scholarly journals An Efficient Compact Difference Method for Temporal Fractional Subdiffusion Equations

2019 ◽  
Vol 2019 ◽  
pp. 1-9 ◽  
Author(s):  
Lei Ren ◽  
Lei Liu
Keyword(s):  
Finite Difference ◽  
Fourth Order ◽  
Difference Method ◽  
Second Order ◽  
Finite Difference Approximation ◽  
Difference Approximation ◽  
Approximation Formula ◽  
Discrete Energy ◽  
Compact Finite Difference ◽  
Second Order In Time

In this paper, a high-order compact finite difference method is proposed for a class of temporal fractional subdiffusion equation. A numerical scheme for the equation has been derived to obtain 2-α in time and fourth-order in space. We improve the results by constructing a compact scheme of second-order in time while keeping fourth-order in space. Based on the L2-1σ approximation formula and a fourth-order compact finite difference approximation, the stability of the constructed scheme and its convergence of second-order in time and fourth-order in space are rigorously proved using a discrete energy analysis method. Applications using two model problems demonstrate the theoretical results.

scholarly journals Numerical Computation and Stability Analysis for the Fractional Subdiffusions with Spatial Variable Coefficients

2019 ◽  
Vol 2019 ◽  
pp. 1-14 ◽  
Author(s):  
Lei Ren
Keyword(s):  
Finite Difference ◽  
Finite Difference Method ◽  
Fourth Order ◽  
Difference Method ◽  
Variable Coefficients ◽  
Finite Difference Approximation ◽  
Difference Approximation ◽  
Approximation Formula ◽  
Compact Finite Difference ◽  
Compact Finite Difference Method

In this paper, we propose an efficient compact finite difference method for a class of time-fractional subdiffusion equations with spatially variable coefficients. Based on the L2-1σ approximation formula of the time-fractional derivative and a fourth-order compact finite difference approximation to the spatial derivative, an efficient compact finite difference method is developed. The local truncation error and the solvability of the developed method are discussed in detail. The unconditional stability of the resulting scheme and also its convergence of second-order in time and fourth-order in space are rigorously proved using a discrete energy analysis method. Numerical examples are provided to demonstrate the accuracy and the theoretical results.

Optimal Error Estimates of Compact Finite Difference Discretizations for the Schrödinger-Poisson System

2013 ◽  
Vol 13 (5) ◽  
pp. 1357-1388 ◽  
Author(s):  
Yong Zhang
Keyword(s):  
Finite Difference ◽  
Finite Difference Method ◽  
Error Estimates ◽  
Difference Method ◽  
Finite Difference Approximation ◽  
Difference Approximation ◽  
Optimal Error Estimates ◽  
Optimal Error ◽  
Compact Finite Difference ◽  
Compact Finite Difference Method

AbstractWe study compact finite difference methods for the Schrodinger-Poisson equation in a bounded domain and establish their optimal error estimates under proper regularity assumptions on wave function and external potential V(x). The Crank-Nicolson compact finite difference method and the semi-implicit compact finite difference method are both of order Ҩ(h4 + τ2) in discrete l2,H1 and l∞ norms with mesh size h and time step t. For the errors ofcompact finite difference approximation to the second derivative andPoisson potential are nonlocal, thus besides the standard energy method and mathematical induction method, the key technique in analysisis to estimate the nonlocal approximation errors in discrete l∞ and H1 norm by discrete maximum principle of elliptic equation and properties of some related matrix. Also some useful inequalities are established in this paper. Finally, extensive numerical re-sults are reported to support our error estimates of the numerical methods.

scholarly journals Stable and Efficient Modeling of Anelastic Attenuation in Seismic Wave Propagation

2012 ◽  
Vol 12 (1) ◽  
pp. 193-225 ◽  
Author(s):  
N. Anders Petersson ◽  
Björn Sjögreen
Keyword(s):  
Wave Equation ◽  
Finite Difference ◽  
Half Space ◽  
Material Model ◽  
Second Order ◽  
Finite Difference Approximation ◽  
Difference Approximation ◽  
Space Problem ◽  
Standard Linear Solid ◽  
Standard Linear

AbstractWe develop a stable finite difference approximation of the three-dimensional viscoelastic wave equation. The material model is a super-imposition of N standard linear solid mechanisms, which commonly is used in seismology to model a material with constant quality factor Q. The proposed scheme discretizes the governing equations in second order displacement formulation using 3N memory variables, making it significantly more memory efficient than the commonly used first order velocity-stress formulation. The new scheme is a generalization of our energy conserving finite difference scheme for the elastic wave equation in second order formulation [SIAM J. Numer. Anal., 45 (2007), pp. 1902-1936]. Our main result is a proof that the proposed discretization is energy stable, even in the case of variable material properties. The proof relies on the summation-by-parts property of the discretization. The new scheme is implemented with grid refinement with hanging nodes on the interface. Numerical experiments verify the accuracy and stability of the new scheme. Semi-analytical solutions for a half-space problem and the LOH.3 layer over half-space problem are used to demonstrate how the number of viscoelastic mechanisms and the grid resolution influence the accuracy. We find that three standard linear solid mechanisms usually are sufficient to make the modeling error smaller than the discretization error.

scholarly journals A comparison of finite-difference and fourier method calculations of synthetic seismograms

1989 ◽  
Vol 79 (4) ◽  
pp. 1210-1230
Author(s):  
C. R. Daudt ◽  
L. W. Braile ◽  
R. L. Nowack ◽  
C. S. Chiang
Keyword(s):  
Finite Difference ◽  
Finite Difference Method ◽  
Group Velocity ◽  
Fourth Order ◽  
Difference Method ◽  
Fourier Method ◽  
Velocity Model ◽  
Second Order ◽  
Heterogeneous Model ◽  
Difference Calculation

Abstract The Fourier method, the second-order finite-difference method, and a fourth-order implicit finite-difference method have been tested using analytical phase and group velocity calculations, homogeneous velocity model calculations for disperson analysis, two-dimensional layered-interface calculations, comparisons with the Cagniard-de Hoop method, and calculations for a laterally heterogeneous model. Group velocity rather than phase velocity dispersion calculations are shown to be a more useful aid in predicting the frequency-dependent travel-time errors resulting from grid dispersion, and in establishing criteria for estimating equivalent accuracy between discrete grid methods. Comparison of the Fourier method with the Cagniard-de Hoop method showed that the Fourier method produced accurate seismic traces for a planar interface model even when a relatively coarse grid calculation was used. Computations using an IBM 3083 showed that Fourier method calculations using fourth-order time derivatives can be performed using as little as one-fourth the CPU time of an equivalent second-order finite-difference calculation. The Fourier method required a factor of 20 less computer storage than the equivalent second-order finite-difference calculation. The fourth-order finite-difference method required two-thirds the CPU time and a factor of 4 less computer storage than the second-order calculation. For comparison purposes, equivalent runs were determined by allowing a group velocity error tolerance of 2.5 per cent numerical dispersion for the maximum seismic frequency in each calculation. The Fourier method was also applied to a laterally heterogeneous model consisting of random velocity variations in the lower half-space. Seismograms for the random velocity model resulted in anticipated variations in amplitude with distance, particularly for refracted phases.

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