The Crank‐Nicolson/Adams‐Bashforth scheme for the time‐dependent Navier‐Stokes equations with nonsmooth initial data

In this article, we study the stability and convergence of the Crank‐Nicolson/Adams‐Bashforth scheme for the two‐dimensional nonstationary Navier‐Stokes equations with a nonsmooth initial data. A finite element method is applied for the spatial approximation of the velocity and pressure. The time discretization is based on the implicit Crank‐Nicolson scheme for the linear terms and the explicit Adams‐Bashforth scheme for the nonlinear term. Moreover, we prove that the scheme is almost unconditionally stable for a nonsmooth initial data u₀ with div u₀ = 0, i.e., the time step τ satisfies: τ ≤ C₀ if u₀ ∈ H¹ ∩ L^∞; τ |log h| ≤ C₀ if u₀ ∈ H¹ for the mesh size h and some positive constant C₀. Finally, we obtain some error estimates for the discrete velocity and pressure under the above stability condition. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 28: 155‐187, 2012     

Stability and convergence of two‐grid Crank‐Nicolson extrapolation scheme for the time‐dependent natural convection equations

In this paper, we consider the Crank‐Nicolson extrapolation scheme for the 2D/3D unsteady natural convection problem. Our numerical scheme includes the implicit Crank‐Nicolson scheme for linear terms and the recursive linear method for nonlinear terms. Standard Galerkin finite element method is used to approximate the spatial discretization. Stability and optimal error estimates are provided for the numerical solutions. Furthermore, a fully discrete two‐grid Crank‐Nicolson extrapolation scheme is developed, the corresponding stability and convergence results are derived for the approximate solutions. Comparison from aspects of the theoretical results and computational efficiency, the two‐grid Crank‐Nicolson extrapolation scheme has the same order as the one grid method for velocity and temperature in H¹‐norm and for pressure in L²‐norm. However, the two‐grid scheme involves much less work than one grid method. Finally, some numerical examples are provided to verify the established theoretical results and illustrate the performances of the developed numerical schemes.     

Superconvergence analysis of Crank‐Nicolson Galerkin FEMs for a generalized nonlinear Schrödinger equation

The purpose of this article is to apply nonconforming finite element(FE) to solve a generalized nonlinear Schrödinger equation. First, a new important property of nonconforming FE (see ( 2.3 ) of Lemma 2 below) is proved by use of BHX lemma and the integral identities techniques. Second, a linearized Crank‐Nicolson fully discrete scheme is constructed and the superclose error estimate of order for original variable u in broken H¹‐norm is also derived by using the properties of element and the splitting argument for nonlinear terms, while previous works always only obtain convergent error estimates with this element. Furthermore, the global superconvergence is arrived at by the interpolated postprocessing technique. Finally, two numerical experiments are provided to confirm the theoretical analysis. Here, h is the subdivision parameter and τ is the time step.     

Crank‐Nicolson‐Galerkin finite element scheme for nonlocal coupled parabolic problem using the Newton's method

In this article, a finite element scheme based on the Newton's method is proposed to approximate the solution of a nonlocal coupled system of parabolic problem. The Crank‐Nicolson method is used for time discretization. Well‐posedness of the problem is discussed at continuous and discrete levels. We derive a priori error estimates for both semidiscrete and fully discrete formulations. Results based on usual finite element method are provided to confirm the theoretical estimates.     

A Crank‐Nicolson and ADI Galerkin method with quadrature for hyperbolic problems

We propose, analyze, and implement fully discrete two‐time level Crank‐Nicolson methods with quadrature for solving second‐order hyperbolic initial boundary value problems. Our algorithms include a practical version of the ADI scheme of Fernandes and Fairweather [SIAM J Numer Anal 28 (1991), 1265–1281] and also generalize the methods and analyzes of Baker [SIAM J Numer Anal 13 (1976), 564–576] and Baker and Dougalis [SIAM J Numer Anal 13 (1976), 577–598]. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

A Crank‐Nicolson Petrov‐Galerkin method with quadrature for semi‐linear parabolic problems

We propose and analyze an application of a fully discrete C² spline quadrature Petrov‐Galerkin method for spatial discretization of semi‐linear parabolic initial‐boundary value problems on rectangular domains. We prove second order in time and optimal order H¹ norm convergence in space for the extrapolated Crank‐Nicolson quadrature Petrov‐Galerkin scheme. We demonstrate numerically both L² and H¹ norm optimal order convergence of the scheme even if the nonlinear source term is not smooth. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005.     

Numerical analysis of the Crank–Nicolson extrapolation time discrete scheme for magnetohydrodynamics flows

In this article, we consider the time‐discrete method for three‐dimensional incompressible magnetohydrodynamics (MHD) equations. The Crank–Nicolson extrapolation scheme is used for time discretization. From the previous articles, under the assumption that the solution has high regularity which cannot be realistically assumed, the convergence of this scheme is optimal two‐order. In this article, under modest assumptions of initial values and the body force, we prove some new regularity results of the MHD equations. In addition, we derive the unconditional convergence of our scheme, but the convergent order is not optimal. Furthermore, we provide another conditional convergence estimation to increase the order. It is shown that the convergent rate increase half order in ‐norm, and at least a quarter order increased in ‐norm than the uncondtional results. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 2169–2208, 2015     

A Crank–Nicolson collocation spectral method for the two‐dimensional viscoelastic wave equation

In this paper, we first establish the Crank–Nicolson collocation spectral (CNCS) method for two‐dimensional (2D) viscoelastic wave equation by means of the Chebyshev polynomials. And then, we analyze the existence, uniqueness, stability, and convergence of the CNCS solutions. Finally, we use some numerical experiments to verify the correctness of theoretical analysis. This implies that the CNCS model is very effective for solving the 2D viscoelastic wave equations.     

An energy‐preserving Crank–Nicolson Galerkin method for Hamiltonian partial differential equations

A semidiscretization based method for solving Hamiltonian partial differential equations is proposed in this article. Our key idea consists of two approaches. First, the underlying equation is discretized in space via a selected finite element method and the Hamiltonian PDE can thus be casted to Hamiltonian ODEs based on the weak formulation of the system. Second, the resulting ordinary differential system is solved by an energy‐preserving integrator. The relay leads to a fully discretized and energy‐preserved scheme. This strategy is fully realized for solving a nonlinear Schrödinger equation through a combination of the Galerkin discretization in space and a Crank–Nicolson scheme in time. The order of convergence of our new method is if the discrete L²‐norm is employed. An error estimate is acquired and analyzed without grid ratio restrictions. Numerical examples are given to further illustrate the conservation and convergence of the energy‐preserving scheme constructed.© 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1485–1504, 2016     

Nonuniform Crank‐Nicolson scheme for solving the stochastic Kawarada equation via arbitrary grids

This article studies a nonuniform finite difference method for solving the degenerate Kawarada quenching‐combustion equation with a vibrant stochastic source. Arbitrary grids are introduced in both space and time via adaptive principals to accommodate the uncertainty and singularities involved. It is shown that, under proper constraints on mesh step sizes, the positivity, monotonicity of the solution, and numerical stability of the scheme developed are well preserved. Numerical experiments are given to illustrate our conclusions. © 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1305–1328, 2017     

A high‐order compact boundary value method for solving one‐dimensional heat equations

We combine fourth‐order boundary value methods (BVMs) for discretizing the temporal variable with fourth‐order compact difference scheme for discretizing the spatial variable to solve one‐dimensional heat equations. This class of new compact difference schemes achieve fourth‐order accuracy in both temporal and spatial variables and are unconditionally stable due to the favorable stability property of BVMs. Numerical results are presented to demonstrate the accuracy and efficiency of the new compact difference scheme, compared to the standard second‐order Crank‐Nicolson scheme. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 846–857, 2003.     

A fully Galerkin method for the damped generalized regularized long‐wave (DGRLW) equation

In this article, a fully discrete Galerkin scheme based on a nonlinear Crank–Nicolson method to approximate the solution of the DGRLW equation is constructed. Some a priori bounds are proved as well as error estimates. Then, a linearized modification scheme by an extrapolation method is discussed. The two schemes are time second order convergence. The last part is devoted to some numerical results. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Fractional Crank–Nicolson–Galerkin finite element scheme for the time‐fractional nonlinear diffusion equation

This article presents a finite element scheme with Newton's method for solving the time‐fractional nonlinear diffusion equation. For time discretization, we use the fractional Crank–Nicolson scheme based on backward Euler convolution quadrature. We discuss the existence‐uniqueness results for the fully discrete problem. A new discrete fractional Gronwall type inequality for the backward Euler convolution quadrature is established. A priori error estimate for the fully discrete problem in L²(Ω) norm is derived. Numerical results based on finite element scheme are provided to validate theoretical estimates on time‐fractional nonlinear Fisher equation and Huxley equation.     

On the long‐time stability of the Crank–Nicolson scheme for the 2D Navier–Stokes equations

In this article we study the stability for all positive time of the Crank–Nicolson scheme for the two‐dimensional Navier–Stokes equations. More precisely, we consider the Crank–Nicolson time discretization together with a general spatial discretization, and with the aid of the discrete Gronwall lemma and of the discrete uniform Gronwall lemma we prove that the numerical scheme is stable, provided a CFL‐type condition is satisfied. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Analysis of the operator splitting scheme for the Cahn‐Hilliard equation with a viscosity term

In this paper, we consider a second‐order fast explicit operator splitting method for the viscous Cahn‐Hilliard equation, which includes a viscosity term αΔu_t (α ∈ (0, 1)) described the influences of internal micro‐forces. The choice α = 0 corresponds to the classical Cahn‐Hilliard equation whilst the choice α = 1 recovers the nonlocal Allen‐Cahn equation. The fundamental idea of our method is to split the original problem into linear and nonlinear parts. The linear subproblem is numerically solved using a pseudo‐spectral method, and thus an ordinary differential equation is obtained. The nonlinear one is solved via TVD‐RK method. The stability and convergence are discussed in L²‐norm. Numerical experiments are performed to validate the accuracy and efficiency of the proposed method. Besides, a detailed comparison is made for the dynamics and the coarsening process of the metastable pattern for various values of α. Moreover, energy degradation and mass conservation are also verified.     

An ETD Crank‐Nicolson method for reaction‐diffusion systems

A novel Exponential Time Differencing Crank‐Nicolson method is developed which is stable, second‐order convergent, and highly efficient. We prove stability and convergence for semilinear parabolic problems with smooth data. In the nonsmooth data case, we employ a positivity‐preserving initial damping scheme to recover the full rate of convergence. Numerical experiments are presented for a wide variety of examples, including chemotaxis and exotic options with transaction cost. © 2011Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2012     

The application of dimension split method in the three‐dimensional heat equation

A dimension splitting method (DSM) with Crank–Nicolson time discrete strategy for a three‐dimensional heat equation is proposed. The basic idea is to simulate the three‐Dimensional problem by numerically solving a series of two‐dimensional problems in parallel fashion. Convergence and error estimation for the DSM scheme are derived in the paper. Numerical experiments demonstrate the feasibility and efficiency of the DSM scheme. Copyright © 2016 John Wiley & Sons, Ltd.     

Convergence analysis of a linearized Crank–Nicolson scheme for the two‐dimensional complex Ginzburg–Landau equation

A linearized Crank–Nicolson‐type scheme is proposed for the two‐dimensional complex Ginzburg–Landau equation. The scheme is proved to be unconditionally convergent in the L² ‐norm by the discrete energy method. The convergence order is \begin{align*}\mathcal{O}(\tau^2+h_1^2+h^2_2)\end{align*}, where τ is the temporal grid size and h₁,h₂ are spatial grid sizes in the x ‐ and y ‐directions, respectively. A numerical example is presented to support the theoretical result. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

An adaptive algorithm for the Crank–Nicolson scheme applied to a time-dependent convection–diffusion problem

An a posteriori upper bound is derived for the nonstationary convection–diffusion problem using the Crank–Nicolson scheme and continuous, piecewise linear stabilized finite elements with large aspect ratio. Following Lozinski et al. (2009) [13], a quadratic time reconstruction is used.A space and time adaptive algorithm is developed to ensure the control of the relative error in the L²(H¹) norm. Numerical experiments illustrating the efficiency of this approach are reported; it is shown that the error indicator is of optimal order with respect to both the mesh size and the time step, even in the convection dominated regime and in the presence of boundary layers.     

A modified Chebyshev ϑ‐weighted Crank–Nicolson method for analyzing fractional sub‐diffusion equations

This study presents a robust modification of Chebyshev ? ‐weighted Crank–Nicolson method for analyzing the sub‐diffusion equations in the Caputo fractional sense. In order to solve the problem, by discretization of the sub‐fractional diffusion equations using Taylor's expansion a linear system of algebraic equations that can be analyzed by numerical methods is presented. Furthermore, consistency, convergence, and stability analysis of the suggested method are discussed. In this framework, compact structures of sub‐diffusion equations are considered as prototype examples. The main advantage of the proposed method is that, it is more efficient in terms of CPU time, computational cost and accuracy in comparing with the existing ones in open literature.