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New family of linearly implicit schemes are presented. This family allows to obtain methods which are equivalent to stiffly accurate implicit Runge–Kutta schemes (such as RadauIIA and LobattoIIIC) on nonautonomous linear problems. Notion of LN-equivalence of schemes is introduced. Order conditions and stability conditions of such methods are obtained with the use of media for computer symbolic calculations. Some examples of new schemes have been constructed. Numerical studying of new method have been done with the use of classical tests for stiff problems.

Currently, different nonlinear numerical schemes of the spatial approximation are used in numerical simulation of boundary value problems for hyperbolic systems of partial differential equations (e. g. gas dynamics equations, MHD, deformable rigid body, etc.). This is due to the need to improve the order of accuracy and perform simulation of discontinuous solutions that are often occurring in such systems. The need for non-linear schemes is followed from the barrier theorem of S. K. Godunov that states the impossibility of constructing a linear scheme for monotone approximation of such equations with approximation order two or greater. One of the most accurate non-linear type schemes are ENO (essentially non oscillating) and their modifications, including WENO (weighted, essentially non oscillating) scemes. The last received the most widespread, since the same stencil width has a higher order of approximation than the ENO scheme. The benefit of ENO and WENO schemes is the ability to maintain a high-order approximation to the areas of non-monotonic solutions. The main difficulty of the analysis of such schemes comes from the fact that they themselves are nonlinear and are used to approximate the nonlinear equations. In particular, the linear stability condition was obtained earlier only for WENO5 scheme (fifth-order approximation on smooth solutions) and it is a numerical one. In this paper we consider the problem of construction and stability for WENO5, WENO7, WENO9, WENO11, and WENO13 finite volume schemes for the Hopf equation. In the first part of this article we discuss WENO methods in general, and give the explicit expressions for the coefficients of the polynomial weights and linear combinations required to build these schemes. We prove a series of assertions that can make conclusions about the order of approximation depending on the type of local solutions. Stability analysis is carried out on the basis of the principle of frozen coefficients. The cases of a smooth and discontinuous behavior of solutions in the field of linearization with frozen coefficients on the faces of the final volume and spectra of the schemes are analyzed for these cases. We prove the linear stability conditions for a variety of Runge-Kutta methods applied to WENO schemes. As a result, our research provides guidance on choosing the best possible stability parameter, which has the smallest effect on the nonlinear properties of the schemes. The convergence of the schemes is followed from the analysis.

The basic subset of two-stage Rosenbrock schemes with complex coefficients for numerical solution of autonomous systems of ordinary differential equations (ODE) has been considered. Numerical realization of such schemes requires one LU-decomposition, two computations of right side function and one computation of Jacoby matrix of the system per one step. The full theoretical investigation of accuracy and stability of such schemes have been done. New A-stable methods of the 3-rd order of accuracy with different properties have been constructed. There are high order L-decremented schemes as well as schemes with simple estimation of the main term of truncation error which is necessary for automatic evaluation of time step. Testing of new methods has been performed.

The paper considers the problem of increasing the approximation order of transparent boundary conditions for the wave equation while using finite difference schemes up to the sixth order of accuracy in space. As an example, the problem of wave propagation in a semi-infinite rectangular waveguide is formulated. Computationally efficient and highly accurate formulas for discretizing operator of transparent boundary conditions are proposed. Numerical results confirm the accuracy and stability of the obtained difference algorithms.

The paper studies a multidimensional convection-diffusion equation with variable coefficients and a nonclassical boundary condition. Two cases are considered: in the first case, the first boundary condition contains the integral of the unknown function with respect to the integration variable $x_\alpha^{}$, and in the second case, the integral of the unknown function with respect to the integration variable $\tau$, denoting the memory effect. Similar problems arise when studying the transport of impurities along the riverbed. For an approximate solution of the problem posed, a locally one-dimensional difference scheme by A.A. Samarskii with order of approximation $O(h^2+\tau)$. In view of the fact that the equation contains the first derivative of the unknown function with respect to the spatial variable $x_\alpha^{}$, the wellknown method proposed by A.A. Samarskii in constructing a monotonic scheme of the second order of accuracy in $h_\alpha^{}$ for a general parabolic type equation containing one-sided derivatives taking into account the sign of $r_\alpha^{}(x,t)$. To increase the boundary conditions of the third kind to the second order of accuracy in $h_\alpha^{}$, we used the equation, on the assumption that it is also valid at the boundaries. The study of the uniqueness and stability of the solution was carried out using the method of energy inequalities. A priori estimates are obtained for the solution of the difference problem in the $L_2^{}$-norm, which implies the uniqueness of the solution, the continuous and uniform dependence of the solution of the difference problem on the input data, and the convergence of the solution of the locally onedimensional difference scheme to the solution of the original differential problem in the $L_2^{}$-norm with speed equal to the order of approximation of the difference scheme. For a two-dimensional problem, a numerical solution algorithm is constructed.

Stability of finite difference schemes of lattice Boltzmann method for modelling of 1D diffusion for cases of D1Q2 and D1Q3 lattices is investigated. Finite difference schemes are constructed for the system of linear Bhatnagar–Gross–Krook (BGK) kinetic equations on single particle distribution functions. Brief review of articles of other authors is realized. With application of multiscale expansion by Chapman–Enskog method it is demonstrated that system of BGK kinetic equations at small Knudsen number is transformated to scalar linear diffusion equation. The solution of linear diffusion equation is obtained as a sum of single particle distribution functions. The method of linear travelling wave propagation is used to show the unconditional asymptotic stability of the solution of Cauchy problem for the system of BGK equations at all values of relaxation time. Stability of the scheme for D1Q2 lattice is demonstrated by the method of differential approximation. Stability condition is written in form of the inequality on values of relaxation time. The possibility of the reduction of stability analysis of the schemes for BGK equations to the analysis of special schemes for diffusion equation for the case of D1Q3 lattice is investigated. Numerical stability investigation is realized by von Neumann method. Absolute values of the eigenvalues of the transition matrix are investigated in parameter space of the schemes. It is demonstrated that in wide range of the parameters changing the values of modulas of eigenvalues are lower than unity, so the scheme is stable with respect to initial conditions.

WENO schemes (weighted, essentially non oscillating) are currently having a wide range of applications as approximate high order schemes for discontinuous solutions of partial differential equations. These schemes are used for direct numerical simulation (DNS) and large eddy simmulation in the gas dynamic problems, problems for DNS in MHD and even neutron kinetics. This work is dedicated to clarify some characteristics of WENO schemes and numerical simulation of specific tasks. Results of the simulations can be used to clarify the field of application of these schemes. The first part of the work contained proofs of the approximation properties, stability and convergence of WENO5, WENO7, WENO9, WENO11 and WENO13 schemes. In the second part of the work the modified wave number analysis is conducted that allows to conclude the dispersion and dissipative properties of schemes. Further, a numerical simulation of a number of specific problems for hyperbolic equations is conducted, namely for advection equations (one-dimensional and two-dimensional), Hopf equation, Burgers equation (with low dissipation) and equations of non viscous gas dynamics (onedimensional and two-dimensional). For each problem that is implying a smooth solution, the practical calculation of the order of approximation via Runge method is performed. The influence of a time step on nonlinear properties of the schemes is analyzed experimentally in all problems and cross checked with the first part of the paper. In particular, the advection equations of a discontinuous function and Hopf equations show that the failure of the recommendations from the first part of the paper leads first to an increase in total variation of the solution and then the approximation is decreased by the non-linear dissipative mechanics of the schemes. Dissipation of randomly distributed initial conditions in a periodic domain for one-dimensional Burgers equation is conducted and a comparison with the spectral method is performed. It is concluded that the WENO7–WENO13 schemes are suitable for direct numerical simulation of turbulence. At the end we demonstrate the possibility of the schemes to be used in solution of initial-boundary value problems for equations of non viscous gas dynamics: Rayleigh–Taylor instability and the reflection of the shock wave from a wedge with the formation a complex configuration of shock waves and discontinuities.

The system of linear hyperbolic kinetic equations with the relaxation term of Bhatnagar–Gross–Krook type for modelling of linear diffusion processes by the lattice Boltzmann method is considered. The coefficients of the equations depend on the discrete velocities from the pattern in velocity space. The system may be considered as an alternative mathematical model of the linear diffusion process. The cases of widely-used patterns on speed variables are considered. The case of parametric coefficients takes into account. By application of the method of Chapman–Enskog asymptotic expansion it is obtained, that the system may be reduced to the linear diffusion equation. The expression of the diffusion coefficient is obtained. As a result of the analysis of this expression, the existence of numerical diffusion in solutions obtained by application of lattice Boltzmann equations is demonstrated. Stability analysis is based on the investigation of wave modes defined by the solutions of hyperbolic system. In the cases of some one-dimensional patterns stability analysis may be realized analytically. In other cases the algorithm of numerical stability investigation is proposed. As a result of the numerical investigation stability of the solutions is shown for a wide range of input parameters. The sufficiency of the positivity of the relaxation parameter for the stability of solutions is demonstrated. The dispersion of the solutions, which is not realized for a linear diffusion equation, is demonstrated analytically and numerically for a wide range of the parameters. But the dispersive wave modes can be damped as an asymptotically stable solutions and the behavior of the solution is similar to the solution of linear diffusion equation. Numerical schemes, obtained from the proposed systems by various discretization techniques may be considered as a tool for computer modelling of diffusion processes, or as a solver for stationary problems and in applications of the splitting lattice Boltzmann method. Obtained results may be used for the comparison of the theoretical properties of the difference schemes of the lattice Boltzmann method for modelling of linear diffusion.

In this article, a meshfree-spectral method for numerical investigation of dynamics of planar geophysical flows is proposed. We investigate inviscid incompressible fluid flows with the presence of planetary rotation. Mathematically this problem is described by the non-steady system of two partial differential equations in terms of stream and vorticity functions with different boundary conditions (closed flow region and periodic conditions). The proposed method is based on several assumptions. First of all, the vorticity field is given by its values on the set of particles. The function of vorticity distribution is approximated by piecewise cubic polynomials. Coefficients of polynomials are found by least squares method. The stream function is calculated by using the spectral global Bubnov –Galerkin method at each time step.

The dynamics of fluid particles is calculated by pseudo-symplectic Runge –Kutta method. A detailed version of the method for periodic boundary conditions is described in this article for the first time. The adequacy of numerical scheme was examined on test examples. The dynamics of the configuration of four identical circular vortex patches with constant vorticity located at the vertices of a square with a center at the pole is investigated by numerical experiments. The effect of planetary rotation and the radius of patches on the dynamics and formation of vortex structures is studied. It is shown that, depending on the direction of rotation, the Coriolis force can enhance or slow down the processes of interaction and mixing of the distributed vortices. At large radii the vortex structure does not stabilize.