Solving the difference initial-boundary value problems by the operator exponential method

In this article we discuss the numerical analysis for the finite difference scheme of the one-dimensional nonlinear wave equations with dynamic boundary conditions. From the viewpoint of the discrete variational derivative method we propose the derivation of the structure-preserving finite difference schemes of the problem which covers a variety of equations as widely as possible. Next, we focus our attention on the semilinear wave equation, and show the existence and uniquen...

We introduce a new class of arbitrary-order exponential time differencing methods based on spectral deferred correction (ETDSDC) and describe a simple procedure for initializing the requisite matrix functions. We compare the stability and accuracy properties of our ETDSDC meth- ods to those of an existing implicit-explicit spectral deferred correction scheme (IMEXSDC). We find that ETDSDC methods have larger accuracy regions and comparable stability regions. We conduct numeri...

In this paper we implement the Darboux transformation, as well as an analogue of Crum's theorem, for a discrete version of Schr\"odinger equation. The technique is based on the use of first order operators intertwining two difference operators of second order. This method, which has been applied successfully for differential cases, leads also to interesting non trivial results in the discrete case. The technique allows us to construct the solutions for a wide class of differe...

In the paper we present a functional-discrete method for solving Sturm-Liouville problems with potential including function from L_{1}(0,1) and \delta-function. For both, linear and nonlinear cases the sufficient conditions providing superexponential convergence rate of the method are obtained. The question of possible software implementation of the method is discussed in detail. The theoretical results are successfully confirmed by the numerical example included in the paper...

I offer a simple and useful formula for the resolvent of a small rank perturbation of large matrices. I discuss applications of this formula, in particular, to analytical and numerical solving of difference boundary value problems. I present examples connected with such problems for the difference Laplacian and estimate numerical efficiency of the corresponding algorithms.

In this paper, we consider the problem of constructing new optimal explicit and implicit Adams-type difference formulas for finding an approximate solution to the Cauchy problem for an ordinary differential equation in a Hilbert space. In this work, I minimize the norm of the error functional of the difference formula with respect to the coefficients, we obtain a system of linear algebraic equations for the coefficients of the difference formulas. This system of equations is ...

Stable computational algorithms for the approximate solution of the Cauchy problem for nonstationary problems are based on implicit time approximations. Computational costs for boundary value problems for systems of coupled multidimensional equations can be reduced by additive decomposition of the problem operator(s) and composition of the approximate solution using particular explicit-implicit time approximations. Such a technique is currently applied in conditions where the...

In this paper, the initial and boundary problem of the difference equation which is a discretization of the semi-linear heat equation. The difference equation derived by discretizing the semi-linear heat equation has solutions which show characteristics corresponding to the characteristics of the blow-up solutions for the original equation. The initial and boundary problem for the original equation has blow-up solutions when a certain condition is met. We prove that when a si...

We consider general difference equations $u_{n+1} = F(u)_n$ for $n \in \mathbb{Z}$ on exponentially weighted $\ell_2$ spaces of two-sided Hilbert space valued sequences $u$ and discuss initial value problems. As an application of the Hilbert space approach, we characterize exponential stability of linear equations and prove a stable manifold theorem for causal nonlinear difference equations.

We offer several perspectives on the behavior at infinity of solutions of discrete Schroedinger equations. First we study pairs of discrete Schroedinger equations whose potential functions differ by a quantity that can be considered small in a suitable sense as the index n \rightarrow \infty. With simple assumptions on the growth rate of the solutions of the original system, we show that the perturbed system has a fundamental set of solutions with the same behavior at infinit...