Finite difference approximation of a nonlinear integro-differential system

Finite difference approximation of the nonlinear integro-differential system associated with the penetration of a magnetic field into a substance is studied. The convergence of the finite difference scheme is proved. The rate of convergence of the discrete scheme is given. The decay of the numerical solution is compared with the analytical results proven earlier.     

Fujita phenomena in nonlinear pseudo-parabolic system

This paper deals with the Cauchy problem to the nonlinear pseudo-parabolic system ut-△u-αut=vp,vt-△v-αvt=uqwith p,q 1 and pq1,where the viscous terms of third order are included.We first find the critical Fujita exponent,and then determine the second critical exponent to characterize the critical space-decay rate of initial data in the co-existence region of global and non-global solutions.Moreover,time-decay profiles are obtained for the global solutions.It can be found that,diferent from those for the situations of general semilinear heat systems,we have to use distinctive techniques to treat the influence from the viscous terms of the highest order.To fix the non-global solutions,we exploit the test function method,instead of the general Kaplan method for heat systems.To obtain the global solutions,we apply the Lp-Lq technique to establish some uniform Lmtime-decay estimates.In particular,under a suitable classification for the nonlinear parameters and the initial data,various Lmtime-decay estimates in the procedure enable us to arrive at the time-decay profiles of solutions to the system.It is mentioned that the general scaling method for parabolic problems relies heavily on regularizing efect to establish the compactness of approximating solutions,which cannot be directly realized here due to absence of the smooth efect in the pseudo-parabolic system.     

Large time behavior of solutions to the nonlinear pseudo-parabolic equation

In this paper, we investigate the initial value problem for the nonlinear pseudo-parabolic equation. Global existence and optimal decay estimate of solution are established, provided that the initial value is suitably small. Moreover, when n?2$n?2$ and the nonlinear term f(u)$f(u)$ disappears, we prove that the global solutions can be approximated by the linear solution as time tends to infinity. When n=1$n=1$ and the nonlinear term f(u)$f(u)$ disappears, we show that as time tends to infinity, the global solution approaches the nonlinear diffusion wave described by the self-similar solution of the viscous Burgers equation.     

Conservative compact difference schemes for the coupled nonlinear schrödinger system

In this article, some conservative compact difference schemes are explored for the strongly coupled nonlinear schrödinger system. After transforming the scheme into matrix form, we prove the existence and uniqueness, convergence and stability of the difference solutions for one nonlinear scheme in the norm by using some techniques of matrix theory. Numerical results show that one nonlinear scheme is the most efficient of all the compact schemes constructed here. It allows much larger time steps than the others. The second most efficient compact scheme is a linear one. We then give numerical simulations to two soliton interactions for the two most efficient compact schemes. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 749–772, 2014     

Global existence of solution of Cauchy problem for nonlinear pseudo-parabolic equation

In this paper, we prove that the Cauchy problem for the nonlinear pseudo-parabolic equation

vt−αvxxt−βvxx+γvx+fx(v)=φx(vx)+g(v)−αg(v)_xx     

Existence of periodic solutions of higher order nonlinear functional difference equations

Sufficient conditions for the existence of at least one periodic solution of two classes of functional difference equations are established, respectively.     

The use of higher order finite difference schemes is not dangerous

We discuss the issue of choosing a finite difference scheme for numerical differentiation in case the smoothness of the underlying function is unknown. If low order finite difference schemes are used for smooth functions, then the best possible accuracy cannot be obtained. This can be circumvented by using higher order finite difference schemes, but there is concern that this may cause bad error behavior. Here we show, theoretically and by numerical simulation, that this is not the case. However, by doing so, the step-size should be chosen a posteriori.     

Finite difference schemes for the two‐dimensional semilinear wave equation

In this article, two finite difference schemes for solving the semilinear wave equation are proposed. The unique solvability and the stability are discussed. The second‐order accuracy convergence in both time and space in the discrete H¹‐norm for the two proposed difference schemes is proved. Numerical experiments are performed to support our theoretical results.     

The stability and convergence of two linearized finite difference schemes for the nonlinear epitaxial growth model

The numerical simulation of the dynamics of the molecular beam epitaxy (MBE) growth is considered in this article. The governing equation is a nonlinear evolutionary equation that is of linear fourth order derivative term and nonlinear second order derivative term in space. The main purpose of this work is to construct and analyze two linearized finite difference schemes for solving the MBE model. The linearized backward Euler difference scheme and the linearized Crank‐Nicolson difference scheme are derived. The unique solvability, unconditional stability and convergence are proved. The linearized Euler scheme is convergent with the convergence order of O(τ + h²) and linearized Crank‐Nicolson scheme is convergent with the convergence order of O(τ² + h²) in discrete L²‐norm, respectively. Numerical stability with respect to the initial conditions is also obtained for both schemes. Numerical experiments are carried out to demonstrate the theoretical analysis. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

Hybrid differential transform and finite difference method to solve the nonlinear heat conduction problem

In this paper, the differential transform is employed to discuss the behaviors of nonlinear heat conduction problem. A hybrid method of differential transform and finite difference approach is proposed to solve the transient responses of a nonlinear heat conduction problem. Different parameters of the equation and boundary conditions are considered to verify the feasibility of the proposed method to such problems. Simulation results are illustrated and discussed in comparison with the linear case. The results show that the hybrid method can achieve good results for such problems.     

Stability of difference schemes for two-dimensional parabolic equations with non-local boundary conditions

The stability of difference schemes for one-dimensional and two-dimensional parabolic equations, subject to non-local (Bitsadze-Samarskii type) boundary conditions is dealt with. To analyze the stability of difference schemes, the structure of the spectrum of the matrix that defines the linear system of difference equations for a respective stationary problem is studied. Depending on the values of parameters in non-local conditions, this matrix can have one zero, one negative or complex eigenvalues. The stepwise stability is proved and the domain of stability of difference schemes is found.     

Higher order finite difference schemes for the magnetic induction equations

We describe high order accurate and stable finite difference schemes for the initial-boundary value problem associated with the magnetic induction equations. These equations model the evolution of a magnetic field due to a given velocity field. The finite difference schemes are based on Summation by Parts (SBP) operators for spatial derivatives and a Simultaneous Approximation Term (SAT) technique for imposing boundary conditions. We present various numerical experiments that demonstrate both the stability as well as high order of accuracy of the schemes.      

Positive periodic solutions for a nonlinear difference system via a continution theorem

Based on a continuation theorem of Mawhin, the existence of a positive periodic solution for a nonlinear difference system is studied.     

A finite difference scheme for nonlinear ultra-parabolic equations

In this paper, our aim is to study a numerical method for an ultraparabolic equation with nonlinear source function. Mathematically, the bibliography on initial–boundary value problems for ultraparabolic equations is not extensive although the problems have many applications related to option pricing, multi-parameter Brownian motion, population dynamics and so forth. In this work, we present the approximate solution by virtue of finite difference scheme and Fourier series. For the nonlinear case, we use an iterative scheme by linear approximation to get the approximate solution and obtain error estimates. A numerical example is given to justify the theoretical analysis.     

Finite difference schemes for the fourth-order parabolic equations with different boundary value conditions

In this paper, the fourth-order parabolic equations with different boundary value conditions are studied. Six kinds of boundary value conditions are proposed. Several numerical differential formulae for the fourth-order derivative are established by the quartic interpolation polynomials and their truncation errors are given with the aid of the Taylor expansion with the integral remainders. Effective difference schemes are presented for the third Dirichlet boundary value problem, the first Neumann boundary value problem and the third Neumann boundary value problem, respectively. Some new embedding inequalities on the discrete function spaces are presented and proved. With the method of energy analysis, the unique solvability, unconditional stability and unconditional convergence of the difference schemes are proved. The convergence orders of derived difference schemes are all O(τ² + h²) in appropriate norms. Finally, some numerical examples are provided to confirm the theoretical results.     

Some techniques for improving the resolution of finite difference component-wise WENO schemes for polydisperse sedimentation models

Polydisperse sedimentation models can be described by a system of conservation laws for the concentration of each species of solids. Some of these models, as the Masliyah–Locket–Bassoon model, can be proven to be hyperbolic, but its full characteristic structure cannot be computed in closed form. Component-wise finite difference WENO schemes may be used in these cases, but these schemes suffer from an excessive diffusion and may present spurious oscillations near shocks. In this work we propose to use a flux-splitting that prescribes less numerical viscosity for component-wise finite difference WENO schemes. We compare this technique with others to alleviate the diffusion and oscillatory behavior of the solutions obtained with component-wise finite difference WENO methods.     

Uniformly convergent difference schemes for a singularly perturbed third order boundary value problem

In this paper we consider a numerical approximation of a third order singularly perturbed boundary value problem by an upwind finite difference scheme on a Shishkin mesh. The behavior of the solution, and the stability of the continuous problem are discussed. The proof of the uniform convergence of the proposed numerical method is based on the strongly uniform stability and a weak consistency property of the discrete problem. Numerical experiments verify our theoretical results.     

Convergence of consistent and inconsistent finite difference schemes and an acceleration technique

This paper states and generalizes in part some recent results on finite difference methods for Dirichlet problems in a bounded domain Ω which the author has obtained by himself or with coworkers. After stating a superconvergence property of finite difference solution for the case where the exact solution u belongs to , it is remarked that such a property does not hold in general if . Next, a convergence theorem is given for inconsistent schemes under some assumptions. Furthermore, it is shown that the accuracy of the approximate solution can be improved by a coordinate transformation. Numerical examples are also given.