A new method was proposed for constructing total variation diminishing (TVD) upwind schemes in conservation forms. Two limiters were used to prevent nonphysical oscillations across discontinuity. Both limiters can e...A new method was proposed for constructing total variation diminishing (TVD) upwind schemes in conservation forms. Two limiters were used to prevent nonphysical oscillations across discontinuity. Both limiters can ensure the nonlinear compact schemes TVD property. Two compact TVD (CTVD) schemes were tested, one is thirdorder accuracy, and the other is fifth-order. The performance of the numerical algorithms was assessed by one-dimensional complex waves and Riemann problems, as well as a twodimensional shock-vortex interaction and a shock-boundary flow interaction. Numerical results show their high-order accuracy and high resolution, and low oscillations across discontinuities.展开更多
In this paper, a singularly perturbed boundary value problem for second order self-adjoint ordinary differential equation is discussed. A class of variational difference schemes is constructed by the finite element me...In this paper, a singularly perturbed boundary value problem for second order self-adjoint ordinary differential equation is discussed. A class of variational difference schemes is constructed by the finite element method. Uniform convergence about small parameter is proved under a weaker smooth condition with respect to the coefficients of the equation. The schemes studied in refs. [1], [3], [4] and [51 belong to the cllass.展开更多
In this paper, we construct a class of difference schemes with fitted factors for a singular perturbation problem of a self-adjoint ordinary differential equation. Using a different method from [1], by analyzing the t...In this paper, we construct a class of difference schemes with fitted factors for a singular perturbation problem of a self-adjoint ordinary differential equation. Using a different method from [1], by analyzing the truncation errors of schemes, we give the sufficient conditions under which the solution of lite difference scheme converges uniformly to the solution of the differential equation. From this we propose several specific schemes under weaker conditions, and give much higher order of uniform convergence, and applying them to example, obtain the numerical results.展开更多
In this paper, we consider the initial-boundary value problem of two-dimensional first-order linear hyperbolic equation with variable coefficients. By using the upwind difference method to discretize the spatial deriv...In this paper, we consider the initial-boundary value problem of two-dimensional first-order linear hyperbolic equation with variable coefficients. By using the upwind difference method to discretize the spatial derivative term and the forward and backward Euler method to discretize the time derivative term, the explicit and implicit upwind difference schemes are obtained respectively. It is proved that the explicit upwind scheme is conditionally stable and the implicit upwind scheme is unconditionally stable. Then the convergence of the schemes is derived. Numerical examples verify the results of theoretical analysis.展开更多
A class of two-level explicit difference schemes are presented for solving three-dimensional heat conduction equation. When the order of truncation error is 0(Deltat + (Deltax)(2)), the stability condition is mesh rat...A class of two-level explicit difference schemes are presented for solving three-dimensional heat conduction equation. When the order of truncation error is 0(Deltat + (Deltax)(2)), the stability condition is mesh ratio r = Deltat/(Deltax)(2) = Deltat/(Deltay)(2) = Deltat/(Deltaz)(2) less than or equal to 1/2, which is better than that of all the other explicit difference schemes. And when the order of truncation error is 0((Deltat)(2) + (Deltax)(4)), the stability condition is r less than or equal to 1/6, which contains the known results.展开更多
Construction of high-order difference schemes based on Taylor series expansion has long been a hot topic in computational mathematics, while its application in comprehensive weather models is still very rare. Here, th...Construction of high-order difference schemes based on Taylor series expansion has long been a hot topic in computational mathematics, while its application in comprehensive weather models is still very rare. Here, the properties of high-order finite difference schemes are studied based on idealized numerical testing, for the purpose of their application in the Global/Regional Assimilation and Prediction System(GRAPES) model. It is found that the pros and cons due to grid staggering choices diminish with higher-order schemes based on linearized analysis of the one-dimensional gravity wave equation. The improvement of higher-order difference schemes is still obvious for the mesh with smooth varied grid distance. The results of discontinuous square wave testing also exhibits the superiority of high-order schemes. For a model grid with severe non-uniformity and non-orthogonality, the advantage of high-order difference schemes is inapparent, as shown by the results of two-dimensional idealized advection tests under a terrain-following coordinate. In addition, the increase in computational expense caused by high-order schemes can be avoided by the precondition technique used in the GRAPES model. In general, a high-order finite difference scheme is a preferable choice for the tropical regional GRAPES model with a quasi-uniform and quasi-orthogonal grid mesh.展开更多
This paper proposes a new method to improve the stability condition of difference scheme of a parabolic equation. Necessary and sufficient conditions of the stability of this new method are given and proved. Some nume...This paper proposes a new method to improve the stability condition of difference scheme of a parabolic equation. Necessary and sufficient conditions of the stability of this new method are given and proved. Some numerical examples show that this method has some calculation advantages.展开更多
In this paper,two fourth-order compact finite difference schemes are derived to solve the nonlinear fourth-order wave equation which can be viewed as a generalized model from the nonlinear beam equation.Differing from...In this paper,two fourth-order compact finite difference schemes are derived to solve the nonlinear fourth-order wave equation which can be viewed as a generalized model from the nonlinear beam equation.Differing from the existing compact finite difference schemes which preserve the total energy in a recursive sense,the new schemes are proved to per-fectly preserve the total energy in the discrete sense.By using the standard energy method and the cut-off function technique,the optimal error estimates of the numerical solutions are established,and the convergence rates are of O(h^(4)+τ^(2))with mesh-size h and time-step τ.In order to improve the computational efficiency,an iterative algorithm is proposed as the outer solver and the double sweep method for pentadiagonal linear algebraic equations is introduced as the inner solver to solve the nonlinear difference schemes at each time step.The convergence of the iterative algorithm is also rigorously analyzed.Several numerical results are carried out to test the error estimates and conservative properties.展开更多
The boundary value problem for the nonlinear parabolic system is solved by the finite difference method with nonuniform meshes. The existence and a priori estemates of the discrete vector solutions for the general dif...The boundary value problem for the nonlinear parabolic system is solved by the finite difference method with nonuniform meshes. The existence and a priori estemates of the discrete vector solutions for the general difference schemes with unequal meshsteps are established by the fixed point technique. The absolute and relative convergence of the discrete vector solution are justified by a series of a priori estimates. The analysis of mentioned problems are based on the assumption of heuristic character concerning the existence of the unique smooth solution for the original problem of the nonlinear parabolic system.展开更多
We build finite difference schemes for a class of fully nonlinear parabolic equations. The schemes are polyhedral and grid aligned. While this is a restrictive class of schemes, a wide class of equations are well appr...We build finite difference schemes for a class of fully nonlinear parabolic equations. The schemes are polyhedral and grid aligned. While this is a restrictive class of schemes, a wide class of equations are well approximated by equations from this class. For regular (C2,α) solutions of uniformly parabolic equations, we also establish of convergence rate of O(α). A case study along with supporting numerical results is included.展开更多
In this paper, two fourth-order accurate compact difference schemes are presented for solving the Helmholtz equation in two space dimensions when the corresponding wave numbers are large. The main idea is to derive an...In this paper, two fourth-order accurate compact difference schemes are presented for solving the Helmholtz equation in two space dimensions when the corresponding wave numbers are large. The main idea is to derive and to study a fourth-order accurate compact difference scheme whose leading truncation term, namely, the O(h^4) term, is independent of the wave number and the solution of the Helmholtz equation. The convergence property of the compact schemes are analyzed and the implementation of solving the resulting linear algebraic system based on a FFT approach is considered. Numerical results are presented, which support our theoretical predictions.展开更多
In this paper, the first boundary problem of quasilinear parabolic system of second order is studied by the finite difference method with intrinsic parallelism. for the problem, the stability of the difference schemes...In this paper, the first boundary problem of quasilinear parabolic system of second order is studied by the finite difference method with intrinsic parallelism. for the problem, the stability of the difference schemes with intrinsic parallelism are justified in the sense of the continuous dependence of the discrete vector solution of the difference schemes on the discrete data of the original problem, without assuming the existence of the smooth solutions for the origillal problem.展开更多
In this paper the general finite difference schemes with intrinsic parallelism for the boundary value problem of the semilinear parabolic system of divergence type with bounded coefficients are constructed, and the ex...In this paper the general finite difference schemes with intrinsic parallelism for the boundary value problem of the semilinear parabolic system of divergence type with bounded coefficients are constructed, and the existence and uniqueness of the difference solution for the general schemes are proved. And the convergence of the solutions of the difference schemes to the generalized solution of the original boundary value problem of the semilinear parabolic system is obtained. The multidimensional problems are also studied.展开更多
Korteweg-de Vries equation is a nonlinear evolutionary partial differential equation that is of third order in space.For the approximation to this equation with the initial and boundary value conditions using the fini...Korteweg-de Vries equation is a nonlinear evolutionary partial differential equation that is of third order in space.For the approximation to this equation with the initial and boundary value conditions using the finite difference method,the difficulty is how to construct matched finite difference schemes at all the inner grid points.In this paper,two finite difference schemes are constructed for the problem.The accuracy is second-order in time and first-order in space.The first scheme is a two-level nonlinear implicit finite difference scheme and the second one is a three-level linearized finite difference scheme.The Browder fixed point theorem is used to prove the existence of the nonlinear implicit finite difference scheme.The con-servation,boundedness,stability,convergence of these schemes are discussed and analyzed by the energy method together with other techniques.The two-level non-linear finite difference scheme is proved to be unconditionally convergent and the three-level linearized one is proved to be conditionally convergent.Some numerical examples illustrate the efficiency of the proposed finite difference schemes.展开更多
This paper develops the high-order accurate entropy stable finite difference schemes for one-and two-dimensional special relativistic hydrodynamic equations.The schemes are built on the entropy conservative flux and t...This paper develops the high-order accurate entropy stable finite difference schemes for one-and two-dimensional special relativistic hydrodynamic equations.The schemes are built on the entropy conservative flux and the weighted essentially non-oscillatory(WENO)technique as well as explicit Runge-Kutta time discretization.The key is to technically construct the affordable entropy conservative flux of the semi-discrete second-order accurate entropy conservative schemes satisfying the semi-discrete entropy equality for the found convex entropy pair.As soon as the entropy conservative flux is derived,the dissipation term can be added to give the semidiscrete entropy stable schemes satisfying the semi-discrete entropy inequality with the given convex entropy function.The WENO reconstruction for the scaled entropy variables and the high-order explicit Runge-Kutta time discretization are implemented to obtain the fully-discrete high-order entropy stable schemes.Several numerical tests are conducted to validate the accuracy and the ability to capture discontinuities of our entropy stable schemes.展开更多
We construct and analyze a family of semi-discretized difference schemes with two parameters for the Korteweg-de Vries (KdV) equation. The scheme possesses the first four near-conserved quantities for periodic boundar...We construct and analyze a family of semi-discretized difference schemes with two parameters for the Korteweg-de Vries (KdV) equation. The scheme possesses the first four near-conserved quantities for periodic boundary conditions. The existence and the convergence of its global solution in Sobolev space L-infinity(0,T;H-3) are proved and the scheme is also stable about initial values. Furthermore, the scheme conserves exactly the first two conserved quantities in the special case.展开更多
In this paper, we propose a class of stable finite difference schemes for the initial-boundary value problem of the Cahn-Hilliard equation. These schemes are proved to inherit the total mass conservation and energy di...In this paper, we propose a class of stable finite difference schemes for the initial-boundary value problem of the Cahn-Hilliard equation. These schemes are proved to inherit the total mass conservation and energy dissipation in the discrete level. The dissipation of the total energy implies boundness of the numerical solutions in the discrete H1 norm. This in turn implies boundedness of the numerical solutions in the maximum norm and hence the stability of the difference schemes. Unique existence of the numerical solutions is proved by the fixed-point theorem. Convergence rate of the class of finite difference schemes is proved to be O(h2 + r2) with time step T and mesh size h. An efficient iterative algorithm for solving these nonlinear schemes is proposed and discussed in detail.展开更多
A family of high-order accuracy explict difference schemes for solving 3-dimension parabolic P. D. E. is constructed. The stability condition is r = Deltat/Deltax(2) Deltat/Deltay(2) = Deltat/Deltaz(2) < 1/2 ,and t...A family of high-order accuracy explict difference schemes for solving 3-dimension parabolic P. D. E. is constructed. The stability condition is r = Deltat/Deltax(2) Deltat/Deltay(2) = Deltat/Deltaz(2) < 1/2 ,and the truncation error is 0(<Delta>t(2) + Deltax(4)).展开更多
This paper improves and generalizes the two difference schemes presented in paper [1] and gives a new difference scheme for second order linear elliptic partial differential equations, its difference matrix is a matri...This paper improves and generalizes the two difference schemes presented in paper [1] and gives a new difference scheme for second order linear elliptic partial differential equations, its difference matrix is a matrix and because of the stability of the M-matrix, it is convergent by the asynchronous iterative method on multiprocessors. Then this paper gives a class of differeifce schemes for linear elliptic PDEs so that their difference matrixes are all M-matrixes and their asynchronous parallel computation are convergent.展开更多
基金Project supported by the National Natural Science Foundation of China (Nos. 10172015 and 90205010)
文摘A new method was proposed for constructing total variation diminishing (TVD) upwind schemes in conservation forms. Two limiters were used to prevent nonphysical oscillations across discontinuity. Both limiters can ensure the nonlinear compact schemes TVD property. Two compact TVD (CTVD) schemes were tested, one is thirdorder accuracy, and the other is fifth-order. The performance of the numerical algorithms was assessed by one-dimensional complex waves and Riemann problems, as well as a twodimensional shock-vortex interaction and a shock-boundary flow interaction. Numerical results show their high-order accuracy and high resolution, and low oscillations across discontinuities.
文摘In this paper, a singularly perturbed boundary value problem for second order self-adjoint ordinary differential equation is discussed. A class of variational difference schemes is constructed by the finite element method. Uniform convergence about small parameter is proved under a weaker smooth condition with respect to the coefficients of the equation. The schemes studied in refs. [1], [3], [4] and [51 belong to the cllass.
文摘In this paper, we construct a class of difference schemes with fitted factors for a singular perturbation problem of a self-adjoint ordinary differential equation. Using a different method from [1], by analyzing the truncation errors of schemes, we give the sufficient conditions under which the solution of lite difference scheme converges uniformly to the solution of the differential equation. From this we propose several specific schemes under weaker conditions, and give much higher order of uniform convergence, and applying them to example, obtain the numerical results.
文摘In this paper, we consider the initial-boundary value problem of two-dimensional first-order linear hyperbolic equation with variable coefficients. By using the upwind difference method to discretize the spatial derivative term and the forward and backward Euler method to discretize the time derivative term, the explicit and implicit upwind difference schemes are obtained respectively. It is proved that the explicit upwind scheme is conditionally stable and the implicit upwind scheme is unconditionally stable. Then the convergence of the schemes is derived. Numerical examples verify the results of theoretical analysis.
文摘A class of two-level explicit difference schemes are presented for solving three-dimensional heat conduction equation. When the order of truncation error is 0(Deltat + (Deltax)(2)), the stability condition is mesh ratio r = Deltat/(Deltax)(2) = Deltat/(Deltay)(2) = Deltat/(Deltaz)(2) less than or equal to 1/2, which is better than that of all the other explicit difference schemes. And when the order of truncation error is 0((Deltat)(2) + (Deltax)(4)), the stability condition is r less than or equal to 1/6, which contains the known results.
基金supported by the National Natural Science Foundation of China (Grant No. U1811464)。
文摘Construction of high-order difference schemes based on Taylor series expansion has long been a hot topic in computational mathematics, while its application in comprehensive weather models is still very rare. Here, the properties of high-order finite difference schemes are studied based on idealized numerical testing, for the purpose of their application in the Global/Regional Assimilation and Prediction System(GRAPES) model. It is found that the pros and cons due to grid staggering choices diminish with higher-order schemes based on linearized analysis of the one-dimensional gravity wave equation. The improvement of higher-order difference schemes is still obvious for the mesh with smooth varied grid distance. The results of discontinuous square wave testing also exhibits the superiority of high-order schemes. For a model grid with severe non-uniformity and non-orthogonality, the advantage of high-order difference schemes is inapparent, as shown by the results of two-dimensional idealized advection tests under a terrain-following coordinate. In addition, the increase in computational expense caused by high-order schemes can be avoided by the precondition technique used in the GRAPES model. In general, a high-order finite difference scheme is a preferable choice for the tropical regional GRAPES model with a quasi-uniform and quasi-orthogonal grid mesh.
文摘This paper proposes a new method to improve the stability condition of difference scheme of a parabolic equation. Necessary and sufficient conditions of the stability of this new method are given and proved. Some numerical examples show that this method has some calculation advantages.
基金supported by the National Natural Science Foundation of China under Grant No.11571181the Natural Science Foundation of Jiangsu Province of China under Grant No.BK20171454.
文摘In this paper,two fourth-order compact finite difference schemes are derived to solve the nonlinear fourth-order wave equation which can be viewed as a generalized model from the nonlinear beam equation.Differing from the existing compact finite difference schemes which preserve the total energy in a recursive sense,the new schemes are proved to per-fectly preserve the total energy in the discrete sense.By using the standard energy method and the cut-off function technique,the optimal error estimates of the numerical solutions are established,and the convergence rates are of O(h^(4)+τ^(2))with mesh-size h and time-step τ.In order to improve the computational efficiency,an iterative algorithm is proposed as the outer solver and the double sweep method for pentadiagonal linear algebraic equations is introduced as the inner solver to solve the nonlinear difference schemes at each time step.The convergence of the iterative algorithm is also rigorously analyzed.Several numerical results are carried out to test the error estimates and conservative properties.
文摘The boundary value problem for the nonlinear parabolic system is solved by the finite difference method with nonuniform meshes. The existence and a priori estemates of the discrete vector solutions for the general difference schemes with unequal meshsteps are established by the fixed point technique. The absolute and relative convergence of the discrete vector solution are justified by a series of a priori estimates. The analysis of mentioned problems are based on the assumption of heuristic character concerning the existence of the unique smooth solution for the original problem of the nonlinear parabolic system.
文摘We build finite difference schemes for a class of fully nonlinear parabolic equations. The schemes are polyhedral and grid aligned. While this is a restrictive class of schemes, a wide class of equations are well approximated by equations from this class. For regular (C2,α) solutions of uniformly parabolic equations, we also establish of convergence rate of O(α). A case study along with supporting numerical results is included.
基金supported by Natural Science Foundation of China under grant number 10471047
文摘In this paper, two fourth-order accurate compact difference schemes are presented for solving the Helmholtz equation in two space dimensions when the corresponding wave numbers are large. The main idea is to derive and to study a fourth-order accurate compact difference scheme whose leading truncation term, namely, the O(h^4) term, is independent of the wave number and the solution of the Helmholtz equation. The convergence property of the compact schemes are analyzed and the implementation of solving the resulting linear algebraic system based on a FFT approach is considered. Numerical results are presented, which support our theoretical predictions.
文摘In this paper, the first boundary problem of quasilinear parabolic system of second order is studied by the finite difference method with intrinsic parallelism. for the problem, the stability of the difference schemes with intrinsic parallelism are justified in the sense of the continuous dependence of the discrete vector solution of the difference schemes on the discrete data of the original problem, without assuming the existence of the smooth solutions for the origillal problem.
文摘In this paper the general finite difference schemes with intrinsic parallelism for the boundary value problem of the semilinear parabolic system of divergence type with bounded coefficients are constructed, and the existence and uniqueness of the difference solution for the general schemes are proved. And the convergence of the solutions of the difference schemes to the generalized solution of the original boundary value problem of the semilinear parabolic system is obtained. The multidimensional problems are also studied.
基金The project is supported by National Natural Science Foundation of China grant number No.11671081.
文摘Korteweg-de Vries equation is a nonlinear evolutionary partial differential equation that is of third order in space.For the approximation to this equation with the initial and boundary value conditions using the finite difference method,the difficulty is how to construct matched finite difference schemes at all the inner grid points.In this paper,two finite difference schemes are constructed for the problem.The accuracy is second-order in time and first-order in space.The first scheme is a two-level nonlinear implicit finite difference scheme and the second one is a three-level linearized finite difference scheme.The Browder fixed point theorem is used to prove the existence of the nonlinear implicit finite difference scheme.The con-servation,boundedness,stability,convergence of these schemes are discussed and analyzed by the energy method together with other techniques.The two-level non-linear finite difference scheme is proved to be unconditionally convergent and the three-level linearized one is proved to be conditionally convergent.Some numerical examples illustrate the efficiency of the proposed finite difference schemes.
基金supported by the Special Project on High-performance Computing under the National Key R&D Program(No.2016YFB0200603)Science Challenge Project(No.TZ2016002)the National Natural Science Foundation of China(Nos.91630310 and 11421101),and High-Performance Computing Platform of Peking University.
文摘This paper develops the high-order accurate entropy stable finite difference schemes for one-and two-dimensional special relativistic hydrodynamic equations.The schemes are built on the entropy conservative flux and the weighted essentially non-oscillatory(WENO)technique as well as explicit Runge-Kutta time discretization.The key is to technically construct the affordable entropy conservative flux of the semi-discrete second-order accurate entropy conservative schemes satisfying the semi-discrete entropy equality for the found convex entropy pair.As soon as the entropy conservative flux is derived,the dissipation term can be added to give the semidiscrete entropy stable schemes satisfying the semi-discrete entropy inequality with the given convex entropy function.The WENO reconstruction for the scaled entropy variables and the high-order explicit Runge-Kutta time discretization are implemented to obtain the fully-discrete high-order entropy stable schemes.Several numerical tests are conducted to validate the accuracy and the ability to capture discontinuities of our entropy stable schemes.
文摘We construct and analyze a family of semi-discretized difference schemes with two parameters for the Korteweg-de Vries (KdV) equation. The scheme possesses the first four near-conserved quantities for periodic boundary conditions. The existence and the convergence of its global solution in Sobolev space L-infinity(0,T;H-3) are proved and the scheme is also stable about initial values. Furthermore, the scheme conserves exactly the first two conserved quantities in the special case.
基金Supported by National Natural Science Foundation of China(Nos.11201239,11571181)
文摘In this paper, we propose a class of stable finite difference schemes for the initial-boundary value problem of the Cahn-Hilliard equation. These schemes are proved to inherit the total mass conservation and energy dissipation in the discrete level. The dissipation of the total energy implies boundness of the numerical solutions in the discrete H1 norm. This in turn implies boundedness of the numerical solutions in the maximum norm and hence the stability of the difference schemes. Unique existence of the numerical solutions is proved by the fixed-point theorem. Convergence rate of the class of finite difference schemes is proved to be O(h2 + r2) with time step T and mesh size h. An efficient iterative algorithm for solving these nonlinear schemes is proposed and discussed in detail.
文摘A family of high-order accuracy explict difference schemes for solving 3-dimension parabolic P. D. E. is constructed. The stability condition is r = Deltat/Deltax(2) Deltat/Deltay(2) = Deltat/Deltaz(2) < 1/2 ,and the truncation error is 0(<Delta>t(2) + Deltax(4)).
文摘This paper improves and generalizes the two difference schemes presented in paper [1] and gives a new difference scheme for second order linear elliptic partial differential equations, its difference matrix is a matrix and because of the stability of the M-matrix, it is convergent by the asynchronous iterative method on multiprocessors. Then this paper gives a class of differeifce schemes for linear elliptic PDEs so that their difference matrixes are all M-matrixes and their asynchronous parallel computation are convergent.