Crank-Nicolson Quasi-Compact Scheme for the Nonlinear Two-Sided Spatial Fractional Advection-Diffusion Equations

The higher-order numerical scheme of nonlinear advection-diffusion equations is studied in this article, where the space fractional derivatives are evaluated by using weighted and shifted Grünwald difference operators and combining the compact technique, in the time direction is discretized by the Crank-Nicolson method. Through the energy method, the stability and convergence of the numerical scheme in the sense of L2-norm are proved, and the convergence order is . Some examples are given to show that our numerical scheme is effective.

A-high-order Accuraqcy Implicit Difference Scheme for Solving the Equation of Parabolic Type

In this paper,a implicit difference scheme is proposed for solving the equation of one_dimension parabolic type by undetermined paameters.The stability condition is r=αΔt/Δx 2 1/2 and the truncation error is o(Δt 4+Δx 4) It can be easily solved by double sweeping method.

A Note on Crank-Nicolson Scheme for Burgers’ Equation

In this work we generate the numerical solutions of the Burgers’ equation by applying the Crank-Nicolson method directly to the Burgers’ equation, i.e., we do not use Hopf-Cole transformation to reduce Burgers’ equation into the linear heat equation. Absolute error of the present method is compared to the absolute error of the two existing methods for two test problems. The method is also analyzed for a third test problem, nu-merical solutions as well as exact solutions for different values of viscosity are calculated and we find that the numerical solutions are very close to exact solution.

Analysis of an Implicit Finite Difference Scheme for Time Fractional Diffusion Equation

Time fractional diffusion equation is usually used to describe the problems involving non-Markovian random walks. This kind of equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α∈(0, 1). In this paper, an implicit finite difference scheme for solving the time fractional diffusion equation with source term is presented and analyzed, where the fractional derivative is described in the Caputo sense. Stability and convergence of this scheme are rigorously established by a Fourier analysis. And using numerical experiments illustrates the accuracy and effectiveness of the scheme mentioned in this paper.

Alternating segment explicit-implicit scheme for nonlinear third-order KdV equation

A group of asymmetric difference schemes to approach the Korteweg-de Vries （KdV） equation is given here. According to such schemes, the full explicit difference scheme and the full implicit one, an alternating segment explicit-implicit difference scheme for solving the KdV equation is constructed. The scheme is linear unconditionally stable by the analysis of linearization procedure, and is used directly on the parallel computer. The numerical experiments show that the method has high accuracy.

Numerical Simulation of Modified Kortweg-de Vries Equation by Linearized Implicit Schemes

In this paper, we are going to derive four numerical methods for solving the Modified Kortweg-de Vries (MKdV) equation using fourth Pade approximation for space direction and Crank Nicolson in the time direction. Two nonlinear schemes and two linearized schemes are presented. All resulting schemes will be analyzed for accuracy and stability. The exact solution and the conserved quantities are used to highlight the efficiency and the robustness of the proposed schemes. Interaction of two and three solitons will be also conducted. The numerical results show that the interaction behavior is elastic and the conserved quantities are conserved exactly, and this is a good indication of the reliability of the schemes which we derived. A comparison with some existing is presented as well.

CONVERGENCE OF THE CRANK-NICOLSON/NEWTON SCHEME FOR NONLINEAR PARABOLIC PROBLEM

In this paper, the Crank-Nicolson/Newton scheme for solving numerically second- order nonlinear parabolic problem is proposed. The standard Galerkin finite element method based on P2 conforming elements is used to the spatial discretization of the problem and the Crank-Nieolson/Newton scheme is applied to the time discretization of the resulted finite element equations. Moreover, assuming the appropriate regularity of the exact solution and the finite element solution, we obtain optimal error estimates of the fully discrete Crank- Nicolson/Newton scheme of nonlinear parabolic problem. Finally, numerical experiments are presented to show the efficient performance of the proposed scheme.

Random Crank-Nicolson Scheme for Random Heat Equation in Mean Square Sense

The goal of computational science is to develop models that predict phenomena observed in nature. However, these models are often based on parameters that are uncertain. In recent decades, main numerical methods for solving SPDEs have been used such as, finite difference and finite element schemes [1]-[5]. Also, some practical techniques like the method of lines for boundary value problems have been applied to the linear stochastic partial differential equations, and the outcomes of these approaches have been experimented numerically [7]. In [8]-[10], the author discussed mean square convergent finite difference method for solving some random partial differential equations. Random numerical techniques for both ordinary and partial random differential equations are treated in [4] [10]. As regards applications using explicit analytic solutions or numerical methods, a few results may be found in [5] [6] [11]. This article focuses on solving random heat equation by using Crank-Nicol- son technique under mean square sense and it is organized as follows. In Section 2, the mean square calculus preliminaries that will be required throughout the paper are presented. In Section 3, the Crank-Nicolson scheme for solving the random heat equation is presented. In Section 4, some case studies are showed. Short conclusions are cleared in the end section.

TRANSONIC FLOW CALCULATION OF EULER EQUATIONS BY IMPLICIT ITERATING SCHEME WITH FLUX SPLITTING

Three dimensional Euler equations are solved in the finite volume form with van Leer's flux vector splitting technique. Block matrix is inverted by Gauss-Seidel iteration in two dimensional plane while strongly implicit alternating sweeping is implemented in the direction of the third dimension. Very rapid convergence rate is obtained with CFL number reaching the order of 100. The memory resources can be greatly saved too. It is verified that the reflection boundary condition can not be used with flux vector splitting since it will produce too large numerical dissipation. The computed flow fields agree well with experimental results. Only one or two grid points are there within the shock transition zone.

Stability of Semi-implicit Finite Volume Scheme for Level Set Like Equation

We study numerical methods for level set like equations arising in image processing and curve evolution problems. Semi-implicit finite volume-element type schemes are constructed for the general level set like equation （image selective smoothing model） given by Alvarez et al. （Alvarez L, Lions P L, Morel J M. Image selective smoothing and edge detection by nonlinear diffusion II. SIAM J. Numer. Anal., 1992, 29： 845-866）. Through the reasonable semi-implicit discretization in time and co-volume method for space approximation, we give finite volume schemes, unconditionally stable in L∞ and W1＇2 （W1＇1） sense in isotropic （anisotropic） diffu- sion domain.

Semi-Implicit Scheme to Solve Allen-Cahn Equation with Different Boundary Conditions

The aim of this paper is to give an appropriate numerical method to solve Allen-Cahn equation, with Dirichlet or Neumann boundary condition. The time discretization involves an explicit scheme for the nonlinear part of the operator and an implicit Euler discretization of the linear part. Finite difference schemes are used for the spatial part. This finally leads to the numerical solution of a sparse linear system that can be solved efficiently.

KdV方程的Crank-Nicolson差分格式

研究了非线性KdV方程周期边界问题的差分方法,基于Crank-Nicolson方法,建立了一个两层线性化隐式差分格式,数值算例验证了分析结果.

An implicit method using contravariant velocity components and its application to calculations in a harbour-channel area

The key problem in the computation of fluid dynamics using fine boundary-fitted grids is how to improve the numerical stability and decrease the calculating quantity. To solve this problem, implicit schemes should be adopted since explicit schemes may bring about a great increase in computation quantity according to the Courant-FrledrichsLewy condition. Whereas the adoption of implicit schemes is difficult to be realized because of the existence of two partial derivatives of surface elevations with respect to variables of alternative direction coordinates in each momentum equation in non-rectangular coordinates. With an aim to design an implicit scheme in non-reetangular ccordinates in the present paper, new momentum equations with the contravariant components of velocity vector are derived based on the shallow water dynamic equations in generalized curvilinear coordinates. In each equation, the coefficients before the two detivatives of surface elevations have different orders of magnitude, i. e., the derivative with the larger ceefficient rnay play a more important role than that with the smaller one. With this advantage, the ADI scheme can then be easily employed to improve the numerical stability and decrease the calculating quantity. The calculation in a harbour and a channel in Macau nearshore area shows that the implicit model is effective in calculating current fields in small size areas.

Strong Convergence of an Implicit Iteration Process for a Finite Family of Asymptotically Ф-pseudocontractive Mappings

Strong convergence theorems for approximation of common fixed points of asymptotically Ф-quasi-pseudocontractive mappings and asymptotically C-strictly- pseudocontractive mappings are proved in real Banach spaces by using a new composite implicit iteration scheme with errors. The results presented in this paper extend and improve the main results of Sun, Gu and Osilike published on J. Math. Anal. Appl.

THE HIGH ACCURACY EXPLICIT DIFFERENCE SCHEME FOR SOLVING PARABOLIC EQUATIONS 3-DIMENSION

In this paper, an explicit three_level symmetrical differencing scheme with parameters for solving parabolic partial differential equation of three_dimension will be considered. The stability condition and local truncation error for the scheme are r<1/2 and O( Δ t 2+ Δ x 4+ Δ y 4+ Δ z 4) ,respectively.

A three dimensional implicit immersed boundary method with application

Most algorithms of the immersed boundary method originated by Peskin are explicit when it comes to the computation of the elastic forces exerted by the immersed boundary to the fluid. A drawback of such an explicit approach is a severe restriction on the time step size for maintaining numerical stability. An implicit immersed boundary method in two dimensions using the lattice Boltzmann approach has been proposed. This paper reports an extension of the method to three dimensions and its application to simulation of a massive flexible sheet interacting with an incompressible viscous flow.

Two-Dimensional Nonlinear Reaction Diffusion Equation with Time Efficient Scheme

This research paper represents a numerical approximation to non-linear two-dimensional reaction diffusion equation from population genetics. Since various initial and boundary value problems exist in two-dimensional reaction-diffusion, phenomena are studied numerically by different numerical methods, here we use finite difference schemes to approximate the solution. Accuracy is studied in term of L2, L∞ and relative error norms by random selected grids along time levels for comparison with exact results. The test example demonstrates the accuracy, efficiency and versatility of the proposed schemes. It is shown that the numerical schemes give better solutions. Moreover, the schemes can be easily applied to a wide class of higher dimension nonlinear reaction diffusion equations with a little modification.

The Simulating of Power Electronics Systems with the Use of Explicit Numerical Schemes

Automated simulating of power electronics systems is currently performed by means of nodal analysis method combined with implicit numerical integration schemes. Such method allows to find transient solutions, even when the integrated system is stiff, however, it leads to some difficulties when simulating big systems and sometimes to the deterioration of computations quality, that is reflected in decrease in accuracy, oscillations of solutions, which are not present in the initial model. This paper analyzes the shortcomings of this approach, and proposes to apply explicit numerical schemes with stability control on the integration step and with reduction of some of state variables. A brief description of the method of finding transient solutions and an example of the analysis are also given in the present paper.

A Numerical Approach to a Nonlinear and Degenerate Parabolic Problem by Regularization Scheme

In this work we propose a numerical scheme for a nonlinear and degenerate parabolic problem having application in petroleum reservoir and groundwater aquifer simulation. The degeneracy of the equation includes both locally fast and slow diffusion (i.e. the diffusion coefficients may explode or vanish in some point). The main difficulty is that the true solution is typically lacking in regularity. Our numerical approach includes a regularization step and a standard discretization procedure by means of C0-piecewise linear finite elements in space and backward-differences in time. Within this frame work, we analyze the accuracy of the scheme by using an integral test function and obtain several error estimates in suitable norms.

Quinpi:Integrating Conservation Laws with CWENO Implicit Methods

Many interesting applications of hyperbolic systems of equations are stiff,and require the time step to satisfy restrictive stability conditions.One way to avoid small time steps is to use implicit time integration.Implicit integration is quite straightforward for first-order schemes.High order schemes instead also need to control spurious oscillations,which requires limiting in space and time also in the linear case.We propose a framework to simplify considerably the application of high order non-oscillatory schemes through the introduction of a low order implicit predictor,which is used both to set up the nonlinear weights of a standard high order space reconstruction,and to achieve limiting in time.In this preliminary work,we concentrate on the case of a third-order scheme,based on diagonally implicit Runge Kutta(DIRK)integration in time and central weighted essentially non-oscillatory(CWENO)reconstruction in space.The numerical tests involve linear and nonlinear scalar conservation laws.