AWeighted Average Finite Difference Scheme for the Numerical Solution of Stochastic Parabolic Partial Differential Equations

In the present paper,the numerical solution of It?type stochastic parabolic equation with a timewhite noise process is imparted based on a stochastic finite difference scheme.At the beginning,an implicit stochastic finite difference scheme is presented for this equation.Some mathematical analyses of the scheme are then discussed.Lastly,to ascertain the efficacy and accuracy of the suggested technique,the numerical results are discussed and compared with the exact solution.

Reduced finite difference scheme and error estimates based on POD method for non-stationary Stokes equation

The proper orthogonal decomposition （POD） is a model reduction technique for the simulation Of physical processes governed by partial differential equations （e.g., fluid flows）. It has been successfully used in the reduced-order modeling of complex systems. In this paper, the applications of the POD method are extended, i.e., the POD method is applied to a classical finite difference （FD） scheme for the non-stationary Stokes equation with a real practical applied background. A reduced FD scheme is established with lower dimensions and sufficiently high accuracy, and the error estimates are provided between the reduced and the classical FD solutions. Some numerical examples illustrate that the numerical results are consistent with theoretical conclusions. Moreover, it is shown that the reduced FD scheme based on the POD method is feasible and efficient in solving the FD scheme for the non-stationary Stokes equation.

Two Energy-Preserving Compact Finite Difference Schemes for the Nonlinear Fourth-Order Wave Equation

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.

LARGE TIME STEP GENERALIZATION OF RANDOM CHOICE FINITE DIFFERENCE SCHEME FOR HYPERBOLIC CONSERVATION LAWS

A natural generalization of random choice finite difference scheme of Harten and Lax for Courant number larger than 1 is obtained. We handle interactions between neighboring Riemann solvers by linear superposition of their conserved quantities. We show consistency of the scheme for arbitrarily large Courant numbers. For scalar problems the scheme is total variation diminishing.A brief discussion is given for entropy condition.

Error Estimate of a New Conservative Finite Difference Scheme for the Klein-Gordon-Dirac System

In this paper,we derive and analyze a conservative Crank-Nicolson-type finite difference scheme for the Klein-Gordon-Dirac(KGD)system.Differing from the derivation of the existing numerical methods given in literature where the numerical schemes are proposed by directly discretizing the KGD system,we translate the KGD equations into an equivalent system by introducing an auxiliary function,then derive a nonlinear Crank-Nicolson-type finite difference scheme for solving the equivalent system.The scheme perfectly inherits the mass and energy conservative properties possessed by the KGD,while the energy preserved by the existing conservative numerical schemes expressed by two-level’s solution at each time step.By using energy method together with the‘cut-off’function technique,we establish the optimal error estimate of the numerical solution,and the convergence rate is O(τ^(2)+h^(2))in l∞-norm with time stepτand mesh size h.Numerical experiments are carried out to support our theoretical conclusions.

A PERTURBATIONAL FOURTH-ORDER UPWIND FINITE DIFFERENCE SCHEME FOR THE CONVECTION-DIFFUSION EQUATION

In this study,a compact fourth-order upwind finite difference scheme for the con- vection-diffusion equation is developed,by the scheme perturbation technique and the compact second-order upwind scheme proposed by the authors.The basic fourth-order scheme,which like the classical upwind scheme is free of cell Reynolds-number limitation in terms of spurious oscil- lation and involves only immediate neighbouring nodal points,is presented for the one-dimen- sional equation,and subsequently generalized to multi-dimensional cases.Numerical examples including one-to three-dimensional model equations,with available analytical solutions,of fluid flow and a problem,with benchmark solutions,of natural convective heat transfer are given to illustrate the excellent behavior in such aspects as accuracy,resolution to‘shock wave’-and ‘boundary layer’-effects in convection dominant cases,of the present scheme.Besides,the fourth-order accuracy is specially verified using double precision arithmetic.

High-Order Accurate Entropy Stable Finite Difference Schemes for One- and Two-Dimensional Special Relativistic Hydrodynamics

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.

A FINITE DIFFERENCE SCHEME FOR THE GENERALIZED NONLINEAR SCHRDINGER EQUATION WITH VARIABLE COEFFICIENTS

A finite difference scheme for the generalized nonlinear Schr dinger equation with variable coefficients is developed. The scheme is shown to satisfy two conservation laws. Numerical results show that the scheme is accurate and efficient.

A NEW FINITE DIFFERENCE SCHEME FOR 2-D FLOWS AT LARGE Re

Based on the conventional ADI method and SOR method for solving the Navier-Stokes equations, averaging those linkage terms which also are the terms of varying coefficients of the equations, a new finite difference scheme-Averaging Finite Difference (AFD) scheme for 2-D flows was proposed. A 2-D driven cavity flow was calculated numerically as an example with the presented scheme at Re=100, 1000, 2000, 3200, 10000. The results were discussed and compared to those obtained with the conventional methods as well as experimental data. It showed that a slight change of the approximation pattern of the conventional scheme in the terms of varying-coefficients of the governing e-quations seems to have an obvious influence on the solutions at high Re which will be erroneous if the conventional schemes was employed.

A Consistent Fourth-Order Compact Finite Difference Scheme for Solving Vorticity-Stream Function Form of Incompressible Navier-Stokes Equations

The inconsistent accuracy and truncation error in the treatment of boundary usually leads to performance defects,such as decreased accuracy and even numerical instability,of the entire computational method,especially for higher order methods.In this work,we construct a consistent fourth-order compact finite difference scheme for solving two-dimensional incompressible Navier-Stokes(N-S)equations.In the pro-posed method,the main truncation error term of the boundary scheme is kept the same as that of the interior compact finite difference scheme.With such a feature,the nu-merical stability and accuracy of the entire computation can be maintained the same as the interior compact finite difference scheme.Numerical examples show the effec-tiveness and accuracy of the present consistent compact high order scheme in L^(∞).Its application to two dimensional lid-driven cavity flow problem further exhibits that un-der the same condition,the computed solution with the present scheme is much close to the benchmark in comparison to those from the 4^(th)order explicit scheme.The compact finite difference method equipped with the present consistent boundary technique im-proves much the stability of the whole computation and shows its potential application to incompressible flow of high Reynolds number.

A Class of Stable and Conservative Finite Difference Schemes for the Cahn-Hilliard Equation

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.

DIFFERENCE SCHEME AND NUMERICAL SIMULATION BASED ON MIXED FINITE ELEMENT METHOD FOR NATURAL CONVECTION PROBLEM

The non_stationary natural convection problem is studied. A lowest order finite difference scheme based on mixed finite element method for non_stationary natural convection problem, by the spatial variations discreted with finite element method and time with finite difference scheme was derived, where the numerical solution of velocity, pressure, and temperature can be found together, and a numerical example to simulate the close square cavity is given, which is of practical importance.

THE COMPACT SECOND-ORDER UPWIND FINITE DIFFERENCE SCHEMES FOR THE CONVECTION-DIFFUSION EQUATIONS

The compact second-order upwind finite difference schemes free of ceil Reynolds number limitation are developed in this paper for the one-to three-dimensional steady convection- diffusion equations,using a perturbational technique applied to the classical first-order upwind schemes.The present second-order schemes take essentially the same form as those of the first- order schemes,but involve a simple modification to the diffusive coefficients.Numerical exam- ples including one-to three-dimensional model equations of fluid flow and a problem of natural convection with boundary-layer effect are given to illustrate the excellent behavior of the present schemes.

A High-Accuracy Finite Difference Scheme for Solving Reaction-Convection-Diffusion Problems with a Small Diffusivity

This paper is devoted to a new high-accuracy finite difference scheme for solving reaction-convection-diffusion problems with a small diffusivityε.With a novel treatment for the reaction term,we first derive a difference scheme of accuracy O(ε^(2)h+εh^(2)+h^(3))for the 1-D case.Using the alternating direction technique,we then extend the scheme to the 2-D case on a nine-point stencil.We apply the high-accuracy finite difference scheme to solve the 2-D steady incompressible Navier-Stokes equations in the stream function-vorticity formulation.Numerical examples are given to illustrate the effectiveness of the proposed difference scheme.Comparisons made with some high-order compact difference schemes show that the newly proposed scheme can achieve good accuracy with a better stability。

Study of Stability Criteria of Numerical Solution of Ordinary and Partial Differential Equations Using Eulers and Finite Difference Scheme

In this paper we have discussed solution and stability analysis of ordinary and partial differential equation with boundary value problem.We investigated periodic stability in Eulers scheme and also discussed PDEs by finite difference scheme.Numerical example has been discussed finding nature of stability.All given result more accurate other than existing methods.

THE REMAINDER－EFFECT ANALYSIS OF FINITE DIFFERENCE SCHEMES AND THE APPLICATIONS

In the present paper two contents are enclosed .First ,the Fourier analysis approach of the dispersion relation and group velocity effect of finite difference schemes is discussed.the defects of the approach is pointed out and the correction is made;Second,a new systematic analysis method -remaider -effect analysis (abbr.REAM)is proposed by means of the modified partial differential equations (abbr MPDE)of finite difference schemes.The analysis is based on the synthetical study of the rational dispersion-and dissipation relations of finite difference schemes.And the method clearly possesses constructivity

Optimized finite difference iterative scheme based on POD technique for 2D viscoelastic wave equation

This study develops an optimized finite difference iterative （OFDI） scheme for the two-dimensional （2D） viscoelastic wave equation. The OFDI scheme is obtained using a proper orthogonal decomposition （POD） method. It has sufficiently high accuracy with very few unknowns for the 2D viscoelastic wave equation. Existence, stability, and convergence of the OFDI solutions are analyzed. Numerical simulations verify efficiency and feasibility of the proposed scheme.

THE UPWIND OPERATOR SPLITTING FINITE DIFFERENCE METHOD FOR COMPRESSIBLE TWO-PHASE DISPLACEMENT PROBLEM AND ANALYSIS

For compressible two-phase displacement problem, a kind of upwind operator splitting finite difference schemes is put forward and make use of operator splitting, of calculus of variations, multiplicative commutation rule of difference operators, decomposition of high order difference operators and prior estimates are adopted. Optimal order estimates in L 2 norm are derived to determine the error, in the approximate solution.

Comments on Three-point explicit compact difference scheme with arbitrary order of accuracy and its application in CFD

The explicit compact difference scheme, proposed in Three-point explicit compact difference scheme with arbitrary order of accuracy and its application in CFD by Lin et al., published in Applied Mathematics and Mechanics （English Edition）, 2007, 28（7）, 943-953, has the same performance as the conventional finite difference schemes. It is just another expression of the conventional finite difference schemes. The proposed expression does not have the advantages of a compact difference scheme. Nonetheless, we can more easily obtain and implement compared with the conventional expression in which the coefficients can only be obtained by solving equations, especially for higher accurate schemes.

A Finite Difference Method and Effective Modification of Gradient Descent Optimization Algorithm for MHD Fluid Flow Over a Linearly Stretching Surface

Present contribution is concerned with the construction and application of a numerical method for the fluid flow problem over a linearly stretching surface with the modification of standard Gradient descent Algorithm to solve the resulted difference equation.The flow problem is constructed using continuity,and Navier Stoke equations and these PDEs are further converted into boundary value problem by applying suitable similarity transformations.A central finite difference method is proposed that gives third-order accuracy using three grid points.The stability conditions of the present proposed method using a Gauss-Seidel iterative procedure is found using Von-Neumann stability criteria and order of the finite difference method is proved by applying the Taylor series on the discretised equation.The comparison of the presently modified optimisation algorithm with the Gauss-Seidel iterative method and standard Newton’s method in optimisation is also made.It can be concluded that the presently modified optimisation Algorithm takes a few iterations to converge with a small value of the parameter contained in it compared with the standard descent algorithm that may take millions of iterations to converge.The present modification of the steepest descent method converges faster than Gauss-Seidel method and standard steepest descent method,and it may also overcome the deficiency of singular hessian arise in Newton’s method for some of the cases that may arise in optimisation problem(s).