变时间分数阶扩散方程的非一致时间网格有限差分方法

本文在非一致时间网格上,使用有限差分方法求解变时间分数阶扩散方程?α(x,t)u(x,t)/tα(x,t)-2u(x,t)/x2=f(x,t),0α(x,t)q≤1,证明了该方法在最大范数下的稳定性与收敛性,收敛阶为C(Δt2-q+h2).数值实例验证了理论分析的结果.     

时间分数阶扩散方程的一个新的高阶有限差分/谱逼近

研究时间分数阶扩散方程,结合时间方向的有限差分格式和空间方向的Legendre Collocation谱方法,构造了一个高阶稳定数值格式.数值算例表明该格式是无条件稳定和长时间稳定的,其收敛阶为O(△t3-α+N-m),其中△t,N和m分别是时间步长,空间多项式阶数以及精确解的正则度.     

求解时间分布阶扩散方程的两个高阶有限差分格式

基于复化Simpson公式和复化两点Gauss-Legendre公式，构造了两个求解时间分布阶扩散方程的高阶有限差分格式.不同于以往文献中提出的时间一阶或二阶格式，这两种格式在时间方向都具有三阶精度，而在分布阶和空间方向可达到四阶精度.数值结果表明，两种算法都是稳定且收敛的，从而是有效的.两种格式的收敛速率也通过数值实验进行了验证，并且通过和文献中的算法对比可以得出其更为高效,     

时间延迟扩散-波动分数阶微分方程有限差分方法

本文提出求解时间延迟扩散-波动分数阶微分方程有限差分方法，方程中对时间的一阶导函数用α阶（0 < α < 1） Caputo分数阶导数代替.文章中利用Lubich线性多步法对分数阶微分进行差分离散，且文章利用分段区间证明该方法是稳定的，且利用数值实验加以验证.     

空间-时间分数阶对流扩散方程的数值解法

本文考虑一个空间-时间分数阶对流扩散方程.这个方程是将一般的对流扩散方程中的时间一阶导数用α(0＜α＜1)阶导数代替,空间二阶导数用β(1＜β＜2)阶导数代替.本文提出了一个隐式差分格式,验证了这个格式是无条件稳定的,并证明了它的收敛性,其收敛阶为O(ι h).最后给出了数值例子.     

时间分数阶扩散方程的数值解法

分数阶微分方程在许多应用科学上比整数阶微分方程更能准确地模拟自然现象.考虑时间分数阶扩散方程,将一阶的时间导数用分数阶导数α(0<α<1)替换,给出了一种计算有效的隐式差分格式,并证明了这个隐式差分格式是无条件稳定和无条件收敛的,最后用数值例子说明差分格式是有效的.     

分数阶扩散方程的隐差分格式

根据移位的Grnwald方法,得到求解分数阶扩散方程的三类隐差分格式.利用分数阶von Neumann方法,证明了求解亚扩散方程的两类差分格式是无条件稳定的,而求解超扩散方程的差分格式是条件稳定的,同时也给出了相应差分格式的局部截断误差估计.最后,通过两个数值例子证实了所提出的差分格式的正确性和有效性.     

对流扩散方程的四阶紧凑迎风差分格式

§1.引言 流动和传热传质的基本方程均是对流扩散型的.对流扩散方程的高阶紧凑差分格式,作为提高计算可靠性和节省计算量的一条有效途径,已引起相当的重视.作为该领域的一大进展,新近由Dennis推出的对流扩散方程四阶紧凑格式,在二维情形下呈九点式且勿须引入中间变量,只涉及对流扩散量本身,能在较粗网格下获取较为准确的数值结果.从本质上说,该格式系指数型四阶紧凑格式的多项式型翻版.它与指数型紧凑格     

时间分数阶反应-扩散方程混合差分格式的并行计算方法

分数阶反应-扩散方程有深刻的物理和工程背景,其数值方法的研究具有重要的科学意义和应用价值.文中提出时间分数阶反应-扩散方程混合差分格式的并行计算方法,构造了一类交替分段显-隐格式(alternative segment explicit-implicit,ASE-I)和交替分段隐-显格式(alternative segment implicit-explicit,ASI-E),这类并行差分格式是基于Saul'yev非对称格式与古典显式差分格式和古典隐式差分格式的有效组合.理论分析格式解的存在唯一性,无条件稳定性和收敛性.数值试验验证了理论分析,表明ASE-I格式和ASI-E格式具有理想的计算精度和明显的并行计算性质,证实了这类并行差分方法求解时间分数阶反应-扩散方程是有效的.     

高阶非线性波动方程的有限差分方法

本文研究一类广泛的高阶非线性波动方程组初边值问题的有限差分格式，用离散泛函分析方法和先验估计的技巧得到了有限差分格式的收敛性。     

Fast evaluation and high accuracy finite element approximation for the time fractional subdiffusion equation

In this article, an efficient algorithm for the evaluation of the Caputo fractional derivative and the superconvergence property of fully discrete finite element approximation for the time fractional subdiffusion equation are considered. First, the space semidiscrete finite element approximation scheme for the constant coefficient problem is derived and supercloseness result is proved. The time discretization is based on the L1‐type formula, whereas the space discretization is done using, the fully discrete scheme is developed. Under some regularity assumptions, the superconvergence estimate is proposed and analyzed. Then, extension to the case of variable coefficients is also discussed. To reduce the computational cost, the fast evaluation scheme of the Caputo fractional derivative to solve the fractional diffusion equations is designed. Finally, numerical experiments are presented to support the theoretical results.     

Finite difference discretization of a fourth-order parabolic equation describing crystal surface growth

In this paper, by using finite difference method, we consider the approximate solutions for a fourth-order parabolic equation describing crystal surface growth.     

High‐order compact difference schemes for the modified anomalous subdiffusion equation

In this article, two kinds of high‐order compact finite difference schemes for second‐order derivative are developed. Then a second‐order numerical scheme for a Riemann–Liouvile derivative is established based on a fractional centered difference operator. We apply these methods to a fractional anomalous subdiffusion equation to construct two kinds of novel numerical schemes. The solvability, stability, and convergence analysis of these difference schemes are studied by using Fourier method. The convergence orders of these numerical schemes are and , respectively. Finally, numerical experiments are displayed which are in line with the theoretical analysis. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 213–242, 2016     

Finite difference methods and their physical constraints for the fractional klein‐kramers equation

Incorporating subdiffusive mechanisms into the Klein‐Kramers formalism leads to the fractional Klein‐Kramers equation. Then, the equation can effectively describe subdiffusion in the presence of an external force field in the phase space. This article presents the finite difference methods for numerically solving the fractional Klein‐Kramers equation and does the detailed stability and error analyses. The stability condition, mvβ ≤ 16, shows the ratio between the kinetic energy of the particle and the temperature of the fluid can not be too large, which well agrees with the physical property of the subdiffusive particle, we call it “physical constraint.” The numerical examples are provided to verify the theoretical results on rate of convergence. Moreover, we simulate the fractional Klein‐Kramers dynamics and the simulation results further confirm the effectiveness of our numerical schemes. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1561–1583, 2010     

An efficient nonpolynomial spline method for distributed order fractional subdiffusion equations

In this paper, we propose an efficient numerical method for a distributed order fractional subdiffusion problem using nonpolynomial spline approach. The solvability, stability, and convergence of the scheme are established rigorously, and it is shown that the spatial convergence order improves some previous work done. Simulation is then conducted to verify the accuracy of the proposed scheme as well as to compare with earlier work.     

一类偏积分微分方程一阶差分全离散格式

本文给出了数值求解一类偏积分微分方程的一阶差分全离散格式。时间方向采用了一阶向后差分格式，空间方向采用二阶差分格式，给出了稳定性的证明，误差估计及收敛性的结果，并给出了数值例子。     

On finite difference methods for fourth-order fractional diffusion-wave and subdiffusion systems

In this paper, firstly, the finite difference method is explored for the fourth-order fractional diffusion-wave system. The method is proved to be uniquely solvable, stable and convergent in l_∞-norm by the energy method. Then we examine a subdiffusion system and present the numerical analysis using a different method. Numerical experiments are provided to demonstrate the accuracy and efficiency of the proposed schemes.     

Finite difference schemes for the fourth-order parabolic equations with different boundary value conditions

In this paper, the fourth-order parabolic equations with different boundary value conditions are studied. Six kinds of boundary value conditions are proposed. Several numerical differential formulae for the fourth-order derivative are established by the quartic interpolation polynomials and their truncation errors are given with the aid of the Taylor expansion with the integral remainders. Effective difference schemes are presented for the third Dirichlet boundary value problem, the first Neumann boundary value problem and the third Neumann boundary value problem, respectively. Some new embedding inequalities on the discrete function spaces are presented and proved. With the method of energy analysis, the unique solvability, unconditional stability and unconditional convergence of the difference schemes are proved. The convergence orders of derived difference schemes are all O(τ² + h²) in appropriate norms. Finally, some numerical examples are provided to confirm the theoretical results.     

Finite difference schemes for the two‐dimensional semilinear wave equation

In this article, two finite difference schemes for solving the semilinear wave equation are proposed. The unique solvability and the stability are discussed. The second‐order accuracy convergence in both time and space in the discrete H¹‐norm for the two proposed difference schemes is proved. Numerical experiments are performed to support our theoretical results.     

Stability for the finite difference schemes of the linear wave equation with nonuniform time meshes

We consider in this article the 1‐dim linear wave equation v_tt = v_xx(0 < x < 1,t > 0) and its finite difference analogue with nonuniform time meshes. We are going to discuss the stability for such schemes. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013