High‐order energy‐preserving schemes for the improved Boussinesq equation

This article proposes a class of high‐order energy‐preserving schemes for the improved Boussinesq equation. To derive the energy‐preserving schemes, we first discretize the improved Boussinesq equation by Fourier pseudospectral method, which leads to a finite‐dimensional Hamiltonian system. Then, the obtained semidiscrete system is solved by Hamiltonian boundary value methods, which is a newly developed class of energy‐preserving methods. The proposed schemes can reach spectral precision in space, and in time can reach second‐order, fourth‐order, and sixth‐order accuracy, respectively. Moreover, the proposed schemes can conserve the discrete mass and energy to within machine precision. Furthermore, to show the efficiency and accuracy of the proposed methods, the proposed methods are compared with the finite difference methods and the finite volume element method. The results of several numerical experiments are given for the propagation of the single solitary wave, the interaction of two solitary waves and the wave break‐up.     

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     

Gauss‐Lobatto‐Legendre‐Birkhoff pseudospectral approximations for the multi‐term time fractional diffusion‐wave equation with Neumann boundaryconditions

A second‐order finite difference/pseudospectral scheme is proposed for numerical approximation of multi‐term time fractional diffusion‐wave equation with Neumann boundary conditions. The scheme is based upon the weighted and shifted Grünwald difference operators approximation of the time fractional calculus and Gauss‐Lobatto‐Legendre‐Birkhoff (GLLB) pseudospectral method for spatial discretization. The unconditionally stability and convergence of the scheme are rigorously proved. Numerical examples are carried out to verify theoretical results.     

The improved split‐step θ methods for stochastic differential equation

Two improved split‐step θ methods, which, respectively, named split‐step composite θ method and modified split‐step θ‐Milstein method, are proposed for numerically solving stochastic differential equation of Itô type. The stability and convergence of these methods are investigated in the mean‐square sense. Moreover, an approach to improve the numerical stability is illustrated by choices of parameters of these two methods. Some numerical examples show the accordance between the theoretical and numerical results. Further numerical tests exhibit not only the Hamiltonian‐preserving property of the improved split‐step θ methods for a stochastic differential system but also the positivity‐preserving property of the modified split‐step θ‐Milstein method for the Cox–Ingersoll–Ross model. Copyright © 2013 John Wiley & Sons, Ltd.     

Fourth‐order compact scheme for the one‐dimensional sine‐Gordon equation

Finite difference scheme to the generalized one‐dimensional sine‐Gordon equation is considered in this paper. After approximating the second order derivative in the space variable by the compact finite difference, we transform the sine‐Gordon equation into an initial‐value problem of a second‐order ordinary differential equation. Then Padé approximant is used to approximate the time derivatives. The resulting fully discrete nonlinear finite‐difference equation is solved by a predictor‐corrector scheme. Both Dirichlet and Neumann boundary conditions are considered in our proposed algorithm. Stability analysis and error estimate are given for homogeneous Dirichlet boundary value problems using energy method. Numerical results are given to verify the condition for stability and convergence and to examine the accuracy and efficiency of the proposed algorithm. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Singly diagonally implicit runge‐kutta method for time‐dependent reaction‐diffusion equation

In this article, an efficient fourth‐order accurate numerical method based on Padé approximation in space and singly diagonally implicit Runge‐Kutta method in time is proposed to solve the time‐dependent one‐dimensional reaction‐diffusion equation. In this scheme, we first approximate the spatial derivative using the second‐order central finite difference then improve it to fourth‐order by applying Padé approximation. A three stage fourth‐order singly diagonally implicit Runge‐Kutta method is then used to solve the resulting system of ordinary differential equations. It is also shown that the scheme is unconditionally stable, and is suitable for stiff problems. Several numerical examples are solved by the scheme and the efficiency and accuracy of the new scheme are compared with two widely used high‐order compact finite difference methods. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1423–1441, 2011     

A numerical method for the one‐dimensional sine‐Gordon equation

A numerical method based on a predictor–corrector (P‐C) scheme arising from the use of rational approximants of order 3 to the matrix‐exponential term in a three‐time level recurrence relation is applied successfully to the one‐dimensional sine‐Gordon equation, already known from the bibliography. In this P‐C scheme a modification in the corrector (MPC) has been proposed according to which the already evaluated corrected values are considered. The method, which uses as predictor an explicit finite‐difference scheme arising from the second order rational approximant and as corrector an implicit one, has been tested numerically on the single and the soliton doublets. Both the predictor and the corrector schemes are analyzed for local truncation error and stability. From the investigation of the numerical results and the comparison of them with other ones known from the bibliography it has been derived that the proposed P‐C/MPC schemes at least coincide in terms of accuracy with them. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

Finite difference discretization of the Benjamin‐Bona‐Mahony‐Burgers equation

Numerical solutions of the Benjamin‐Bona‐Mahony‐Burgers equation in one space dimension are considered using Crank‐Nicolson‐type finite difference method. Existence of solutions is shown by using the Brower's fixed point theorem. The stability and uniqueness of the corresponding methods are proved by the means of the discrete energy method. The convergence in L^∞‐norm of the difference solution is obtained. A conservative difference scheme is presented for the Benjamin‐Bona‐Mahony equation. Some numerical experiments have been conducted in order to validate the theoretical results.© 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

A linearized and second‐order unconditionally convergent scheme for coupled time fractional Klein‐Gordon‐Schrödinger equation

In this work, we study finite difference scheme for coupled time fractional Klein‐Gordon‐Schrödinger (KGS) equation. We proposed a linearized finite difference scheme to solve the coupled system, in which the fractional derivatives are approximated by some recently established discretization formulas. These formulas approximate the solution with second‐order accuracy at points different form the grid points in time direction. Taking advantage of this property, our proposed linearized scheme evaluates the nonlinear terms on the previous time level. As a result, iterative method is dispensable. The coupled terms in the scheme bring difficulties in analysis. By carefully studying these effects, we proved that the proposed scheme is unconditionally convergent and stable in discrete norm with energy method. Numerical results are included to justify the theoretical statements.     

Decoupled energy‐law preserving numerical schemes for the Cahn–Hilliard–Darcy system

We study two novel decoupled energy‐law preserving and mass‐conservative numerical schemes for solving the Cahn‐Hilliard‐Darcy system which models two‐phase flow in porous medium or in a Hele–Shaw cell. In the first scheme, the velocity in the Cahn–Hilliard equation is treated explicitly so that the Darcy equation is completely decoupled from the Cahn–Hilliard equation. In the second scheme, an intermediate velocity is used in the Cahn–Hilliard equation which allows for the decoupling. We show that the first scheme preserves a discrete energy law with a time‐step constraint, while the second scheme satisfies an energy law without any constraint and is unconditionally stable. Ample numerical experiments are performed to gauge the efficiency and robustness of our scheme. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 936–954, 2016     

Analytical and numerical solutions of a two‐dimensional multi‐term time‐fractional Oldroyd‐B model

In this paper, we consider a two‐dimensional multi‐term time‐fractional Oldroyd‐B equation on a rectangular domain. Its analytical solution is obtained by the method of separation of variables. We employ the finite difference method with a discretization of the Caputo time‐fractional derivative to obtain an implicit difference approximation for the equation. Stability and convergence of the approximation scheme are established in the L_∞ ‐norm. Two examples are given to illustrate the theoretical analysis and analytical solution. The results indicate that the present numerical method is effective for this general two‐dimensional multi‐term time‐fractional Oldroyd‐B model.     

A vertex‐centered and positivity‐preserving scheme for anisotropic diffusion equations on general polyhedral meshes

We propose a new nonlinear positivity‐preserving finite volume scheme for anisotropic diffusion problems on general polyhedral meshes with possibly nonplanar faces. The scheme is a vertex‐centered one where the edge‐centered, face‐centered, and cell‐centered unknowns are treated as auxiliary ones that can be computed by simple second‐order and positivity‐preserving interpolation algorithms. Different from most existing positivity‐preserving schemes, the presented scheme is based on a special nonlinear two‐point flux approximation that has a fixed stencil and does not require the convex decomposition of the co‐normal. More interesting is that the flux discretization is actually performed on a fixed tetrahedral subcell of the primary cell, which makes the scheme very easy to be implemented on polyhedral meshes with star‐shaped cells. Moreover, it is suitable for polyhedral meshes with nonplanar faces, and it does not suffer the so‐called numerical heat‐barrier issue. The truncation error is analyzed rigorously, while the Picard method and its Anderson acceleration are used for the solution of the resulting nonlinear system. Numerical experiments are also provided to demonstrate the second‐order accuracy and well positivity of the numerical solution for heterogeneous and anisotropic diffusion problems on severely distorted grids.     

A high‐order finite difference method for 1D nonhomogeneous heat equations

In this article a sixth‐order approximation method (in both temporal and spatial variables) for solving nonhomogeneous heat equations is proposed. We first develop a sixth‐order finite difference approximation scheme for a two‐point boundary value problem, and then heat equation is approximated by a system of ODEs defined on spatial grid points. The ODE system is discretized to a Sylvester matrix equation via boundary value method. The obtained algebraic system is solved by a modified Bartels‐Stewart method. The proposed approach is unconditionally stable. Numerical results are provided to illustrate the accuracy and efficiency of our approximation method along with comparisons with those generated by the standard second‐order Crank‐Nicolson scheme as well as Sun‐Zhang's recent fourth‐order method. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Fourth‐order compact and energy conservative scheme for solving nonlinear Klein‐Gordon equation

In this article, a fourth‐order compact and conservative scheme is proposed for solving the nonlinear Klein‐Gordon equation. The equation is discretized using the integral method with variational limit in space and the multidimensional extended Runge‐Kutta‐Nyström (ERKN) method in time. The conservation law of the space semidiscrete energy is proved. The proposed scheme is stable in the discrete maximum norm with respect to the initial value. The optimal convergent rate is obtained at the order of in the discrete ‐norm. Numerical results show that the integral method with variational limit gives an efficient fourth‐order compact scheme and has smaller error, higher convergence order and better energy conservation for solving the nonlinear Klein‐Gordon equation compared with other methods under the same condition. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1283–1304, 2017     

A BGK‐penalization‐based asymptotic‐preserving scheme for the multispecies Boltzmann equation

An asymptotic‐preserving (AP) scheme is efficient in solving multiscale problems where kinetic and hydrodynamic regimes coexist. In this article, we extend the BGK‐penalization‐based AP scheme, originally introduced by Filbet and Jin for the single species Boltzmann equation (Filbet and Jin, J Comput Phys 229 (2010) 7625–7648), to its multispecies counterpart. For the multispecies Boltzmann equation, the new difficulties arise due to: (1) the breaking down of the conservation laws for each species and (2) different convergence rates to equilibria for different species in disparate masses systems. To resolve these issues, we find a suitable penalty function—the local Maxwellian that is based on the mean velocity and mean temperature and justify various asymptotic properties of this method. This AP scheme does not contain any nonlinear nonlocal implicit solver, yet it can capture the fluid dynamic limit with time step and mesh size independent of the Knudsen number. Numerical examples demonstrate the correct asymptotic‐behavior of the scheme. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

Efficient structure‐preserving schemes for good Boussinesq equation

The good Boussinesq equation is endowed with symplectic conservation law and energy conservation law. In this paper, some new highly efficient structure‐preserving methods for the good Boussinesq equation are proposed by improving the standard finite difference method (FDM). The new methods only use and calculate values at the odd (or even) nodes to reduce the computational cost. We call this kind of methods odd‐even method (OEM). Numerical results show that the OEM and the standard FDM have nearly the same numerical errors under the same mesh partition. However, the OEM is much more efficient than the standard FDM, such as the consumed CPU time and occupied memory.     

A multigrid compact finite difference method for solving the one‐dimensional nonlinear sine‐Gordon equation

The aim of this paper is to propose a multigrid method to obtain the numerical solution of the one‐dimensional nonlinear sine‐Gordon equation. The finite difference equations at all interior grid points form a large sparse linear system, which needs to be solved efficiently. The solution cost of this sparse linear system usually dominates the total cost of solving the discretized partial differential equation. The proposed method is based on applying a compact finite difference scheme of fourth‐order for discretizing the spatial derivative and the standard second‐order central finite difference method for the time derivative. The proposed method uses the Richardson extrapolation method in time variable. The obtained system has been solved by V‐cycle multigrid (VMG) method, where the VMG method is used for solving the large sparse linear systems. The numerical examples show the efficiency of this algorithm for solving the one‐dimensional sine‐Gordon equation. Copyright © 2014 John Wiley & Sons, Ltd.     

Maximum norm error analysis of an unconditionally stable semi‐implicit scheme for multi‐dimensional Allen–Cahn equations

In this paper, a linearized finite difference scheme is proposed for solving the multi‐dimensional Allen–Cahn equation. In the scheme, a modified leap‐frog scheme is used for the time discretization, the nonlinear term is treated in a semi‐implicit way, and the central difference scheme is used for the discretization in space. The proposed method satisfies the discrete energy decay property and is unconditionally stable. Moreover, a maximum norm error analysis is carried out in a rigorous way to show that the method is second‐order accurate both in time and space variables. Finally, numerical tests for both two‐ and three‐dimensional problems are provided to confirm our theoretical findings.