New higher-order compact finite difference schemes for 1D heat conduction equations

In this paper, we present two higher-order compact finite difference schemes for solving one-dimensional (1D) heat conduction equations with Dirichlet and Neumann boundary conditions, respectively. In particular, we delicately adjust the location of the interior grid point that is next to the boundary so that the Dirichlet or Neumann boundary condition can be applied directly without discretization, and at the same time, the fifth or sixth-order compact finite difference approximations at the grid point can be obtained. On the other hand, an eighth-order compact finite difference approximation is employed for the spatial derivative at other interior grid points. Combined with the Crank–Nicholson finite difference method and Richardson extrapolation, the overall scheme can be unconditionally stable and provides much more accurate numerical solutions. Numerical errors and convergence rates of these two schemes are tested by two examples.     

A compact local one‐dimensional scheme for solving a 3D N‐carrier system with Neumann boundary conditions

We consider a mathematical model for thermal analysis in a 3D N‐carrier system with Neumann boundary conditions, which extends the concept of the well‐known parabolic two‐step model for micro heat transfer. To solve numerically the complex system, we first reduce 3D equations in the model to a succession of 1D equations by using the local one‐dimensional (LOD) method. The obtained 1D equations are then solved using a fourth‐order compact finite difference scheme for the interior points and a second‐order combined compact finite difference scheme for the points next to the boundary, so that the Neumann boundary condition can be applied directly without discretizing. By using matrix analysis, the compact LOD scheme is shown to be unconditionally stable. The accuracy of the solution is tested using two numerical examples. Results show that the solutions obtained by the compact LOD finite difference scheme are more accurate than those obtained by a Crank‐Nicholson LOD scheme, and the convergence rate with respect to spatial variables is about 2.6. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

To the theory of asymptotically stable second-order accurate two-stage scheme for an inhomogeneous parabolic initial-boundary value problem

An asymptotically stable two-stage difference scheme applied previously to a homogeneous parabolic equation with a homogeneous Dirichlet boundary condition and an inhomogeneous initial condition is extended to the case of an inhomogeneous parabolic equation with an inhomogeneous Dirichlet boundary condition. It is shown that, in the class of schemes with two stages (at every time step), this difference scheme is uniquely determined by ensuring that high-frequency spatial perturbations are fast damped with time and the scheme is second-order accurate and has a minimal error. Comparisons reveal that the two-stage scheme provides certain advantages over some widely used difference schemes. In the case of an inhomogeneous equation and a homogeneous boundary condition, it is shown that the extended scheme is second-order accurate in time (for individual harmonics). The possibility of achieving second-order accuracy in the case of an inhomogeneous Dirichlet condition is explored, specifically, by varying the boundary values at time grid nodes by O(τ ²), where τ is the time step. A somewhat worse error estimate is obtained for the one-dimensional heat equation with arbitrary sufficiently smooth boundary data, namely, $O\left( {\tau ^2 \ln \frac{T} {\tau }} \right) $ , where T is the length of the time interval.     

Construction and Analysis of Lattice Boltzmann Methods Applied to a 1D Convection-Diffusion Equation

To solve the 1D (linear) convection-diffusion equation, we construct and we analyze two LBM schemes built on the D1Q2 lattice. We obtain these LBM schemes by showing that the 1D convection-diffusion equation is the fluid limit of a discrete velocity kinetic system. Then, we show in the periodic case that these LBM schemes are equivalent to a finite difference type scheme named LFCCDF scheme. This allows us, firstly, to prove the convergence in L ^∞ of these schemes, and to obtain discrete maximum principles for any time step in the case of the 1D diffusion equation with different boundary conditions. Secondly, this allows us to obtain most of these results for the Du Fort-Frankel scheme for a particular choice of the first iterate. We also underline that these LBM schemes can be applied to the (linear) advection equation and we obtain a stability result in L ^∞ under a classical CFL condition. Moreover, by proposing a probabilistic interpretation of these LBM schemes, we also obtain Monte-Carlo algorithms which approach the 1D (linear) diffusion equation. At last, we present numerical applications justifying these results.     

A generalized Taylor factorization for Hermite subdivision schemes

In a recent paper, we investigated factorization properties of Hermite subdivision schemes by means of the so-called Taylor factorization. This decomposition is based on a spectral condition which is satisfied for example by all interpolatory Hermite schemes. Nevertheless, there exist examples of Hermite schemes, especially some based on cardinal splines, which fail the spectral condition. For these schemes (and others) we provide the concept of a generalized Taylor factorization and show how it can be used to obtain convergence criteria for the Hermite scheme by means of factorization and contractivity.     

A generalized Taylor factorization for Hermite subdivision schemes

In a recent paper, we investigated factorization properties of Hermite subdivision schemes by means of the so-called Taylor factorization. This decomposition is based on a spectral condition which is satisfied for example by all interpolatory Hermite schemes. Nevertheless, there exist examples of Hermite schemes, especially some based on cardinal splines, which fail the spectral condition. For these schemes (and others) we provide the concept of a generalized Taylor factorization and show how it can be used to obtain convergence criteria for the Hermite scheme by means of factorization and contractivity.     

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.     

A high order accurate numerical method for solving two‐dimensional dual‐phase‐lagging equation with temperature jump boundary condition in nanoheat conduction

Dual‐phase‐lagging (DPL) equation with temperature jump boundary condition (Robin's boundary condition) shows promising for analyzing nanoheat conduction. For solving it, development of higher‐order accurate and unconditionally stable (no restriction on the mesh ratio) numerical schemes is important. Because the grid size may be very small at nanoscale, using a higher‐order accurate scheme will allow us to choose a relative coarse grid and obtain a reasonable solution. For this purpose, recently we have presented a higher‐order accurate and unconditionally stable compact finite difference scheme for solving one‐dimensional DPL equation with temperature jump boundary condition. In this article, we extend our study to a two‐dimensional case and develop a fourth‐order accurate compact finite difference method in space coupled with the Crank–Nicolson method in time, where the Robin's boundary condition is approximated using a third‐order accurate compact method. The overall scheme is proved to be unconditionally stable and convergent with the convergence rate of fourth‐order in space and second‐order in time. Numerical errors and convergence rates of the solution are tested by two examples. Numerical results coincide with the theoretical analysis. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1742–1768, 2015     

基于MFS的PDE-约束优化法求解热传导逆问题

在本文中,我们给出了一种有效的无网格方法来求解逆热传导问题,含有Neumann边界条件情形.所得到的PDE-约束优化法是一种在空间与时间域上的全局近似方法,其中将控制方程的基本解作为基函数.由于初始测量数据包含有噪声误差,则所得线性方程组的系数矩阵通常是病态的,文中利用广义交叉验证(GCV)的Tikhonov正则化方法来获得更加稳定的数值解.通过数值结果表明,本文给出的方法是精确、有效、鲁棒的.     

Grid approximation of a parabolic convection-diffusion equation on a priori adapted grids: ε-uniformly convergent schemes

The boundary value problem for a singularly perturbed parabolic convection-diffusion equation is considered. A finite difference scheme on a priori (sequentially) adapted grids is constructed and its convergence is examined. The construction of the scheme on a priori adapted grids is based on a majorant of the singular component of the grid solution that makes it possible to a priori find a subdomain in which the grid solution should be further refined given the perturbation parameter ε, the size of the uniform mesh in x, the desired accuracy of the grid solution, and the prescribed number of iterations K used to refine the solution. In the subdomains where the solution is refined, the grid problems are solved on uniform grids. The error of the solution thus constructed weakly depends on ε. The scheme converges almost ε-uniformly; namely, it converges under the condition N ^?1 = o(ε^v), where v = v(K) can be chosen arbitrarily small when K is sufficiently large. If a piecewise uniform grid is used instead of a uniform one at the final Kth iteration, the difference scheme converges ε-uniformly. For this piecewise uniform grid, the ratio of the mesh sizes in x on the parts of the mesh with a constant size (outside the boundary layer and inside it) is considerably less than that for the known ε-uniformly convergent schemes on piecewise uniform grids.     

Subdivision Schemes and Irregular Grids

The present paper deals with subdivision schemes associated with irregular grids. We first give a sufficient condition concerning the difference scheme to obtain convergence. This condition generalizes a necessary and sufficient condition for convergence known in the case of uniform and stationary schemes associated with a regular grid. Through this sufficient condition, convergence of a given subdivision scheme can be proved by comparison with another scheme. Indeed, when two schemes are equivalent in some sense, and when one satisfies the sufficient condition for convergence, the other also satisfies it and it therefore converges too. We also study the smoothness of the limit functions produced by a scheme which satisfies the sufficient condition. Finally, the results are applied to the study of Lagrange interpolating subdivision schemes of any degree, with respect to particular irregular grids.     

A Green’s function formulation of nonlocal finite-difference schemes for reaction-diffusion equations

Reaction-diffusion equations are commonly used in different science and engineering fields to describe spatial patterns arising from the interaction of chemical or biochemical reactions and diffusive transport mechanisms. The aim of this work is to show that a Green’s function formulation of reaction-diffusion PDEs is a suitable framework to derive FD schemes incorporating both O(h²) accuracy and nonlocal approximations in the whole domain (including boundary nodes). By doing so, the approach departs from a Green’s function formulation of the boundary-value problem to pose an approximation problem based on a domain decomposition. Within each subdomain, the corresponding integral equation is forced to have zero residual at given grid points. Different FD schemes are obtained depending on the numerical scheme used for computing the Green’s integral over each subdomain. Dirichlet and Neumann boundary conditions are considered, showing that the FD scheme based on the Green’s function formulation incorporates, in a natural way, the effects of boundary nodes in the discretization approximation.     

Optimal finite difference grids and rational approximations of the square root I. Elliptic problems

The main objective of this paper is optimization of second‐order finite difference schemes for elliptic equations, in particular, for equations with singular solutions and exterior problems. A model problem corresponding to the Laplace equation on a semi‐infinite strip is considered. The boundary impedance (Neumann‐to‐Dirichlet map) is computed as the square root of an operator using the standard three‐point finite difference scheme with optimally chosen variable steps. The finite difference approximation of the boundary impedance for data of given smoothness is the problem of rational approximation of the square root on the operator's spectrum. We have implemented Zolotarev's optimal rational approx‐imant obtained in terms of elliptic functions. We have also found that a geometrical progression of the grid steps with optimally chosen parameters is almost as good as the optimal approximant. For bounded operators it increases from second to exponential the convergence order of the finite difference impedance with the convergence rate proportional to the inverse of the logarithm of the condition number. For the case of unbounded operators in Sobolev spaces associated with elliptic equations, the error decays as the exponential of the square root of the mesh dimension. As an example, we numerically compute the Green function on the boundary for the Laplace equation. Some features of the optimal grid obtained for the Laplace equation remain valid for more general elliptic problems with variable coefficients. © 2000 John Wiley & Sons, Inc.     

A class of generalized Newton iterative schemes

We study an N-step iterative scheme which generalizes several Newton-type schemes that have appeared in the literature. We show that, under generalized Zabrejko-Nguen conditions, the iterative scheme converges whenever 1 ≤ N ≤ ∞. This proves in a unified context the convergence of an infinite number of iterative schemes which include as special cases the classical Newton scheme, the classical chord scheme, and the generalized Newton scheme.     

二维线性双曲型方程Neumann边值问题的紧交替方向隐格式

对二维Neumann边界条件的线性双曲型方程建立了紧交替方向的隐格式.利用方程和边界条件得到在空间上的三阶与五阶导数的边界值,进而在内点、边界内点和边界角点分别建立9点、6点和4点紧差分格式;通过引进新的范数和L₂范数估计L_∞范数;借助能量估计、Gronwall不等式和Schwarz不等式等技巧,详细分析了差分格式在无穷范数下关于时间和空间分别为二阶和四阶收敛性,并给出了稳定性结果;通过数值算例,验证了理论分析结果.     

Spectral theory and iterative methods for the Maxwell system in nonsmooth domains

We study spectral properties of boundary integral operators which naturally arise in the study of the Maxwell system of equations in a Lipschitz domain Ω ? ?³. By employing Rellich‐type identities we show that the spectrum of the magnetic dipole boundary integral operator (composed with an appropriate projection) acting on L²(?Ω) lies in the exterior of a hyperbola whose shape depends only on the Lipschitz constant of Ω. These spectral theory results are then used to construct generalized Neumann series solutions for boundary value problems associated with the Maxwell system and to study their rates of convergence (© 2010 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Un schéma linéaire vérifiant le principe du maximum pour des opérateurs de diffusion très anisotropes sur des maillages déformés

We introduce a generalized finite-difference method for anisotropic diffusion operators on distorted grids. We calculate the second-order derivatives in space using a Taylor expansion. The resulting global matrix associated to the scheme is an M-matrix. Thanks to a certain assumption on the grid properties, we show the convergence of the scheme. We show the robustness of the method in comparison with analytical solutions and results obtained by other numerical schemes. To cite this article: C. Le Potier, C. R. Acad. Sci. Paris, Ser. I 347 (2009).     

Single and multi‐interval Legendre spectral methods in time for parabolic equations

In this article, we take the parabolic equation with Dirichlet boundary conditions as a model to present the Legendre spectral methods both in spatial and in time. Error analysis for the single/multi‐interval schemes in time is given. For the single interval spectral method in time, we obtain a better error estimate in L²‐norm. For the multi‐interval spectral method in time, we obtain the L²‐optimal error estimate in spatial. By choosing approximate trial and test functions, the methods result in algebraic systems with sparse forms. A parallel algorithm is constructed for the multi‐interval scheme in time. Numerical results show the efficiency of the methods. The methods are also applied to parabolic equations with Neumann boundary conditions, Robin boundary conditions and some nonlinear PDEs. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Three-point finite-difference schemes, Padé and the spectral Galerkin method. I. One-sided impedance approximation

A method for calculating special grid placement for three-point schemes which yields exponential superconvergence of the Neumann to Dirichlet map has been suggested earlier. Here we show that such a grid placement can yield impedance which is equivalent to that of a spectral Galerkin method, or more generally to that of a spectral Galerkin-Petrov method. In fact we show that for every stable Galerkin-Petrov method there is a three-point scheme which yields the same solution at the boundary. We discuss the application of this result to partial differential equations and give numerical examples. We also show equivalence at one corner of a two-dimensional optimal grid with a spectral Galerkin method.

     

Computer difference scheme for a singularly perturbed elliptic convection–diffusion equation in the presence of perturbations

A grid approximation of a boundary value problem for a singularly perturbed elliptic convection–diffusion equation with a perturbation parameter ε, ε ∈ (0,1], multiplying the highest order derivatives is considered on a rectangle. The stability of a standard difference scheme based on monotone approximations of the problem on a uniform grid is analyzed, and the behavior of discrete solutions in the presence of perturbations is examined. With an increase in the number of grid nodes, this scheme does not converge -uniformly in the maximum norm, but only conditional convergence takes place. When the solution of the difference scheme converges, which occurs if N ₁ ^-1 N ₂ ^-1 ? ε, where N ₁ and N ₂ are the numbers of grid intervals in x and y, respectively, the scheme is not -uniformly well-conditioned or ε-uniformly stable to data perturbations in the grid problem and to computer perturbations. For the standard difference scheme in the presence of data perturbations in the grid problem and/or computer perturbations, conditions imposed on the “parameters” of the difference scheme and of the computer (namely, on ε, N ₁,N ₂, admissible data perturbations in the grid problem, and admissible computer perturbations) are obtained that ensure the convergence of the perturbed solutions as N ₁,N ₂ → ∞, ε ∈ (0,1]. The difference schemes constructed in the presence of the indicated perturbations that converges as N ₁,N ₂ → ∞ for fixed ε, ε ∈ (0,1, is called a computer difference scheme. Schemes converging ε-uniformly and conditionally converging computer schemes are referred to as reliable schemes. Conditions on the data perturbations in the standard difference scheme and on computer perturbations are also obtained under which the convergence rate of the solution to the computer difference scheme has the same order as the solution of the standard difference scheme in the absence of perturbations. Due to this property of its solutions, the computer difference scheme can be effectively used in practical computations.