Second-Order Convergence and Unconditional Stability on Crank-Nicolson Scheme for Burgers’ Equation

2013 ◽  
Vol 871 ◽  
pp. 15-20
Author(s):  
Quan Zheng ◽  
Lei Fan ◽  
Guan Ying Sun

In this paper, we study the numerical solution of one-dimensional Burgers equation with non-homogeneous Dirichlet boundary conditions. This nonlinear problem is converted into the linear heat equation with non-homogeneous Robin boundary conditions by Hopf-Cole transformation. The heat equation is discretized by Crank-Nicolson finite difference scheme, and the fourth-order difference schemes for the Robin conditions are combined with the Crank-Nicolson scheme at two endpoints. The proposed method is proved to be second-order convergent and unconditionally stable. The numerical example supports the theoretical results.

2017 ◽  
Vol 865 ◽  
pp. 233-238
Author(s):  
Quan Zheng ◽  
Yu Feng Liu

Burgers’ equation on an unbounded domain is an important mathematical model to treat with some external problems of fluid materials. In this paper, we study a FDM of Burgers’ equation using high-order artificial boundary conditions on the unbounded domain. First, the original problem is converted into the heat equation on an unbounded domain by Hopf-Cole transformation. Thus the difficulty of nonlinearity of Burgers’ equation is overcome. Second, high-order artificial boundary conditions are given by using Padé approximation and Laplace transformation. And the conditions confine the heat equation onto a bounded computational domain. Third, we prove the solutions of the resulting heat equation and Burgers’ equation are both stable. Fourth, we establish the FDM for Burgers’ equation on the bounded computational domain. Finally, a numerical example demonstrates the stability, the effectiveness and the second-order convergence of the proposed method.


2003 ◽  
Vol 2003 (43) ◽  
pp. 2735-2746 ◽  
Author(s):  
Ekaterina T. Kolkovska

We consider the one-dimensional Burgers equation perturbed by a white noise term with Dirichlet boundary conditions and a non-Lipschitz coefficient. We obtain existence of a weak solution proving tightness for a sequence of polygonal approximations for the equation and solving a martingale problem for the weak limit.


2021 ◽  
Vol 5 (4) ◽  
pp. 274
Author(s):  
Jinfeng Wang ◽  
Baoli Yin ◽  
Yang Liu ◽  
Hong Li ◽  
Zhichao Fang

In this article, a new mixed finite element (MFE) algorithm is presented and developed to find the numerical solution of a two-dimensional nonlinear fourth-order Riemann–Liouville fractional diffusion-wave equation. By introducing two auxiliary variables and using a particular technique, a new coupled system with three equations is constructed. Compared to the previous space–time high-order model, the derived system is a lower coupled equation with lower time derivatives and second-order space derivatives, which can be approximated by using many time discrete schemes. Here, the second-order Crank–Nicolson scheme with the modified L1-formula is used to approximate the time direction, while the space direction is approximated by the new MFE method. Analyses of the stability and optimal L2 error estimates are performed and the feasibility is validated by the calculated data.


2007 ◽  
Vol 57 (2) ◽  
Author(s):  
Peter Somora

AbstractWe consider a second order nonlinear differential equation with homogeneous Dirichlet boundary conditions. Using the root functions method we prove a relation between the number of zeros of some variational solutions and the number of solutions of our boundary value problem which follows into a lower bound of the number of its solutions.


2011 ◽  
Vol 141 (6) ◽  
pp. 1279-1294 ◽  
Author(s):  
Marius Ghergu

We study the elliptic system −Δu = δ(x)−avp in Ω, −Δv = δ(x)−buq in Ω, subject to homogeneous Dirichlet boundary conditions. Here, Ω ⊂ ℝN, N ≥ 1, is a smooth and bounded domain, δ(x) = dist(x, ∂Ω), a, b ≥ 0 and p, q ∈ ℝ satisfy pq > −1. The existence, non-existence and uniqueness of solutions are investigated in terms of a, b, p and q.


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