• Title/Summary/Keyword: Finite difference equation

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A FINITE DIFFERENCE SCHEME FOR RLW-BURGERS EQUATION

  • Zhao, Xiaohong;Li, Desheng;Shi, Deming
    • Journal of applied mathematics & informatics
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    • v.26 no.3_4
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    • pp.573-581
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    • 2008
  • In this paper, a finite difference method for a Cauchy problem of RLW-Burgers equation was considered. Although the equation is not energy conservation, we have given its the energy conservative finite difference scheme with condition. Convergence and stability of the difference solution were proved. Numerical results demonstrate that the method is efficient and reliable.

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A Generalized Finite Difference Method for Solving Fokker-Planck-Kolmogorov Equations

  • Zhao, Li;Yun, Gun Jin
    • International Journal of Aeronautical and Space Sciences
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    • v.18 no.4
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    • pp.816-826
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    • 2017
  • In this paper, a generalized discretization scheme is proposed that can derive general-order finite difference equations representing the joint probability density function of dynamic response of stochastic systems. The various order of finite difference equations are applied to solutions of the Fokker-Planck-Kolmogorov (FPK) equation. The finite difference equations derived by the proposed method can greatly increase accuracy even at the tail parts of the probability density function, giving accurate reliability estimations. Compared with exact solutions and finite element solutions, the generalized finite difference method showed increasing accuracy as the order increases. With the proposed method, it is allowed to use different orders and types (i.e. forward, central or backward) of discretization in the finite difference method to solve FPK and other partial differential equations in various engineering fields having requirements of accuracy or specific boundary conditions.

A LINEARIZED FINITE-DIFFERENCE SCHEME FOR THE NUMERICAL SOLUTION OF THE NONLINEAR CUBIC SCHRODINGER EQUATION

  • Bratsos, A.G.
    • Journal of applied mathematics & informatics
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    • v.8 no.3
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    • pp.683-691
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    • 2001
  • A linearized finite-difference scheme is used to transform the initial/boundary-value problem associated with the nonlinear Schrodinger equation into a linear algebraic system. This method is developed by replacing the time and the nonlinear term by an appropriate parametric linearized scheme based on Taylor’s expansion. The resulting finite-difference method is analysed for stability and convergence. The results of a number of numerical experiments for the single-soliton wave are given.

A FINITE DIFFERENCE APPROXIMATION OF A SINGULAR BOUNDARY VALUE PROBLEM

  • Lee, H.Y.;Ohm, M.R.;Shin, J.Y.
    • Bulletin of the Korean Mathematical Society
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    • v.35 no.3
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    • pp.473-484
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    • 1998
  • We consider a finite difference approximation to a singular boundary value problem arising in the study of a nonlinear circular membrane under normal pressure. It is proved that the rate of convergence is $O(h^2)$. To obtain the solution of the finite difference equation, an iterative scheme converging monotonically to the solution of the finite difference equation is introduced. And the numerical experiment of this method is given.

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L^INFINITY ERROR ESTIMATES FOR FINITE DIFFERENCE SCHEMES FOR GENERALIZED CAHN-HILLIARD AND KURAMOTO-SIVASHINSKY EQUATIONS

  • Choo, S.M.
    • Journal of applied mathematics & informatics
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    • v.23 no.1_2
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    • pp.571-579
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    • 2007
  • Finite difference schemes are considered for a generalization of the Cahn-Hilliard equation with Neumann boundary conditions and the Kuramoto-Sivashinsky equation with a periodic boundary condition, which is of the type $ut+\frac{{\partial}^2} {{\partial}x^2}\;g\;(u,\;u_x,\;u_{xx})=f(u,\;u_x,\;u_{xx})$. Stability and $L^{\infty}$ error estimates of approximate solutions for the corresponding schemes are obtained using the extended Lax-Richtmyer equivalence theorem.

A PARAMETRIC SCHEME FOR THE NUMERICAL SOLUTION OF THE BOUSSINESQ EQUATION

  • Bratsos, A.G.
    • Journal of applied mathematics & informatics
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    • v.8 no.1
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    • pp.45-57
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    • 2001
  • A parametric scheme is proposed for the numerical solution of the nonlinear Boussinesq equation. The numerical method is developed by approximating the time and the space partical derivatives by finite-difference re placements and the nonlinear term by an appropriate linearized scheme. The resulting finite-difference method is analyzed for local truncation error and stability. The results of a number of numerical experiments are given for both the single and the double-soliton wave. AMS Mathematics Subject Classification : 65J15, 47H17, 49D15.

ERROR ESTIMATES OF NONSTANDARD FINITE DIFFERENCE SCHEMES FOR GENERALIZED CAHN-HILLIARD AND KURAMOTO-SIVASHINSKY EQUATIONS

  • Choo, Sang-Mok;Chung, Sang-Kwon;Lee, Yoon-Ju
    • Journal of the Korean Mathematical Society
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    • v.42 no.6
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    • pp.1121-1136
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    • 2005
  • Nonstandard finite difference schemes are considered for a generalization of the Cahn-Hilliard equation with Neumann boundary conditions and the Kuramoto-Sivashinsky equation with periodic boundary conditions, which are of the type $$U_t\;+\;\frac{{\partial}^2}{{\partial}x^2} g(u,\;U_x,\;U_{xx})\;=\;\frac{{\partial}^{\alpha}}{{\partial}x^{\alpha}}f(u,\;u_x),\;{\alpha}\;=\;0,\;1,\;2$$. Stability and error estimate of approximate solutions for the corresponding schemes are obtained using the extended Lax-Richtmyer equivalence theorem. Three examples are provided to apply the nonstandard finite difference schemes.

Finite-element Method for Heat Transfer Problem in Hydrodynamic Lubrication

  • Kwang-June,Bai
    • Bulletin of the Society of Naval Architects of Korea
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    • v.19 no.4
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    • pp.19-29
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    • 1982
  • Galerkin's finite element method is applied to a two-dimensional heat convection-diffusion problem arising in the hydrodynamic lubrication of thrust bearings used in naval vessels. A parabolized thermal energy equation for the lubricant, and thermal diffusion equations for both bearing pad and the collar are treated together, with proper juncture conditions on the interface boundaries. it has been known that a numerical instability arises when the classical Galerkin's method, which is equivalent to a centered difference approximation, is applied to a parabolic-type partial differential equation. Probably the simplest remedy for this instability is to use a one-sided finite difference formula for the first derivative term in the finite difference method. However, in the present coupled heat convection-diffusion problem in which the governing equation is parabolized in a subdomain(Lubricant), uniformly stable numerical solutions for a wide range of the Peclet number are obtained in the numerical test based on Galerkin's classical finite element method. In the present numerical convergence errors in several error norms are presented in the first model problem. Additional numerical results for a more realistic bearing lubrication problem are presented for a second numerical model.

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Numerical analysis of FGM plates with variable thickness subjected to thermal buckling

  • Bouguenina, Otbi;Belakhdar, Khalil;Tounsi, Abdelouahed;Adda Bedia, El Abbes
    • Steel and Composite Structures
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    • v.19 no.3
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    • pp.679-695
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    • 2015
  • A numerical solution using finite difference method to evaluate the thermal buckling of simply supported FGM plate with variable thickness is presented in this research. First, the governing differential equation of thermal stability under uniform temperature through the plate thickness is derived. Then, the governing equation has been solved using finite difference method. After validating the presented numerical method with the analytical solution, the finite difference formulation has been extended in order to include variable thickness. The accuracy of the finite difference method for variable thickness plate has been also compared with the literature where a good agreement has been found. Furthermore, a parametric study has been conducted to analyze the effect of material and geometric parameters on the thermal buckling resistance of the FGM plates. It was found that the thickness variation affects isotropic plates a bit more than FGM plates.