On the properties of numerical solutions of dynamical systems obtained using the midpoint method

2019 ◽  
Vol 27 (3) ◽  
pp. 242-262
Author(s):  
Vladimir P. Gerdt ◽  
Mikhail D. Malykh ◽  
Leonid A. Sevastianov ◽  
Yu Ying

The article considers the midpoint scheme as a finite-difference scheme for a dynamical system of the form

2019 ◽  
Vol 27 (3) ◽  
pp. 242-262
Author(s):  
Vladimir P. Gerdt ◽  
Mikhail D. Malykh ◽  
Leonid A. Sevastianov ◽  
Yu Ying

The article considers the midpoint scheme as a finite-difference scheme for a dynamical system of the form


2011 ◽  
Vol 2011 ◽  
pp. 1-16 ◽  
Author(s):  
Jinsong Hu ◽  
Bing Hu ◽  
Youcai Xu

We study the initial-boundary problem of dissipative symmetric regularized long wave equations with damping term. Crank-Nicolson nonlinear-implicit finite difference scheme is designed. Existence and uniqueness of numerical solutions are derived. It is proved that the finite difference scheme is of second-order convergence and unconditionally stable by the discrete energy method. Numerical simulations verify the theoretical analysis.


2012 ◽  
Vol 2012 ◽  
pp. 1-13 ◽  
Author(s):  
Qiaojie Li ◽  
Zhoushun Zheng ◽  
Shuang Wang ◽  
Jiankang Liu

An explicit finite difference scheme for one-dimensional Burgers equation is derived from the lattice Boltzmann method. The system of the lattice Boltzmann equations for the distribution of the fictitious particles is rewritten as a three-level finite difference equation. The scheme is monotonic and satisfies maximum value principle; therefore, the stability is proved. Numerical solutions have been compared with the exact solutions reported in previous studies. TheL2, L∞and Root-Mean-Square (RMS) errors in the solutions show that the scheme is accurate and effective.


2009 ◽  
Vol 14 (1) ◽  
pp. 109-126 ◽  
Author(s):  
Vyacheslav A. Trofimov ◽  
Nikolai Peskov

A conservative finite‐difference scheme for numerical solution of the Gross‐Pitaevskii equation is proposed. The scheme preserves three invariants of the problem: the L 2 norm of the solution, the impulse functional, and the energy functional. The advantages of the scheme are demonstrated via several numerical examples in comparison with some other well‐known and widely used methods. The paper is organized as follows. In Section 2 we consider three main conservation laws of GPE and derive the evolution equations for first and second moments of a solution of GPE. In Section 3 we define the conservative finite‐difference scheme and prove the discrete analogs of conservation laws. The remainder of Section 3 consists of a brief description of other finite‐difference schemes, which will be compared with the conservative scheme. Section 4 presents the results of numerical solutions of three typical problems related to GPE, obtained by different methods. Comparison of the results confirms the advantages of conservative scheme. And finally we summarize our conclusions in Section 5.


1993 ◽  
Vol 01 (01) ◽  
pp. 1-30 ◽  
Author(s):  
CHRISTOPHER K. W. TAM ◽  
JAY C. WEBB ◽  
ZHONG DONG

It is shown by using a Dispersion-Relation-Preserving [Formula: see text] finite difference scheme that it is feasible to perform direct numerical simulation of acoustic wave propagation problems. The finite difference equations of the [Formula: see text] scheme have essentially the same Fourier-Laplace transforms and hence dispersion relations as the original linearized Euler equations over a broad range of wavenumbers (here referred to as long waves). Thus it is guaranteed that the acoustic waves, the entropy and the vorticity waves computed by the [Formula: see text] scheme are good approximations of those of the exact solutions of Euler equations as long as the wavenumbers are in the long wave range. Computed waves with higher wavenumber, or the short waves, generally have totally different propagation characteristics. There are no counterparts of such waves in the exact solutions. The short waves of a computation scheme are, therefore, contaminants of the numerical solutions. The characteristics of these short waves are analyzed here by group velocity consideration and standard dispersive wave theory. Numerical results of direct simulations of these waves are reported. These waves can be generated by discontinuous initial conditions. To purge the short waves so as to improve the quality of the numerical solution, it is suggested that artificial selective damping terms be added to the finite difference scheme. It is shown how the coefficients of such damping terms may be chosen so that damping is confined primarily to the high wavenumber range. This is important for then only the short waves are damped leaving the long waves basically unaffected. The effectiveness of the artificial selective damping terms is demonstrated by direct numerical simulations involving acoustic wave pulses with discontinuous wave fronts.


2019 ◽  
Vol 61 (02) ◽  
pp. 204-232
Author(s):  
JIN CUI ◽  
WENJUN CAI ◽  
CHAOLONG JIANG ◽  
YUSHUN WANG

A new linear and conservative finite difference scheme which preserves discrete mass and energy is developed for the two-dimensional Gross–Pitaevskii equation with angular momentum rotation. In addition to the energy estimate method and mathematical induction, we use the lifting technique as well as some well-known inequalities to establish the optimal $H^{1}$ -error estimate for the proposed scheme with no restrictions on the grid ratio. Unlike the existing numerical solutions which are of second-order accuracy at the most, the convergence rate of the numerical solution is proved to be of order $O(h^{4}+\unicode[STIX]{x1D70F}^{2})$ with time step $\unicode[STIX]{x1D70F}$ and mesh size $h$ . Numerical experiments have been carried out to show the efficiency and accuracy of our new method.


2017 ◽  
Vol 10 (07) ◽  
pp. 1750103 ◽  
Author(s):  
S. Singh ◽  
S. Saha Ray

In this paper, numerical solutions of the stochastic Fisher equation have been obtained by using a semi-implicit finite difference scheme. The samples for the Wiener process have been obtained from cylindrical Wiener process and Q-Wiener process. Stability and convergence of the proposed finite difference scheme have been discussed scrupulously. The sample paths obtained from cylindrical Wiener process and Q-Wiener process have also been shown graphically.


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