Galerkin finite element method and error analysis for the fractional cable equation

The cable equation is one of the most fundamental equations for modeling neuronal dynamics. These equations can be derived from the Nernst-Planck equation for electro-diffusion in smooth homogeneous cylinders. Fractional cable equations are introduced to model electrotonic properties of spiny neuronal dendrites. In this paper, a Galerkin finite element method(GFEM) is presented for the numerical simulation of the fractional cable equation(FCE) involving two integro-differential operators. The proposed method is based on a semi-discrete finite difference approximation in time and Galerkin finite element method in space. We prove that the numerical solution converges to the exact solution with order O(τ+h^l+1) for the lth-order finite element method. Further, a novel Galerkin finite element approximation for improving the order of convergence is also proposed. Finally, some numerical results are given to demonstrate the theoretical analysis. The results show that the numerical solution obtained by the improved Galerkin finite element approximation converges to the exact solution with order O(τ²+h^l+1).     

Uniformly Controllable Schemes for the Wave Equation on the Unit Square

The paper deals with the numerical approximation of the HUM control of the 2D wave equation. Most of the discrete models obtained with classical finite difference or finite element methods do not produce convergent sequences of discrete controls, as the mesh size h and the time step Δt go to zero. We introduce a family of fully-discrete schemes, nondispersive, stable under the condition \(\Delta t\leq h\slash\sqrt{2}\) and uniformly controllable with respect to h and Δt. These implicit schemes differ from the usual explicit one (obtained with leapfrog time approximation and five point spatial approximations) by the addition of terms proportional to h ² and Δt ². Numerical experiments for nonsmooth initial conditions on the unit square using a conjugate gradient algorithm indicate the excellent performance of the schemes.     

Finite element method for space-time fractional diffusion equation

In this paper, we consider two types of space-time fractional diffusion equations(STFDE) on a finite domain. The equation can be obtained from the standard diffusion equation by replacing the second order space derivative by a Riemann-Liouville fractional derivative of order β (1 < β ≤ 2), and the first order time derivative by a Caputo fractional derivative of order γ (0 < γ ≤ 1). For the 0 < γ < 1 case, we present two schemes to approximate the time derivative and finite element methods for the space derivative, the optimal convergence rate can be reached O(τ^2?γ + h²) and O(τ² + h²), respectively, in which τ is the time step size and h is the space step size. And for the case γ = 1, we use the Crank-Nicolson scheme to approximate the time derivative and obtain the optimal convergence rate O(τ² + h²) as well. Some numerical examples are given and the numerical results are in good agreement with the theoretical analysis.     

Convergence of ground state solutions for nonlinear Schrdinger equations on graphs

We consider the nonlinear Schr¨odinger equation-?u +(λa(x) + 1)u = |u|~(p-1) u on a locally finite graph G =(V, E). We prove via the Nehari method that if a(x) satisfies certain assumptions, for any λ 1, the equation admits a ground state solution uλ. Moreover, as λ→∞, the solution uλconverges to a solution of the Dirichlet problem-?u + u = |u|~(p-1) u which is defined on the potential well ?. We also provide a numerical experiment which solves the equation on a finite graph to illustrate our results.     

Convergence of some finite element iterative methods related to different Reynolds numbers for the 2D/3D stationary incompressible magnetohydrodynamics

Based on finite element method (FEM), some iterative methods related to different Reynolds numbers are designed and analyzed for solving the 2D/3D stationary incompressible magnetohydrodynamics (MHD) numerically. Two-level finite element iterative methods, consisting of the classical m-iteration methods on a coarse grid and corrections on a fine grid, are designed to solve the system at low Reynolds numbers under the strong uniqueness condition. One-level Oseen-type iterative method is investigated on a fine mesh at high Reynolds numbers under the weak uniqueness condition. Furthermore, the uniform stability and convergence of these methods with respect to equation parameters R_e,R_m, S_c, mesh sizes h,H and iterative step m are provided. Finally, the efficiency of the proposed methods is confirmed by numerical investigations.     

New class of hybrid BDF methods for the computation of numerical solutions of IVPs

A new class of hybrid BDF-like methods is presented for solving systems of ordinary differential equations (ODEs) by using the second derivative of the solution in the stage equation of class 2 + 1hybrid BDF-like methods to improve the order and stability regions of these methods. An off-step point, together with two step points, has been used in the first derivative of the solution, and the stability domains of the new methods have been obtained by showing that these methods are A-stable for order p, p =?3,4,5,6,7and A(α)-stable for order p, 8 ≤ p ≤?14. The numerical results are also given for four test problems by using variable and fixed step-size implementations.     

Exponentially and Trigonometrically Fitted Methods for the Solution of the Schrödinger Equation

In the present paper we compare the two methodologies for the development of exponentially and trigonometrically fitted methods. One is based on the exact integration of the functions of the form: {1,x,x ²,…,x ^p ,exp?(±wx),xexp?(±wx),…,x ^m exp?(±w x)} and the second is based on the exact integration of the functions of the form: {1,x,x ²,…,x ^p ,exp?(±wx),exp?(±2wx),…,exp?(±mwx)}. The above functions are used in order to improve the efficiency of the classical methods of any kind (i.e. the method (5) with constant coefficients) for the numerical solution of ordinary differential equations of the form of the Schrödinger equation. We mention here that the above sets of exponential functions are the two most common sets of exponential functions for the development of the special methods for the efficient solution of the Schrödinger equation. It is first time in the literature in which the efficiency of the above sets of functions are studied and compared together for the approximate solution of the Schrödinger equation. We present the error analysis of the above two approaches for the numerical solution of the one-dimensional Schrödinger equation. Finally, numerical results for the resonance problem of the radial Schrödinger equation are presented.     

Error estimates of numerical methods for the nonlinear Dirac equation in the nonrelativistic limit regime

We present several numerical methods and establish their error estimates for the discretization of the nonlinear Dirac equation(NLDE) in the nonrelativistic limit regime, involving a small dimensionless parameter 0 ε≤ 1 which is inversely proportional to the speed of light. In this limit regime, the solution is highly oscillatory in time, i.e., there are propagating waves with wavelength O(ε~2) and O(1) in time and space,respectively. We begin with the conservative Crank-Nicolson finite difference(CNFD) method and establish rigorously its error estimate which depends explicitly on the mesh size h and time step τ as well as the small parameter 0 ε≤ 1. Based on the error bound, in order to obtain ‘correct' numerical solutions in the nonrelativistic limit regime, i.e., 0 ε■ 1, the CNFD method requests the ε-scalability: τ = O(ε~3) and h= O(ε~(1/2)). Then we propose and analyze two numerical methods for the discretization of NLDE by using the Fourier spectral discretization for spatial derivatives combined with the exponential wave integrator and timesplitting technique for temporal derivatives, respectively. Rigorous error bounds for the two numerical methods show that their ε-scalability is improved to τ = O(ε~2) and h = O(1) when 0 ε■1. Extensive numerical results are reported to confirm our error estimates.     

Unconditional and optimal <Emphasis Type="Bold">H</Emphasis><Superscript>2</Superscript>-error estimates of two linear and conservative finite difference schemes for the Klein-Gordon-Schrödinger equation in high dimensions

The focus of this paper is on the optimal error bounds of two finite difference schemes for solving the d-dimensional (d = 2, 3) nonlinear Klein-Gordon-Schrödinger (KGS) equations. The proposed finite difference schemes not only conserve the mass and energy in the discrete level but also are efficient in practical computation because only two linear systems need to be solved at each time step. Besides the standard energy method, an induction argument as well as a ‘lifting’ technique are introduced to establish rigorously the optimal H ²-error estimates without any restrictions on the grid ratios, while the previous works either are not rigorous enough or often require certain restriction on the grid ratios. The convergence rates of the proposed schemes are proved to be at O(h ² + τ ²) with mesh-size h and time step τ in the discrete H ²-norm. The analysis method can be directly extended to other linear finite difference schemes for solving the KGS equations in high dimensions. Numerical results are reported to confirm the theoretical analysis for the proposed finite difference schemes.     

Spatial High Accuracy Analysis of FEM for Two-dimensional Multi-term Time-fractional Diffusion-wave Equations

In this paper, high-order numerical analysis of finite element method (FEM) is presented for two-dimensional multi-term time-fractional diffusion-wave equation (TFDWE). First of all, a fully-discrete approximate scheme for multi-term TFDWE is established, which is based on bilinear FEM in spatial direction and Crank-Nicolson approximation in temporal direction, respectively. Then the proposed scheme is proved to be unconditionally stable and convergent. And then, rigorous proofs are given here for superclose properties in H¹?norm and temporal convergence in L²-norm with order \(O(h^{2}+\tau^{3-\alpha})\), where h and τ are the spatial size and time step, respectively. At the same time, theoretical analysis of global superconvergence in H¹-norm is derived by interpolation postprocessing technique. At last, numerical example is provided to demonstrate the theoretical analysis.     

Parametric AE-solution sets to the parametric linear systems with multiple right-hand sides and parametric matrix equation A(p)X = B(p)

In this paper, the parametric matrix equation A(p)X = B(p) whose elements are linear functions of uncertain parameters varying within intervals are considered. In this matrix equation A(p) and B(p) are known m-by-m and m-by-n matrices respectively, and X is the m-by-n unknown matrix. We discuss the so-called AE-solution sets for such systems and give some analytical characterizations for the AE-solution sets and a sufficient condition under which these solution sets are bounded. We then propose a modification of Krawczyk operator for parametric systems which causes reduction of the computational complexity of obtaining an outer estimation for the parametric united solution set, considerably. Then we give a generalization of the Bauer-Skeel and the Hansen-Bliek-Rohn bounds for enclosing the parametric united solution set which also enables us to reduce the computational complexity, significantly. Also some numerical approaches based on Gaussian elimination and Gauss-Seidel methods to find outer estimations for the parametric united solution set are given. Finally, some numerical experiments are given to illustrate the performance of the proposed methods.     

An unconditionally stable spatial sixth-order CCD-ADI method for the two-dimensional linear telegraph equation

The telegraph equation is one of the important models in many physics and engineering. In this work, we discuss the high-order compact finite difference method for solving the two-dimensional second-order linear hyperbolic equation. By using a combined compact finite difference method for the spatial discretization, a high-order alternating direction implicit method (ADI) is proposed. The method is O(τ² + h⁶) accurate, where τ, h are the temporal step size and spatial size, respectively. Von Neumann linear stability analysis shows that the method is unconditionally stable. Finally, numerical examples are used to illustrate the high accuracy of the new difference scheme.     

Two temporal second-order <Emphasis Type="Italic">H</Emphasis><Superscript>1</Superscript>-Galerkin mixed finite element schemes for distributed-order fractional sub-diffusion equations

In this paper, a special point is found for the interpolation approximation of the distributed order fractional derivatives to achieve at least second-order accuracy. Then, two H¹-Galerkin mixed finite element schemes combined with the higher accurate interpolation approximation are introduced and analyzed to solve the distributed order fractional sub-diffusion equations. The stable results, which just depend on initial value and source item, are derived. Some a priori estimates with optimal order of convergence both for the unknown function and its flux are established rigorously. It is shown that the H¹-Galerkin mixed finite element approximations have the same rates of the convergence as in the classical mixed finite element method, but without LBB consistency condition and quasiuniformity requirement on the finite element mesh. Finally, some numerical experiments are presented to show the efficiency and accuracy of H¹-Galerkin mixed finite element schemes.     

Boundary criterion for integral operators

Integral operators of the form \(L_K^{ - 1} f(x) = \int\limits_\Omega {K(x,t)f(t)dt}\) for the case of a finite domain Ω ? Rⁿ with smooth boundary ?Ω are considered. Conditions on the real kernel K(x, t) of an integral operator under which this operator satisfies a well-defined boundary condition for the corresponding differential equation are found. The application of the results is demonstrated on the example of a Sturm–Liouville equation, for which the derivation of the general form of well-posed boundary value problems is presented.     

Analysis of some numerical methods on layer adapted meshes for singularly perturbed quasilinear systems

We consider a coupled system of first-order singularly perturbed quasilinear differential equations with given initial conditions. The leading term of each equation is multiplied by a distinct small positive parameter, which induces overlapping layers. The quasilinear system is discretized by using first and second order accurate finite difference schemes for which we derive general error estimates in the discrete maximum norm. As consequences of these error estimates we establish nodal convergence of O((N ^?1 lnN) ^p ),p=1,2, on the Shishkin mesh and O(N ^?p ),p=1,2, on the Bakhvalov mesh, where N is the number of mesh intervals and the convergence is robust in all of the parameters. Numerical computations are included which confirm the theoretical results.     

Approximate solution of a parabolic equation with the use of a rational approximation to the operator exponential

For the abstract parabolic equation \(\dot x = Bx + bv\left( t \right)\) with an unbounded self-adjoint operator B, where b is a vector and v(t) is a scalar function, we suggest a solution method based on the evaluation of some rational function of the operator B. We obtain a priori estimates of the approximation error for the output function y(t) = <x(t), l>, where l is a given vector. The results of a numerical experiment for the inhomogeneous heat equation are presented.     

A priori error estimates of finite volume method for nonlinear optimal control problem

In this paper, we study a priori error estimates for the finite volume element approximation of nonlinear optimal control problem. The schemes use discretizations based on a finite volume method. For the variational inequality, we use the method of the variational discretization concept to obtain the control. Under some reasonable assumptions, we obtain some optimal order error estimates. The approximate order for the state, costate and control variables is O(h ²) or \(O\left( {{h^2}\sqrt {\left| {\ln h} \right|} } \right)\) in the sense of L ²-norm or L ^∞-norm. A numerical experiment is presented to test the theoretical results. Finally, we give some conclusions and future works.     

Recursive polynomial interpolation algorithm (RPIA)

Two difference schemes are derived for numerically solving the one-dimensional time distributed-order fractional wave equations. It is proved that the schemes are unconditionally stable and convergent in the \(L^{\infty }\) norm with the convergence orders O(τ ² + h ²+Δγ ²) and O(τ ² + h ⁴+Δγ ⁴), respectively, where τ,h, and Δγ are the step sizes in time, space, and distributed order. A numerical example is implemented to confirm the theoretical results.     

Extended phase properties and stability analysis of RKN-type integrators for solving general oscillatory second-order initial value problems

In this paper, we study in detail the phase properties and stability of numerical methods for general oscillatory second-order initial value problems whose right-hand side functions depend on both the position y and velocity y ^'. In order to analyze comprehensively the numerical stability of integrators for oscillatory systems, we introduce a novel linear test model y ^?(t) + ? ² y(t) + µ y ^'(t)=0 with µ<2?. Based on the new model, further discussions and analysis on the phase properties and stability of numerical methods are presented for general oscillatory problems. We give the new definitions of dispersion and dissipation which can be viewed as an essential extension of the traditional ones based on the linear test model y ^?(t) + ? ² y(t)=0. The numerical experiments are carried out, and the numerical results showthatthe analysisofphase properties and stability presentedinthispaper ismoresuitableforthenumericalmethodswhentheyareappliedtothe generaloscillatory second-order initial value problem involving both the position and velocity.     

Calculating the branch points of the eigenvalues of the Coulomb spheroidal wave equation

A method for computing the eigenvalues λ _mn (b, c) and the eigenfunctions of the Coulomb spheroidal wave equation is proposed in the case of complex parameters b and c. The solution is represented as a combination of power series expansions that are then matched at a single point. An extensive numerical analysis shows that certain b _s and c _s are second-order branch points for λ _mn (b, c) with different indices n ₁ and n ₂, so that the eigenvalues at these points are double. Padé approximants, quadratic Hermite-Padé approximants, the finite element method, and the generalized Newton method are used to compute the branch points b _s and c _s and the double eigenvalues to high accuracy. A large number of these singular points are calculated.