Journal of Information & Computational Science 7: 5 (2010) 10131021

Available at http://www.joics.com

An Improved Numerical Solution of Burgers Equation by

Cubic B-spline Quasi-interpolation ?
Ziwu Jiang ,

Renhong Wang

School of Mathematical Sciences, Dalian University of Technology, Dalian 116024, China

Abstract
In this paper, an improved numerical solution of the Burgers equation is presented based on the cubic
B-spline quasi-interpolation and the compact finite difference method. At first the cubic B-spline quasiinterpolation and the compact finite difference method are introduced. Moreover, the numerical scheme
is presented, by using the derivative of the quasi-interpolation to approximate the spatial derivative
and a two-order compact scheme to approximate the time derivative. The accuracy of our scheme is
demonstrated by two problems. The advantage of the resulting scheme is simple with better accuracy, so
it is easy to implement. The improved solution could be significant to the applications such as modeling
of gas dynamics and traffic flow.
Keywords: Burgers Equation; Compact Finite Difference Scheme; Cubic B-spline; Quasi-interpolation;
Gas Dynamics; Traffic Flow

Introduction

Burgers equation is given by

Ut + U Ux = Uxx ,

(1)

where > 0 is the coefficient of the kinematic viscosity, and subscripts x and t denote differentiation. Initial and boundary conditions are
U (x, 0) = f (x), 0 x 1,
U (0, t) = 1 , U (1, t) = 2 , t 0.

(2)
(3)

Burgers equation is a very important fluid dynamic model and the study of this model has been
considered by many authors both for conceptual understanding of physical flows and for testing
various numerical methods [1]. Burgers equation has been found applications in fields as gas
?

Project supported by the NSFC-Guangdong Joint Fund (No. U0935004), the NNSF of China (Nos. 10801024,
11071031, 11001037 and 10801024), and the Fundamental Research Funds for the Central Universities
(Nos. DUT10ZD112 and DUT10JS02).

Corresponding author.
Email address: zwjiang@yahoo.cn (Ziwu Jiang).

15487741/ Copyright 2010 Binary Information Press

May 2010

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Z. Jiang et al. /Journal of Information & Computational Science 7: 5 (2010) 10131021

dynamics, number theory, heat conduction, elasticity etc. Many problems can be modeled by it.
For example, the Burgers equation is a one-dimensional analogue of the Navier-Stokes equations,
nonlinear model of the incompressible momentum equations. Burgers equation is solved exactly
for an arbitrary initial and boundary conditions in [2, 3, 4, 5, 6]. These exact solutions are
impractical for the small values of viscosity constant due to slow convergence of serious solutions,
which was illustrated in the study of Miller [7]. Thus many numerical schemes are constructed
to get solutions of the Burgers equation for small values of viscosity constant which corresponds
to steep front in the propagation of dynamic wave forms.
As the piecewise polynomial, spline, especially B-spline, have become a fundamental tool for
numerical methods to get the solution of the differential equations. Spline solutions of the Burgers
equation are implemented in many studies. B-splines of various degrees in the collocation and
Galerkin methods are introduced for the numerical solutions of the Burgers equation in [8, 9, 10,
11, 12, 13, 14]. Hon and Mao [15] developed an efficient numerical scheme for Burgers equation
applying the multiquadric (MQ) radial basis function as a spatial approximation scheme and a
low order explicit finite difference method as a temporal approximation scheme. Compared with
[15], Chen and Wu [16] used the derivative of MQ quasi-interpolation instead of MQ interpolation
to approximate the spatial derivative. Zhu and Wang [21] adopted the same scheme used in [16]
except utilizing cubic B-spline quasi-interpolation as the spatial approximation approach.
From previous researches, we find that explicit one order forward difference is simple and
effective method for solving Burgers equation, however, the accuracy is low. In this paper, we
provide a numerical scheme to solve Burgers equation using the derivative of the cubic B-spline
quasi-interpolation to approximate the spatial derivative and employ the two-order compact finite
difference scheme as a approach to approximate the temporal derivative. In our method, the
accuracy of the approximation to temporal derivative is improved, so we can get high accuracy
numerical result.
The remainder of this paper is organized as follows: In Section 2, the univariate B-spline
quasi-interpolants were introduced. In Section 3, we present the numerical techniques using
cubic B-spline interpolation and the two-order compact finite difference scheme to solve Burgers
equation. In Section 4, computational results of the Burgers equation for two test problems are
illustrated and compared with those obtained with some previous results.

Univariate B-spline Quasi-interpolants

For I = [a, b], We denote by Sd (Xn ) the space of splines of degree d and C d1 on the uniform
partition Xn = {xi = a + ih, i = 0, , n} with meshlength h = ba
, where b = xn . Let the Bn
spline basis of Sd (Xn ) be {Bj , j J} with J = {1, 2, , n+d}, which can be computed by the de
Boor-Cox formula [18]. Here, we add multiple knots at the endpoints: a = xd = xd+1 = = x0
and b = xn = xn+1 = = xn+d .
Univariate B-spline quasi-interpolants (abbr. QIs) can be defined as operators of the form
X
L(f ) =
j Bj .
(4)
jJ

we denote by d theQ
space of polynomials of total
Qdegree at most d. In general, we impose that L
is exact on the space d , i.e. L(p) = p for all p d , then the approximation order of L is O(hd+1 )

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Z. Jiang et al. /Journal of Information & Computational Science 7: 5 (2010) 10131021

on smooth functions. In [19, 20], the coefficient j is a linear combination of discrete values of f
at some point in the neighborhood of supp(Bj ) = [xjd1 , xj ]. The main advantage of QIs is that
they have a direct construction without solving any system of linear equations. Since the cubic
spline has become the most commonly used spline, we use cubic B-spline quasi-interpolation in
this paper.
Let yi = f (xi ), i = 0, 1, , n. For the cubic B-spline quasi-interpolation
L(f ) =

n+3
X

j (f )Bj ,

j=1

the coefficients are listed as follows:

1 (f ) = y0

1
7y0 + 18y1 9y2 + 2y3 ,
18

1
j (f ) =
yj3 + 8yj2 yj1 , j = 3, , n + 1,
6

1
n+2 (f ) =
2yn3 9yn2 + 18yn1 + 7yn ,
18
n+3 (f ) = yn .
2 (f ) =

For f C 4 (I), we have the error estimate [20]

k f Lf k = O(h4 ).
Differentiating interpolation polynomials leads to classical finite differences for the approximate
computation of derivatives. Therefore, it seems natural to approximate derivatives P
of f by deriva0
3
0
tives of Lf up to the order h . We can evaluate the value of f at xi by (Lf ) = n+3
j=1 j (f )Bj .
We set
y = (y0 , y1 , , yn )T , y0 = (y00 , y10 , , yn0 )T , y00 = (y000 , y100 , , yn00 )T ,
where yj0 = (Lf )0 (xj ), yj00 = (Lf )00 (xj ), j = 0, 1, , n.
R(n+1)(n+1) is defined as follows:

11/6

1/3

1/12

D1 =

The derivation matrices D1 , D2

3/2

1/3

1/2

1/6

2/3
0
2/3 1/12
0

0
0

1/12 2/3
0
2/3 1/12
0
0

1/12 2/3
0
2/3 1/12
0

0
1/12 2/3
0
2/3 1/12

0
0
1/6
1
1/2
1/3
0

0
0
1/3 3/2
3
11/6

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Z. Jiang et al. /Journal of Information & Computational Science 7: 5 (2010) 10131021

1
2
1

1/6 5/3 3

0
1/6 5/3

D2 =

0
0

0
0

0
0
0

1
0
5/3
3

1/6
0
0
0

1/6
0

0
0

5/3 1/6
0
0

5/3
3 5/3 1/6
0

1/6 5/3 3 5/3 1/6

0
0
1
2
1
0
1
4
5
2

Then we obtain the differential formulas for cubic B-spline QI as

y0 =

1
1
D1 y, y00 = 2 D2 y.
h
h

(5)

Numerical Scheme Using Cubic B-spline Quasi-interpolant and the Compact Finite Difference Method

In this section, we present the numerical scheme for solving Burgers Eq. (1) based on the cubic
B-spline quasi-interpolation and the compact finite difference method.
Discretizing Burgerss equation
Ut + U Ux = Ux x,
in time with meshlength , we get
U (xj , tk+1 ) U (xj , tk )
e(xj , tk ) = U (xj , tk ) Ux (xj , tk ) + Uxx (xj , tk ).

where e(xj , tk ) is the truncation error given by

(6)

1
Utt (xj , tk ) + O( 2 )
(7)
2
We obtain the O( ) forward difference scheme when e(xj , tk ) is dropped from the formulation in
(6). If Utt (xj , tk ) in(7) is approximated to O( ), and retained in (6) then we would have a modified
scheme that is O( 2 ). To botain a two-order compact scheme, we approximate the derivatives on
the right side of equation (7) and include them in the discrete equation. Relation for Utt can be
constructed by differentiating (1) to get
Utt (xj , tk ) = Uxxt (xj , tk ) Ut (xj , tk ) Ux (xj , tk ) U (xj , tk ) Uxt (xj , tk ).
According to (8), we discretize Utt (xj , tk ) in the form

U (xj , tk+1 ) U (xj , tk )

Uxx (xj , tk+1 ) Uxx (xj , tk )
Ux (xj , tk )
Utt (xj , tk ) =

Ux (xj , tk+1 ) Ux (xj , tk )

U (xj , tk )
+ O( ).

(8)

(9)

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1017

We substitute (9) into (7), we get

1
Uxx (xj , tk+1 ) Uxx (xj , tk )
1
U (xj , tk+1 ) U (xj , tk )
e(xj , tk ) =
Ux (xj , tk )
2

1
Ux (xj , tk+1 ) Ux (xj , tk )
U (xj , tk )
+ O( 2 )
(10)
2

After some simplifications of (6) and (10), we can get our numerical scheme as follow
h
i

k+1
k+1
k
k

(U
)

1
+
(Uxx )k+1

(U
)
= (Uxx )kj Ujk .
x j
x j Uj
j
j
2
2
2
2

(11)

where Ujk U (xj , tk ). Then, we use the derivatives of the cubic B-spline quasi-interpolant

L U (xj , tk ) to approximate (Ux )kj and (Uxx )kj . To dump the dispersion of the scheme, we define
a switch function g(x, t) as introduced in [16], whose values are 0 or 1 at discrete points (xj , tk )
as
gjk = max{0, 1 + min{0, sign((Ux )kj (Ux )kl )}},
where l = j sign(Ujk ). Thus, the resulting numerical scheme is
h
i

k+1
k+1
k
k
k
(Uxx )j Uj (Ux )j 1 + (Ux )j gj Ujk+1 = (Uxx )kj Ujk .
(12)
2
2
2
2

T
Assume Uk = U0k , U1k , , Unk is known for the non-negative integer k. We set unknown
vectors as

k+1
k+1 T
= (Ux )k+1
,
Uk+1
x
0 , (Ux )1 , , (Ux )n

T
k+1
k+1
k+1
.
Uk+1
xx = (Uxx )0 , (Uxx )1 , , (Uxx )n
Then

1
1
k
D1 Uk , Uk+1
(13)
xx = 2 D2 U .
h
h
Suppose that v is a vector of N components, and we denote diag(v) is a matrix of order N with
the elements of v on the main diagonal, then equation (12) can be written, in the matrix form, as
Uk+1
=
x

Ak+1 Uk+1 = C k+1 ,

(14)

where

k
k
k

diag(U
)

diag
(D

U
)

g
,

1
n+1
1
2
2h2
2h
2h
h
i
C k+1 =
D2 + En+1 Uk .
2
2h
At k = 0, equation (14) has the following form:
Ak+1 =

A1 =

diag(U
)

diag
Ux ,

1
n+1
2
2h2
2h
2
i
h
C 1 = U0xx + En+1 U0 .
2

where
U0 = f (x0 , , xn )T ,

U0x = fx (x0 , , xn )T ,

U0xx = fxx (x0 , , xn )T .

We can get the value of Uk+1 by solving the linear system of (14), so we can compute the
numerical solution of Burgers equation (1) step by step.

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Z. Jiang et al. /Journal of Information & Computational Science 7: 5 (2010) 10131021

Numerical Examples

In this section, we test the method by two classical examples. For the sake of simplification, we
set = n1 . Thus, xj = jh, j = 0, 1, , n. The versatility and the accuracy of the proposed method
is measured using the L2 and L error norms for the first test problem, and |e|1 error norm and
relative errors for the second test problem to make comparison with some published methods.
The error norms are defined as
v
u X
u n
L2 = th
(Ujexact Unnum )2 ,
j=0

L = max |Ujexact Ujnum |,

0jn
n1

|e1 | =

1 X |Ujexact Unnum |
.
n j=1
|Ujexact |

Example 1. Consider the Burgers equation which have analytical solution [5, 6, 9, 10, 12]
U (x, t) =

+ + ( )e
,
1 + e

(15)

where = (xt)
and , and are constants and this is a wave which moves to the right

with speed . The constants are chosen to values = 0.4, = 0.6, = 0.125 in this example.
The boundary conditions
U (0, t) = 1, U (1, t) = 0.2, t 0,
are used and initial condition is obtained when t = 0 is taken in Eq.(15).
For comparison, the parameters are adopted as: time step = 0.01, space step h = 1/36 and
viscosity coefficient = 0.01 as [10, 12]. The program is run up to time t = 0.5. In Table 1,
the numerical results of our method are compared with results of [10, 12], BSQI method [21] and
MQQI method [16] for L2 and L error norms.
Table 1: The computational results for example 1 at t = 0.5 for = 0.01 with h =

1
36

and = 0.01.

Our Method

BSQI[21]

MQQI[16]

QBCM2[12]

QBGM[10]

CBGM[10]

L2 103

1.24227

3.43253

5.77786

1.81958

1.92558

1.73106

4.53502

9.26698

20.8467

6.94015

6.35489

5.48892

L 10

From Table 1, we can find that our method provides better accuracy than other methods
through the L2 and L error norms.
Example 2. Consider the Burgerss Eq. (1) with the initial condition
U (x, 0) = sin(x), 0 x 1,
and the boundary conditions
U (0, t) = U (1, t) = 0.

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Z. Jiang et al. /Journal of Information & Computational Science 7: 5 (2010) 10131021

The theoretical solution of this problem was expressed as an infinite series by Cole [4]
P
4
nIn (1/2) sin(nx) exp(n2 2 t)
n=1P
U (x, t) =
,
2
2
I0 (1/2) + 2
n=1 In (1/2) cos(nx) exp(n t)

(16)

where In denotes the modified Bessel function of order n.

The numerical results are carried out with = 0.01, = 0.001 and h = 0.01. In Table 2,
a comparison of our method at t = 1 with exact solutions, Chen and Wus MQQI method[16]
and Zhu and Wangs BSQI method [21]. The solutions in the column 3 in Table 2 are given by
using MQQI method with the shape parameter c = 2.9 103 . Moreover, the comparison of |e1 |
norm is also provided. Solutions found with our method are better than MQQI[16] and BSQI[21]
methods. The numerical results of our method, for t = 0.2, 0.4, 0.6, 0.8, and 1 together with
initial data are illustrated in Fig. 1, and Fig. 2, which correspond to = 0.01, and = 0.0001
respectively.
Table 2: Comparison of results at t = 1 for = 0.01.
Our method

Exact solution

Relative error

0.1

0.07868

0.07530

0.07544

0.0754

0.000756

0.2

0.15202

0.15049

0.15076

0.1506

0.000754

0.3

0.22554

0.22544

0.22584

0.2257

0.000751

0.4

0.29904

0.30002

0.30053

0.3003

0.000747

0.5

0.37226

0.37407

0.37470

0.3744

0.000741

0.6

0.44484

0.44742

0.44814

0.4478

0.000733

0.7

0.51643

0.51985

0.52064

0.5203

0.000723

0.8

0.58622

0.59106

0.59190

0.5915

0.000709

0.9

0.62956

0.65964

0.66057

0.6600

0.000827

|e1 |

0.01339

0.00095

0.00071

4
0.
t= 0.6
t= 0.8
t= 1.0
t=

0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0

1.0
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
0

t=
0.

2
t=
0.

t=

1.0
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
0

BSQI[21]

t=
0

MQQI[16]c = 0.0029

0.4
t=
0.6
t= 0.8
t= 1.0
t=

0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0

Fig. 1: Numerical results with h = 0.01, =

Fig. 2: Numerical results with h = 0.005,

0.001, and = 0.01.

= 0.001, and = 0.001.

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Z. Jiang et al. /Journal of Information & Computational Science 7: 5 (2010) 10131021

Conclusions

In this paper, we give an efficient numerical scheme for Burgers equation which is a very important
fluid dynamic model. The numerical scheme is presented based on the cubic B-spline quasiinterpolation and the compact finite difference method. From the test examples, we can say
that our scheme is feasible and the accuracy is better than other quasi-interpolation methods.
Moreover, the implementation of the present method is a very easy and acceptable.

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