Compact finite difference method for the fractional diffusion equation

High-order compact finite difference scheme for solving one-dimensional fractional diffusion equation is considered in this paper. After approximating the second-order derivative with respect to space by the compact finite difference, we use the Grünwald–Letnikov discretization of the Riemann–Liouville derivative to obtain a fully discrete implicit scheme. We analyze the local truncation error and discuss the stability using the Fourier method, then we prove that the compact finite difference scheme converges with the spatial accuracy of fourth order using matrix analysis. Numerical results are provided to verify the accuracy and efficiency of the proposed algorithm.     

An energy-conserving Galerkin scheme for a class of nonlinear dispersive equations

A Galerkin scheme is presented for a class of conservative nonlinear dispersive equations, such as the Camassa–Holm equation and the regularized long wave equation. The scheme has two advantageous features: first, it is conservative in that it keeps the discrete analogue of the continuous energy conservation property in the original equations; second, it can be formulated only with cheap H¹$H^1$-elements even if the original equations include third derivative u_xxx$u_{\mathit{xxx}}$. Numerical experiments confirm the stability and effectiveness of the proposed scheme.     

The finite element method for the coupled Schrödinger-KdV equations

In this Letter, we employ finite element method to study a periodic initial value problem for the coupled Schrödinger-KdV equations. For the case of one dimension, this problem is reduced to a system of ordinary differential equations by using a semi-discrete scheme. The conservation properties of this scheme, the existence and uniqueness of the discrete solutions, and error estimates are presented. In numerical experiments, the resulting system of ordinary differential equations are solved by Runge-Kutta method at each time level. The superior accuracy of this scheme is shown by comparing the numerical solutions with the exact solutions.     

An exactly conservative particle method for one dimensional scalar conservation laws

A particle scheme for scalar conservation laws in one space dimension is presented. Particles representing the solution are moved according to their characteristic velocities. Particle interaction is resolved locally, satisfying exact conservation of area. Shocks stay sharp and propagate at correct speeds, while rarefaction waves are created where appropriate. The method is variation diminishing, entropy decreasing, exactly conservative, and has no numerical dissipation away from shocks. Solutions, including the location of shocks, are approximated with second order accuracy. Source terms can be included. The method is compared to CLAWPACK in various examples, and found to yield a comparable or better accuracy for similar resolutions.     

A high order kinetic flux-vector splitting method for the reduced five-equation model of compressible two-fluid flows

We present a high order kinetic flux-vector splitting (KFVS) scheme for the numerical solution of a conservative interface-capturing five-equation model of compressible two-fluid flows. This model was initially introduced by Wackers and Koren (2004) [21]. The flow equations are the bulk equations, combined with mass and energy equations for one of the two fluids. The latter equation contains a source term in order to account for the energy exchange. We numerically investigate both one- and two-dimensional flow models. The proposed numerical scheme is based on the direct splitting of macroscopic flux functions of the system of equations. In two space dimensions the scheme is derived in a usual dimensionally split manner. The second order accuracy of the scheme is achieved by using MUSCL-type initial reconstruction and Runge–Kutta time stepping method. For validation, the results of our scheme are compared with those from the high resolution central scheme of Nessyahu and Tadmor [14]. The accuracy, efficiency and simplicity of the KFVS scheme demonstrate its potential for modeling two-phase flows.     

The finite volume local evolution Galerkin method for solving the hyperbolic conservation laws

This paper presents a finite volume local evolution Galerkin (FVLEG) scheme for solving the hyperbolic conservation laws. The FVLEG scheme is the simplification of the finite volume evolution Galerkin method (FVEG). In FVEG, a necessary step is to compute the dependent variables at cell interfaces at t_n + τ (0 < τ ? Δt). The FVLEG scheme is constructed by taking τ → 0 in the evolution operators of FVEG. The FVLEG scheme greatly simplifies the evaluation of the numerical fluxes. It is also well suited with the semi-discrete finite volume method, making the flux evaluation being decoupled with the reconstruction procedure while maintaining the genuine multi-dimensional nature of the FVEG methods. The derivation of the FVLEG scheme is presented in detail. The performance of the proposed scheme is studied by solving several test cases. It is shown that FVLEG scheme can obtain very satisfactory numerical results in terms of accuracy and resolution.     

A gradient-augmented level set method with an optimally local,coherent advection scheme

The level set approach represents surfaces implicitly, and advects them by evolving a level set function, which is numerically defined on an Eulerian grid. Here we present an approach that augments the level set function values by gradient information, and evolves both quantities in a fully coupled fashion. This maintains the coherence between function values and derivatives, while exploiting the extra information carried by the derivatives. The method is of comparable quality to WENO schemes, but with optimally local stencils (performing updates in time by using information from only a single adjacent grid cell). In addition, structures smaller than the grid size can be located and tracked, and the extra derivative information can be employed to obtain simple and accurate approximations to the curvature. We analyze the accuracy and the stability of the new scheme, and perform benchmark tests.     

Weak solutions for partial differential equations with source terms: Application to the shallow water equations

Weak solutions of problems with m equations with source terms are proposed using an augmented Riemann solver defined by m + 1 states instead of increasing the number of involved equations. These weak solutions use propagating jump discontinuities connecting the m + 1 states to approximate the Riemann solution. The average of the propagated waves in the computational cell leads to a reinterpretation of the Roe’s approach and in the upwind treatment of the source term of Vázquez-Cendón. It is derived that the numerical scheme can not be formulated evaluating the physical flux function at the position of the initial discontinuities, as usually done in the homogeneous case. Positivity requirements over the values of the intermediate states are the only way to control the global stability of the method. Also it is shown that the definition of well-balanced equilibrium in trivial cases is not sufficient to provide correct results: it is necessary to provide discrete evaluations of the source term that ensure energy dissipating solutions when demanded. The one and two dimensional shallow water equations with source terms due to the bottom topography and friction are presented as case study. The stability region is shown to differ from the one defined for the case without source terms, and it can be derived that the appearance of negative values of the thickness of the water layer in the proximity of the wet/dry front is a particular case, of the wet/wet fronts. The consequence is a severe reduction in the magnitude of the allowable time step size if compared with the one obtained for the homogeneous case. Starting from this result, 1D and 2D numerical schemes are developed for both quadrilateral and triangular grids, enforcing conservation and positivity over the solution, allowing computationally efficient simulations by means of a reconstruction technique for the inner states of the weak solution that allows a recovery of the time step size.     

Conservative numerical simulation of multi-component transport in two-dimensional unsteady shallow water flow

An explicit finite volume model to simulate two-dimensional shallow water flow with multi-component transport is presented. The governing system of coupled conservation laws demands numerical techniques to avoid unrealistic values of the transported scalars that cannot be avoided by decreasing the size of the time step. The presence of non conservative products such as bed slope and friction terms, and other source terms like diffusion and reaction, can make necessary the reduction of the time step given by the Courant number. A suitable flux difference redistribution that prevents instability and ensures conservation at all times is used to deal with the non-conservative terms and becomes necessary in cases of transient boundaries over dry bed. The resulting method belongs to the category of well-balanced Roe schemes and is able to handle steady cases with flow in motion. Test cases with exact solution, including transient boundaries, bed slope, friction, and reaction terms are used to validate the numerical scheme. Laboratory experiments are used to validate the techniques when dealing with complex systems as the κ–?$\kappa ''–''?$ model. The results of the proposed numerical schemes are compared with the ones obtained when using uncoupled formulations.     

Adaptive Runge–Kutta discontinuous Galerkin methods using different indicators: One-dimensional case

In this paper, we systematically investigate adaptive Runge–Kutta discontinuous Galerkin (RKDG) methods for hyperbolic conservation laws with different indicators which were based on the troubled cell indicators studied by Qiu and Shu [J. Qiu, C.-W. Shu, A comparison of troubled-cell indicators for Runge–Kutta discontinuous Galerkin mehtods using weighted essentially non-osillatory limiters, SIAM J. Sci. Comput. 27 (2005) 995–1013]. The emphasis is on comparison of the performance of adaptive RKDG method using different indicators, with an objective of obtaining efficient and reliable indicators to obtain better performance for adaptive computation to save computational cost. Both h-version and r-version adaptive methods are considered in the paper. The idea is to first identify “troubled cells” by different troubled-cell indicators, namely those cells where limiting might be needed and discontinuities might appear, then adopt an adaptive approach in these cells. A detailed numerical study in one-dimensional case is performed, addressing the issues of efficiency (less CPU cost and more accurate), non-oscillatory property, and resolution of discontinuities.     

A hybrid Finite Integration–Finite Volume Scheme

A hybridized scheme for the numerical solution of transient electromagnetic field problems is presented. The scheme combines the Finite Integration Technique (FIT) and the Finite Volume Method (FVM) in order to profit from the computational efficiency of the FIT while taking advantage of the superior dispersive properties of the FVM. The scheme is based on the longitudinal–transverse (LT) splitting of the discrete curl operator. The FIT is employed for discretizing the two-dimensional subproblem while the one-dimensional problem is discretized according to the FVM. The scheme offers benefits for the simulation of multiscale setups, where the size of the computational domain along one preferred direction is electrically much larger than along the others. In such situations, the accumulation of dispersion errors within hundreds of thousands of time steps usually deteriorates the solution accuracy. The hybrid scheme is applied in combination with adaptive mesh refinement, yielding an efficient scheme for multiscale applications.     

Newton-conjugate-gradient methods for solitary wave computations

In this paper, the Newton-conjugate-gradient methods are developed for solitary wave computations. These methods are based on Newton iterations, coupled with conjugate-gradient iterations to solve the resulting linear Newton-correction equation. When the linearization operator is self-adjoint, the preconditioned conjugate-gradient method is proposed to solve this linear equation. If the linearization operator is non-self-adjoint, the preconditioned biconjugate-gradient method is proposed to solve the linear equation. The resulting methods are applied to compute both the ground states and excited states in a large number of physical systems such as the two-dimensional NLS equations with and without periodic potentials, the fifth-order KdV equation, and the fifth-order KP equation. Numerical results show that these proposed methods are faster than the other leading numerical methods, often by orders of magnitude. In addition, these methods are very robust and always converge in all the examples being tested. Furthermore, they are very easy to implement. It is also shown that the nonlinear conjugate gradient methods are not robust and inferior to the proposed methods.     

An accurate and efficient method for the incompressible Navier–Stokes equations using the projection method as a preconditioner

The projection method is a widely used fractional-step algorithm for solving the incompressible Navier–Stokes equations. Despite numerous improvements to the methodology, however, imposing physical boundary conditions with projection-based fluid solvers remains difficult, and obtaining high-order accuracy may not be possible for some choices of boundary conditions. In this work, we present an unsplit, linearly-implicit discretization of the incompressible Navier–Stokes equations on a staggered grid along with an efficient solution method for the resulting system of linear equations. Since our scheme is not a fractional-step algorithm, it is straightforward to specify general physical boundary conditions accurately; however, this capability comes at the price of having to solve the time-dependent incompressible Stokes equations at each timestep. To solve this linear system efficiently, we employ a Krylov subspace method preconditioned by the projection method. In our implementation, the subdomain solvers required by the projection preconditioner employ the conjugate gradient method with geometric multigrid preconditioning. The accuracy of the scheme is demonstrated for several problems, including forced and unforced analytic test cases and lid-driven cavity flows. These tests consider a variety of physical boundary conditions with Reynolds numbers ranging from 1 to 30000. The effectiveness of the projection preconditioner is compared to an alternative preconditioning strategy based on an approximation to the Schur complement for the time-dependent incompressible Stokes operator. The projection method is found to be a more efficient preconditioner in most cases considered in the present work.     

Adiabatic perturbations for compactons under dissipation and numerically-induced dissipation

Compacton propagation under dissipation shows amplitude damping and the generation of tails. The numerical simulation of compactons by means of dissipative schemes also show the same behaviors. The truncation error terms of a numerical method can be considered as a perturbation of the original partial differential equation and perturbation methods can be applied to its analysis. For dissipative schemes, or when artificial dissipation is added, the adiabatic perturbation method yields evolution equations for the amplitude loss in the numerical solution and the amplitude of the numerically-induced tails. In this paper, such methods are applied to the K(2,2)$K(2\text{,}2)$ Rosenau–Hyman equation, showing a very good agreement between perturbative and numerical results.     

The homogeneous Heisenberg subalgebra and equations of AKNS type

To each classicalr-matrix in the finite-dimensional Lie algebrasl(2, ), we associate an integrable hierarchy of evolution equations, a two-dimensional lattice preserved by these flows, and a collection of common conservation laws in terms of a Heisenberg algebra. The different hierarchies related to distinctr-matrices are mapped into one given by means of generalized Miura transformations.Partially supported by the Comisión Asesora de Investigación Científica y Técnica (No. Proyecto PB85-0037).     

Moving mesh methods for blowup in reaction–diffusion equations with traveling heat source

In this paper moving mesh methods are used to simulate the blowup in a reaction–diffusion equation with traveling heat source. The finite-time blowup occurs if the speed of the movement of the heat source remains sufficiently low, and the blowup procedure is not fixed at one point not like that for stationary heat source. As time goes to the blowup time, the blowup profile converges to a stationary state. In the simulation a new moving mesh algorithm is designed to deal with the difficulty caused by the delta function in the traveling heat source. The convergence rates are verified and new blowup figures are generated from the numerical experiments.     

A high-resolution mapped grid algorithm for compressible multiphase flow problems

We describe a simple mapped-grid approach for the efficient numerical simulation of compressible multiphase flow in general multi-dimensional geometries. The algorithm uses a curvilinear coordinate formulation of the equations that is derived for the Euler equations with the stiffened gas equation of state to ensure the correct fluid mixing when approximating the equations numerically with material interfaces. A γ-based and a α-based model have been described that is an easy extension of the Cartesian coordinates counterpart devised previously by the author [30]. A standard high-resolution mapped grid method in wave-propagation form is employed to solve the proposed multiphase models, giving the natural generalization of the previous one from single-phase to multiphase flow problems. We validate our algorithm by performing numerical tests in two and three dimensions that show second order accurate results for smooth flow problems and also free of spurious oscillations in the pressure for problems with interfaces. This includes also some tests where our quadrilateral-grid results in two dimensions are in direct comparisons with those obtained using a wave-propagation based Cartesian grid embedded boundary method.     

Separation of acoustic waves in isentropic flow perturbations

The present contribution investigates the mechanisms of sound generation and propagation in the case of highly-unsteady flows. Based on the linearisation of the isentropic Navier-Stokes equation around a new pathline-averaged base flow, it is demonstrated for the first time that flow perturbations of a non-uniform flow can be split into acoustic and vorticity modes, with the acoustic modes being independent of the vorticity modes. Therefore, we can propose this acoustic perturbation as a general definition of sound.     

A high-order cell-centered Lagrangian scheme for compressible fluid flows in two-dimensional cylindrical geometry

The goal of this paper is to present high-order cell-centered schemes for solving the equations of Lagrangian gas dynamics written in cylindrical geometry. A node-based discretization of the numerical fluxes is obtained through the computation of the time rate of change of the cell volume. It allows to derive finite volume numerical schemes that are compatible with the geometric conservation law (GCL). Two discretizations of the momentum equations are proposed depending on the form of the discrete gradient operator. The first one corresponds to the control volume scheme while the second one corresponds to the so-called area-weighted scheme. Both formulations share the same discretization for the total energy equation. In both schemes, fluxes are computed using the same nodal solver which can be viewed as a two-dimensional extension of an approximate Riemann solver. The control volume scheme is conservative for momentum, total energy and satisfies a local entropy inequality in its first-order semi-discrete form. However, it does not preserve spherical symmetry. On the other hand, the area-weighted scheme is conservative for total energy and preserves spherical symmetry for one-dimensional spherical flow on equi-angular polar grid. The two-dimensional high-order extensions of these two schemes are constructed employing the generalized Riemann problem (GRP) in the acoustic approximation. Many numerical tests are presented in order to assess these new schemes. The results obtained for various representative configurations of one and two-dimensional compressible fluid flows show the robustness and the accuracy of our new schemes.     

Splitting multisymplectic integrators for Maxwell’s equations

In the paper, we describe a novel kind of multisymplectic method for three-dimensional (3-D) Maxwell’s equations. Splitting the 3-D Maxwell’s equations into three local one-dimensional (LOD) equations, then applying a pair of symplectic Runge–Kutta methods to discretize each resulting LOD equation, it leads to splitting multisymplectic integrators. We say this kind of schemes to be LOD multisymplectic scheme (LOD-MS). The discrete conservation laws, convergence, dispersive relation, dissipation and stability are investigated for the schemes. Theoretical analysis shows that the schemes are unconditionally stable, non-dissipative, and of first order accuracy in time and second order accuracy in space. As a reduction, we also consider the application of LOD-MS to 2-D Maxwell’s equations. Numerical experiments match the theoretical results well. They illustrate that LOD-MS is not only efficient and simple in coding, but also has almost all the nature of multisymplectic integrators.