Finite Difference Method with Nonuniform Meshes for Quasilinear Parabolic Systems

1.lnthestudyoftheprobleminphysics,mechanics,chemicalreactions,biologyandotherpracticalsciences,thelinearandnonlinearparabolicequationsandsystemsareappearedveryfrequently.Manynumericalinvestigationsinscientificandengineeringproblemsespeciallyinthelargescalecomputationalproblemsoftencontainthenumer-icalsolutionsofparabolicequationsandsystems.ThemethodwithunequalmeshstePSisnotavoidableinthesecomputations.Manyunexpectedandselfcontradictoryphe-nomenonraisingfromtheuseofunequalmeshstepscallourgreata…     

Difference Schemes with Nonuniform Meshes for Nonlinear Parabolic System

1.Introduction1.Fromtheverybeginningofsixtiestothelateeighties,therearemanywerkscontributedtothestudiesoftheboundaryproblemsandinitialvalueproblemsfortheordinarydifferentialequationsbythemethodofdifferenceschemeswithnonuniform.eshesl1-4l.Butitisextremelyrareontheworksconcerningtotheanalysisoffinitedifferenceschemeswithnonuniformmeshesfortheproblemsofpartialdifferentialequations.Byusingofthedifferenceschemeswithnonuniformmeshesapprotimationfortheproblemsofpartialdifferentialequationsthereareman…     

完全非线性伪抛物组的非均匀网格差分格式

完全非线性伪抛物组的非均匀网格差分格式韩永前，袁光伟，周毓麟（北京应用物理与计算数学研究所）ＤＩＦＦＥＲＥＮＣＥＳＣＨＥＭＥＳＷＩＴＨＮＯＮＵＮＩＦＯＲＭＭＥＳＨＥＳＦＯＲＦＵＬＬＹＮＯＮＬＩＮＥＡＲＰＳＥＵＤＯ－ＰＡＲＡＢＯＬＩＣＳＹＳＴＥＭＳ￥Ｈ...     

A nonuniform L2 formula of Caputo derivative and its application to a fractional Benjamin–Bona–Mahony-type equation with nonsmooth solutions

To recover the full accuracy of discretized fractional derivatives, nonuniform mesh technique is a natural and simple approach to efficiently resolve the initial singularities that always appear in the solutions of time-fractional linear and nonlinear differential equations. We first construct a nonuniform L2 approximation for the fractional Caputo's derivative of order 1 < α < 2 and present a global consistency analysis under some reasonable regularity assumptions. The temporal nonuniform L2 formula is then utilized to develop a linearized difference scheme for a time-fractional Benjamin–Bona–Mahony-type equation. The unconditional convergence of our scheme on both uniform and nonuniform (graded) time meshes are proven with respect to the discrete H¹-norm. Numerical examples are provided to justify the accuracy.     

Mesh-centered finite differences from nodal finite elements for elliptic problems

After it is shown that the classical five-point mesh-centered finite difference scheme can be derived from a low-order nodal finite element scheme by using nonstandard quadrature formulae, higher-order block mesh-centered finite difference schemes for second-order elliptic problems are derived from higher-order nodal finite elements with nonstandard quadrature formulae as before, combined to a procedure known as “transverse integration.” Numerical experiments with uniform and nonuniform meshes and different types of boundary conditions confirm the theoretical predictions, in discrete as well as continuous norms. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 439–465, 1998     

Relaxed and stabilized incomplete factorizations for non-self-adjoint linear systems

Two classes of incomplete factorization preconditioners are considered for nonsymmetric linear systems arising from second order finite difference discretizations of non-self-adjoint elliptic partial differential equations. Analytic and experimental results show that relaxed incomplete factorization methods exhibit numerical instabilities of the type observed with other incomplete factorizations, and the effects of instability are characterized in terms of the relaxation parameter. Several stabilized incomplete factorizations are introduced that are designed to avoid numerically unstable computations. In experiments with two-dimensional problems with variable coefficients and on nonuniform meshes, the stabilized methods are shown to be much more robust than standard incomplete factorizations.The work presented in this paper was supported by the National Science Foundation under grants DMS-8607478, CCR-8818340, and ASC-8958544, and by the U.S. Army Research Office under grant DAAL-0389-K-0016.     

A nearest neighbor sweep circle algorithm for computing discrete Voronoi tessellations

An algorithm for computing discrete, 2-dimensional, Euclidean Voronoi tessellations is presented. The algorithm combines a limiting sweep circle approach with a nearest neighbor cellular approach. It reduces the computational cost of the naïve approach while at the same time giving the Euclidean Voronoi tessellations that simple nearest neighbor algorithms are unable to produce. The algorithm is shown, through analytical methods, to produce good approximations to corresponding continuous Voronoi tessellations depending on the definition of neighbor used in the nearest neighbor step and the mesh size. The quality of different types of neighbor definitions are discussed as well as the computational cost. The algorithm is general enough to be easily extended to higher dimensions and nonuniform meshes. The analysis lays the groundwork for the computation of discrete centroidal Voronoi tessellations where some kind of numerical integration is required.     

非线性抛物组非均匀网格差分解的唯一性和稳定性

１．引言 １．对一维非线性抛物组,在文献山中已构造一般非均匀网格差分格式,其中差分逼近的组合系数对不同的网格点和不同的网格层可以不同,并且运用不动点原理证明了差分解的存在性和收敛性．在非均匀网格差分格式中差分逼近的组合系数为常数的情形,文献［２］证明了具有有界二阶差商的离散向量解的存在性、唯一性和稳定性．本文将对文献［１］中构造的一般非均匀网格差分格式,证明所得到的差分解的唯一性和稳定性． 考虑如下非线性抛物组其中是未知的ｍ－维向量函数是给定的矩阵函数,ｊ（ｘ,ｔ,ｕ,ｐ）。是给定的ｍ－维向量函数…     

Quadrature formulas descending from BS Hermite spline quasi-interpolation

Two new classes of quadrature formulas associated to the BS Boundary Value Methods are discussed. The first is of Lagrange type and is obtained by directly applying the BS methods to the integration problem formulated as a (special) Cauchy problem. The second descends from the related BS Hermite quasi-interpolation approach which produces a spline approximant from Hermite data assigned on meshes with general distributions. The second class formulas is also combined with suitable finite difference approximations of the necessary derivative values in order to define corresponding Lagrange type formulas with the same accuracy.     

Some stability theorems for finite difference collocation methods on nonuniform meshes

A class of compact finite difference collocation methods is shown to be stable on general nonuniform meshes without the assumption of a bounded mesh ratio. Some error estimates are included.This work was supported by U.S. Army grant No. DAAG29-78-G-0126 and by FCAC (Québec) grant No. EQ-1438.     

The parameter uniform numerical method for singularly perturbed parabolic reaction–diffusion problems on equidistributed grids

This article presents the study of singularly perturbed parabolic reaction–diffusion problems with boundary layers. To solve these problems, we use a modified backward Euler finite difference scheme on layer adapted nonuniform meshes at each time level. The nonuniform meshes are obtained by equidistribution of a positive monitor function, which involves the second-order spatial derivative of the singular component of the solution. The equidistributing monitor function at each time level allows us to use this technique to non-linear parabolic problems. The truncation error and the stability analysis are obtained. Parameter–uniform error estimates are derived for the numerical solution. To support the theoretical results, numerical experiments are carried out.     

Error analysis of staggered finite difference finite volume schemes on unstructured meshes

This work combines the consistency in lower‐order differential operators with external approximations of functional spaces to obtain error estimates for finite difference finite volume schemes on unstructured nonuniform meshes. This combined approach is first applied to a one‐dimensional elliptic boundary value problem on nonuniform meshes, and a first‐order convergence rate is obtained, which agrees with the results previously reported. The approach is also applied to the staggered Marker‐and‐Cell scheme for the two‐dimensional incompressible Stokes problem on unstructured meshes. A first‐order convergence rate is obtained, which improves over a previously reported result in that it also holds on unstructured meshes. For both problems considered in this work, the convergence rate is one order higher on meshes satisfying special requirements. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1159–1182, 2017     

A nine-point scheme with explicit weights for diffusion equations on distorted meshes

In this paper, for the structured quadrilateral mesh we derive a nine-point difference scheme which has five cell-centered unknowns and four vertex unknowns. The vertex unknowns are treated as intermediate ones and are expressed as a linear combination of the neighboring cell-centered unknowns, which reduces the scheme to a cell-centered one with a local stencil involving nine cell-centered unknowns. The coefficients in the linear combination are known as the weights and two types of new weights are proposed. These new weights are neither discontinuity dependent nor mesh topology dependent, have explicit expressions, can reduce to the one-dimensional harmonic-average weights on the nonuniform rectangular meshes, and moreover, are easily extended to the unstructured polygonal meshes and non-matching meshes. Both the derivation of the nine-point scheme and that of new weights satisfy the linearity preserving criterion. Numerical experiments show that, with these new weights, the nine-point difference scheme and its simple extension have a nearly second order accuracy on many highly distorted meshes, including structured quadrilateral meshes, unstructured polygonal meshes and non-matching meshes.     

The unconditional stable and convergent difference methods with intrinsic parallelism for quasilinear parabolic systems

A kind of the general finite difference schemes with intrinsic parallelism forthe boundary value problem of the quasilinear parabolic system is studied without assum-ing heuristically that the original boundary value problem has the unique smooth vectorsolution. By the method of a priori estimation of the discrete solutions of the nonlineardifference systems, and the interpolation formulas of the various norms of the discretefunctions and the fixed-point technique in finite dimensional Euclidean space, the exis-tence and uniqueness of the discrete vector solutions of the nonlinear difference systemwith intrinsic parallelism are proved. Moreover the unconditional stability of the generalfinite difference schemes with intrinsic parallelism is justified in the sense of the continu-ous dependence of the discrete vector solution of the difference schemes on the discretedata of the original problems in the discrete w_2~(2,1) norms. Finally the convergence of thediscrete vector solutions of the certain differe     

Preconditioning analysis of the one dimensional incremental unknowns method on nonuniform meshes

The condition number of the incremental unknowns matrix on nonuniform meshes associated to the elliptic problem is analyzed. Comparing to the usual nodal unknowns matrix, the condition number of the incremental unknowns matrix is reduced significantly even if the meshes are nonuniform. Furthermore, if a diagonal scaling is used, the condition number of the preconditioned incremental unknowns matrix comes out to be O(1). Numerical experiments are performed respectively on Shishkin mesh and Chebyshev mesh. Computational results with respect to the two particular nonuniform meshes confirm our theoretical analysis.     

THE UNCONDITIONAL CONVERGENT DIFFERENCE METHODS WITH INTRINSIC PARALLELISM FOR QUASILINEAR PARABOLIC SYSTEMS WITH TWO DIMENSIONS

In the present work we are going to solve the boundary value problem for the quasilinear parabolic systems of partial differential equations with two space dimensions by the finite difference method with intrinsic parallelism.Some fundamental behaviors of general finite difference schemes with intrinsic parallelism for the mentioned problems are studied.By the method of a priori estimation of the discrete solutions of the nonlinear difference systems,and the interpolation formulas of the various norms of the discrete functions and the fixed-point technique in finite dimensional Euclidean space,the existennce of the discrete vector solutions of the nonliear difference system with intrinsic parallelism are proved .Moreover the convergence of the discrete vector solutions of these difference schemes to the unique generalizd solution of the original quasilinear parabolic problem is proved.     

A high-order compact finite difference method on nonuniform time meshes for variable coefficient reaction–subdiffusion problems with a weak initial singularity

BIT Numerical Mathematics - A high-order compact finite difference method on nonuniform time meshes is proposed for solving a class of variable coefficient reaction–subdiffusion problems. The...     

High-order accurate bicompact schemes for solving the multidimensional inhomogeneous transport equation and their efficient parallel implementation

The method of lines is used to obtain semidiscrete equations for a bicompact scheme in operator form for the inhomogeneous linear transport equation in two and three dimensions. In each spatial direction, the scheme has a two-point stencil, on which the spatial derivatives are approximated to fourth-order accuracy due to expanding the list of unknown grid functions. This order of accuracy is preserved on an arbitrary nonuniform grid. The equations of the method of lines are integrated in time using diagonally implicit multistage Runge–Kutta methods of the third up fifth orders of accuracy. Test computations on refined meshes are presented. It is shown that the high-order accurate bicompact schemes can be efficiently parallelized on multicore and multiprocessor computers.     

Stabilized DDFV schemes for stokes problem with variable viscosity on general 2D meshes

“Discrete Duality Finite Volume” schemes (DDFV for short) on general meshes are studied here for Stokes problems with variable viscosity with Dirichlet boundary conditions. The aim of this work is to analyze the well‐posedness of the scheme and its convergence properties. The DDFV method requires a staggered scheme, the discrete unknowns, the components of the velocity and the pressure, are located on different nodes. The scheme is stabilized using a finite volume analogue to Brezzi‐Pitkäranta techniques. This scheme is proved to be well‐posed on general meshes and to be first order convergent in a discrete H¹ ‐norm and a discrete L² ‐norm for respectively the velocity and the pressure. Finally, numerical experiments confirm the theoretical prediction, in particular on locally refined non conformal meshes. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1666–1706, 2011     

Nonlinear data-bounded polynomial approximations and their applications in ENO methods

A class of high-order data-bounded polynomials on general meshes are derived and analyzed in the context of numerical solutions of hyperbolic equations. Such polynomials make it possible to circumvent the problem of Runge-type oscillations by adaptively varying the stencil and order used, but at the cost of only enforcing C ⁰ solution continuity at data points. It is shown that the use of these polynomials, based on extending the work of Berzins (SIAM Rev 1(4):624–627, 2007) to nonuniform meshes, provides a way to develop positivity preserving polynomial approximations of potentially high order for hyperbolic equations. The central idea is to use ENO (Essentially Non Oscillatory) type approximations but to enforce additional restrictions on how the polynomial order is increased. The question of how high a polynomial order should be used will be considered, with respect to typical numerical examples. The results show that this approach is successful but that it is necessary to provide sufficient resolution inside a front if high-order methods of this type are to be used, thus emphasizing the need to consider nonuniform meshes.