We consider the second order nonlinear ordinary differential equation u″ (t) = u1+α (α > 0) with positive initial data u(0) = a0, u′(0) = a1, whose solution becomes unbounded in a finite time T. The finite time T is called the blow-up time. Since finite difference schemes with uniform meshes can not reproduce such a phenomenon well, adaptively-defined grids are applied. Convergence with mesh sizes of certain smallness has been considered before. However, more iterations are required to obtain an approximate blow-up time if smaller meshes are applied. As a consequence, we consider in this paper a finite difference scheme with a rather larger grid size and show the convergence of the numerical solution and the numerical blow-up time. Application to the nonlinear wave equation is also discussed.

In this paper, we consider a two-point boundary value problem with Caputo fractional derivative, where the second order derivative of the exact solution is unbounded. Based on the equivalent form of the main equation, a finite difference scheme is derived. The L∞ convergence of the difference system is discussed rigorously. The convergence rate in general improves previous results. Numerical examples are provided to demonstrate the theoretical results.

In this paper, we study the numerical solution of singularly perturbed time-dependent convection-diffusion problems. To solve these problems, the backward Euler method is first applied to discretize the time derivative on a uniform mesh, and the classical upwind finite difference scheme is used to approximate the spatial derivative on an arbitrary nonuniform grid. Then, in order to obtain an adaptive grid for all temporal levels, we construct a positive monitor function, which is similar to the arc-length monitor function. Furthermore, the ε-uniform convergence of the fully discrete scheme is derived for the numerical solution. Finally, some numerical results are given to support our theoretical results.

High-dimensional two-sided space fractional diffusion equations with variable diffusion coefficients are discussed. The problems can be solved by an implicit finite difference scheme that is proven to be uniquely solvable, unconditionally stable and first-order convergent in the infinity norm. A nonsingular multilevel circulant pre-conditoner is proposed to accelerate the convergence rate of the Krylov subspace linear system solver efficiently. The preconditoned matrix for fast convergence is a sum of the identity matrix, a matrix with small norm, and a matrix with low rank under certain conditions. Moreover, the preconditioner is practical, with an O(N logN) operation cost and O(N) memory requirement. Illustrative numerical examples are also presented.

A numerical comparison of finite difference (FD) and finite element (FE) methods for a stochastic ordinary differential equation is made. The stochastic ordinary differential equation is turned into a set of ordinary differential equations by applying polynomial chaos, and the FD and FE methods are then implemented. The resulting numerical solutions are all non-negative. When orthogonal polynomials are used for either continuous or discrete processes, numerical experiments also show that the FE method is more accurate and efficient than the FD method.

This paper presents two uniformly convergent numerical schemes for the two dimensional steady state discrete ordinates transport equation in the diffusive regime, which is valid up to the boundary and interface layers. A five-point node-centered and a four-point cell-centered tailored finite point schemes (TFPS) are introduced. The schemes first approximate the scattering coefficients and sources by piecewise constant functions and then use special solutions to the constant coefficient equation as local basis functions to formulate a discrete linear system. Numerically, both methods can not only capture the diffusion limit, but also exhibit uniform convergence in the diffusive regime, even with boundary layers. Numerical results show that the five-point scheme has first-order accuracy and the four-point scheme has second-order accuracy, uniformly with respect to the mean free path. Therefore a relatively coarse grid can be used to capture the two dimensional boundary and interface layers.

In this paper, a new numerical algorithm for solving the time fractional Fokker-Planck equation is proposed. The analysis of local truncation error and the stability of this method are investigated. Theoretical analysis and numerical experiments show that the proposed method has higher order of accuracy for solving the time fractional Fokker-Planck equation.

First introduced in, the lumped particle framework is a flexible and numerically efficient framework for the modelling of particle transport in fluid flow. In this paper, the framework is expanded to simulate multicomponent particle-laden fluid flow. This is accomplished by introducing simulation protocols to model particles over a wide range of length and time scales. Consequently, we present a time ordering scheme and an approximate approach for accelerating the computation of evolution of different particle constituents with large differences in physical scales. We apply the extended framework on the temporal evolution of three particle constituents in sandladen flow, and horizontal release of spherical particles. Furthermore, we evaluate the numerical error of the lumped particle model. In this context, we discuss the Velocity-Verlet numerical scheme, and show how to apply this to solving Newton’s equations within the framework. We show that the increased accuracy of the Velocity-Verlet scheme is not lost when applied to the lumped particle framework.

In this paper, we investigate the superconvergence results for optimal control problems governed by parabolic equations with semidiscrete mixed finite element approximation. We use the lowest order mixed finite element spaces to discrete the state and costate variables while use piecewise constant function to discrete the control variable. Superconvergence estimates for both the state variable and its gradient variable are obtained.

A quasi non-overlapping hybrid scheme that combines the finite-difference time-domain (FDTD) method and the finite-element time-domain (FETD) method with nonconforming meshes is developed for time-domain solutions of Maxwell’s equations. The FETD method uses mixed-order basis functions for electric and magnetic fields, while the FDTD method uses the traditional Yee’s grid; the two methods are joined by a buffer zone with the FETD method and the discontinuous Galerkin method is used for the domain decomposition in the FETD subdomains. The main features of this technique is that it allows non-conforming meshes and an arbitrary numbers of FETD and FDTD subdomains. The hybrid method is completely stable for the time steps up to the stability limit for the FDTD method and FETD method. Numerical results demonstrate the validity of this technique.

A modified Verlet method which involves a kind of mid-point rule is constructed and applied to the one-dimensional motion of elastic balls of finite size, falling under constant gravity in space and then under the chemical potential in the interface region of phase separation within a two-liquid film. When applied to the simulation of two balls falling under constant gravity in space, the new method is found to be computationally superior to the usual Verlet method and to Runge–Kutta methods, as it allows a larger time step for comparable accuracy. The main purpose of this paper is to develop an efficient numerical method to simulate balls in the interface region of phase separation within the two-liquid film, where the ball motion is coupled with two-phase flow. The two-phase flow in the film is described via shallow water equations, using an invariant finite difference scheme that accurately resolves the interface region. A larger time step in computing the ball motion, more comparable with the time step in computing the two-phase flow, is a significant advantage. The computational efficiency of the new method in the coupled problem is demonstrated for the case of four elastic balls in the two-liquid film.