几类偏微分方程的高阶差分要领.pdfVIP

南京航空航天大学 摘 要 本文对几类偏微分方程分别提出了高阶精度的差分格式。 文章的第一部分对一维Burgers 方程的初边值问题基于Cole-Hopf 变换，提出了紧差分格 式，理论结果表明该格式具有四阶数值精度，并且无条件稳定。通过数值试验对差分格式的计 算效果和收敛阶数进行了验证。 文章的第二部分对 Burgers-Fisher 方程的初值问题构造了具有二阶精度的三层显式差分 格式，该格式比现有的非标准差分格式具有更高的精度和更为宽松的稳定性条件，可以采取较 大的时间步长进行计算，从而节省运算时间。数值试验表明了本文格式具有很好的的稳定性和 高效性。 文章的第三部分对二维热传导方程Neumann 边界条件下的非局部边界问题提出了紧交替方 向差分格式，并且利用矩阵Kronecker 张量积的性质证明了格式的唯一可解性和无条件稳定性， 数值试验很好地验证了差分格式的收敛阶。 关键词： Burgers 方程，Cole-Hopf 变换，紧差分格式，Burgers-Fisher 方程，三层差分格 式，二维热传导方程，非局部边界条件，Kronecker 乘积。 i 几类偏微分方程的高阶差分格式 ABSTRACT High order difference schemes for several partial differential equations are presented in this paper. In chapter 1, a compact difference method for one dimensional Burgers’ equation is given based on Cole-Hopf transformation. The theoretical analysis shows that the proposed method is unconditionally stable and fourth order accurate in space and second order accurate in time. The numerical results obtained by the present method have been compared with exact solution; this method is especially effective for small coefficient valve of the kinematics viscosity. In chapter 2, a three level explicit finite difference method for solving initial value problem of Burgers-Fisher equation is presented. Priori estimates and stability analysis for numerical solution are discussed. Numerical results demonstrate that this method is efficient and stable. In chapter 3, we give a compact difference method for a non-local problem of two dimensional heat equation with Neumann boundary conditions; this method is unconditionally stable and has fourth order accurate in