The hyperbolic–elliptic equation with the nonlocal condition

The nonlocal boundary value problem for a hyperbolic–elliptic equation in a Hilbert space is considered. The stability estimate for the solution of the given problem is obtained. The first and second orders of difference schemes approximately solving this boundary value problem are presented. The stability estimates for the solution of these difference schemes are established. The theoretical statements for the solution of these difference schemes are supported by the results of numerical experiments. Copyright © 2013 John Wiley & Sons, Ltd.     

On stable implicit difference scheme for hyperbolic–parabolic equations in a Hilbert space

The first‐order of accuracy difference scheme for approximately solving the multipoint nonlocal boundary value problem for the differential equation in a Hilbert space H, with self‐adjoint positive definite operator A is presented. The stability estimates for the solution of this difference scheme are established. In applications, the stability estimates for the solution of difference schemes of the mixed type boundary value problems for hyperbolic–parabolic equations are obtained. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

On the numerical solution of hyperbolic PDEs with variable space operator

The first and second order of accuracy in time and second order of accuracy in the space variables difference schemes for the numerical solution of the initial‐boundary value problem for the multidimensional hyperbolic equation with dependent coefficients are considered. Stability estimates for the solution of these difference schemes and for the first and second order difference derivatives are obtained. Numerical methods are proposed for solving the one‐dimensional hyperbolic partial differential equation. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2009     

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.     

An approximation of stochastic hyperbolic equations: case with Wiener process

In the present paper, the two‐step difference scheme for the Cauchy problem for the stochastic hyperbolic equation is presented. The convergence estimate for the solution of the difference scheme is established. In applications, the convergence estimates for the solution of difference schemes for the numerical solution of four problems for hyperbolic equations are obtained. The theoretical statements for the solution of this difference scheme are supported by the results of the numerical experiment. Copyright © 2012 John Wiley & Sons, Ltd.     

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.     

Numerical solution of a two-dimensional hyperbolic transmission problem

An initial boundary value problem for a two-dimensional hyperbolic equation in two disjoint rectangles is investigated. The existence and uniqueness and a priori estimates for weak solutions in appropriate Sobolev-like spaces are proved. Few finite difference schemes approximating this problem are proposed and analyzed.     

A numerical method for solving one nonlocal boundary value problem for a third-order hyperbolic equation

A nonlocal boundary value problem for a third-order hyperbolic equation with variable coefficients is considered in the one- and multidimensional cases. A priori estimates for the nonlocal problem are obtained in the differential and difference formulations. The estimates imply the stability of the solution with respect to the initial data and the right-hand side on a layer and the convergence of the difference solution to the solution of the differential problem.     

Computational methods of solving the boundary value problems for the loaded differential and Fredholm integro‐differential equations

The article presents a new general solution to a loaded differential equation and describes its properties. Solving a linear boundary value problem for loaded differential equation is reduced to the solving a system of linear algebraic equations with respect to the arbitrary vectors of general solution introduced. The system's coefficients and right sides are computed by solving the Cauchy problems for ordinary differential equations. Algorithms of constructing a new general solution and solving a linear boundary value problem for loaded differential equation are offered. Linear boundary value problem for the Fredholm integro‐differential equation is approximated by the linear boundary value problem for loaded differential equation. A mutual relationship between the qualitative properties of original and approximate problems is obtained, and the estimates for differences between their solutions are given. The paper proposes numerical and approximate methods of solving a linear boundary value problem for the Fredholm integro‐differential equation and examines their convergence, stability, and accuracy.     

Generalized implicit Euler method for hyperbolic functional differential equations

Nonlinear hyperbolic functional differential equations with initial boundary conditions are considered. Theorems on the convergence of difference schemes and error estimates of approximate solutions are presented. The proof of the stability of the difference functional problem is based on a comparison technique. Nonlinear estimates of the Perron type with respect to the functional variable for given functions are used. Numerical examples are given (© 2010 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Stability of Rothe difference scheme for the reverse parabolic problem with integral boundary condition

In this paper, we study the approximation of reverse parabolic problem with integral boundary condition. The Rothe difference scheme for an approximate solution of reverse problem is discussed. We establish stability and coercive stability estimates for the solution of the Rothe difference scheme. In sequel, we investigate the first order of accuracy difference scheme for approximation of boundary value problem for multidimensional reverse parabolic equation and obtain stability estimates for its solution. Finally, we give numerical results together with an explanation on the realization in one- and two-dimensional test examples.     

Difference method for solving a nonlocal boundary value problem for a degenerating third-order pseudo-parabolic equation with variable coefficients

A nonlocal boundary value problem for a degenerating third-order pseudo-parabolic equation with variable coefficients is considered. For solving this problem, a priori estimates in the differential and difference forms are obtained. The a priori estimates imply the uniqueness and stability of the solution on a layer with respect to the initial data and the right-hand side and the convergence of the solution of the difference problem to the solution of the differential problem.     

求解二阶波动方程的三次样条差分方法

有限差分法在求解二阶波动方程初边值问题过程中通常受到精度和稳定性的限制.本文对二阶波动方程的时间、空间项分别采用三次样条公式进行离散,推导出精度分别为O(τ2+h2),0(τ2+h4),O(τ4+h2)和O(τ4+h4)的四种三层隐式差分格式,以及与之相匹配的第一个时间步的同阶离散格式,并采用Fourier方法分析了格...     

Direct numerical method for an inverse problem of hyperbolic equations

A coefficient inverse problem of the one-dimensional hyperbolic equation with overspecified boundary conditions is solved by the finite difference method. The computation is carried out in the x direction instead of the usual t direction. The original boundary condition and the overspecified boundary data are used as the new initial conditions, and the original data at t = 0 are used to compute the coefficient directly. The computation time used by this scheme is almost equal to that for solving the hyperbolic equation in the same region once, even though the inverse problem is essentially nonlinear and hence more difficult to solve. An error estimate is obtained that guarantees the stability of the scheme marching in the x direction. Several numerical experiments are carried out to show the convergence and other properties of the scheme. © 1992 John Wiley & Sons, Inc.     

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     

关于广义KPP方程的数值解

广义KPP(Kolmogorov-Petrovskii-Piskunov)方程是一个积分微分方程.为了要研究其数值解,我们首先将该方程转化为一个非线性双曲型方程,然后构造了一个线性化的差分格式,得到了差分格式解的存在唯一性,利用能量不等式证明了差分格式二阶收敛性和关于初值的无条件稳定性,数值结果验证了本文提出的方法.     

Nonlocal boundary-value problems for abstract parabolic equations: well-posedness in Bochner spaces

The well-posedness of the nonlocal boundary-value problem for abstract parabolic differential equations in Bochner spaces is established. The first and second order of accuracy difference schemes for the approximate solutions of this problem are considered. The coercive inequalities for the solutions of these difference schemes are established. In applications, the almost coercive stability and coercive stability estimates for the solutions of difference schemes for the approximate solutions of the nonlocal boundary-value problem for parabolic equation are obtained.     

Numerical propagator method solutions for the linear parabolic initial boundary-value problems

On the base of our numerical propagator method a new finite volume difference scheme is proposed for solution of linear initial-boundary value problems. Stability of the scheme is investigated taking into account the obtained analytical solution of the initial-boundary value problems. It is shown that stability restrictions for the propagator scheme become weaker in comparison to traditional semi-implicit difference schemes. There are some regions of coefficients, for which the elaborated propagator difference scheme becomes absolutely stable. It is proven that the scheme is unconditionally monotonic. Analytical solutions, which are consistent with solubility conditions of the problem are formulated for the case of constant coefficients of parabolic equation by using Green function approach. Solubility of the linear initial-boundary value problem with Newton boundary conditions containing lower order derivatives is discussed. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Boundary control problems for quasilinear systems of hyperbolic equations

For quasilinear systems of hyperbolic equations, the nonclassical boundary value problem of controlling solutions with the help of boundary conditions is considered. Previously, this problem was extensively studied in the case of the simplest hyperbolic equations, namely, the scalar wave equation and certain linear systems. The corresponding problem formulations and numerical solution algorithms are extended to nonlinear (quasilinear and conservative) systems of hyperbolic equations. Some numerical (grid-characteristic) methods are considered that were previously used to solve the above problems. They include explicit and implicit conservative difference schemes on compact stencils that are linearizations of Godunov’s method. The numerical algorithms and methods are tested as applied to well-known linear examples.     

PARALLEL COMPUTING METHOD OF PURE ALTERNATIVE SEGMENT EXPLICIT-IMPLICIT DIFFERENCE SCHEME FOR NONLINEAR LELAND EQUATION

The research on the numerical solution of the nonlinear Leland equation has important theoretical significance and practical value. To solve nonlinear Leland equation, this paper offers a class of difference schemes with parallel nature which are pure alternative segment explicit-implicit(PASE-I) and implicit-explicit(PASI-E) schemes. It also gives the existence and uniqueness,the stability and the error estimate of numerical solutions for the parallel difference schemes. Theoretical analysis demonstrates that PASE-I and PASI-E schemes have obvious parallelism, unconditionally stability and second-order convergence in both space and time. The numerical experiments verify that the calculation accuracy of PASE-I and PASI-E schemes are better than that of the existing alternating segment Crank-Nicolson scheme, alternating segment explicit-implicit and implicit-explicit schemes. The speedup of PASE-I scheme is 9.89, compared to classical Crank-Nicolson scheme. Thus the schemes given by this paper are high efficient and practical for solving the nonlinear Leland equation.