On the solution of an initial‐boundary value problem that combines Neumann and integral condition for the wave equation

Numerical solution of hyperbolic partial differential equation with an integral condition continues to be a major research area with widespread applications in modern physics and technology. Many physical phenomena are modeled by nonclassical hyperbolic boundary value problems with nonlocal boundary conditions. In place of the classical specification of boundary data, we impose a nonlocal boundary condition. Partial differential equations with nonlocal boundary specifications have received much attention in last 20 years. However, most of the articles were directed to the second‐order parabolic equation, particularly to heat conduction equation. We will deal here with new type of nonlocal boundary value problem that is the solution of hyperbolic partial differential equations with nonlocal boundary specifications. These nonlocal conditions arise mainly when the data on the boundary can not be measured directly. Several finite difference methods have been proposed for the numerical solution of this one‐dimensional nonclassic boundary value problem. These computational techniques are compared using the largest error terms in the resulting modified equivalent partial differential equation. Numerical results supporting theoretical expectations are given. Restrictions on using higher order computational techniques for the studied problem are discussed. Suitable references on various physical applications and the theoretical aspects of solutions are introduced at the end of this article. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

The use of cubic B‐spline scaling functions for solving the one‐dimensional hyperbolic equation with a nonlocal conservation condition

Problems for parabolic partial differential equations with nonlocal boundary conditions have been studied in many articles, but boundary value problems for hyperbolic partial differential equations have so far remained nearly uninvestigated. In this article a numerical technique is presented for the solution of a nonclassical problem for the one‐dimensional wave equation. This method uses the cubic B‐spline scaling functions. Some numerical results are reported to support our study. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Numerical solution of the three‐dimensional parabolic equation with an integral condition

Developement of numerical methods for obtaining approximate solutions to the three dimensional diffusion equation with an integral condition will be carried out. The numerical techniques discussed are based on the fully explicit (1,7) finite difference technique and the fully implicit (7,1) finite difference method and the (7,7) Crank‐Nicolson type finite difference formula. The new developed methods are tested on a problem. Truncation error analysis and numerical examples are used to illustrate the accuracy of the new algorithms. The results of numerical testing show that the numerical methods based on the finite difference techniques discussed in the present article produce good results. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 193–202, 2002; DOI 10.1002/num.1040     

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     

A finite difference method for the wide‐angle “parabolic” equation in a waveguide with downsloping bottom

We consider the third‐order wide‐angle “parabolic” equation of underwater acoustics in a cylindrically symmetric fluid medium over a bottom of range‐dependent bathymetry. It is known that the initial‐boundary‐value problem for this equation may not be well posed in the case of (smooth) bottom profiles of arbitrary shape, if it is just posed e.g. with a homogeneous Dirichlet bottom boundary condition. In this article, we concentrate on downsloping bottom profiles and propose an additional boundary condition that yields a well‐posed problem, in fact making it L² ‐conservative in the case of appropriate real parameters. We solve the problem numerically by a Crank–Nicolson‐type finite difference scheme, which is proved to be unconditionally stable and second‐order accurate and simulates accurately realistic underwater acoustic problems. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

The combination of collocation,finite difference,and multigrid methods for solution of the two‐dimensional wave equation

In this article, we apply compact finite difference approximations of orders two and four for discretizing spatial derivatives of wave equation and collocation method for the time component. The resulting method is unconditionally stable and solves the wave equation with high accuracy. The solution is approximated by a polynomial at each grid point that its coefficients are determined by solving a linear system of equations. We employ the multigrid method for solving the resulted linear system. Multigrid method is an iterative method which has grid independently convergence and solves the linear system of equations in small amount of computer time. Numerical results show that the compact finite difference approximation of fourth order, collocation and multigrid methods produce a very efficient method for solving the wave equation. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

Numerical solution of first‐order hyperbolic partial differential‐difference equation with shift

In this article, we continue the numerical study of hyperbolic partial differential‐difference equation that was initiated in (Sharma and Singh, Appl Math Comput 9 ). In Sharma and Singh, the authors consider the problem with sufficiently small shift arguments. The term negative shift and positive shift are used for delay and advance arguments, respectively. Here, we propose a numerical scheme that works nicely irrespective of the size of shift arguments. In this article, we consider hyperbolic partial differential‐difference equation with negative or positive shift and present a numerical scheme based on the finite difference method for solving such type of initial and boundary value problems. The proposed numerical scheme is analyzed for stability and convergence in L^∞ norm. Finally, some test examples are given to validate convergence, the computational efficiency of the numerical scheme and the effect of shift arguments on the solution.© 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

A high‐order ADI finite difference scheme for a 3D reaction‐diffusion equation with neumann boundary condition

In this article, we extend the fourth‐order compact boundary scheme in Liao et al. (Numer Methods Partial Differential Equations 18 (2002), 340–354) to a 3D problem and then combine it with the fourth‐order compact alternating direction implicit (ADI) method in Gu et al. (J Comput Appl Math 155 (2003), 1–17) to solve the 3D reaction‐diffusion equation with Neumann boundary condition. First, the reaction‐diffusion equation is solved with a compact fourth‐order finite difference method based on the Padé approximation, which is then combined with the ADI method and a fourth‐order compact scheme to approximate the Neumann boundary condition, to obtain fourth order accuracy in space. The accuracy in the temporal dimension is improved to fourth order by applying the Richardson extrapolation technique, although the unconditional stability of the numerical method is proved, and several numerical examples are presented to demonstrate the accuracy and efficiency of the proposed new algorithm. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Positive numerical solution for a nonarbitrage liquidity model using nonstandard finite difference schemes

In this article, we construct a numerical method based on a nonstandard finite difference scheme to solve numerically a nonarbitrage liquidity model with observable parameters for derivatives. This nonlinear model considers that the parameters involved are observable from order book data. The proposed numerical method use a exact difference scheme in the linear convection‐reaction term, and the spatial derivative is approximated using a nonstandard finite difference scheme. It is shown that the proposed numerical scheme preserves the positivity as well as stability and consistence. To illustrate the accuracy of the method, the numerical results are compared with those produced by other methods. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 210‐221, 2014     

Reproducing Kernel method for the solution of nonlinear hyperbolic telegraph equation with an integral condition

In this article, an iterative method is proposed for solving nonlinear hyperbolic telegraph equation with an integral condition. Its exact solution is represented in the form of series in the reproducing kernel space. In the mean time, the n‐term approximation u_n(x, t) of the exact solution u(x, t) is obtained and is proved to converge to the exact solution. Moreover, the partial derivatives of u_n(x, t) are also convergent to the partial derivatives of u(x, t). Some numerical examples have been studied to demonstrate the accuracy of the present method. Results obtained by the method have been compared with the exact solution of each example and are found to be in good agreement with each other. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 867–886, 2011     

A positivity‐preserving nonstandard finite difference scheme for the damped wave equation

A positivity‐preserving nonstandard finite difference scheme is constructed to solve an initial‐boundary value problem involving heat transfer described by the Maxwell‐Cattaneo thermal conduction law, i.e., a modified form of the classical Fourier flux relation. The resulting heat transport equation is the damped wave equation, a PDE of hyperbolic type. In addition, exact analytical solutions are given, special cases are mentioned, and it is noted that the positivity condition is equivalent to the usual linear stability criteria. Finally, solution profiles are plotted and possible extensions to a delayed diffusion equation and nonlinear reaction‐diffusion systems are discussed. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2004.     

Finite differences and collocation methods for the solution of the two‐dimensional heat equation

In this article, we combine finite difference approximations (for spatial derivatives) and collocation techniques (for the time component) to numerically solve the two‐dimensional heat equation. We employ, respectively, second‐order and fourth‐order schemes for the spatial derivatives, and the discretization method gives rise to a linear system of equations. We show that the matrix of the system is nonsingular. Numerical experiments carried out on serial computers show the unconditional stability of the proposed method and the high accuracy achieved by the fourth‐order scheme. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 54–63, 2001     

Parameterized families of finite difference schemes for the wave equation

This article is devoted to an analysis of simple families of finite difference schemes for the wave equation. These families are dependent on several free parameters, and methods for obtaining stability bounds as a function of these parameters are discussed in detail. Access to explicit stability bounds such as those derived here may, it is hoped, lead to optimization techniques for so‐called spectral‐like methods, which are difference schemes dependent on many free parameters (and for which maximizing the order of accuracy may not be the defining criterion). Though the focus is on schemes for the wave equation in one dimension, the analysis techniques are extended to two dimensions; implicit schemes such as ADI methods are examined in detail. Numerical results are presented. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 463–480, 2004.     

Numerical solution of Helmholtz equation by the modified Hopfield finite difference techniques

One property of the Hopfield neural networks is the monotone minimization of energy as time proceeds. In this article, this property is applied to minimize the energy functions obtained by finite difference techniques of the Helmholtz‐equation. The mathematical representation and correlation between finite difference techniques and modified Hopfield neural networks of the Helmholtz equation are presented. Significant advantages of the above method are its parallel, robust, easy programming nature, and ability of direct hardware implementation. Results of numerical simulations are described and analyzed to demonstrate the method. The results obtained using the proposed method show a very good agreement with theoretical and numerical solutions. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

High‐order finite difference schemes for numerical solutions of the generalized Burgers–Huxley equation

In this article, up to tenth‐order finite difference schemes are proposed to solve the generalized Burgers–Huxley equation. The schemes based on high‐order differences are presented using Taylor series expansion. To establish the numerical solutions of the corresponding equation, the high‐order schemes in space and a fourth‐order Runge‐Kutta scheme in time have been combined. Numerical experiments have been conducted to demonstrate the high‐order accuracy of the current algorithms with relatively minimal computational effort. The results showed that use of the present approaches in the simulation is very applicable for the solution of the generalized Burgers–Huxley equation. The current results are also seen to be more accurate than some results given in the literature. The proposed algorithms are seen to be very good alternatives to existing approaches for such physical applications. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1313‐1326, 2011     

A method based on meshless approach for the numerical solution of the two‐space dimensional hyperbolic telegraph equation

In the current article, we investigate the RBF solution of second‐order two‐space dimensional linear hyperbolic telegraph equation. For this purpose, we use a combination of boundary knot method (BKM) and analog equation method (AEM). The BKM is a meshfree, boundary‐only and integration‐free technique. The BKM is an alternative to the method of fundamental solution to avoid the fictitious boundary and to deal with low accuracy, singular integration and mesh generation. Also, on the basis of the AEM, the governing operator is substituted by an equivalent nonhomogeneous linear one with known fundamental solution under the same boundary conditions. Finally, several numerical results and discussions are demonstrated to show the accuracy and efficiency of the proposed method. Copyright © 2012 John Wiley & Sons, Ltd.     

Divergence-free finite elements for the numerical solution of a hydroelastic vibration problem

In this paper, we analyze a divergence-free finite element method to solve a fluid–structure interaction spectral problem in the three-dimensional case. The unknowns of the resulting formulation are the fluid and solid displacements and the fluid pressure on the interface separating both media. The resulting mixed eigenvalue problem is approximated by using appropriate basis of the divergence-free lowest order Raviart–Thomas elements for the fluid, piecewise linear elements for the solid and piecewise constant elements for the interface pressure. It is proved that eigenvalues and eigenfunctions are correctly approximated and some numerical results are reported in order to assess the performance of the method.     

Interface procedures for finite difference approximations of the advection-diffusion equation

We investigate several existing interface procedures for finite difference methods applied to advection-diffusion problems. The accuracy, stiffness and reflecting properties of various interface procedures are investigated.The analysis and numerical experiments show that there are only minor differences between various methods once a proper parameter choice has been made.     

Stable difference schemes for the hyperbolic problems subject to nonlocal boundary conditions with self-adjoint operator

In the present paper the first and second orders of accuracy difference schemes for the numerical solution of multidimensional hyperbolic equations with nonlocal boundary and Dirichlet conditions are presented. The stability estimates for the solution of difference schemes are obtained. A method is used for solving these difference schemes in the case of one dimensional hyperbolic equation.     

A meshless method for numerical solution of a linear hyperbolic equation with variable coefficients in two space dimensions

A meshless method is proposed for the numerical solution of the two space dimensional linear hyperbolic equation subject to appropriate initial and Dirichlet boundary conditions. The new developed scheme uses collocation points and approximates the solution employing thin plate splines radial basis functions. Numerical results are obtained for various cases involving variable, singular and constant coefficients, and are compared with analytical solutions to confirm the good accuracy of the presented scheme. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009