We propose the multiplicative explicit Euler, multiplicative implicit Euler, and multiplicative Crank-Nicolson algorithms for the numerical solutions of the multiplicative partial differential equation. We also consider the truncation error estimation for the numerical methods. The stability of the algorithms is analyzed by using the matrix form. The result reveals that the proposed numerical methods are effective and convenient.
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This article presents a new method of solving partial differential equations. The method is an improvement of the previously reported compact finite difference quasilinearization method (CFDQLM) which is a combination of compact finite difference schemes and quasilinearization techniques. Previous applications of compact finite difference (FD) schemes when solving parabolic partial differential equations has been solely on discretizing the spatial variables and another numerical technique used to discretize temporal variables. In this work we attempt, for the first time, to use the compact FD schemes in both space and time. This ensures that the rich benefits of the compact FD schemes are carried over to the time variable as well, which improves the overall accuracy of the method. The proposed method is tested on four nonlinear evolution equations. The method produced highly accurate results which are portrayed in tables and graphs.
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We consider the accuracy of two finite difference schemes proposed recently in [Roy S., Vasudeva Murthy A.S., Kudenatti R.B., A numerical method for the hyperbolic-heat conduction equation based on multiple scale technique, Appl. Numer. Math., 2009, 59(6), 1419–1430], and [Mickens R.E., Jordan P.M., A positivity-preserving nonstandard finite difference scheme for the damped wave equation, Numer. Methods Partial Differential Equations, 2004, 20(5), 639–649] to solve an initial-boundary value problem for hyperbolic heat transfer equation. New stability and approximation error estimates are proved and it is noted that some statements given in the above papers should be modified and improved. Finally, two robust finite difference schemes are proposed, that can be used for both, the hyperbolic and parabolic heat transfer equations. Results of numerical experiments are presented.
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An implicit-explicit (IMEX) method is developed for the numerical solution of reaction-diffusion equations with pure Neumann boundary conditions. The corresponding method of lines scheme with finite differences is analyzed: explicit conditions are given for its convergence in the ‖·‖∞ norm. The results are applied to a model for determining the overpotential in a proton exchange membrane (PEM) fuel cell.
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A family of nonlinear conservative finite difference schemes for the multidimensional Boussinesq Paradigm Equation is considered. A second order of convergence and a preservation of the discrete energy for this approach are proved. Existence and boundedness of the discrete solution on an appropriate time interval are established. The schemes have been numerically tested on the models of the propagation of a soliton and the interaction of two solitons. The numerical experiments demonstrate that the proposed family of schemes is about two times more accurate than the family of schemes studied in [Kolkovska N., Two families of finite difference schemes for multidimensional Boussinesq paradigm equation, In: Application of Mathematics in Technical and Natural Sciences, Sozopol, June 21–26, 2010, AIP Conf. Proc., 1301, American Institute of Physics, Melville, 2010, 395–403].
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For the Maxwell equations in time-dependent media only finite difference schemes with time-dependent conductivity are known. In this paper we present a numerical scheme based on the Magnus expansion and operator splitting that can handle time-dependent permeability and permittivity too. We demonstrate our results with numerical tests.
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Considering the features of the fractional Klein-Kramers equation (FKKE) in phase space, only the unilateral boundary condition in position direction is needed, which is different from the bilateral boundary conditions in [Cartling B., Kinetics of activated processes from nonstationary solutions of the Fokker-Planck equation for a bistable potential, J. Chem. Phys., 1987, 87(5), 2638–2648] and [Deng W., Li C., Finite difference methods and their physical constrains for the fractional Klein-Kramers equation, Numer. Methods Partial Differential Equations, 2011, 27(6), 1561–1583]. In the paper, a finite difference scheme is constructed, where temporal fractional derivatives are approximated using L1 discretization. The advantages of the scheme are: for every temporal level it can be dealt with from one side to the other one in position direction, and for any fixed position only a tri-diagonal system of linear algebraic equations needs to be solved. The computational amount reduces compared with the ADI scheme in [Cartling B., Kinetics of activated processes from nonstationary solutions of the Fokker-Planck equation for a bistable potential, J. Chem. Phys., 1987, 87(5), 2638–2648] and the five-point scheme in [Deng W., Li C., Finite difference methods and their physical constrains for the fractional Klein-Kramers equation, Numer. Methods Partial Differential Equations, 2011, 27(6), 1561–1583]. The stability and convergence are proved and two examples are included to show the accuracy and effectiveness of the method.
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We rigorously derive energy estimates for the second order vector wave equation with gauge condition for the electric field with non-constant electric permittivity function. This equation is used in the stabilized Domain Decomposition Finite Element/Finite Difference approach for time-dependent Maxwell’s system. Our numerical experiments illustrate efficiency of the modified hybrid scheme in two and three space dimensions when the method is applied for generation of backscattering data in the reconstruction of the electric permittivity function.
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In this paper, we examine a particular class of singularly perturbed convection-diffusion problems with a discontinuous coefficient of the convective term. The presence of a discontinuous convective coefficient generates a solution which mimics flow moving in opposing directions either side of some flow source. A particular transmission condition is imposed to ensure that the differential operator is stable. A piecewise-uniform Shishkin mesh is combined with a monotone finite difference operator to construct a parameter-uniform numerical method for this class of singularly perturbed problems.
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The Poisson-Boltzmann (PB) model is an effective approach for the electrostatics analysis of solvated biomolecules. The nonlinearity associated with the PB equation is critical when the underlying electrostatic potential is strong, but is extremely difficult to solve numerically. In this paper, we construct two operator splitting alternating direction implicit (ADI) schemes to efficiently and stably solve the nonlinear PB equation in a pseudo-transient continuation approach. The operator splitting framework enables an analytical integration of the nonlinear term that suppresses the nonlinear instability. A standard finite difference scheme weighted by piecewise dielectric constants varying across the molecular surface is employed to discretize the nonhomogeneous diffusion term of the nonlinear PB equation, and yields tridiagonal matrices in the Douglas and Douglas-Rachford type ADI schemes. The proposed time splitting ADI schemes are different from all existing pseudo-transient continuation approaches for solving the classical nonlinear PB equation in the sense that they are fully implicit. In a numerical benchmark example, the steady state solutions of the fully-implicit ADI schemes based on different initial values all converge to the time invariant analytical solution, while those of the explicit Euler and semi-implicit ADI schemes blow up when the magnitude of the initial solution is large. For the solvation analysis in applications to real biomolecules with various sizes, the time stability of the proposed ADI schemes can be maintained even using very large time increments, demonstrating the efficiency and stability of the present methods for biomolecular simulation.
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The properties of iterative splitting with two bounded linear operators have been analyzed by Faragó et al. For more than two operators, iterative splitting can be defined in many different ways. A large class of the possible extensions to this case is presented in this paper and the order of accuracy of these methods are examined. A separate section is devoted to the discussion of two of these methods to illustrate how this class of possible methods can be classified with respect to the order of accuracy.
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Control of quantum systems is central in a variety of present and perspective applications ranging from quantum optics and quantum chemistry to semiconductor nanostructures, including the emerging fields of quantum computation and quantum communication. In this paper, a review of recent developments in the field of optimal control of quantum systems is given with a focus on adjoint methods and their numerical implementation. In addition, the issues of exact controllability and optimal control are discussed for finite- and infinitedimensional quantum systems. Some insight is provided considering ’two-level’ models. This work is completed with an outlook to future developments.
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