Novel fitted operator finite difference methods for singularly perturbed elliptic convection–diffusion problems in two dimensions

We consider a class of singularly perturbed elliptic problems posed on a unit square. These problems are solved by using fitted mesh methods by many researchers but no attempts are made to solve them using fitted operator methods, except our recent work on reaction–diffusion problems [J.B. Munyakazi and K.C. Patidar, Higher order numerical methods for singularly perturbed elliptic problems, Neural Parallel Sci. Comput. 18(1) (2010), pp. 75–88]. In this paper, we design two fitted operator finite difference methods (FOFDMs) for singularly perturbed convection–diffusion problems which possess solutions with exponential and parabolic boundary layers, respectively. We observe that both of these FOFDMs are ?-uniformly convergent. This fact contradicts the claim about singularly perturbed convection–diffusion problems [Miller et al. Fitted Numerical Methods for Singular Perturbation Problems, World Scientific, Singapore, 1996] that ‘when parabolic boundary layers are present, …, it is not possible to design an ?-uniform FOFDM if the mesh is restricted to being a uniform mesh’. We confirm our theoretical findings through computational investigations and also found that we obtain better results than those of Linß and Stynes [Appl. Numer. Math. 31 (1999), pp. 255–270].     

Finite element approximations with quadrature for second‐order hyperbolic equations

In this article, the effect of numerical quadrature on the finite element Galerkin approximations to the solution of hyperbolic equations has been studied. Both semidiscrete and fully discrete schemes are analyzed and optimal estimates are derived in the L^∞(H¹), L^∞(L²) norms, whereas quasi‐optimal estimate is derived in the L^∞(L^∞) norm using energy methods. The analysis in the present paper improves upon the earlier results of Baker and Dougalis [SIAM J Numer Anal 13 (1976), pp 577–598] under the minimum smoothness assumptions of Rauch [SIAM J Numer Anal 22 (1985), pp 245–249] for a purely second‐order hyperbolic equation with quadrature. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 537–559, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/num.10022     

Investigations of nonstandard,Mickens‐type,finite‐difference schemes for singular boundary value problems in cylindrical or spherical coordinates

It is well known that standard finite‐difference schemes for singular boundary value problems involving the Laplacian have difficulty capturing the singular (??(1/r) or ??(log r)) behavior of the solution near the origin (r = 0). New nonstandard finite‐difference schemes that can capture this behavior exactly for certain singular boundary value problems encountered in theoretical aerodynamics are presented here. These schemes are special cases of nonstandard finite differences which have been extensively researched by Professor Ronald E. Mickens of Clark Atlanta University in their most general form. Several examples of these “Mickens‐type” finite differences that illustrate both their accuracy and utility for singular boundary value problems in both cylindrical and spherical co‐ordinates are investigated. The numerical results generated by the Mickens‐type schemes are compared favorably with solutions obtained from standard finite‐difference schemes. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 380–398, 2003.     

Nonstandard finite difference schemes for a class of generalized convection–diffusion–reaction equations

In this work, a class of nonstandard finite difference (NSFD) schemes are proposed to approximate the solutions of a class of generalized convection–diffusion–reaction equations. First, in the case of no diffusion, two exact finite difference schemes are presented using the method of characteristics. Based on these two exact schemes, a class of exact schemes are presented by introducing a parameter α. Second, since the forms of these exact schemes are so complicated that they are not convenient to use, a class of NSFD schemes are derived from the exact schemes using numerical approximations. It follows that, under certain conditions about denominator function of time‐step sizes, these NSFD schemes are elementary stable and the solutions are positive and bounded. Third, by means of the Mickens' technique of subequations, a new class of implicit NSFD schemes are constructed for the full convection–diffusion–reaction equations. It is shown that, under certain parameters set, these NSFD schemes are capable of preserving the non‐negativity and boundedness of the analytical solutions. Finally, some numerical simulations are provided to verify the validity of our analytical results. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1288–1309, 2015     

A frequency accurate rth order spatial derivative finite difference approximation

A method for the specification and design of finite difference spatial derivative approximations of general order r is presented. The method uses a difference polynomial with undetermined coefficients. Spatial frequency domain‐based criteria, which include phase velocity, group velocity, and dissipation requirements at a priori selected spatial frequencies, are used to find the appropriate coefficient values. The method is formulated as an optimal design problem but is pursued heuristically. The general derivative approximation and the design method are suitable for use in more general design problems involving finite difference schemes for linear and nonlinear partial differential equations. © 1999 John Wiley & Sons, Inc. * Numer Methods Partial Differential Eq 15: 569–580, 1999     

On an efficient splitting‐based method for solving the diffusion equation on a sphere

A novel numerical approach for solving the diffusion problem on a sphere is suggested. By using operator splitting, we develop a new method that allows constructing finite difference schemes of the second and fourth approximation orders in the spatial variables. Both schemes properly ensure the balance of mass and the energy dissipation in the L₂ ‐norm. The schemes are very cheap from the computational standpoint. Numerical results demonstrate the skillfulness of the approach in describing the diffusion dynamics on a sphere. It is shown the method can directly be extended to nonlinear diffusion problems.© 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 331–352, 2012     

The Poisson equation with local nonregular similarities

Moffatt and Duffy [1] have shown that the solution to the Poisson equation, defined on rectangular domains, includes a local similarity term of the form: r²log(r)cos(2θ). The latter means that the second (and higher) derivative of the solution with respect to r is singular at r = 0. Standard high‐order numerical schemes require the existence of high‐order derivatives of the solution. Thus, for the case considered by Moffatt and Duffy, the high‐order finite‐difference schemes loose their high‐order convergence due to the nonregularity at r = 0. In this article, a simple method is outlined to regain the high‐order accuracy of these schemes, without the need of any modification in the scheme's algorithm. This is a significant consideration when one wants to use a given finite‐difference computer code for problems with local nonregular similarity solutions. Numerical examples using the modified scheme in conjunction with a sixth‐order finite difference approximation are provided. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17:336–346, 2001     

From the fitting techniques to accurate schemes for the Liouville‐Bratu‐Gelfand problem

We are interested in numerical methods for the Liouville‐Bratu‐Gelfand problem. The ideas and techniques developed here to construct the schemes are inspired from the fitted method and the so‐called compact exponentially fitted method. Some of those schemes can be viewed as extensions of both the Buckmire scheme and the standard scheme which results from the use of the standard finite‐difference procedures. We study and compare computationally the accuracy of methods introduced here. It is also mentioned that the Buckmire's techniques and the standard scheme are a particular case of the fitted method. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Some temporal second order difference schemes for fractional wave equations

In this article, motivated by Alikhanov's new work (Alikhanov, J Comput Phys 280 (2015), 424–438), some difference schemes are proposed for both one‐dimensional and two‐dimensional time‐fractional wave equations. The obtained schemes can achieve second‐order numerical accuracy both in time and in space. The unconditional convergence and stability of these schemes in the discrete H¹‐norm are proved by the discrete energy method. The spatial compact difference schemes with the results on the convergence and stability are also presented. In addition, the three‐dimensional problem is briefly mentioned. Numerical examples illustrate the efficiency of the proposed schemes. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 970–1001, 2016     

Convergence of adaptive FEM for some elliptic obstacle problem

In this work, we treat the convergence of adaptive lowest-order FEM for some elliptic obstacle problem with affine obstacle. For error estimation, we use a residual error estimator from [D. Braess, C. Carstensen, and R. Hoppe, Convergence analysis of a conforming adaptive finite element method for an obstacle problem, Numer. Math. 107 (2007), pp. 455–471]. We extend recent ideas from [J. Cascon, C. Kreuzer, R. Nochetto, and K. Siebert, Quasi-optimal convergence rate for an adaptive finite element method, SIAM J. Numer. Anal. 46 (2008), pp. 2524–2550] for the unrestricted variational problem to overcome the lack of Galerkin orthogonality. The main result states that an appropriately weighted sum of energy error, edge residuals and data oscillations satisfies a contraction property within each step of the adaptive feedback loop. This result is superior to a prior result from Braess et al. (2007) in two ways: first, it is unnecessary to control the decay of the data oscillations explicitly; second, our analysis avoids the use of some discrete local efficiency estimate so that the local mesh-refinement is fairly arbitrary.     

Preconditioning spectral element schemes for definite and indefinite problems

Spectral element schemes for the solution of elliptic boundary value problems are considered. Preconditioning methods based on finite difference and finite element schemes are implemented. Numerical experiments show that inverting the preconditioner by a single multigrid iteration is most efficient and that the finite difference preconditioner is superior to the finite element one for both definite and indefinite problems. A multigrid preconditioner is also derived from the finite difference preconditioner and is found suitable for the CGS acceleration method. It is pointed out that, for the finite difference and finite element preconditioners, CGS does not always converge to the accurate algebraic solution. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 535–543, 1999     

Symbolic derivation of finite difference approximations for the three-dimensional Poisson equation

A symbolic procedure for deriving various finite difference approximations for the three-dimensional Poisson equation is described. Based on the software package Mathematica, we utilize for the formulation local solutions of the differential equation and obtain the standard second-order scheme (7-point), three fourth-order finite difference schemes (15-point, 19-point, 21-point), and one sixth-order scheme (27-point). The symbolic method is simple and can be used to obtain the finite difference approximations for other partial differential equations. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 593–606, 1998     

Analysis of an aggregation‐based algebraic two‐grid method for a rotated anisotropic diffusion problem

A two‐grid convergence analysis based on the paper [Algebraic analysis of aggregation‐based multigrid, by A. Napov and Y. Notay, Numer. Lin. Alg. Appl. 18 (2011), pp. 539–564] is derived for various aggregation schemes applied to a finite element discretization of a rotated anisotropic diffusion equation. As expected, it is shown that the best aggregation scheme is one in which aggregates are aligned with the anisotropy. In practice, however, this is not what automatic aggregation procedures do. We suggest approaches for determining appropriate aggregates based on eigenvectors associated with small eigenvalues of a block splitting matrix or based on minimizing a quantity related to the spectral radius of the iteration matrix. Copyright © 2015 John Wiley & Sons, Ltd.     

Convergence analysis of some high–order time accurate schemes for a finite volume method for second order hyperbolic equations on general nonconforming multidimensional spatial meshes

The present work is an extension of our previous work (Bradji, Numer Methods Partial Differ Equations, to appear) which dealt with error analysis of a finite volume scheme of a first convergence order (both in time and space) for second‐order hyperbolic equations on general nonconforming multidimensional spatial meshes introduced recently in (Eymard et al. IMAJ Numer Anal 30(2010), 1009–1043). We aim in this article to get some higher‐order time accurate schemes for a finite volume method for second‐order hyperbolic equations using the same class of spatial generic meshes stated above. We derive a family of finite volume schemes approximating the wave equation, as a model for second‐order hyperbolic equations, in which the discretization in time is performed using a one‐parameter scheme of the Newmark's method. We prove that the error estimate of these finite volume schemes is of order two (or four) in time and it is of optimal order in space. These error estimates are analyzed in several norms which allow us to derive approximations for the exact solution and its first derivatives whose the convergence order is two (or four) in time and it is optimal in space. We prove in particular, when the discrete flux is calculated using a stabilized discrete gradient, that the convergence order is \begin{align*}k^2+h_\mathcal{D}\end{align*} or \begin{align*}k^4+h_\mathcal{D}\end{align*}, where \begin{align*}h_\mathcal{D}\end{align*} (resp. k) is the mesh size of the spatial (resp. time) discretization. These estimates are valid under the regularity assumption \begin{align*}u\in C^4(\lbrack 0,T\rbrack;C^2(\overline{\Omega}))\end{align*}, when the schemes are second‐order accurate in time, and \begin{align*}u\in C^6(\lbrack 0,T\rbrack;C^2(\overline{\Omega}))\end{align*}, when the schemes are four‐order accurate in time for the exact solution u. The proof of these error estimates is based essentially on a comparison between the finite volume approximate solution and an auxiliary finite volume approximation. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Finite volume methods on Voronoi meshes

Two cell-centered finite difference schemes on Voronoi meshes are derived and investigated. Stability and error estimates in a discrete H¹-norm for both symmetric and nonsymmetric problems, including convection dominated, are proven. The theoretical results are illustrated with several numerical experiments. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14:193–212, 1998     

Convergence analysis of some first order and second order time accurate gradient schemes for semilinear second order hyperbolic equations

This work is devoted to the convergence analysis of finite volume schemes for a model of semilinear second order hyperbolic equations. The model includes for instance the so‐called Sine‐Gordon equation which appears for instance in Solid Physics (cf. Fang and Li, Adv Math (China) 42 (2013), 441–457; Liu et al., Numer Methods Partial Differ Equ 31 (2015), 670–690). We are motivated by two works. The first one is Eymard et al. (IMA J Numer Anal 30 (2010), 1009–1043) where a recent class of nonconforming finite volume meshes is introduced. The second one is Eymard et al. (Numer Math 82 (1999), 91–116) where a convergence of a finite volume scheme for semilinear elliptic equations is provided. The mesh considered in Eymard et al. (Numer Math 82 (1999), 91–116) is admissible in the sense of Eymard et al. (Elsevier, Amsterdam, 2000, 723–1020) and a convergence of a family of approximate solutions toward an exact solution when the mesh size tends to zero is proved. This article is also a continuation of our previous two works (Bradji, Numer Methods Partial Differ Equ 29 (2013), 1278–1321; Bradji, Numer Methods Partial Differ Equ 29 (2013), 1–39) which dealt with the convergence analysis of implicit finite volume schemes for the wave equation. We use as discretization in space the generic spatial mesh introduced in Eymard et al. (IMA J Numer Anal 30 (2010), 1009–1043), whereas the discretization in time is performed using a uniform mesh. Two finite volume schemes are derived using the discrete gradient of Eymard et al. (IMA J Numer Anal 30 (2010), 1009–1043). The unknowns of these two schemes are the values at the center of the control volumes, at some internal interfaces, and at the mesh points of the time discretization. The first scheme is inspired from the previous work (Bradji, Numer Methods Partial Differ Equ 29 (2013), 1–39), whereas the second one (in which the discretization in time is performed using a Newmark method) is inspired from the work (Bradji, Numer Methods Partial Differ Equ 29 (2013), 1278–1321). Under the assumption that the mesh size of the time discretization is small, we prove the existence and uniqueness of the discrete solutions. If we assume in addition to this that the exact solution is smooth, we derive and prove three error estimates for each scheme. The first error estimate is concerning an estimate for the error between a discrete gradient of the approximate solution and the gradient of the exact solution whereas the second and the third ones are concerning the estimate for the error between the exact solution and the discrete solution in the discrete seminorm of and in the norm of . The convergence rate is proved to be for the first scheme and for the second scheme, where (resp. k) is the mesh size of the spatial (resp. time) discretization. The existence, uniqueness, and convergence results stated above do not require any relation between k and . The analysis presented in this work is also applicable in the gradient schemes framework. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 5–33, 2017     

A nonstandard finite difference scheme for contaminant transport with kinetic langmuir sorption

This study focuses on a contaminant transport model with Langmuir sorption under nonequilibrium conditions. The numerical instabilities of the standard finite difference schemes including the upwind method are investigated. By using the nonstandard finite difference method, a better finite difference model is constructed. The numerical simulation on a specific system configuration proves the advantages of the new finite difference model. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 767–785, 2011     

A minimum entropy principle of high order schemes for gas dynamics equations

The entropy solutions of the compressible Euler equations satisfy a minimum principle for the specific entropy (Tadmor in Appl Numer Math 2:211–219, 1986). First order schemes such as Godunov-type and Lax-Friedrichs schemes and the second order kinetic schemes (Khobalatte and Perthame in Math Comput 62:119–131, 1994) also satisfy a discrete minimum entropy principle. In this paper, we show an extension of the positivity-preserving high order schemes for the compressible Euler equations in Zhang and Shu (J Comput Phys 229:8918–8934, 2010) and Zhang et?al. (J Scientific Comput, in press), to enforce the minimum entropy principle for high order finite volume and discontinuous Galerkin (DG) schemes.     

The modified characteristic finite difference fractional steps method for the coupled system of fluid dynamics in porous media and its analysis

For the coupled system of multilayer fluid dynamics in porous media, the modified characteristic finite difference fractional steps method applicable to parallel arithmetic is put forward and two‐dimensional and three‐dimensional schemes are used to form a complete set. Some techniques, such as calculus of variations, energy method, piecewise biquadratic interpolation, multiplicative commutation rule of difference operators, decomposition of high order difference operators and prior estimates are adopted. Optimal order estimates in L² norm are derived to determine the error in the approximate solution. This method has already been applied to the numerical simulation of multilayer fluid dynamics in porous media. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 665–681, 2003.