A new implicit compact difference scheme for the fourth-order fractional diffusion-wave system

In this paper, a new implicit compact difference scheme is constructed for the fourth-order fractional diffusion-wave system by the method of order reduction. The temporal Caputo fractional derivative is discretized by an L₁ scheme. The spatial derivative of order 4 is reduced to one of order 2 by order reduction. Then, the reduced derivative of order 2 is discretized by a difference formula of order 4. Using order reduction, two simple and accurate formulae of discretization for the derivative boundary conditions are obtained. And a new way of proving the stability and convergence of the scheme is presented in this paper. Some numerical results demonstrate the accuracy and efficiency of our new scheme.     

An optimal compact sixth-order finite difference scheme for the Helmholtz equation

In this paper, we present an optimal compact finite difference scheme for solving the 2D Helmholtz equation. A convergence analysis is given to show that the scheme is sixth-order in accuracy. Based on minimizing the numerical dispersion, a refined optimization rule for choosing the scheme’s weight parameters is proposed. Numerical results are presented to demonstrate the efficiency and accuracy of the compact finite difference scheme with refined parameters.     

求解非线性时滞双曲型偏微分方程的紧致差分方法及Richardson外推算法

本文构造了一类求解非线性时滞双曲型偏微分方程的紧致差分格式,获得了该差分格式的唯一可解性,收敛性和无条件稳定性,收敛阶为O(τ2+h4),并进一步对时间方向进行Richardson外推,使得收敛阶达到了O(τ4+h4).数值实验表明了算法的精度和有效性.     

A high-order ADI scheme for the two-dimensional time fractional diffusion-wave equation

In this paper, a compact alternating direction implicit finite difference scheme for the two-dimensional time fractional diffusion-wave equation is developed, with temporal and spatial accuracy order equal to two and four, respectively. The second-order accuracy in the time direction has not been achieved in previous studies.     

A high-order finite difference scheme for a singularly perturbed fourth-order ordinary differential equation

In this paper a singularly perturbed fourth-order ordinary differential equation is considered. The differential equation is transformed into a coupled system of singularly perturbed equations. A hybrid finite difference scheme on a Vulanovi?–Shishkin mesh is used to discretize the system. This hybrid difference scheme is a combination of a non-equidistant generalization of the Numerov scheme and the central difference scheme based on the relation between the local mesh widths and the perturbation parameter. We will show that the scheme is maximum-norm stable, although the difference scheme may not satisfy the maximum principle. The scheme is proved to be almost fourth-order uniformly convergent in the discrete maximum norm. Numerical results are presented for supporting the theoretical results.     

A new fourth-order difference scheme for solving an N-carrier system with Neumann boundary conditions

In this paper, a numerical method is developed to solve an N-carrier system with Neumann boundary conditions. First, we apply the compact finite difference scheme of fourth order for discretizing spatial derivatives at the interior points. Then, we develop a new combined compact finite difference scheme for the boundary, which also has fourth-order accuracy. Lastly, by using a Padé approximation method for the resulting linear system of ordinary differential equations, a new compact finite difference scheme is obtained. The present scheme has second-order accuracy in time direction and fourth-order accuracy in space direction. It is shown that the scheme is unconditionally stable. The present scheme is tested by two numerical examples, which show that the convergence rate with respect to the spatial variable from the new scheme is higher and the solution is much more accurate when compared with those obtained by using other previous methods.     

MAC finite difference scheme for Stokes equations with damping on non-uniform grids

In this paper, we consider the numerical methods for stationary Stokes equations with damping. The mark and cell(MAC) method has been applied to discretize the problem on non-uniform grids. We establish the LBB condition and the stability for the MAC scheme. Then we obtain the second order super-convergence in L2 norm for both velocity and pressure on non-uniform grids. We also obtain the second order convergence for some terms of H1 norm of the velocity, and the other terms of H1 norm are second order convergence on uniform grids. Numerical experiments using the MAC scheme show agreement of the numerical results with theoretical analysis.     

A finite difference/finite element technique with error estimate for space fractional tempered diffusion-wave equation

An efficient numerical technique is proposed to solve one- and two-dimensional space fractional tempered fractional diffusion-wave equations. The space fractional is based on the Riemann–Liouville fractional derivative. At first, the temporal direction is discretized using a second-order accurate difference scheme. Then a classic Galerkin finite element is employed to obtain a full-discrete scheme. Furthermore, for the time-discrete and the full-discrete schemes error estimate has been presented to show the unconditional stability and convergence of the developed numerical method. Finally, two test problems have been illustrated to verify the efficiency and simplicity of the proposed technique.     

Efficient exponential compact higher order difference scheme for convection dominated problems

Present work is the development of a finite difference scheme based on Richardson extrapolation technique. It gives an exponential compact higher order scheme (ECHOS) for two-dimensional linear convection-diffusion equations (CDE). It uses a compact nine point stencil, over which the governing equations are discretized for both fine and coarse grids. The resulting algebraic systems are solved using a line iterative approach with alternate direction implicit (ADI) procedure. Combining the solutions over fine and coarse grids, initially a sixth order solution over coarse grid points is obtained. The resultant solution is then extended to finer grid by interpolation derived from the difference operator. The convergence of the iterative procedure is guaranteed as the coefficient matrix of the developed scheme satisfies the conditions required to be monotone. The higher order accuracy and better rate of convergence of the developed algorithm have been demonstrated by solving numerous model problems.     

Numerical analysis of coupled hydromagnetic wave equations with a finite difference scheme

A finite difference scheme offering second-order accuracy is introduced to solve numerically a system of two mixed-type coupled partial differential equations with variable coefficients. The stability conditions of the scheme have been examined by both the Fourier method and the matrix method. The Fourier method via the local transform is first used to investigate parametrically the stability conditions of the proposed scheme. The stability conditions are checked point by point for the entire domain of interest without involving the convolution of the Fourier transform. These conditions are further verified by the matrix method. Since two different methods are employed, one can ensure that the stability conditions are achieved consistently. Moreover, the optimum parameters increasing the accuracy of the numerical solutions can be determined during the stability analysis. The proposed numerical algorithm has been demonstrated by a boundary value problem which considers the coupling and propagation of hydromagnetic waves in the magnetosphere.     

A conservative compact difference scheme for the Zakharov equations in one space dimension

In this paper, we present a conservative fourth-order compact difference scheme for the initial-boundary value problem of the Zakharov equations. Discrete conservation laws, convergence and stability of the new scheme are proved by energy method. Several numerical results are reported to support our theoretical analysis.     

Numerical simulation of a nonlinearly coupled Schrödinger system: A linearly uncoupled finite difference scheme

This article describes a finite difference scheme which is linearly uncoupled in computation for a nonlinearly coupled Schrödinger system. This numerical scheme is proved to preserve the original conservative properties. Using the discrete energy analysis method, we also prove that the scheme is unconditionally stable and second-order convergent in discrete _L2$L_2$-norm based on some preliminary estimations. The results show that the new scheme is efficiency.     

Time second-order finite difference/finite element algorithm for nonlinear time-fractional diffusion problem with fourth-order derivative term

In this article, we study and analyze a Galerkin mixed finite element (MFE) method combined with time second-order discrete scheme for solving nonlinear time fractional diffusion equation with fourth-order derivative term. We firstly introduce an auxiliary variable $\sigma =△u$, reduce the fourth-order problem into a coupled system with two equations, discretize the obtained coupled system at time $t_{k?\frac{\alpha }{2}}$ by a second-order difference scheme with second-order approximation for fractional derivative, then formulate mixed weak formulation and fully discrete MFE scheme. Further, we give the detailed proof for stability of scheme, the existence and uniqueness of MFE solution, and a priori error estimates. Finally, by some numerical computations, we test the theoretical results, which illustrate that we can obtain the numerical results for two variables, moreover, we arrive at second-order time convergence orders, which are higher than the ones yielded by the $L1$-approximation.     

Parameter-uniform finite difference scheme for a system of coupled singularly perturbed convection–diffusion equations

In this paper, we discuss the parameter-uniform finite difference method for a coupled system of singularly perturbed convection–diffusion equations. The leading term of each equation is multiplied by a small but different magnitude positive parameter, which leads to the overlap and interact boundary layer. We analyze the boundary layer and construct a piecewise-uniform mesh on the variant of the Shishkin mesh. We prove that our schemes converge almost first-order uniformly with respect to small parameters. We present some numerical experiments to support our theoretical analysis.     

A compact ADI method and its extrapolation for time fractional sub-diffusion equations with nonhomogeneous Neumann boundary conditions

A compact alternating direction implicit (ADI) finite difference method is proposed for two-dimensional time fractional sub-diffusion equations with nonhomogeneous Neumann boundary conditions. The unconditional stability and convergence of the method is proved. The error estimates in the weighted $L^2$- and $L^{\infty }$-norms are obtained. The proposed method has the fourth-order spatial accuracy and the temporal accuracy of order $min\{2?\alpha ,1+\alpha \}$, where $\alpha \in (0,1)$ is the order of the fractional derivative. In order to further improve the temporal accuracy, two Richardson extrapolation algorithms are presented. Numerical results demonstrate the accuracy of the compact ADI method and the high efficiency of the extrapolation algorithms.     

An alternating direction implicit fractional trapezoidal rule type difference scheme for the two-dimensional fractional evolution equation

An alternating direction implicit (ADI) fractional trapezoidal rule (FTR) type difference scheme is formulated and analysed for a two-dimensional fractional evolution equation. In this method, standard central difference approximation used for the spatial discretization and the time stepping – an ADI scheme based on FTR, combined with chosen second-order fractional quadrature rule suggested by Lubich, are considered. The L², H¹-stability and convergence are derived. Numerical experiments in total agreement with our analysis are reported.