An O(h6) cubic spline interpolating procedure for harmonic functions

An O(h⁶) method for the interpolation of harmonic functions in rectangular domains is described and analyzed, The method is based on an earlier cubic spline technique [N. Papamichael and J.R. Whiteman, BIT 14 , 452–459 (1974)], and makes use of recent results concerning the a posteriori correction of interpolatory cubic splines.     

On the maximum principle and its application to diffusion equations

In this article, an analog of the maximum principle has been established for an ordinary differential operator associated with a semi‐discrete approximation of parabolic equations. In applications, the maximum principle is used to prove O(h²) and O(h⁴) uniform convergence of the method of lines for the diffusion Equation (1). The system of ordinary differential equations obtained by the method of lines is solved by an implicit predictor corrector method. The method is tested by examples with the use of the enclosed Mathematica module solveDiffusion. The module solveDiffusion gives the solution by O(h²) uniformly convergent discrete scheme or by O(h⁴) uniformly convergent discrete scheme. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Solving the equation −uxx − ϵuyy = f(x,y, u) by an O(h4) finite difference method

The semi‐linear equation −u_xx − ϵu_yy = f(x, y, u) with Dirichlet boundary conditions is solved by an O(h⁴) finite difference method, which has local truncation error O(h²) at the mesh points neighboring the boundary and O(h⁴) at most interior mesh points. It is proved that the finite difference method is O(h⁴) uniformly convergent as h → 0. The method is considered in the form of a system of algebraic equations with a nine diagonal sparse matrix. The system of algebraic equations is solved by an implicit iterative method combined with Gauss elimination. A Mathematica module is designed for the purpose of testing and using the method. To illustrate the method, the equation of twisting a springy rod is solved. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 395–407, 2000     

Fourth-order finite difference scheme for a system of quasilinear elliptic equations

The system of two quasilinear elliptic equations is approximated by the method of lines, which has the truncation error O(h²) at points neighboring the boundary and O(h⁴) at the most interior points. It is proved that the global error of the method is O(h⁴) at all mesh points. The two-point boundary value problem for the system of ordinary differential equations that arises from the method of lines is solved by the O(h⁴) convergent finite difference scheme, suitable to the equations of the form u_xx = f(x, u) without the first derivative u_x. The system of algebraic equations obtained by the full discretization is solved by Gauss elimination method for three diagonal matrices combined with the method of iterations. A numerical example is presented.     

A high-order compact formulation for the 3D Poisson equation

In this work we construct an extension to a class of higher-order compact methods for the three-dimensional Poisson equation. A superconvergent nodal rate of O(h⁶) is predicted, or O(h⁴) if the forcing function derivatives are not known exactly. Numerical experiments are conducted to verify these theoretical rates. © 1996 John Wiley & Sons, Inc.     

Remark on the phase shift in the Kuzmak-Whitham ansatz

We consider one-phase (formal) asymptotic solutions in the Kuzmak-Whitham form for the nonlinear Klein-Gordon equation and for the Korteweg-de Vries equation. In this case, the leading asymptotic expansion term has the form X(S(x, t)/h+Φ(x, t), I(x, t), x, t) +O(h), where h ≪ 1 is a small parameter and the phase S}(x, t) and slowly changing parameters I(x, t) are to be found from the system of “averaged” Whitham equations. We obtain the equations for the phase shift Φ(x, t) by studying the second-order correction to the leading term. The corresponding procedure for finding the phase shift is then nonuniform with respect to the transition to a linear (and weakly nonlinear) case. Our observation, which essentially follows from papers by Haberman and collaborators, is that if we incorporate the phase shift Φ into the phase and adjust the parameter Ĩ by setting $ \tilde S $ \tilde S = S +hΦ+O(h ²),Ĩ = I + hI ₁ + O(h ²), then the functions $ \tilde S $ \tilde S (x, t, h) and Ĩ(x, t, h) become solutions of the Cauchy problem for the same Whitham system but with modified initial conditions. These functions completely determine the leading asymptotic term, which is X($ \tilde S $ \tilde S (x, t, h)/h, Ĩ(x, t, h), x, t) + O(h).     

E-stable methods for exponentially decreasing solutions of second order initial value problems

In this paperE-stable methods ofO(h ⁴),O(h ⁸) andO(h ¹²) are derived for the direct numerical integration of initial value problems of second order differential equations with exponentially decreasing solutions. Numerical results are presented for both linear and nonlinear problems.     

Nyström methods and extrapolation for solving Steklov eigensolutions and its application in elasticity

Based on potential theory, Steklov eigensolutions of elastic problems can be converted into eigenvalue problems of boundary integral equations (BIEs). The kernels of these BIEs are characterized by logarithmic and Hilbert singularities. In this article, the Nyström methods are presented for obtaining eigensolutions (λ⁽ⁱ⁾,u⁽ⁱ⁾), which have to deal with the two kinds of singularities simultaneously. The solutions possess high accuracy orders O(h³) and an asymptotic error expansion with odd powers. Using h³ ‐Richardson extrapolation algorithms, we can greatly improve the accuracy orders to O(h⁵). Furthermore, a generalized Fourier series is constructed by the eigensolutions, and then solving the elasticity displacement and traction problems involves just calculating the coefficients of the series. A class of elasticity problems with boundary Γ is solved with high convergence rate O(h⁵). The efficiency is illustrated by a numerical example. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2012     

<Emphasis Type="Italic">L</Emphasis><Superscript>2</Superscript> error estimate of the finite volume element methods on quadrilateral meshes

In this paper the optimal L ² error estimates of the finite volume element methods (FVEM) for Poisson equation are discussed on quadrilateral meshes. The trial function space is taken as isoparametric bilinear finite element space on quadrilateral partition, and the test function space is defined as piecewise constant space on dual partition. Under the assumption that all elements on quadrilateral meshes are O(h ²) quasi-parallel quadrilateral elements, we prove convergence rate to be O(h ²) in L ² norm.     

Correction of finite element estimates for Sturm-Liouville eigenvalues

Summary It is shown that a simple asymptotic correction technique of Paine, de Hoog and Anderssen reduces the error in the estimate of thekth eigenvalue of a regular Sturm-Liouville problem obtained by the finite element method, with linear hat functions and mesh lengthh, fromO(k ⁴ h ²) toO(k h ²). The result still holds when the matrix elements are evaluated by Simpson's rule, but if the trapezoidal rule is used the error isO(k ² h ²). Numerical results demonstrate the usefulness of the correction even for low values ofk.     

Compact difference schemes for heat equation with Neumann boundary conditions (II)

This is the further work on compact finite difference schemes for heat equation with Neumann boundary conditions subsequent to the paper, [Sun, Numer Methods Partial Differential Equations (NMPDE) 25 (2009), 1320–1341]. A different compact difference scheme for the one‐dimensional linear heat equation is developed. Truncation errors of the proposed scheme are O(τ² + h⁴) for interior mesh point approximation and O(τ² + h³) for the boundary condition approximation with the uniform partition. The new obtained scheme is similar to the one given by Liao et al. (NMPDE 22 (2006), 600–616), while the major difference lies in no extension of source terms to outside the computational domain any longer. Compared with ones obtained by Zhao et al. (NMPDE 23 (2007), 949–959) and Dai (NMPDE 27 (2011), 436–446), numerical solutions at all mesh points including two boundary points are computed in our new scheme. The significant advantage of this work is to provide a rigorous analysis of convergence order for the obtained compact difference scheme using discrete energy method. The global accuracy is O(τ² + h⁴) in discrete maximum norm, although the spatial approximation order at the Neumann boundary is one lower than that for interior mesh points. The analytical techniques are important and can be successfully used to solve the open problem presented by Sun (NMPDE 25 (2009), 1320–1341), where analyzed theoretical convergence order of the scheme by Liao et al. (NMPDE 22 (2006), 600–616) is only O(τ² + h^3.5) while the numerical accuracy is O(τ² + h⁴), and convergence order of theoretical analysis for the scheme by Zhao et al. (NMPDE 23 (2007), 949–959) is O(τ² + h^2.5), while the actual numerical accuracy is O(τ² + h³). Following the procedure used for the new obtained difference scheme in this work, convergence orders of these two schemes can be proved rigorously to be O(τ² + h⁴) and O(τ² + h³), respectively. Meanwhile, extension to the case involving the nonlinear reaction term is also discussed, and the global convergence order O(τ² + h⁴) is proved. A compact ADI difference scheme for solving two‐dimensional case is derived. Finally, several examples are given to demonstrate the numerical accuracy of new obtained compact difference schemes. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

On the Interpolation by Discrete Splines with Equidistant Nodes

In this paper we consider equidistant discrete splines S(j), j , which may grow as O(|j|^s) as |j|→∞. Such splines are relevant for the purposes of digital signal processing. We give the definition of the discrete B-splines and describe their properties. Discrete splines are defined as linear combinations of shifts of the B-splines. We present a solution to the problem of discrete spline cardinal interpolation of the sequences of power growth and prove that the solution is unique within the class of discrete splines of a given order.     

Defect correction and Galerkin's method for second-order boundary value problems

The defect correction technique, based on the Galerkin finite element method, is analyzed as a procedure to obtain highly accurate numerical solutions to second-order elliptic boundary value problems. The basic solutions, defined over a rectangular region Ω, are computed using continuous piecewise bilinear polynomials on rectangles. These solutions are O(h²) accurate globally in the second-order discrete Sobolev norm. Corrections to these basic solutions are obtained using higher-order piecewise polynomials (Lagrange polynomials or splines) to form defects. An O(h²) improvement is gained on the first correction. The lack of regularity of the discrete problems (beyond the second-order Sobolev norm) makes it impossible to retain this order of improvement, but for problems satisfying certain periodicity conditions, straightforward arbitrary accuracy is obtained, since these problems possess high-order regularity. © 1992 John Wiley & Sons, Inc.     

Extrapolation of the Nédélec element for the Maxwell equations by the mixed finite element method

In this paper, we use the integral-identity argument to obtain asymptotic error expansions for the mixed finite element approximation of the Maxwell equations on a rectangular mesh. The extrapolation method is applied to improve the accuracy of the approximation via an interpolation postprocessing technique. With the extrapolation, the approximation accuracy can be improved from O(h) to O(h ⁴) in the L ²-norm. Illustrative numerical results are given to demonstrate the higher order accuracy of the extrapolation method. This research was supported by the National Natural Science Foundation of China (No.10471103), Social Science Foundation of the Ministry of Education of China (06JA630047), Tianjin Natural Science Foundation (07JCYBJC14300).     

Exponential spline solutions for a class of two point boundary value problems over a semi-infinite range

In this paper, we developed numerical methods of order O(h ²) and O(h ⁴) based on exponential spline function for the numerical solution of class of two point boundary value problems over a Semi-infinite range. The present approach gives better approximations over all the existing finite difference methods. Properties of the infinite linear system are established. Convergence analysis and a bound on the approximate solution are discussed. Test problem with various kinds of boundary conditions is included to illustrate the practical usefulness and superiority of our methods.     

A P0–P0 weak Galerkin finite element method for solving singularly perturbed reaction–diffusion problems

This paper investigates the lowest-order weak Galerkin finite element (WGFE) method for solving reaction–diffusion equations with singular perturbations in two and three space dimensions. The system of linear equations for the new scheme is positive definite, and one might readily get the well-posedness of the system. Our numerical experiments confirmed our error analysis that our WGFE method of the lowest order could deliver numerical approximations of the order O(h^1/2) and O(h) in H¹ and L² norms, respectively.     

AnO(h 6) quintic spline collocation method for fourth order two-point boundary value problems

AnO(h ⁶) collocation method based on quintic splines is developed and analyzed for general fourth-order linear two-point boundary value problems. The method determines a quintic spline approximation to the solution by forcing it to satisfy a high order perturbation of the original boundary value problem at the nodal points of the spline. A variation of this method is formulated as a deferred correction method. The error analysis of the new method and its numerical behavior is presented.This research was supported by AFOSR grant 84-0385.     

A second order nonconforming rectangular finite element method for approximating Maxwell’s equations

The main objective of this paper is to present a new rectangular nonconforming finite element scheme with the second order convergence behavior for approximation of Maxwell’s equations.Then the corresponding optimal error estimates are derived.The difficulty in construction of this finite element scheme is how to choose a compatible pair of degrees of freedom and shape function space so as to make the consistency error due to the nonconformity of the element being of order O(h 3 ) ,properly one order higher than that of its interpolation error O(h 2 ) in the broken energy norm,where h is the subdivision parameter tending to zero.     

An <Emphasis Type="BoldItalic">O</Emphasis>(<Emphasis Type="BoldItalic">h</Emphasis><Superscript><Emphasis Type="Bold">6</Emphasis></Superscript>) numerical solution of general nonlinear fifth-order two point boundary value problems

A sixth-order numerical scheme is developed for general nonlinear fifth-order two point boundary-value problems. The standard sextic spline for the solution of fifth order two point boundary-value problems gives only O(h ²) accuracy and leads to non-optimal approximations. In order to derive higher orders of accuracy, high order perturbations of the problem are generated and applied to construct the numerical algorithm. O(h ⁶) global error estimates obtained for these problems. The convergence properties of the method is studied. This scheme has been applied to the system of nonlinear fifth order two-point boundary value problem too. Numerical results are given to illustrate the efficiency of the proposed method computationally. Results from the numerical experiments, verify the theoretical behavior of the orders of convergence.     

A finite-difference approximation for the eigenvalues of the clamped plate

Summary A finite-difference scheme is given for the eigenproblem of the clamped plate. The discrete eigenvalues and eigenvectors are shown to converge to the continuous eigenvalues and eigenvectors likeO(h ²) andO (h ² logh 1/2) respectively.This work, supported by the U.S. Department of the Navy under Contract N 00017-62-C-0604.