Uniformly convergent numerical method for singularly perturbed parabolic initial-boundary-value problems with equidistributed grids

In this article, we study the numerical solution of singularly perturbed parabolic convection–diffusion problems exhibiting regular boundary layers. To solve these problems, we use the classical upwind finite difference scheme on layer-adapted nonuniform grids. The nonuniform grids are obtained by equidistribution of a positive monitor function, which is a linear combination of a constant and the second-order spatial derivative of the singular component of the solution on every temporal level. Truncation error and the stability analysis are obtained. Parameter-uniform error estimates are derived for the numerical solution. To support the theoretical results, numerical experiments are carried out.     

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 high-order compact scheme for the one-dimensional Helmholtz equation with a discontinuous coefficient

In this paper, based on the idea of the immersed interface method, a fourth-order compact finite difference scheme is proposed for solving one-dimensional Helmholtz equation with discontinuous coefficient, jump conditions are given at the interface. The Dirichlet boundary condition and the Neumann boundary condition are considered. The Neumann boundary condition is treated with a fourth-order scheme. Numerical experiments are included to confirm the accuracy and efficiency of the proposed method.     

Quasi-wavelet based numerical method for fourth-order partial integro-differential equations with a weakly singular kernel

In this paper, we study the numerical solution of initial boundary-value problem for the fourth-order partial integro-differential equations with a weakly singular kernel. We use the forward Euler scheme for time discretization and the quasi-wavelet based numerical method for space discretization. Detailed discrete formulations are given to the treatment of three different boundary conditions, including clamped-type condition, simply supported-type condition and a transversely supported-type condition. Some numerical experiments are included to demonstrate the validity and applicability of the discrete technique. The comparisons of present results with analytical solutions show that the quasi-wavelet based numerical method has a distinctive local property. Especially, the method is easy to implement and produce very accurate results.     

Mixed analytical/numerical method for flow equations with a source term

A mixed analytical/numerical approach is studied for flow problems described by partial differential equations with source terms which are analytically integrable and which may involve a time scale (S-scale) much smaller than the mean flow time scale (M-scale). A rigorous error analysis based on the modified equation is conducted for a linear model equation and it is shown, both analytically and numerically, that the mixed scheme is more accurate than a conventional numerical method. Most interestingly, the mixed approach has a good accuracy for the M-scale structure even though the time step is larger than the S-scale, while a conventional scheme fails to work in this case by producing errors of order O(1) or larger.     

A dissipative exponentially-fitted method for the numerical solution of the Schrödinger equation and related problems

In this paper a dissipative exponentially-fitted method for the numerical integration of the Schrödinger equation and related problems is developed. The method is called dissipative since is a nonsymmetric multistep method. An application to the the resonance problem of the radial Schrödinger equation and to other well known related problems indicates that the new method is more efficient than the corresponding classical dissipative method and other well known methods. Based on the new method and the method of Raptis and Cash a new variable-step method is obtained. The application of the new variable-step method to the coupled differential equations arising from the Schrödinger equation indicates the power of the new approach.     

Solvability of nonlocal boundary value problems for ordinary differential equation of higher order with a -Laplacian

Nonlocal boundary value problems at resonance for a higher order nonlinear differential equation with a p-Laplacian are considered in this paper. By using a new continuation theorem, some existence results are obtained for such boundary value problems. An explicit example is also given in this paper to illustrate the main results.