Yuan-Ming Wang

Error and extrapolation of a compact LOD method for parabolic differential equations

This paper is concerned with a compact locally one-dimensional (LOD) finite difference method for solving two-dimensional nonhomogeneous parabolic differential equations. An explicit error estimate for the finite difference solution is given in the discrete infinity norm. It is shown that the method has the accuracy of the second-order in time and the fourth-order in space with respect to the discrete infinity norm. A Richardson extrapolation algorithm is developed to make the final computed solution fourth-order accurate in both time and space when the time step equals the spatial mesh size. Numerical results demonstrate the accuracy and the high efficiency of the extrapolation algorithm.

A compact finite difference method for a class of time fractional convection-diffusion-wave equations with variable coefficients

This paper is concerned with numerical methods for a class of time fractional convection-diffusion-wave equations. The convection coefficient in the equation may be spatially variable and the time fractional derivative is in the Caputo sense with the order α (1 < α < 2). The class of the equations includes time fractional convection-diffusion-wave/diffusion-wave equations with or without damping as its special cases. In order to overcome the difficulty caused by variable coefficient problems, we first transform the original equation into a special and equivalent form, which is then discretized by a fourth-order compact finite difference method for the spatial derivative and by the L1 approximation coupled with the Crank-Nicolson technique for the time derivative. The local truncation error and the solvability of the method are discussed in detail. A rigorous theoretical analysis of the stability and convergence is carried out using a discrete energy analysis method. The optimal error estimates in the discrete H1, L2 and L∞ norms are obtained under the mild condition that the time step is smaller than a positive constant, which depends solely upon physical parameters involved (this condition is no longer required for the special case of constant coefficients). Applications using three model problems give numerical results that demonstrate the effectiveness and the accuracy of the proposed method.

Global asymptotic stability of Lotka-Volterra competition reaction-diffusion systems with time delays

This paper is concerned with a time-delayed Lotka-Volterra competition reaction-diffusion system with homogeneous Neumann boundary conditions. Some explicit and easily verifiable conditions are obtained for the global asymptotic stability of all forms of nonnegative semitrivial constant steady-state solutions. These conditions involve only the competing rate constants and are independent of the diffusion-convection and time delays. The result of global asymptotic stability implies the nonexistence of positive steady-state solutions, and gives some extinction results of the competing species in the ecological sense. The instability of the trivial steady-state solution is also shown.

A higher-order compact ADI method with monotone iterative procedure for systems of reaction-diffusion equations

This paper is concerned with an existing compact finite difference ADI method, published in the paper by Liao et al. (2002) [3], for solving systems of two-dimensional reaction-diffusion equations with nonlinear reaction terms. This method has an accuracy of fourth-order in space and second-order in time. The existence and uniqueness of its solution are investigated by the method of upper and lower solutions, without any monotone requirement on the nonlinear reaction terms. The convergence of the finite difference solution to the continuous solution is proved. An efficient monotone iterative algorithm is presented for solving the resulting discrete system, and some techniques for the construction of upper and lower solutions are discussed. An application using a model problem gives numerical results that demonstrate the high efficiency and advantages of the method.

A fourth-order compact finite difference method for nonlinear higher-order multi-point boundary value problems

A fourth-order compact finite difference method is proposed for a class of nonlinear 2nth-order multi-point boundary value problems. The multi-point boundary condition under consideration includes various commonly discussed boundary conditions, such as the three- or four-point boundary condition, (n+2)-point boundary condition and 2(n-m)-point boundary condition. The existence and uniqueness of the finite difference solution are investigated by the method of upper and lower solutions, without any monotone requirement on the nonlinear term. The convergence and the fourth-order accuracy of the method are proved. An efficient monotone iterative algorithm is developed for solving the resulting nonlinear finite difference systems. Various sufficient conditions for the construction of upper and lower solutions are obtained. Some applications and numerical results are given to demonstrate the high efficiency and advantages of this new approach.

Numerical methods for fourth-order elliptic equations with nonlocal boundary conditions

This paper is concerned with some numerical methods for a fourth-order semilinear elliptic boundary value problem with nonlocal boundary condition. The fourth-order equation is formulated as a coupled system of two second-order equations which are discretized by the finite difference method. Three monotone iterative schemes are presented for the coupled finite difference system using either an upper solution or a lower solution as the initial iteration. These sequences of monotone iterations, called maximal sequence and minimal sequence respectively, yield not only useful computational algorithms but also the existence of a maximal solution and a minimal solution of the finite difference system. Also given is a sufficient condition for the uniqueness of the solution. This uniqueness property and the monotone convergence of the maximal and minimal sequences lead to a reliable and easy to use error estimate for the computed solution. Moreover, the monotone convergence property of the maximal and minimal sequences is used to show the convergence of the maximal and minimal finite difference solutions to the corresponding maximal and minimal solutions of the original continuous system as the mesh size tends to zero. Three numerical examples with different types of nonlinear reaction functions are given. In each example, the true continuous solution is constructed and is used to compare with the computed solution to demonstrate the accuracy and reliability of the monotone iterative schemes.

A higher-order compact LOD method and its extrapolations for nonhomogeneous parabolic differential equations ☆

Abstract A higher-order compact locally one-dimensional (LOD) finite difference method for two-dimensional nonhomogeneous parabolic differential equations is proposed. The resulting scheme consists of two one-dimensional tridiagonal systems, and all computations are implemented completely in one spatial direction as for one-dimensional problems. The solvability and the stability of the scheme are proved almost unconditionally. The error estimates are obtained in the discrete H 1 , L 2 and L ∞ norms, and show that the proposed compact LOD method has the accuracy of the second-order in time and the fourth-order in space. Two Richardson extrapolation algorithms are presented to increase the accuracy to the fourth-order and the sixth-order in both time and space when the time step is proportional to the spatial mesh size. Numerical results demonstrate the accuracy of the compact LOD method and the high efficiency of its extrapolation algorithms.

A modified accelerated monotone iterative method for finite difference reaction-diffusion-convection equations

This paper is concerned with monotone algorithms for the finite difference solutions of a class of nonlinear reaction-diffusion-convection equations with nonlinear boundary conditions. A modified accelerated monotone iterative method is presented to solve the finite difference systems for both the time-dependent problem and its corresponding steady-state problem. This method leads to a simple and yet efficient linear iterative algorithm. It yields two sequences of iterations that converge monotonically from above and below, respectively, to a unique solution of the system. The monotone property of the iterations gives concurrently improving upper and lower bounds for the solution. It is shown that the rate of convergence for the sum of the two sequences is quadratic. Under an additional requirement, quadratic convergence is attained for one of these two sequences. In contrast with the existing accelerated monotone iterative methods, our new method avoids computing local maxima in the construction of these sequences. An application using a model problem gives numerical results that illustrate the effectiveness of the proposed method.

A compact LOD method and its extrapolation for two-dimensional modified anomalous fractional sub-diffusion equations

A Crank-Nicolson-type compact locally one-dimensional (LOD) finite difference method is proposed for a class of two-dimensional modified anomalous fractional sub-diffusion equations with two time Riemann-Liouville fractional derivatives of orders ( 1 - α ) and ( 1 - β ) ( 0 < α , β < 1 ) . The resulting scheme consists of simple tridiagonal systems and all computations are carried out completely in one spatial direction as for one-dimensional problems. This property evidently enhances the simplicity of programming and makes the computations more easy. The unconditional stability and convergence of the scheme are rigorously proved. The error estimates in the standard H 1 - and L 2 -norms and the weighted L ∞ -norm are obtained and show that the proposed compact LOD method has the accuracy of the order 2 min { α , β } in time and 4 in space. A Richardson extrapolation algorithm is presented to increase the temporal accuracy to the order min { α + β , 4 min { α , β } } if α ? β and min { 1 + α , 4 α } if α = β . A comparison study of the compact LOD method with the other existing methods is given to show its superiority. Numerical results confirm our theoretical analysis, and demonstrate the accuracy and the effectiveness of the compact LOD method and the extrapolation algorithm.

Maximum Norm Error Estimates of ADI Methods for a Two-Dimensional Fractional Subdiffusion Equation

This paper is concerned with two alternating direction implicit (ADI) finite difference methods for solving a two-dimensional fractional subdiffusion equation. An explicit error estimate for each of the two methods is provided in the discrete maximum norm. It is shown that the methods have the same order as their truncation errors with respect to the discrete maximum norm. Numerical results are given to confirm the theoretical analysis results.