Stability and convergence of staggered Runge-Kutta schemes for semilinear wave equations

A staggered Runge-Kutta (staggered RK) scheme is a Runge-Kutta type scheme using a time staggered grid, as proposed by Ghrist et al. in 2000 [6]. Afterwards, Verwer in two papers investigated the efficiency of a scheme proposed by Ghrist et al. [6] for linear wave equations. We study stability and convergence properties of this scheme for semilinear wave equations. In particular, we prove convergence of a fully discrete scheme obtained by applying the staggered RK scheme to the MOL approximation of the equation.     

Nonlinear Galerkin method and two-step method for the Navier-Stokes equations

This article represents a new nonlinear Galerkin scheme for the Navier-Stokes equations. This scheme consists of a nonlinear Galerkin finite element method and a two-step difference method. Moreover, we also provide a Galerkin scheme. By convergence analysis, two numerical schemes have the same second-order convergence accuracy for the spatial discretization and time discretization if H is chosen such that H = O(h^2/3). However, the nonlinear Galerkin scheme is simpler than the Galerkin scheme, namely, this scheme can save a large amount of computational time. © 1996 John Wiley & Sons, Inc.     

On a difference scheme of exponential type for a nonlinear singular perturbation problem

Summary A difference scheme of exponential type for solving a nonlinear singular perturbation problem is analysed. Although this scheme is not of monotone type, aL ¹ convergence result is obtained. Relations between this scheme and Engquist-Osher scheme are also discussed.     

A dynamically optimized finite difference scheme for Large-Eddy Simulation

A low-dispersive dynamic finite difference scheme for Large-Eddy Simulation is developed. The dynamic scheme is constructed by combining Taylor series expansions on two different grid resolutions. The scheme is optimized dynamically through the real-time adaption of a dynamic coefficient according to the spectral content of the flow, such that the global dispersion error is minimal. In the case of DNS-resolution, the dynamic scheme reduces to the standard Taylor-based finite difference scheme with formal asymptotic order of accuracy. When going to LES-resolution, the dynamic scheme seamlessly adapts to a dispersion-relation preserving scheme. The scheme is tested for Large-Eddy Simulation of Burgers equation. Very good results are obtained.     

Second order unconditionally convergent and energy stable linearized scheme for MHD equations

In this paper, we propose an efficient numerical scheme for magnetohydrodynamics (MHD) equations. This scheme is based on a second order backward difference formula for time derivative terms, extrapolated treatments in linearization for nonlinear terms. Meanwhile, the mixed finite element method is used for spatial discretization. We present that the scheme is unconditionally convergent and energy stable with second order accuracy with respect to time step. The optimal L ² and H ¹ fully discrete error estimates for velocity, magnetic variable and pressure are also demonstrated. A series of numerical tests are carried out to confirm our theoretical results. In addition, the numerical experiments also show the proposed scheme outperforms the other classic second order schemes, such as Crank-Nicolson/Adams-Bashforth scheme, linearized Crank-Nicolson’s scheme and extrapolated Gear’s scheme, in solving high physical parameters MHD problems.     

Efficient revocable identity-based encryption via subset difference methods

Providing an efficient revocation mechanism for identity-based encryption (IBE) is very important since a user’s credential (or private key) can be expired or revealed. revocable IBE (RIBE) is an extension of IBE that provides an efficient revocation mechanism. Previous RIBE schemes essentially use the complete subtree (CS) scheme of Naor, Naor and Lotspiech (CRYPTO 2001) for key revocation. In this paper, we present a new technique for RIBE that uses the efficient subset difference (SD) scheme of Naor et al. instead of using the CS scheme to improve the size of update keys. Following our new technique, we first propose an efficient RIBE scheme in prime-order bilinear groups by combining the IBE scheme of Boneh and Boyen and the SD scheme and prove its selective security under the standard assumption. Our RIBE scheme is the first RIBE scheme in bilinear groups that has O(r) number of group elements in an update key where r is the number of revoked users. Next, we also propose another RIBE scheme in composite-order bilinear groups and prove its full security under static assumptions. Our RIBE schemes also can be integrated with the layered subset difference scheme of Halevy and Shamir (CRYPTO 2002) to reduce the size of a private key.     

High accurate NRK and MWENO scheme for nonlinear degenerate parabolic PDEs

In this paper, we propose a stable high accurate hybrid scheme based on nonstandard Runge–Kutta (NRK) and modified weighted essentially non-oscillatory (MWENO) techniques for nonlinear degenerate parabolic partial differential equations. The necessary stability condition for the combination of a Runge–Kutta and MWENO scheme is given. The stability condition provides a renormalization function such that mixture of explicit NRK and MWENO scheme is unconditionally stable. Novel scheme recovers the sixth order convergent at points of inflection and prevents the appearance of spurious solutions close to discontinuities. The good performance of this scheme is illustrated through five examples. Numerical results are presented.     

A new high accuracy locally one-dimensional scheme for the wave equation

In this paper, a new locally one-dimensional (LOD) scheme with error of O(Δt⁴+h⁴) for the two-dimensional wave equation is presented. The new scheme is four layer in time and three layer in space. One main advantage of the new method is that only tridiagonal systems of linear algebraic equations have to be solved at each time step. The stability and dispersion analysis of the new scheme are given. The computations of the initial and boundary conditions for the two intermediate time layers are explicitly constructed, which makes the scheme suitable for performing practical simulation in wave propagation modeling. Furthermore, a comparison of our new scheme and the traditional finite difference scheme is given, which shows the superiority of our new method.     

Dissipativity of the linearly implicit Euler scheme for Navier‐Stokes equations with delay

In this article, we study the dissipativity of the linearly implicit Euler scheme for the 2D Navier‐Stokes equations with time delay volume forces (NSD). This scheme can be viewed as an application of the implicit Euler scheme to linearized NSD. Therefore, only a linear system is needed to solve at each time step. The main results we obtain are that this scheme is L² dissipative for any time step size and H¹ dissipative under a time‐step constraint. As a consequence, the existence of a numerical attractor of the discrete dynamical system is established. A by‐product of the dissipativity analysis of the linearly implicit Euler scheme for NSD is that the dissipativity of an implicit‐explicit scheme for the celebrated Navier‐Stokes equations that treats the volume forces term explicitly is obtained.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 2114–2140, 2017     

On non-symmetric commutative association schemes with exactly one pair of non-symmetric relations

For a given non-symmetric commutative association scheme, by fusing all the non-symmetric relations pairwise with their symmetric counterparts, we can obtain a new symmetric association scheme. In this paper, we introduce a set of feasibility and realizability conditions for a class e symmetric association scheme to be split into a class e+1 non-symmetric commutative association scheme. By applying the feasibility and realizability conditions, we obtain a classification into six categories of the class 4 non-symmetric fission schemes of group-divisible 3-schemes. Complete solutions for three of the six categories and partial results for the remaining cases are presented.     

A stabilized semi-implicit Galerkin scheme for Navier-Stokes equations

By introducing a time relaxation term for the time derivative of higher frequency components, we proposed a stabilized semi-implicit Galerkin scheme for evolutionary Navier-Stokes equations in this paper. Analysis shows that such a scheme has weaker stability conditions than that of a classical semi-implicit Galerkin scheme and, when a suitable relaxation parameter σ is chosen, it generates an approximate solution with the same accuracy as the classical one. That means the proposed scheme might use a larger time step to generate a bounded approximate solution. Thus it is more suitable for long time simulations.     

The Relation Reflection Scheme

We introduce a new axiom scheme for constructive set theory, the Relation Reflection Scheme (RRS). Each instance of this scheme is a theorem of the classical set theory ZF. In the constructive set theory CZF^–, when the axiom scheme is combined with the axiom of Dependent Choices (DC), the result is equivalent to the scheme of Relative Dependent Choices (RDC). In contrast to RDC, the scheme RRS is preserved in Heyting‐valued models of CZF^– using set‐generated frames. We give an application of the scheme to coinductive definitions of classes. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

New conservative difference schemes for a coupled nonlinear Schrödinger system

In this paper, two conservative difference schemes for solving a coupled nonlinear Schrödinger (CNLS) system are numerically analyzed. Firstly, a nonlinear implicit two-level finite difference scheme for CNLS system is studied, then a linear three-level difference scheme for CNLS system is presented. An induction argument and the discrete energy method are used to prove the second-order convergence and unconditional stability of the linear scheme. Numerical examples show the efficiency of the new scheme.     

On stability of difference schemes. Central schemes for hyperbolic conservation laws with source terms

The stability of nonlinear explicit difference schemes with not, in general, open domains of the scheme operators are studied. For the case of path-connected, bounded, and Lipschitz domains, we establish the notion that a multi-level nonlinear explicit scheme is stable iff (if and only if) the corresponding scheme in variations is stable. A new modification of the central Lax–Friedrichs (LxF) scheme is developed to be of the second-order accuracy. The modified scheme is based on nonstaggered grids. A monotone piecewise cubic interpolation is used in the central scheme to give an accurate approximation for the model in question. The stability of the modified scheme is investigated. Some versions of the modified scheme are tested on several conservation laws, and the scheme is found to be accurate and robust. As applied to hyperbolic conservation laws with, in general, stiff source terms, it is constructed a second-order nonstaggered central scheme based on operator-splitting techniques.     

A fourth-order method of the convection-diffusion equations with Neumann boundary conditions

In this paper, we have developed a fourth-order compact finite difference scheme for solving the convection-diffusion equation with Neumann boundary conditions. Firstly, we apply the compact finite difference scheme of fourth-order to discrete spatial derivatives at the interior points. Then, we present a new compact finite difference scheme for the boundary points, which is also fourth-order accurate. Finally, we use a Padé approximation method for the resulting linear system of ordinary differential equations. The presented scheme has fifth-order accuracy in the time direction and fourth-order accuracy in the space direction. It is shown through analysis that the scheme is unconditionally stable. Numerical results show that the compact finite difference scheme gives an efficient method for solving the convection-diffusion equations with Neumann boundary conditions.     

Relaxation Lax-Friedrichs sweeping scheme for static Hamilton-Jacobi equations

This paper presents a relaxation Lax-Friedrichs sweeping scheme to approximate viscosity solutions of static Hamilton Jacobi equations in any number of spatial dimensions. It is a generalization of the scheme proposed in Kao et al. (J Comput Phys 196:367–391, 2004). Numerical examples suggest that the relaxation Lax-Friedrichs sweeping scheme has smaller number of iterations than the original Lax-Friedrichs sweeping scheme when the relaxation factor ω is slightly larger than one. And first order convergence is also demonstrated by numerical results. A theoretical analysis for our scheme in a special case is given.     

High‐order approximation of 2D convection‐diffusion equation on hexagonal grids

We derive a fourth‐order finite difference scheme for the two‐dimensional convection‐diffusion equation on an hexagonal grid. The difference scheme is defined on a single regular hexagon of size h over a seven‐point stencil. Numerical experiments are conducted to verify the high accuracy of the derived scheme, and to compare it with the standard second‐order central difference scheme. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2006     

An iterative solver for a coupled system of Helmholtz equations

An iterative solver for a pair of coupled partial differential equations that are related to the Maxwell equations is discussed. The convergence of the scheme depends on the choice of two parameters. When the first parameter is fixed, the scheme is seen to be a successive under-relaxation scheme in the other parameter. A theory for convergence of the scheme is discussed for a special case of the equations, and several numerical examples are presented. © 1996 John Wiley & Sons, Inc.     

Performance evaluation of evolutionary class of algorithms—An application to 0–1 knapsack problem

The 0–1 knapsack [1] problem is a well-known NP-complete problem. There are different algorithms in the literature to attack this problem, two of them being of specific interest. One is a pseudo polynomial algorithm of order O(nK), K being the target of the problem. This algorithm works unsatisfactorily, as the given target becomes high. In fact, the complexity might become exponential in that case. The other scheme is a fully polynomial time approximation scheme (FPTAS) whose complexity is also polynomial time. The present paper suggests a probabilistic heuristic which is an evolutionary scheme accompanied by the necessary statistical formulation and its theoretical justification. We have identified parameters responsible for the performance of our evolutionary scheme which in turn would keep the option open for improving the scheme.     

A modified Crank-Nicolson scheme with incremental unknowns for convection dominated diffusion equations

A modified Crank-Nicolson scheme based on one-sided difference approximations is proposed for solving time-dependent convection dominated diffusion equations in two-dimensional space. The modified scheme is consistent and unconditionally stable. A priori L² error estimate for the fully discrete modified scheme is derived. With the use of the incremental unknowns preconditioner at each time step, a comparison among several classical numerical schemes has been made and numerical results confirm stability and efficiency of the modified Crank-Nicolson scheme.