimensional partial differential equation. These schemes are developed to determine the unknown properties in a region by measuring only data on the boundary. Our goal has been focused on coefficients that presents physical quantities, for example, the conductivity of a medium. For the convenience of discussion, we will present the results of numerical experiment on several test problems. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

Bicompact Schemes for the Multidimensional Convection–Diffusion Equation

Computational Mathematics and Mathematical Physics - Bicompact schemes are generalized for the first time to the linear multidimensional convection–diffusion equation. Schemes are constructed...     

Wavelet-Taylor Galerkin Method for the Burgers Equation

In this paper, we propose a wavelet-Taylor Galerkin method for the numerical solution of the Burgers equation. In deriving the computational scheme, Taylor-generalized Euler time discretization is performed prior to wavelet-based Galerkin spatial approximation. The linear system of equations obtained in the process are solved by approximate-factorization-based simple explicit schemes, and the resulting solution is compared with that from regular methods. To deal with transient advection-diffusion situations that evolve toward a convective steady state, a splitting-up strategy is known to be very effective. So the Burgers equation is also solved by a splitting-up method using a wavelet-Taylor Galerkin approach. Here, the advection and diffusion terms in the Burgers equation are separated, and the solution is computed in two phases by appropriate wavelet-Taylor Galerkin schemes. Asymptotic stability of all the proposed schemes is verified, and the L_∞ errors relative to the analytical solution together with the numerical solution are reported. AMS subject classification (2000) 65M70     

Construction and Analysis of Lattice Boltzmann Methods Applied to a 1D Convection-Diffusion Equation

To solve the 1D (linear) convection-diffusion equation, we construct and we analyze two LBM schemes built on the D1Q2 lattice. We obtain these LBM schemes by showing that the 1D convection-diffusion equation is the fluid limit of a discrete velocity kinetic system. Then, we show in the periodic case that these LBM schemes are equivalent to a finite difference type scheme named LFCCDF scheme. This allows us, firstly, to prove the convergence in L ^∞ of these schemes, and to obtain discrete maximum principles for any time step in the case of the 1D diffusion equation with different boundary conditions. Secondly, this allows us to obtain most of these results for the Du Fort-Frankel scheme for a particular choice of the first iterate. We also underline that these LBM schemes can be applied to the (linear) advection equation and we obtain a stability result in L ^∞ under a classical CFL condition. Moreover, by proposing a probabilistic interpretation of these LBM schemes, we also obtain Monte-Carlo algorithms which approach the 1D (linear) diffusion equation. At last, we present numerical applications justifying these results.     

Parameterized families of finite difference schemes for the wave equation

This article is devoted to an analysis of simple families of finite difference schemes for the wave equation. These families are dependent on several free parameters, and methods for obtaining stability bounds as a function of these parameters are discussed in detail. Access to explicit stability bounds such as those derived here may, it is hoped, lead to optimization techniques for so‐called spectral‐like methods, which are difference schemes dependent on many free parameters (and for which maximizing the order of accuracy may not be the defining criterion). Though the focus is on schemes for the wave equation in one dimension, the analysis techniques are extended to two dimensions; implicit schemes such as ADI methods are examined in detail. Numerical results are presented. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 463–480, 2004.     

First-Order and Second-Order,Chaos-Free,Finite Difference Schemes for Fisher Equation

A new class of finite difference schemes is constructed for Fisher partial differential equation i.e. the reaction-diffusion equation with stiff source term: $au(1-u)$. These schemes have the properties that they reduce to high fidelity algorithms in the diffusion-free case namely in which the numerical solutions preserve the properties in the exact solutions for arbitrary time step-size and reaction coefficient α＞0 and all nonphysical spurious solutions including bifurcations and chaos that normally appear in the standard discrete models of Fisher partial differential equation will not occur. The implicit schemes so developed obtain the numerical solutions by solving a single linear algebraic system at each step. The boundness and asymptotic behaviour of numerical solutions obtained by all these schemes are given. The approach constructing the above schemes can be extended to reaction-diffusion equations with other stiff source terms.     

求解Fisher型方程的混合Jacobi-球面调和谱方法

本文提出了两种数值求解单位球内Fisher型方程的混合Jacobi-球面调和谱格式,并分别给出了格式的收敛性及相关的数值结果。     

解对流方程的加耗散项的差分格式

解对流方程的大多数常见的显式差分格式 ,其稳定性条件是苛刻的 .这一困难可由在常规的显式差分格式中引入耗散项而得到克服 .基于此 ,我们导出一类新的无条件稳定的两层的半显式差分格式及若干具有高稳定性的显式格式 .它们包含了若干已知的具有高稳定性的显式格式 .     

Burgers方程的一类交替分组方法

对于Burgers方程给出了一组新的Saul'yev型非对称差分格式，并用这些差分格式构造了求解非线性Burgers方程的交替分组四点方法．该算法把剖分节点分成若干组，在每组上构造能够独立求解的差分方程．因此算法具有并行本性，能直接在并行计算机上使用．章还证明了所给算法线性绝对稳定．数值试验表明，该方法使用简便，稳定性好，有很好的精度。     

On Solutions to Riemann's Functional Equation

In 1921 Hamburger proved that Riemann's functional equation characterizes the Riemann zeta function in the space of functions representable by ordinary Dirichlet series satisfying certain regularity conditions. We consider solutions to a more general functional equation with real weight k. In the case of Hamburger's theorem, k = . We show that, under suitable conditions, the generalized functional equation admits no nontrivial solutions for k > 0 unless k = . Our proof generalizes an elegant proof of Hamburger's theorem given by Siegel, and employs a generalized integral transform.1997 Sunrise Way     

KdV方程的一类本性并行差分格式

对三阶KdV方程给出了—组非对称的差分公式,并用这些差分公式和对称的Crank-Nicolson型公式构造了一类具有本性并行的交替差分格式．证明了格式的线性绝对稳定性．对—个孤立波解、二个孤立波解和三个孤立波解的情况分别进行了数值试验,并对—个孤立波解的数值解的收敛阶和精确性进行了试验和比较．     

Asymptotic Preserving Schemes for Semiconductor Boltzmann Equation in the Diffusive Regime

As is known, the numerical stiffness arising from the small mean free path is one of the main difficulties in the kinetic equations. In this paper, we derive both the split and the unsplit schemes for the linear semiconductor Boltzmann equation with a diffusive scaling. In the two schemes, the anisotropic collision operator is realized by the "BGK"-penalty method, which is proposed by Filbet and Jin [F. Filbet and S. Jin, J. Comp. Phys. 229(20), 7625-7648, 2010] for the kinetic equations and the related problems having stiff sources. According to the numerical results, both of the schemes are shown to be uniformly convergent and asymptotic-preserving. Besides, numerical evidences suggest that the unsplit scheme has a better numerical stability than the split scheme.     

求解二阶波动方程的三次样条差分方法

有限差分法在求解二阶波动方程初边值问题过程中通常受到精度和稳定性的限制.本文对二阶波动方程的时间、空间项分别采用三次样条公式进行离散,推导出精度分别为O(τ2+h2),0(τ2+h4),O(τ4+h2)和O(τ4+h4)的四种三层隐式差分格式,以及与之相匹配的第一个时间步的同阶离散格式,并采用Fourier方法分析了格...     

时空分数阶薛定谔方程的指数时间差分方法

本文针对时空分数阶非线性薛定谔方程,提出了应用Padé近似逼近Mittag-Leffler函数的指数时间差分格式,讨论了提高格式计算效率的方法.本文在具有各种参数的时空分数阶非线性薛定谔方程上进行了数值实验,实验结果说明了所提出方法的准确性、有效性和可靠性.     

Compact and Monotone Difference Schemes for the Generalized Fisher Equation

Differential Equations - For the generalized Fisher equation with nonlinear convection, monotone and compact difference schemes of $$4+1$$ and $$4+2 $$ approximation orders are constructed and...     

三阶非线性KdV方程的交替分段显-隐差分格式

对三阶非线性KdV方程给出了一组非对称的差分公式,用这些差分公式与显、隐差分公式组合,构造了一类具有本性并行的交替分段显-隐格式A·D2证明了格式的线性绝对稳定性．对1个孤立波解、2个孤立波解的情况分别进行了数值试验．数值结果显示,交替分段显-隐格式稳定,有较高的精确度．     

High Accuracy Difference Schemes for the Cylindrical Heat Conduction Equation

High accuracy implicit difference methods are derived for thecylindrical heat conduction equation. Some unconditionally stableimplicit formulas are derived. The utility of the new schemesare shown by testing the schemes on two examples.     

Numerical Analysis for a Mean-Field Equation for the Ising Model with Glauber Dynamics

1.IntroductionWeconsiderthefollowingmean--fieldequationofmotionforthedynamicIsingmodelonaperiodiclatticeA:whereAdenotesthelatticeofZdwithNdsitesdefinedbyA:~{a:a=Zaie',i=1alEZ,15al5N}with{e'}beingthestandardunitvectorsofZd.WesaythatAisad-dimensionallattice.WedenotebyVAtheNddimensionalspaceoflatticevectorsv=(v.).6A*satisfyingv.+Nei=va'Hereu~(u.)..AandbadenotestheexpectationdrofthespinatsiteaofthelatticeandA*isdefinedby{a:a~Za.e',alEZ}.i=1TheNdxNdsymmetricmatrixAisdefinedby3forvEVAF'o…     

On the Matrix Equation X^{ - 1} X* = A

Solvability conditions are examined for the matrix equation , which cannot be found in the well-known reference books on matrix theory. Methods for constructing solutions to this equation are indicated.     

发展方程初边值问题的高阶差分-边界积分方程法及误差分析

本文结合差分方法与边界积分方程方法,提出并研究了一类新的求解发展型方程初边值问题的高阶差分与边界积分方程耦合数值方法.对于有界区域问题与无界区域问题给出了数值计算格式及其误差的先验估计.