A two-stage difference method for solving the Dirichlet problem for the Laplace equation on a rectangular parallelepiped

A novel two-stage difference method is proposed for solving the Dirichlet problem for the Laplace equation on a rectangular parallelepiped. At the first stage, approximate values of the sum of the pure fourth derivatives of the desired solution are sought on a cubic grid. At the second stage, the system of difference equations approximating the Dirichlet problem is corrected by introducing the quantities determined at the first stage. The difference equations at the first and second stages are formulated using the simplest six-point averaging operator. Under the assumptions that the given boundary values are six times differentiable at the faces of the parallelepiped, those derivatives satisfy the Hölder condition, and the boundary values are continuous at the edges and their second derivatives satisfy a matching condition implied by the Laplace equation, it is proved that the difference solution to the Dirichlet problem converges uniformly as O(h ⁴lnh ^?1), where h is the mesh size.     

Convergence of the numerical solution of the initial-boundary value problem for a heat equation with a corner singularity in derivatives of the solution

An estimate O(τ + h ²)ln(j + 1) of the convergence rate for the solution of a four-point implicit difference scheme used for approximations on a uniform grid of a one-dimensional heat equation is obtained, with the provision that the boundary and initial data are subject at corner points only to the continuity condition, with no other compatibility conditions being satisfied. A discrete Green’s function is used to obtain an a priori estimate of the grid solution in terms of the appropriate negative norm of the right-hand side.     

New Properties of 9-Point Finite Difference Solution of the Laplace Equation

Two new properties of the 9-point finite difference solution of the Laplace equation are obtained, when the boundary functions are given from C ^5,1. It is shown that the maximum error is of order O (h⁶ (|ln h| + 1)){O\,\left(h^6\,(|{\rm ln}\,h| + 1)\right)}, and this order cannot be obtained for the class of boundary functions from C ^5,λ, 0 < λ < 1. These properties of the 9-point solution can be used to justify different versions of domain decomposition, composite grids, and combined methods.     

On a grid-method solution of the Laplace equation in an infinite rectangular cylinder under periodic boundary conditions

We study the Dirichlet problem for the Laplace equation in an infinite rectangular cylinder. Under the assumption that the boundary values are continuous and bounded, we prove the existence and uniqueness of a solution to the Dirichlet problem in the class of bounded functions that are continuous on the closed infinite cylinder. Under an additional assumption that the boundary values are twice continuously differentiable on the faces of the infinite cylinder and are periodic in the direction of its edges, we establish that a periodic solution of the Dirichlet problem has continuous and bounded pure second-order derivatives on the closed infinite cylinder except its edges. We apply the grid method in order to find an approximate periodic solution of this Dirichlet problem. Under the same conditions providing a low smoothness of the exact solution, the convergence rate of the grid solution of the Dirichlet problem in the uniform metric is shown to be on the order of O(h ² ln h ⁻¹), where h is the step of a cubic grid.     

Uniform grid approximation of nonsmooth solutions to the mixed boundary value problem for a singularly perturbed reaction-diffusion equation in a rectangle

A mixed boundary value problem for a singularly perturbed reaction-diffusion equation in a square is considered. A Neumann condition is specified on one side of the square, and a Dirichlet condition is set on the other three. It is assumed that the coefficient of the equation, its right-hand side, and the boundary values of the desired solution or its normal derivative on the sides of the square are smooth enough to ensure the required smoothness of the solution in a closed domain outside the neighborhoods of the corner points. No compatibility conditions are assumed to hold at the corner points. Under these assumptions, the desired solution in the entire closed domain is of limited smoothness: it belongs only to the Hölder class C ^μ, where μ ∈ (0, 1) is arbitrary. In the domain, a nonuniform rectangular mesh is introduced that is refined in the boundary domain and depends on a small parameter. The numerical solution to the problem is based on the classical five-point approximation of the equation and a four-point approximation of the Neumann boundary condition. A mesh refinement rule is described under which the approximate solution converges to the exact one uniformly with respect to the small parameter in the L _∞ ^h norm. The convergence rate is O(N ^?2ln² N), where N is the number of mesh nodes in each coordinate direction. The parameter-uniform convergence of difference schemes for mixed problems without compatibility conditions at corner points was not previously analyzed.     

Finite difference scheme for time-space fractional diffusion equation with fractional boundary conditions

In this paper, the finite difference scheme is developed for the time-space fractional diffusion equation with Dirichlet and fractional boundary conditions. The time and space fractional derivatives are considered in the senses of Caputo and Riemann-Liouville, respectively. The stability and convergence of the proposed numerical scheme are strictly proved, and the convergence order is O(τ^2−α+h²). Numerical experiments are performed to confirm the accuracy and efficiency of our scheme.     

Compact difference schemes for heat equation with Neumann boundary conditions (II)

This is the further work on compact finite difference schemes for heat equation with Neumann boundary conditions subsequent to the paper, [Sun, Numer Methods Partial Differential Equations (NMPDE) 25 (2009), 1320–1341]. A different compact difference scheme for the one‐dimensional linear heat equation is developed. Truncation errors of the proposed scheme are O(τ² + h⁴) for interior mesh point approximation and O(τ² + h³) for the boundary condition approximation with the uniform partition. The new obtained scheme is similar to the one given by Liao et al. (NMPDE 22 (2006), 600–616), while the major difference lies in no extension of source terms to outside the computational domain any longer. Compared with ones obtained by Zhao et al. (NMPDE 23 (2007), 949–959) and Dai (NMPDE 27 (2011), 436–446), numerical solutions at all mesh points including two boundary points are computed in our new scheme. The significant advantage of this work is to provide a rigorous analysis of convergence order for the obtained compact difference scheme using discrete energy method. The global accuracy is O(τ² + h⁴) in discrete maximum norm, although the spatial approximation order at the Neumann boundary is one lower than that for interior mesh points. The analytical techniques are important and can be successfully used to solve the open problem presented by Sun (NMPDE 25 (2009), 1320–1341), where analyzed theoretical convergence order of the scheme by Liao et al. (NMPDE 22 (2006), 600–616) is only O(τ² + h^3.5) while the numerical accuracy is O(τ² + h⁴), and convergence order of theoretical analysis for the scheme by Zhao et al. (NMPDE 23 (2007), 949–959) is O(τ² + h^2.5), while the actual numerical accuracy is O(τ² + h³). Following the procedure used for the new obtained difference scheme in this work, convergence orders of these two schemes can be proved rigorously to be O(τ² + h⁴) and O(τ² + h³), respectively. Meanwhile, extension to the case involving the nonlinear reaction term is also discussed, and the global convergence order O(τ² + h⁴) is proved. A compact ADI difference scheme for solving two‐dimensional case is derived. Finally, several examples are given to demonstrate the numerical accuracy of new obtained compact difference schemes. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

On a combined grid method for solving the Dirichlet problem for the Laplace equation in a rectangular parallelepiped

A combined grid method for solving the Dirichlet problem for the Laplace equation in a rectangular parallelepiped is proposed. At the grid points that are at the distance equal to the grid size from the boundary, the 6-point averaging operator is used. At the other grid points, the 26-point averaging operator is used. It is assumed that the boundary values have the third derivatives satisfying the Lipschitz condition on the faces; on the edges, they are continuous and their second derivatives satisfy the compatibility condition implied by the Laplace equation. The uniform convergence of the grid solution with the fourth order with respect to the grid size is proved     

Compact finite difference scheme for the solution of time fractional advection-dispersion equation

In this paper, a compact finite difference method is proposed for the solution of time fractional advection-dispersion equation which appears extensively in fluid dynamics. In this approach the time fractional derivative of mentioned equation is approximated by a scheme of order O(τ ^2???α ), 0?<?α?<?1, and spatial derivatives are replaced with a fourth order compact finite difference scheme. We will prove the unconditional stability and solvability of proposed scheme. Also we show that the method is convergence with convergence order O(τ ^2???α ?+?h ⁴). Numerical examples confirm the theoretical results and high accuracy of proposed scheme.     

Higher order numerical methods for solving fractional differential equations

In this paper we introduce higher order numerical methods for solving fractional differential equations. We use two approaches to this problem. The first approach is based on a direct discretisation of the fractional differential operator: we obtain a numerical method for solving a linear fractional differential equation with order 0<α<1. The order of convergence of the numerical method is O(h ^3?α ). Our second approach is based on discretisation of the integral form of the fractional differential equation and we obtain a fractional Adams-type method for a nonlinear fractional differential equation of any order α>0. The order of convergence of the numerical method is O(h ³) for α≥1 and O(h ^1+2α ) for 0<α≤1 for sufficiently smooth solutions. Numerical examples are given to show that the numerical results are consistent with the theoretical results.     

A three level linearized compact difference scheme for the Cahn-Hilliard equation

This article is devoted to the study of high order accuracy difference methods for the Cahn-Hilliard equation.A three level linearized compact difference scheme is derived.The unique solvability and unconditional convergence of the difference solution are proved.The convergence order is O(τ 2 + h 4 ) in the maximum norm.The mass conservation and the non-increase of the total energy are also verified.Some numerical examples are given to demonstrate the theoretical results.     

On the use of high order difference methods for the system of one space second order nonlinear hyperbolic equations with variable coefficients

Implicit difference schemes of O(k⁴ + k²h² + h⁴), where k0, h 0 are grid sizes in time and space coordinates respectively, are developed for the efficient numerical integration of the system of one space second order nonlinear hyperbolic equations with variable coefficients subject to appropriate initial and Dirichlet boundary conditions. The proposed difference method for a scalar equation is applied for the wave equation in cylindrical and spherical symmetry. The numerical examples are given to illustrate the fourth order convergence of the methods.     

Multistep characteristic method for incompressible flow in porous media

In this paper we present a multistep difference scheme for the problem of miscible displacement of incompressible fluid flow in porous media. The discretization involves a three-level time scheme based on the characteristic method and a five-point finite difference scheme for space discretization. We prove that the convergence is of order O(h²+(Δt)²), which is in contrast to the convergence of order O(h+Δt) proved for a singlestep characteristic with the same space discretization. Numerical experiments demonstrate the stability and second-order convergence of the scheme.     

Elliptic regularizations for the nonlinear heat equation

The purpose of this paper is to study two elliptic regularizations for the nonlinear heat equation with nonlinear boundary conditions formulated below. Asymptotic expansions of the order zero for the solutions of these elliptic regularizations are established, including some boundary layer corrections. Under some appropriate smoothness and compatibility conditions on the data estimates for the remainder terms with respect to the C([0,T];L²(Ω)) norm are proved in order to validate these expansions.     

Supraconvergence and Supercloseness of a Scheme for Elliptic Equations on Nonuniform Grids

In this paper, we study the convergence of a finite difference scheme on nonuniform grids for the solution of second-order elliptic equations with mixed derivatives and variable coefficients in polygonal domains subjected to Dirichlet boundary conditions. We show that the scheme is equivalent to a fully discrete linear finite element approximation with quadrature. It exhibits the phenomenon of supraconvergence, more precisely, for s ∈ [1,2] order O(h ^s )-convergence of the finite difference solution, and its gradient is shown if the exact solution is in the Sobolev space H ^1+s (Ω). In the case of an equation with mixed derivatives in a domain containing oblique boundary sections, the convergence order is reduced to O(h ^3/2?ε) with ε > 0 if u ∈ H ³(Ω). The second-order accuracy of the finite difference gradient is in the finite element context nothing else than the supercloseness of the gradient. For s ∈ {1,2}, the given error estimates are strictly local.     

Construction and study of high-order accurate schemes for solving the one-dimensional heat equation

The method of undetermined coefficients on multipoint stencils with two time levels was used to construct compact difference schemes of O(τ³, h ⁶) accuracy intended for solving boundary value problems for the one-dimensional heat equation. The schemes were examined for von Neumann stability, and numerical experiments were conducted on a sequence of grids with mesh sizes tending to zero. One of the schemes was proved to be absolutely stable. It was shown that, for smooth solutions, the high order of convergence of the numerical solution agrees with the order of accuracy; moreover, solutions accurate up to ～10^?12 are obtained on grids with spatial mesh sizes of ～10^?2. The formulas for the schemes are rather simple and easy to implement on a computer.     

Convergence analysis of the rectangular Morley element scheme for second order problem in arbitrary dimensions

We present the convergence analysis of the rectangular Morley element scheme utilised on the second order problem in arbitrary dimensions. Specifically, we prove that the convergence of the scheme is of O(h) order in energy norm and of O(h²) order in L² norm on general d-rectangular triangulations. Moreover, when the triangulation is uniform, the convergence rate can be of O(h²) order in energy norm, and the convergence rate in L² norm is still of O(h²) order, which cannot be improved. Numerical examples are presented to demonstrate our theoretical results.     

Convergence of a numerical solver for an ?-linear Beltrami equation

The convergence of the solution of the discretized ℝ-linear Beltrami equation arising in a recent reconstruction algorithm for electrical impedance tomography based on the uniqueness proof of Astala–P?iv?rinta is investigated. A new discretization is introduced for the L ^p -convergence analysis and an O(h ^δ ) convergence result is proved given C ^δ -continuous coefficient functions. Numerical comparisons are made between three different methods. These suggest that the polar coordinate discretization method of Daripa applied in the present context is preferable.     

Nonexistence for the Laplace equation with a dynamical boundary condition of fractional type

We consider the Laplace equation in ? ^d?1 × ?⁺ × (0,+∞) with a dynamical nonlinear boundary condition of order between 1 and 2. Namely, the boundary condition is a fractional differential inequality involving derivatives of noninteger order as well as a nonlinear source. Nonexistence results and necessary conditions are established for local and global existence. In particular, we show that the critical exponent depends only on the fractional derivative of the least order.     

Finite difference schemes for the singularly perturbed reaction-diffusion equation in the case of spherical symmetry

The boundary value problem for the singularly perturbed reaction-diffusion parabolic equation in a ball in the case of spherical symmetry is considered. The derivatives with respect to the radial variable appearing in the equation are written in divergent form. The third kind boundary condition, which admits the Dirichlet and Neumann conditions, is specified on the boundary of the domain. The Laplace operator in the differential equation involves a perturbation parameter ?², where ? takes arbitrary values in the half-open interval (0, 1]. When ? → 0, the solution of such a problem has a parabolic boundary layer in a neighborhood of the boundary. Using the integro-interpolational method and the condensing grid technique, conservative finite difference schemes on flux grids are constructed that converge ?-uniformly at a rate of O(N ^?2ln² N + N ₀ ^?1 ), where N + 1 and N ₀ + 1 are the numbers of the mesh points in the radial and time variables, respectively.