High-order accurate implicit running schemes

An approach to the construction of high-order accurate implicit predictor-corrector schemes is proposed. The accuracy is improved by choosing a special time integration step for computing numerical fluxes through cell interfaces by using an unconditionally stable implicit scheme. For smooth solutions of advection equations with constant coefficients, the scheme is second-order accurate. Implicit difference schemes for multidimensional advection equations are constructed on the basis of Godunov’s method with splitting over spatial variables as applied to the computation of “large” values at an intermediate layer. The numerical solutions obtained for advection equations and the radiative transfer equations in a vacuum are compared with their exact solutions. The comparison results confirm that the approach is efficient and that the accuracy of the implicit predictor-corrector schemes is improved.     

High-order accurate monotone difference schemes for solving gasdynamic problems by Godunov’s method with antidiffusion

An approach to the construction of high-order accurate monotone difference schemes for solving gasdynamic problems by Godunov’s method with antidiffusion is proposed. Godunov’s theorem on monotone schemes is used to construct a new antidiffusion flux limiter in high-order accurate difference schemes as applied to linear advection equations with constant coefficients. The efficiency of the approach is demonstrated by solving linear advection equations with constant coefficients and one-dimensional gasdynamic equations.     

High-order accurate monotone compact running scheme for multidimensional hyperbolic equations

Monotone absolutely stable conservative difference schemes intended for solving quasilinear multidimensional hyperbolic equations are described. For sufficiently smooth solutions, the schemes are fourth-order accurate in each spatial direction and can be used in a wide range of local Courant numbers. The order of accuracy in time varies from the third for the smooth parts of the solution to the first near discontinuities. This is achieved by choosing special weighting coefficients that depend locally on the solution. The presented schemes are numerically efficient thanks to the simple two-diagonal (or block two-diagonal) structure of the matrix to be inverted. First the schemes are applied to system of nonlinear multidimensional conservation laws. The choice of optimal weighting coefficients for the schemes of variable order of accuracy in time and flux splitting is discussed in detail. The capabilities of the schemes are demonstrated by computing well-known two-dimensional Riemann problems for gasdynamic equations with a complex shock wave structure.     

Minimal dissipation hybrid bicompact schemes for hyperbolic equations

New monotonicity-preserving hybrid schemes are proposed for multidimensional hyperbolic equations. They are convex combinations of high-order accurate central bicompact schemes and upwind schemes of first-order accuracy in time and space. The weighting coefficients in these combinations depend on the local difference between the solutions produced by the high- and low-order accurate schemes at the current space-time point. The bicompact schemes are third-order accurate in time, while having the fourth order of accuracy and the first difference order in space. At every time level, they can be solved by marching in each spatial variable without using spatial splitting. The upwind schemes have minimal dissipation among all monotone schemes constructed on a minimum space-time stencil. The hybrid schemes constructed has been successfully tested as applied to a number of two-dimensional gas dynamics benchmark problems.     

A study on a second order finite difference scheme for fractional advection–diffusion equations

Second order finite difference schemes for fractional advection–diffusion equations are considered in this paper. We note that, when studying these schemes, advection terms with coefficients having the same sign as those of diffusion terms need additional estimates. In this paper, by comparing generating functions of the corresponding discretization matrices, we find that sufficiently strong diffusion can dominate the effects of advection. As a result, convergence and stability of schemes are obtained in this situation.     

Modified method of splitting with respect to physical processes for solving radiation gas dynamics equations

An approach based on a modified splitting method is proposed for solving the radiation gas dynamics equations in the multigroup kinetic approximation. The idea of the approach is that the original system of equations is split using the thermal radiation transfer equation rather than the energy equation. As a result, analytical methods can be used to solve integrodifferential equations and problems can be computed in the multigroup kinetic approximation without iteration with respect to the collision integral or matrix inversion. Moreover, the approach can naturally be extended to multidimensional problems. A high-order accurate difference scheme is constructed using an approximate Godunov solver for the Riemann problem in two-temperature gas dynamics.     

Explicit finite difference schemes with extended stability for advection equations

In this study an explicit central difference approximation of the generalized leap-frog type is applied to the one- and two-dimensional advection equations. The stability of the considered numerical schemes is investigated and the scheme with the largest stable time step is found. For the linear and nonlinear advection equations numerical experiments with different schemes from the considered class are performed in order to evaluate the practical stability of the designed schemes.     

Stability of Implicit Difference Schemes with Space and Time-Dependent Coefficients

A stability theorem is derived for implicit difference schemes approximating multidimensional initial-value problems for linear hyperbolic systems with variable coefficients, and lots of widely used difference schemes are proved to be stable under the conditions similar to those for the cases of constant coefficients. This theorem is an extension of the stability theorem due to Lax-Nirenberg. The proof is quite simple.     

Iterative Approximate Factorization of Difference Operators of High-Order Accurate Bicompact Schemes for Multidimensional Nonhomogeneous Quasilinear Hyperbolic Systems

For solving equations of multidimensional bicompact schemes, an iterative method based on approximate factorization of their difference operators is proposed. The method is constructed in the general case of systems of two- and three-dimensional quasilinear nonhomogeneous hyperbolic equations. The unconditional convergence of the method is proved as applied to the two-dimensional scalar linear advection equation with a source term depending only on time and space variables. By computing test problems, it is shown that the new iterative method performs much faster than Newton’s method and preserves a high order of accuracy.     

Understanding Saul'yev‐type unconditionally stable schemes from exponential splitting

Saul'yev‐type asymmetric schemes have been widely used in solving diffusion and advection equations. In this work, we show that Saul'yev‐type schemes can be derived from the exponential splitting of the semidiscretized equation which fundamentally explains their unconditional stability. Furthermore, we show that optimal schemes are obtained by forcing each scheme's amplification factor to match that of the exact amplification factor. A new second‐order explicit scheme is found for solving the advection equation with the identical amplification factor as the implicit Crank–Nicolson algorithm. Other new schemes for solving the advection–diffusion equation are also derived.© 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1961–1983, 2014     

Arbitrary high-order schemes for the linear advection and wave equations: application to hydrodynamics and aeroacoustics

We present here an extension to any order of accuracy of the schemes proposed in Daru and Tenaud [J. Comput. Phys. 193 (2) (2004) 563–594] for the linear advection equation in 1D. Such schemes are then used for a high-order generalization of the Godunov method in the case of the wave equation and the locally linearized Euler equations. To cite this article: S. Del Pino, H. Jourdren, C. R. Acad. Sci. Paris, Ser. I 342 (2006).     

Iterative approximate factorization for difference operators of high-order bicompact schemes for multidimensional nonhomogeneous hyperbolic systems

An iterative method for solving equations of multidimensional bicompact schemes based on an approximate factorization of their difference operators is proposed for the first time. Its algorithm is described as applied to a system of two-dimensional nonhomogeneous quasilinear hyperbolic equations. The convergence of the iterative method is proved in the case of the two-dimensional homogeneous linear advection equation. The performance of the method is demonstrated on two numerical examples. It is shown that the method preserves a high (greater than the second) order of accuracy in time and performs 3–4 times faster than Newton’s method. Moreover, the method can be efficiently parallelized.     

An optimal‐order error estimate for MMOC and MMOCAA schemes for multidimensional advection‐reaction equations

In this article, we analyze the modified method of characteristics (MMOC) and an improved version of the MMOC, named the modified method of characteristics with adjusted advection (MMOCAA), for multidimensional advection‐reaction transport equations in a uniform manner. We derive an optimal‐order error estimate for these schemes. Numerical results are presented to verify the theoretical estimates. © 2002 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 18: 69–84, 2002     

On the convergence of difference schemes for fractional differential equations with Robin boundary conditions

Locally one-dimensional difference schemes for partial differential equations with fractional order derivatives with respect to time and space in multidimensional domains are considered. Stability and convergence of locally one-dimensional schemes for this equation are proved.     

On the numerical solution of hyperbolic PDEs with variable space operator

The first and second order of accuracy in time and second order of accuracy in the space variables difference schemes for the numerical solution of the initial‐boundary value problem for the multidimensional hyperbolic equation with dependent coefficients are considered. Stability estimates for the solution of these difference schemes and for the first and second order difference derivatives are obtained. Numerical methods are proposed for solving the one‐dimensional hyperbolic partial differential equation. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2009     

On exact dimensional splitting for a multidimensional scalar quasilinear hyperbolic conservation law

A dimensional splitting scheme is applied to a multidimensional scalar homogeneous quasilinear hyperbolic equation (conservation law). It is proved that the splitting error is zero. The proof is presented for the above partial differential equation in an arbitrary number of dimensions. A numerical example is given that illustrates the proved accuracy of the splitting scheme. In the example, the grid convergence of split (locally one-dimensional) compact and bicompact difference schemes and unsplit bicompact schemes combined with high-order accurate time-stepping schemes (namely, Runge–Kutta methods of order 3, 4, and 5) is analyzed. The errors of the numerical solutions produced by these schemes are compared. It is shown that the orders of convergence of the split schemes remain high, which agrees with the conclusion that the splitting error is zero.     

Canonical difference scheme for the Hamiltonian equation

In this paper we construct canonical difference schemes of any order accuracy based on Padé approximation for Linear canonical systems with constant coefficients. For non-linear Hamiltonian equations we will use an infinitesimally canonical transformation to construct canonical schemes of any order accuracy.     

Convergence of higher order finite volume schemes on irregular grids

We prove convergence to the entropy solution of a general class of higher order finite volume schemes on unstructured, irregular grids for multidimensional scalar conservation laws. Such grids allow for cells to become flat in the limit. We derive a new entropy inequality for higher order schemes built on Godunov’s numerical flux. Our result implies convergence of suitably modified versions of MUSCL-type finite volume schemes, ENO schemes and the discontinuous Galerkin finite element method.     

Error estimate for the upwind finite volume method for the nonlinear scalar conservation law

In this paper we estimate the error of upwind first order finite volume schemes applied to scalar conservation laws. As a first step, we consider standard upwind and flux finite volume scheme discretization of a linear equation with space variable coefficients in conservation form. We prove that, in spite of their lack of consistency, both schemes lead to a first order error estimate. As a final step, we prove a similar estimate for the nonlinear case. Our proofs rely on the notion of geometric corrector, introduced in our previous paper by Bouche et al. (2005) [24] in the context of constant coefficient linear advection equations.