Technical note: A fourth‐order finite difference scheme for a system of a 2D nonlinear elliptic partial differential equations

In this article we present a fourth‐order finite difference scheme, for a system of two‐dimensional, second‐order, nonlinear elliptic partial differential equations with mixed spatial derivative terms, using 13‐point stencils with a uniform mesh size h on a square region R subject to Dirichlet boundary conditions. The scheme of order h⁴ is derived using the local solution of the system on a single stencil. The resulting system of algebraic equations can be solved by iterative methods. The difference scheme can be easily modified to obtain formulae for grid points near the boundary. Computational results are given to demonstrate the performance of the scheme on some problems including Navier‐Stokes equations. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 43–53, 2001     

A compact 9 point stencil based on integrated RBFs for the convection–diffusion equation

In this paper, a high-order compact stencil for solving the convection–diffusion equation in two dimensions is proposed. The convection and diffusion terms are both approximated by means of radial basis functions (RBFs) that are constructed over 3×3$3\times 3$ rectangular stencils. Salient features here are that (i) integration is employed to construct local RBF approximations; and (ii) through the constants of integration, values of the convection–diffusion equation at several selected nodes on the stencil are also enforced. Numerical results indicate that (i) the inclusion of the governing equation into the stencil leads to a significant improvement in accuracy; (ii) when the convection dominates, accurate solutions are obtained at a regime of the RBF width which makes the RBFs peaked; and (iii) high levels of accuracy are achieved using relatively coarse grids.     

A new coupled approach high accuracy numerical method for the solution of 3D non-linear biharmonic equations

In this paper, we derive a new fourth order finite difference approximation based on arithmetic average discretization for the solution of three-dimensional non-linear biharmonic partial differential equations on a 19-point compact stencil using coupled approach. The numerical solutions of unknown variable u(x,y,z) and its Laplacian ∇²u are obtained at each internal grid point. The resulting stencil algorithm is presented which can be used to solve many physical problems. The proposed method allows us to use the Dirichlet boundary conditions directly and there is no need to discretize the derivative boundary conditions near the boundary. We also show that special treatment is required to handle the boundary conditions. The new method is tested on three problems and the results are compared with the corresponding second order approximation, which we also discuss using coupled approach.     

A fourth‐order compact algorithm for nonlinear reaction‐diffusion equations with Neumann boundary conditions

In this article, we discuss a scheme for dealing with Neumann and mixed boundary conditions using a compact stencil. The resulting compact algorithm for solving systems of nonlinear reaction‐diffusion equations is fourth‐order accurate in both the temporal and spatial dimensions. We also prove that the standard second‐order approximation to zero Neumann boundary conditions provides fourth‐order accuracy when the nonlinear reaction term is independent of the spatial variables. Numerical examples, including an application of this algorithm to a mathematical model describing frontal polymerization process, are presented in the article to demonstrate the accuracy and efficiency of the scheme. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

Properties of Difference Schemes with Oblique Stencils for Hyperbolic Equations

In this paper, various difference schemes with oblique stencils, i.e., schemes using different space grids at different time levels, are studied. Such schemes may be useful in solving boundary value problems with moving boundaries, regular grids of a non-standard structure (for example, triangular or cellular ones), and adaptive methods. To study the stability of finite difference schemes with oblique stencils, we analyze the first differential approximation and dispersion. We study stability conditions as constraints on the geometric locations of stencil elements with respect to characteristics of the equation. We compare our results with a geometric interpretation of the stability of some classical schemes. The paper also presents generalized oblique schemes for a quasilinear equation of transport and the results of numerical experiments with these schemes.     

A new high accuracy finite difference discretization for the solution of 2D nonlinear biharmonic equations using coupled approach

In this article, using coupled approach, we discuss fourth order finite difference approximation for the solution of two dimensional nonlinear biharmonic partial differential equations on a 9‐point compact stencil. The solutions of unknown variable and its Laplacian are obtained at each internal grid points. This discretization allows us to use the Dirichlet boundary conditions only and there is no need to discretize the derivative boundary conditions. We require only system of two equations to obtain the solution and its Laplacian. The proposed fourth order method is used to solve a set of test problems and produce high accuracy numerical solutions. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Numerical Solution of Partial Differential Equations in Arbitrary Shaped Domains Using Cartesian Cut-Stencil Finite Difference Method. Part I: Concepts and Fundamentals

A new finite difference (FD) method, referred to as "Cartesian cut-stencil FD", is introduced to obtain the numerical solution of partial differential equations on any arbitrary irregular shaped domain. The 2^nd-order accurate two-dimensional Cartesian cut-stencil FD method utilizes a 5-point stencil and relies on the construction of a unique mapping of each physical stencil, rather than a cell, in any arbitrary domain to a generic uniform computational stencil. The treatment of boundary conditions and quantification of the solution accuracy using the local truncation error are discussed. Numerical solutions of the steady convection-diffusion equation on sample complex domains have been obtained and the results have been compared to exact solutions for manufactured partial differential equations (PDEs) and other numerical solutions.     

A symmetric integrated radial basis function method for solving differential equations

In this article, integrated radial basis functions (IRBFs) are used for Hermite interpolation in the solution of differential equations, resulting in a new meshless symmetric RBF method. Both global and local approximation‐based schemes are derived. For the latter, the focus is on the construction of compact approximation stencils, where a sparse system matrix and a high‐order accuracy can be achieved together. Cartesian‐grid‐based stencils are possible for problems defined on nonrectangular domains. Furthermore, the effects of the RBF width on the solution accuracy for a given grid size are fully explored with a reasonable computational cost. The proposed schemes are numerically verified in some elliptic boundary‐value problems governed by the Poisson and convection‐diffusion equations. High levels of the solution accuracy are obtained using relatively coarse discretisations.     

High-order non-reflecting boundary conditions for dispersive waves in polar coordinates using spectral elements

High-order non-reflecting boundary conditions are introduced to create a finite computational space and for the solution of dispersive waves using a spectral element formulation with high-order time integration. Numerical examples are used to demonstrate the synergy of using high-order spatial, time, and boundary discretization. We show that by balancing all numerical errors involved, high-order accuracy can be achieved for unbounded domain problems in polar coordinate systems.     

Klein-Gordon equation with advection on unbounded domains using spectral elements and high-order non-reflecting boundary conditions

A reduced shallow water model under constant, non-zero advection in the infinite channel is considered. High-order (Givoli-Neta) non-reflecting boundary conditions are introduced in various configurations to create a finite computational space and solved using a spectral element formulation with high-order time integration. Numerical examples are used to demonstrate the synergy of using high-order spatial, time, and boundary discretization. We show that by balancing all numerical errors involved, high-order accuracy can be achieved for unbounded domain problems.     

Construction and study of high-order accurate schemes for solving the one-dimensional heat equation

The method of undetermined coefficients on multipoint stencils with two time levels was used to construct compact difference schemes of O(τ³, h ⁶) accuracy intended for solving boundary value problems for the one-dimensional heat equation. The schemes were examined for von Neumann stability, and numerical experiments were conducted on a sequence of grids with mesh sizes tending to zero. One of the schemes was proved to be absolutely stable. It was shown that, for smooth solutions, the high order of convergence of the numerical solution agrees with the order of accuracy; moreover, solutions accurate up to ～10^?12 are obtained on grids with spatial mesh sizes of ～10^?2. The formulas for the schemes are rather simple and easy to implement on a computer.     

On the study of multilevel difference methods

Multilevel finite difference methods can achieve high-order accuracy by using compact stencils and they are preferred in numerical simulation of wave advections when high accuracy in both the amplitude and phase is needed. Based on the modified equation theory, we present two general approaches that can effectively design highly accurate multilevel difference schemes. Numerical experiments are performed to verify the quality of the multilevel difference methods derived in this paper.     

Fast direct solver for Poisson equation in a 2D elliptical domain

In this article, we extend our previous work 3 for developing some fast Poisson solvers on 2D polar and spherical geometries to an elliptical domain. Instead of solving the equation in an irregular Cartesian geometry, we formulate the equation in elliptical coordinates. The solver relies on representing the solution as a truncated Fourier series, then solving the differential equations of Fourier coefficients by finite difference discretizations. Using a grid by shifting half mesh away from the pole and incorporating the derived numerical boundary value, the difficulty of coordinate singularity can be elevated easily. Unlike the case of 2D disk domain, the present difference equation for each Fourier mode is coupled with its conjugate mode through the numerical boundary value near the pole; thus, those two modes are solved simultaneously. Both second‐ and fourth‐order accurate schemes for Dirichlet and Neumann problems are presented. In particular, the fourth‐order accuracy can be achieved by a three‐point compact stencil which is in contrast to a five‐point long stencil for the disk case. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 72–81, 2004     

Monotonicity criteria for difference schemes designed for hyperbolic equations

Previously formulated monotonicity criteria for explicit two-level difference schemes designed for hyperbolic equations (S.K. Godunov’s, A. Harten’s (TVD schemes), characteristic criteria) are extended to multileveled, including implicit, stencils. The characteristic monotonicity criterion is used to develop a universal algorithm for constructing high-order accurate nonlinear monotone schemes (for an arbitrary form of the desired solution) based on their analysis in the space of grid functions. Several new fourth-to-third-order accurate monotone difference schemes on a compact three-level stencil and nonexpanding (three-point) stencils are proposed for an extended system, which ensures their monotonicity for both the desired function and its derivatives. The difference schemes are tested using the characteristic monotonicity criterion and are extended to systems of hyperbolic equations.     

A fourth-order method of the convection-diffusion equations with Neumann boundary conditions

In this paper, we have developed a fourth-order compact finite difference scheme for solving the convection-diffusion equation with Neumann boundary conditions. Firstly, we apply the compact finite difference scheme of fourth-order to discrete spatial derivatives at the interior points. Then, we present a new compact finite difference scheme for the boundary points, which is also fourth-order accurate. Finally, we use a Padé approximation method for the resulting linear system of ordinary differential equations. The presented scheme has fifth-order accuracy in the time direction and fourth-order accuracy in the space direction. It is shown through analysis that the scheme is unconditionally stable. Numerical results show that the compact finite difference scheme gives an efficient method for solving the convection-diffusion equations with Neumann boundary conditions.     

New higher-order compact finite difference schemes for 1D heat conduction equations

In this paper, we present two higher-order compact finite difference schemes for solving one-dimensional (1D) heat conduction equations with Dirichlet and Neumann boundary conditions, respectively. In particular, we delicately adjust the location of the interior grid point that is next to the boundary so that the Dirichlet or Neumann boundary condition can be applied directly without discretization, and at the same time, the fifth or sixth-order compact finite difference approximations at the grid point can be obtained. On the other hand, an eighth-order compact finite difference approximation is employed for the spatial derivative at other interior grid points. Combined with the Crank–Nicholson finite difference method and Richardson extrapolation, the overall scheme can be unconditionally stable and provides much more accurate numerical solutions. Numerical errors and convergence rates of these two schemes are tested by two examples.     

A compact local one‐dimensional scheme for solving a 3D N‐carrier system with Neumann boundary conditions

We consider a mathematical model for thermal analysis in a 3D N‐carrier system with Neumann boundary conditions, which extends the concept of the well‐known parabolic two‐step model for micro heat transfer. To solve numerically the complex system, we first reduce 3D equations in the model to a succession of 1D equations by using the local one‐dimensional (LOD) method. The obtained 1D equations are then solved using a fourth‐order compact finite difference scheme for the interior points and a second‐order combined compact finite difference scheme for the points next to the boundary, so that the Neumann boundary condition can be applied directly without discretizing. By using matrix analysis, the compact LOD scheme is shown to be unconditionally stable. The accuracy of the solution is tested using two numerical examples. Results show that the solutions obtained by the compact LOD finite difference scheme are more accurate than those obtained by a Crank‐Nicholson LOD scheme, and the convergence rate with respect to spatial variables is about 2.6. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Strong-form approach to elasticity: Hybrid finite difference-meshless collocation method (FDMCM)

We propose a numerical method that combines the finite difference (FD) and strong form (collocation) meshless method (MM) for solving linear elasticity equations. We call this new method FDMCM. The FDMCM scheme uses a uniform Cartesian grid embedded in complex geometries and applies both methods to calculate spatial derivatives. The spatial domain is represented by a set of nodes categorized as (i) boundary and near boundary nodes, and (ii) interior nodes. For boundary and near boundary nodes, where the finite difference stencil cannot be defined, the Discretization Corrected Particle Strength Exchange (DC PSE) scheme is used for derivative evaluation, while for interior nodes standard second order finite differences are used. FDMCM method combines the advantages of both FD and DC PSE methods. It supports a fast and simple generation of grids and provides convergence rates comparable to weak formulations. We demonstrate the appropriateness and robustness of the proposed scheme through various benchmark problems in 2D and 3D. Numerical results show good accuracy and h-convergence properties. The ease of computational grid generation makes the method particularly suited for problems where geometries are very complicated and known only imperfectly from images, frequently occurring in e.g. geomechanics and patient-specific biomechanics, where the proposed FDMCM method, after its extension to non-linear regime, appears to be a promising alternative to the traditional weak form-based numerical schemes used in the field.     

Fourth order accurate compact scheme with group velocity control (GVC )

For solving complex flow field with multi-scale structure higher order accurate schemes are preferred. Among high order schemes the compact schemes have higher resolving efficiency. When the compact and upwind compact schemes are used to solve aerodynamic problems there are numerical oscillations near the shocks. The reason of oscillation production is because of non-uniform group velocity of wave packets in numerical solutions. For improvement of resolution of the shock a parameter function is introduced in compact scheme to control the group velocity. The newly developed method is simple. It has higher accuracy and less stencil of grid points     

Multigrid solution of high order discretisation for three-dimensional biharmonic equation with Dirichlet boundary conditions of second kind

In this paper, we propose two compact finite difference approximations for three-dimensional biharmonic equation with Dirichlet boundary conditions of second kind. In these methods there is no need to define special formulas near the boundaries and boundary conditions are incorporated with these techniques. The unknown solution and its second derivatives are carried as unknowns at grid points. We derive second-order and fourth-order approximations on a 27 point compact stencil. Classical iteration methods such as Gauss–Seidel and SOR for solving the linear system arising from the second-order and fourth-order discretisation suffer from slow convergence. In order to overcome this problem we use multigrid method which exhibit grid-independent convergence and solve the linear system of equations in small amount of computer time. The fourth-order finite difference approximations are used to solve several test problems and produce high accurate numerical solutions.