A high‐order compact scheme for the nonlinear fractional Klein–Gordon equation

In this article, a high‐order finite difference scheme for a kind of nonlinear fractional Klein–Gordon equation is derived. The time fractional derivative is described in the Caputo sense. The solvability of the difference system is discussed by the Leray–Schauder fixed point theorem, while the stability and L_∞ convergence of the finite difference scheme are proved by the energy method. Numerical examples are provided to demonstrate the theoretical results. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 706–722, 2015     

Fourth‐order compact scheme for the one‐dimensional sine‐Gordon equation

Finite difference scheme to the generalized one‐dimensional sine‐Gordon equation is considered in this paper. After approximating the second order derivative in the space variable by the compact finite difference, we transform the sine‐Gordon equation into an initial‐value problem of a second‐order ordinary differential equation. Then Padé approximant is used to approximate the time derivatives. The resulting fully discrete nonlinear finite‐difference equation is solved by a predictor‐corrector scheme. Both Dirichlet and Neumann boundary conditions are considered in our proposed algorithm. Stability analysis and error estimate are given for homogeneous Dirichlet boundary value problems using energy method. Numerical results are given to verify the condition for stability and convergence and to examine the accuracy and efficiency of the proposed algorithm. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Long time error analysis of the fourth‐order compact finite difference methods for the nonlinear Klein–Gordon equation with weak nonlinearity

We present the fourth‐order compact finite difference (4cFD) discretizations for the long time dynamics of the nonlinear Klein–Gordon equation (NKGE), while the nonlinearity strength is characterized by ?^p with a constant p ∈ ?⁺ and a dimensionless parameter ? ∈ (0, 1] . Based on analytical results of the life‐span of the solution, rigorous error bounds of the 4cFD methods are carried out up to the time at O(?^?p) . We pay particular attention to how error bounds depend explicitly on the mesh size h and time step τ as well as the small parameter ? ∈ (0, 1] , which indicate that, in order to obtain ‘correct’ numerical solutions up to the time at O(?^?p) , the ? ‐scalability (or meshing strategy requirement) of the 4cFD methods should be taken as: h = O(?^p/4) and τ = O(?^p/2) . It has better spatial resolution capacity than the classical second order central difference methods. By a rescaling in time, it is equivalent to an oscillatory NKGE whose solution propagates waves with wavelength at O(1) in space and O(?^p) in time. It is straightforward to get the error bounds of the oscillatory NKGE in the fixed time. Finally, numerical results are provided to confirm our theoretical analysis.     

A numerical method for computing radially symmetric solutions of a dissipative nonlinear modified Klein‐Gordon equation

In this article we develop a finite‐difference scheme to approximate radially symmetric solutions of a dissipative nonlinear modified Klein‐Gordon equation subject to smooth initial conditions ? and ψ in an open sphere D around the origin, with constant internal and external damping coefficients—β and γ, respectively—, and nonlinear term of the form G′(w) = w^p, with p > 1 an odd number. The functions ? and ψ are radially symmetric in D, and ?, ψ, r?, and rψ are assumed to be small at infinity. We prove that our scheme is consistent order ??(Δt²) + ??(Δr²) for G′ identically equal to zero and provide a necessary condition for it to be stable order n. Part of our study will be devoted to compare the physical effects of β and γ. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

Conservative compact finite difference scheme for the N‐coupled nonlinear Klein–Gordon equations

In this article, a compact finite difference method is developed for the periodic initial value problem of the N‐coupled nonlinear Klein–Gordon equations. The present scheme is proved to preserve the total energy in the discrete sense. Due to the difficulty in obtaining the priori estimate from the discrete energy conservation law, the cut‐off function technique is employed to prove the convergence, which shows the new scheme possesses second order accuracy in time and fourth order accuracy in space, respectively. Additionally, several numerical results are reported to confirm our theoretical analysis. Lastly, we apply the reliable method to simulate and study the collisions of solitary waves numerically.     

A multigrid compact finite difference method for solving the one‐dimensional nonlinear sine‐Gordon equation

The aim of this paper is to propose a multigrid method to obtain the numerical solution of the one‐dimensional nonlinear sine‐Gordon equation. The finite difference equations at all interior grid points form a large sparse linear system, which needs to be solved efficiently. The solution cost of this sparse linear system usually dominates the total cost of solving the discretized partial differential equation. The proposed method is based on applying a compact finite difference scheme of fourth‐order for discretizing the spatial derivative and the standard second‐order central finite difference method for the time derivative. The proposed method uses the Richardson extrapolation method in time variable. The obtained system has been solved by V‐cycle multigrid (VMG) method, where the VMG method is used for solving the large sparse linear systems. The numerical examples show the efficiency of this algorithm for solving the one‐dimensional sine‐Gordon equation. Copyright © 2014 John Wiley & Sons, Ltd.     

Fourth‐order compact scheme with local mesh refinement for option pricing in jump‐diffusion model

The value of a contingent claim under a jump‐diffusion process satisfies a partial integro‐differential equation. A fourth‐order compact finite difference scheme is applied to discretize the spatial variable of this equation. It is discretized in time by an implicit‐explicit method. Meanwhile, a local mesh refinement strategy is used for handling the nonsmooth payoff condition. Moreover, the numerical quadrature method is exploited to evaluate the jump integral term. It guarantees a Toeplitz‐like structure of the integral operator such that a fast algorithm is feasible. Numerical results show that this approach gives fourth‐order accuracy in space. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2011     

On the numerical solution of the Klein‐Gordon equation

A predictor–corrector (P–C) scheme based on the use of rational approximants of second‐order to the matrix‐exponential term in a three‐time level reccurence relation is applied to the nonlinear Klein‐Gordon equation. This scheme is accelerated by using a modification (MPC) in which the already evaluated values are used for the corrector. Both the predictor and the corrector scheme are analyzed for local truncation error and stability. The proposed method is applied to problems possessing periodic, kinks and single, double‐soliton waves. The accuracy as well as the long time behavior of the proposed scheme is discussed. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Numerical results for the Klein‐Gordon equation in de Sitter spacetime

We consider the initial value problem for the Klein‐Gordon equation in de Sitter spacetime. We use the central difference scheme on the temporal discretization. We also discretize the spatial variable using the finite element method with implicit and the Crank‐Nicolson schemes for the numerical solution of the initial value problem. In order to show the accuracy for the results of the solutions, we also examine the finite difference methods. We observe that the numerical results obtained by using these methods are compatible.     

Remarks on the qualitative behavior of the undamped Klein‐Gordon equation

We consider the undamped Klein‐Gordon equation in bounded domains with homogeneous Dirichlet boundary conditions. For any real value of the initial energy, particularly for supercritical values of the energy, we give sufficient conditions to conclude blow‐up in finite time of weak solutions. The success of the analysis is based on a detailed analysis of a differential inequality. Our results improve previous ones in the literature.     

A linearized and second‐order unconditionally convergent scheme for coupled time fractional Klein‐Gordon‐Schrödinger equation

In this work, we study finite difference scheme for coupled time fractional Klein‐Gordon‐Schrödinger (KGS) equation. We proposed a linearized finite difference scheme to solve the coupled system, in which the fractional derivatives are approximated by some recently established discretization formulas. These formulas approximate the solution with second‐order accuracy at points different form the grid points in time direction. Taking advantage of this property, our proposed linearized scheme evaluates the nonlinear terms on the previous time level. As a result, iterative method is dispensable. The coupled terms in the scheme bring difficulties in analysis. By carefully studying these effects, we proved that the proposed scheme is unconditionally convergent and stable in discrete norm with energy method. Numerical results are included to justify the theoretical statements.     

Stability analysis and a numerical scheme for fractional Klein‐Gordon equations

Fractional order nonlinear Klein‐Gordon equations (KGEs) have been widely studied in the fields like; nonlinear optics, solid state physics, and quantum field theory. In this article, with help of the Sumudu decomposition method (SDM), a numerical scheme is developed for the solution of fractional order nonlinear KGEs involving the Caputo's fractional derivative. The coupled method provides us very efficient numerical scheme in terms of convergent series. The iterative scheme is applied to illustrative examples for the demonstration and applications.     

New conservative difference schemes with fourth‐order accuracy for some model equation for nonlinear dispersive waves

In this article, some high‐order accurate difference schemes of dispersive shallow water waves with Rosenau‐KdV‐RLW‐equation are presented. The corresponding conservative quantities are discussed. Existence of the numerical solution has been shown. A priori estimates, convergence, uniqueness, and stability of the difference schemes are proved. The convergence order is in the uniform norm without any restrictions on the mesh sizes. At last numerical results are given to support the theoretical analysis.     

Fourth‐order compact difference schemes for 1D nonlinear Kuramoto–Tsuzuki equation

In this article, first, we establish some compact finite difference schemes of fourth‐order for 1D nonlinear Kuramoto–Tsuzuki equation with Neumann boundary conditions in two boundary points. Then, we provide numerical analysis for one nonlinear compact scheme by transforming the nonlinear compact scheme into matrix form. And using some novel techniques on the specific matrix emerged in this kind of boundary conditions, we obtain the priori estimates and prove the convergence in norm. Next, we analyze the convergence and stability for one of the linearized compact schemes. To obtain the maximum estimate of the numerical solutions of the linearized compact scheme, we use the mathematical induction method. The treatment is that the convergence in norm is obtained as well as the maximum estimate, further the convergence in norm. Finally, numerical experiments demonstrate the theoretical results and show that one of the linearized compact schemes is more accurate, efficient and robust than the others and the previous. It is worthwhile that the compact difference methods presented here can be extended to 2D case. As an example, we present one nonlinear compact scheme for 2D Ginzburg–Landau equation and numerical tests show that the method is accurate and effective. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 2080–2109, 2015     

Optimal H2‐error estimates of conservative compact difference scheme for the Zakharov equation in two‐space dimension

In this paper, a conservative compact difference scheme is proposed for the two‐dimensional nonlinear Zakharov equation with periodic boundary condition and initial condition. The proposed scheme not only conserve the mass and energy in the discrete level but also are efficient in practical experiments because the Fast Fourier transform (FFT) can be used to speed up the numerical computation. By using the standard energy method and induction argument, we can establish rigorously the unconditional and optimal H²‐error estimates. Some numerical examples are provided to support our theoretical results and show the accuracy and efficiency of the new scheme.     

Existence and uniqueness of an inverse problem for nonlinear Klein‐Gordon equation

In this paper, an initial boundary value problem for nonlinear Klein‐Gordon equation is considered. Giving an additional condition, a time‐dependent coefficient multiplying nonlinear term is determined, and existence and uniqueness theorem for small times is proved. The finite difference method is proposed for solving the inverse problem.     

An accurate numerical method for solving the linear fractional Klein–Gordon equation

In this article, an implementation of an efficient numerical method for solving the linear fractional Klein–Gordon equation (LFKGE) is introduced. The fractional derivative is described in the Caputo sense. The method is based upon a combination between the properties of the Chebyshev approximations and finite difference method (FDM). The proposed method reduces LFKGE to a system of ODEs, which is solved using FDM. Special attention is given to study the convergence analysis and deduce an error upper bound of the proposed method. Numerical example is given to show the validity and the accuracy of the proposed algorithm. Copyright © 2013 John Wiley & Sons, Ltd.     

A high‐order compact ADI method for solving three‐dimensional unsteady convection‐diffusion problems

We derive a high‐order compact alternating direction implicit (ADI) method for solving three‐dimentional unsteady convection‐diffusion problems. The method is fourth‐order in space and second‐order in time. It permits multiple uses of the one‐dimensional tridiagonal algorithm with a considerable saving in computing time and results in a very efficient solver. It is shown through a discrete Fourier analysis that the method is unconditionally stable in the diffusion case. Numerical experiments are conducted to test its high order and to compare it with the standard second‐order Douglas‐Gunn ADI method and the spatial fourth‐order compact scheme by Karaa. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Exact soliton solution for the fourth‐order nonlinear Schrödinger equation with generalized cubic‐quintic nonlinearity

In this paper, we investigate the fourth‐order nonlinear Schrödinger equation with parameterized nonlinearity that is generalized from regular cubic‐quintic formulation in optics and ultracold physics scenario. We find the exact solution of the fourth‐order generalized cubic‐quintic nonlinear Schrödinger equation through modified F‐expansion method, identifying the particular bright soliton behavior under certain external experimental setting, with the system's particular nonlinear features demonstrated. Copyright © 2016 John Wiley & Sons, Ltd.     

A conservative compact difference scheme for the coupled Klein–Gordon–Schrödinger equation

In this article, a conservative compact difference scheme is presented for the periodic initial‐value problem of Klein–Gordon–Schrödinger equation. On the basis of some inequalities about norms and the priori estimates, convergence of the difference solution is proved with order O(h⁴ +τ ²) in maximum norm. Numerical experiments demonstrate the accuracy and efficiency of the compact scheme. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013