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 oper...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 L<sub>2</sub>-norm are proved, and the convergence order is . Some examples are given to show that our numerical scheme is effective.展开更多
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’ equ...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.展开更多
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...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.展开更多
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 s...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.展开更多
In this paper,a new finite element and finite difference(FE-FD)method has been developed for anisotropic parabolic interface problems with a known moving interface using Cartesian meshes.In the spatial discretization,...In this paper,a new finite element and finite difference(FE-FD)method has been developed for anisotropic parabolic interface problems with a known moving interface using Cartesian meshes.In the spatial discretization,the standard P,FE discretization is applied so that the part of the coefficient matrix is symmetric positive definite,while near the interface,the maximum principle preserving immersed interface discretization is applied.In the time discretization,a modified Crank-Nicolson discretization is employed so that the hybrid FE-FD is stable and second order accurate.Correction terms are needed when the interface crosses grid lines.The moving interface is represented by the zero level set of a Lipschitz continuous function.Numerical experiments presented in this paper confirm second orderconvergence.展开更多
文摘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 L<sub>2</sub>-norm are proved, and the convergence order is . Some examples are given to show that our numerical scheme is effective.
文摘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.
基金in part supported by the Distinguished Young Scholars Fund of Xinjiang Province(2013711010)NCET-13-0988the NSF of China(11271313,11271298,61163027,and 11362021)
文摘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.
文摘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.
基金partially supported by the National Natural Science Foundation of China(Grant No.12261070)the Ningxia Key Research and Development Project of China(Grant No.2022BSB03048)+2 种基金partially supported by the Simons(Grant No.633724)and by Fundacion Seneca grant 21760/IV/22partially supported by the Spanish national research project PID2019-108336GB-I00by Fundacion Séneca grant 21728/EE/22.Este trabajo es resultado de las estancias(21760/IV/22)y(21728/EE/22)financiadas por la Fundacion Séneca-Agencia de Ciencia y Tecnologia de la Region de Murcia con cargo al Programa Regional de Movilidad,Colaboracion Internacional e Intercambio de Conocimiento"Jimenez de la Espada".(Plan de Actuacion 2022).
文摘In this paper,a new finite element and finite difference(FE-FD)method has been developed for anisotropic parabolic interface problems with a known moving interface using Cartesian meshes.In the spatial discretization,the standard P,FE discretization is applied so that the part of the coefficient matrix is symmetric positive definite,while near the interface,the maximum principle preserving immersed interface discretization is applied.In the time discretization,a modified Crank-Nicolson discretization is employed so that the hybrid FE-FD is stable and second order accurate.Correction terms are needed when the interface crosses grid lines.The moving interface is represented by the zero level set of a Lipschitz continuous function.Numerical experiments presented in this paper confirm second orderconvergence.
