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.

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.

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.

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.

间断Galerkin有限元隐式算法GPU并行化研究

为了提高间断伽辽金(discontinuous Galerkin,DG)有限元方法的计算效率,围绕求解Euler方程,构建了基于图形处理器(graphics processing unit,GPU)并行加速的隐式DG算法。算法结合Roe格式进行空间离散,采用人工黏性法处理激波等间断问题,时间推进选用下上对称高斯-赛德尔(lower-upper symmetric Gauss-Seidel,LU-SGS)隐式格式。为了克服传统隐式格式固有的数据关联依赖问题,借助于本文提出的面向任意网格的单元着色分组技术,先给出了LUSGS隐式格式的并行化改造,使得隐式时间推进能按颜色组别依次并行,由于同一颜色组内算法已不存在数据关联,可以据此实现并行化。在此基础上,再结合DG算法局部紧致等特点,基于统一计算设备架构(compute unified device architecture,CUDA)编程模型,设计了依据单元的核函数,并构建了对应的线程与数据结构,给出了DG有限元隐式GPU并行算法。最后,发展的算法通过了多个二维和三维典型流动算例考核与性能测试,展示出隐式算法GPU加速的效果,且获得的计算结果能与现有的文献或实验数据接近。

Analysis of Extended Fisher-Kolmogorov Equation in 2D Utilizing the Generalized Finite Difference Method with Supplementary Nodes

In this study,we propose an efficient numerical framework to attain the solution of the extended Fisher-Kolmogorov(EFK)problem.The temporal derivative in the EFK equation is approximated by utilizing the Crank-Nicolson scheme.Following temporal discretization,the generalized finite difference method(GFDM)with supplementary nodes is utilized to address the nonlinear boundary value problems at each time node.These supplementary nodes are distributed along the boundary to match the number of boundary nodes.By incorporating supplementary nodes,the resulting nonlinear algebraic equations can effectively satisfy the governing equation and boundary conditions of the EFK equation.To demonstrate the efficacy of our approach,we present three numerical examples showcasing its performance in solving this nonlinear problem.

基于二维热传导方程的COB-LED散热器热模拟

针对COB-LED(Chip on Board-Light Emitting Diode)散热问题,文中基于二维热传导方程建立了一个可快速计算COB-LED散热器表面热分布的数学模型。为了便于模型求解,采用有限差分法求解该数学模型并选择交替方向隐格式作为其差分格式。根据模型中的边界条件和初始条件设计COB-LED常温点亮实验,并基于ANSYS有限元分析软件进行仿真分析。通过比较求解结果、仿真结果和实验结果验证该数学模型的合理性。结果表明,求解结果与实验结果中最高温度相对误差约23.57%,且两者的温度变化趋势一致。求解结果与仿真结果中最高温度相对误差约34.84%,且温度分布较为接近,证明了该数学模型的合理性与正确性。

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.