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 Green’s function formulation of nonlocal finite-difference schemes for reaction-diffusion equations

Reaction-diffusion equations are commonly used in different science and engineering fields to describe spatial patterns arising from the interaction of chemical or biochemical reactions and diffusive transport mechanisms. The aim of this work is to show that a Green’s function formulation of reaction-diffusion PDEs is a suitable framework to derive FD schemes incorporating both O(h²) accuracy and nonlocal approximations in the whole domain (including boundary nodes). By doing so, the approach departs from a Green’s function formulation of the boundary-value problem to pose an approximation problem based on a domain decomposition. Within each subdomain, the corresponding integral equation is forced to have zero residual at given grid points. Different FD schemes are obtained depending on the numerical scheme used for computing the Green’s integral over each subdomain. Dirichlet and Neumann boundary conditions are considered, showing that the FD scheme based on the Green’s function formulation incorporates, in a natural way, the effects of boundary nodes in the discretization approximation.     

Numerical Method for Singularly Perturbed Third Order Ordinary Differential Equations of Convection-Diffusion Type

In this paper, we have proposed a numerical method for Singularly Perturbed Boundary Value Problems (SPBVPs) of convection-diffusion type of third order Ordinary Differential Equations (ODEs) in which the SPBVP is reduced into a weakly coupled system of two ODEs subject to suitable initial and boundary conditions. The numerical method combines boundary value technique, asymptotic expansion approximation, shooting method and finite difference scheme. In order to get a numerical solution for the derivative of the solution, the domain is divided into two regions namely inner region and outer region. The shooting method is applied to the inner region while standard finite difference scheme (FD) is applied for the outer region. Necessary error estimates are derived for the method. Computational efficiency and accuracy are verified through numerical examples. The method is easy to implement and suitable for parallel computing.     

Domain-decomposition approach to local grid refinement in finite element collocation

Advection-dominated flows occur widely in the transport of groundwater contaminants, the movements of fluids in enhanced oil recovery projects, and many other contexts. In numerical models of such flows, adaptive local grid refinement is a conceptually attractive approach for resolving the sharp fronts or layers that tend to characterize the solutions. However, this approach can be difficult to implement in practice. A domain decomposition method developed by Bramble, Ewing, Pasciak, and Schatz, known as the BEPS method, overcomes many of the difficulties. We demonstrate the applicability of BEPS ideas to finite element collocation on trial spaces of piecewise Hermite cubics. The resulting scheme allows one to refine selected parts of a spatial grid without destroying algebraic efficiencies associated with the original coarse grid. We apply the method to steady-state problems with boundary and interior layers and a time-dependent advection-diffusion problem.     

On the numerical method for solving a hypersingular integral equation with the computation of the solution gradient

We consider a linear integral equation, which arises when solving the Neumann boundary value problem for the Laplace equation with the representation of the solution in the form of a double layer potential, with a hypersingular integral treated in the sense of Hadamard finite value. We consider the case in which the exterior or interior problem is solved in a domain whose boundary is a closed smooth surface and the integral equation is written over that surface. A numerical scheme for solving the integral equation is constructed with the use of quadrature formulas of the type of the method of discrete singularities with a regularization for the use of an irregular grid. We prove the convergence, uniform over the grid points, of the numerical solutions to the exact solution of the hypersingular equation and, in addition, the uniform convergence of the values of the approximate finite-difference derivative operator on the numerical solution to the values on the projection of the exact solution onto the subspace of grid functions with nodes at the collocation points.     

Numerical solution of the system of second-order boundary value problems using the local radial basis functions based differential quadrature collocation method

In this research, we propose a numerical scheme to solve the system of second-order boundary value problems. In this way, we use the Local Radial Basis Function Differential Quadrature (LRBFDQ) method for approximating the derivative. The LRBFDQ method approximates the derivatives by Radial Basis Functions (RBFs) interpolation using a small set of nodes in the support domain of any node. So the new scheme needs much less computational work than the globally supported RBFs collocation method. We use two techniques presented by Bayona et al. (2011, 2012) [29], [30] to determine the optimal shape parameter. Some examples are presented to demonstrate the accuracy and easy implementation of the new technique. The results of numerical experiments are compared with the analytical solution, finite difference (FD) method and some published methods to confirm the accuracy and efficiency of the new scheme presented in this paper.     

地形构造中地震波传播的非对称交错网格模拟

提出了一种新的三维空间对称交错网格差分方法,模拟地形构造中弹性波传播过程．通过具有二阶时间精度和四阶空间精度的不规则网格差分算子用来近似一阶弹性波动方程,引入附加差分公式解决非均匀交错网格的不对称问题．该方法无需在精细网格和粗糙网格间进行插值,所有网格点上的计算在同一次空间迭代中完成．使用精细不规则网格处理海底粗糙界面、 断层和空间界面等复杂几何构造, 理论分析和数值算例表明, 该方法不但节省了大量内存和计算时间, 而且具有令人满意的稳定性和精度．在模拟地形构造中地震波传播时,该方法比常规方法效率更高．     

A multigrid compact finite difference method for solving the one‐dimensional nonlinear sine‐Gordon equation

The aim of this paper is to propose a multigrid method to obtain the numerical solution of the one‐dimensional nonlinear sine‐Gordon equation. The finite difference equations at all interior grid points form a large sparse linear system, which needs to be solved efficiently. The solution cost of this sparse linear system usually dominates the total cost of solving the discretized partial differential equation. The proposed method is based on applying a compact finite difference scheme of fourth‐order for discretizing the spatial derivative and the standard second‐order central finite difference method for the time derivative. The proposed method uses the Richardson extrapolation method in time variable. The obtained system has been solved by V‐cycle multigrid (VMG) method, where the VMG method is used for solving the large sparse linear systems. The numerical examples show the efficiency of this algorithm for solving the one‐dimensional sine‐Gordon equation. Copyright © 2014 John Wiley & Sons, Ltd.     

Accurate finite difference schemes for solving a 3D micro heat transfer model in an N-carrier system with the Neumann boundary condition in spherical coordinates

In this study, we propose a 3D generalized micro heat transfer model in an N-carrier system with the Neumann boundary condition in spherical coordinates, which can be applied to describe the non-equilibrium heating in biological cells. Two improved unconditionally stable Crank-Nicholson schemes are then presented for solving the generalized model. In particular, we delicately adjust the location of the interior grid point that is next to the boundary so that the Neumann boundary condition can be applied directly without discretization. As such, a second-order accurate finite difference scheme without using any fictitious grid points is obtained. The convergence rates of the numerical solution are tested by an example. Results show that the convergence rates of the present schemes are about 2.0 with respect to the spatial variable r, which improves the accuracy of the Crank-Nicholson scheme coupled with the conventional first-order approximation for the Neumann boundary condition.     

Convergence of a numerical scheme of the type of the vortex loop method on a closed surface with an approximation to the surface shape

We consider a linear integral equation with a hypersingular integral treated in the sense of the Hadamard finite value. This equation arises when solving the Neumann boundary value problem for the Laplace equation with the use of the representation of the solution in the form of a double layer potential. We study the case in which an exterior or interior boundary value problem is solved in a domain whose boundary is a smooth closed surface and the integral equation is written out on that surface. For the numerical solution of the integral equation, the surface is approximated by spatial polygons whose vertices lie on the surface. We construct a numerical scheme for solving the integral equation on the basis of such an approximation to the surface with the use of quadrature formulas of the type of the method of discrete singularities with regularization. We prove that the numerical solutions converge to the exact solution of the hypersingular integral equation uniformly on the grid.     

A fast and robust numerical scheme for solving models of charge carrier transport and ion vacancy motion in perovskite solar cells

Drift-diffusion models that account for the motion of ion vacancies and electronic charge carriers are important tools for explaining the behaviour, and guiding the development, of metal halide perovskite solar cells. Computing numerical solutions to such models in realistic parameter regimes, where the short Debye lengths give rise to boundary layers in which the solution varies extremely rapidly, is challenging. Two suitable numerical methods, that can effectively cope with the spatial stiffness inherent to such problems, are presented and contrasted (a finite element scheme and a finite difference scheme). Both schemes are based on an appropriate choice of non-uniform spatial grid that allows the solution to be computed accurately in the boundary layers. An adaptive time step is employed in order to combat a second source of stiffness, due to the disparity in timescales between the motion of the ion vacancies and electronic charge carriers. It is found that the finite element scheme provides significantly higher accuracy, in a given compute time, than both the finite difference scheme and some previously used alternatives (Chebfun and pdepe). An example transient sweep of a current-voltage curve for realistic parameter values can be computed using this finite element scheme in only a few seconds on a standard desktop computer.     

An explicit staggered-grid method for numerical simulation of large-scale natural gas pipeline networks

We present an explicit second order staggered finite difference (FD) discretization scheme for forward simulation of natural gas transport in pipeline networks. By construction, this discretization approach guarantees that the conservation of mass condition is satisfied exactly. The mathematical model is formulated in terms of density, pressure, and mass flux variables, and as a result permits the use of a general equation of state to define the relation between the gas density and pressure for a given temperature. In a single pipe, the model represents the dynamics of the density by propagation of a non-linear wave according to a variable wave speed. We derive compatibility conditions for linking domain boundary values to enable efficient, explicit simulation of gas flows propagating through a network with pressure changes created by gas compressors. We compare our staggered grid method with an explicit operator splitting method and a lumped element scheme, and perform numerical experiments to validate the convergence order of the new discretization approach. In addition, we perform several computations to investigate the influence of non-ideal equation of state models and temperature effects on pipeline simulations with boundary conditions on various time and space scales.     

Convergence of Finite Volume Schemes for Hamilton-Jacobi Equations with Dirichlet Boundary Conditions

We study numerical methods for time-dependent Hamilton-Jacobi equations with weak Dirichlet boundary conditions. We first propose a new class of abstract monotone approximation schemes and get a convergence rate of 1/2 . Then, according to the abstract convergence results, by newly constructing monotone finite volume approximations on interior and boundary points, we obtain convergent finite volume schemes for time-dependent Hamilton-Jacobi equations with weak Dirichlet boundary conditions. Finally give some numerical results.     

非定常不可压Navier-Stokes方程两重网格方法的稳定性和L2误差估计

讨论了二维非定常不可压Navier-Stokes方程的两重网格方法．此方法包括在粗网格上求解一个非线性问题,在细网格上求解一个Stokes问题．采用一种新的全离散(时间离散用Crank-Nicolson格式,空间离散用混合有限元方法)格式数值求解N-S方程．证明了该全离散格式的稳定性．给出了L2误差估计．对比标准有限元方法,在保持同样精度的前提下,TGM能节省大量的计算量．     

Repeated Richardson extrapolation applied to the two-dimensional Laplace equation using triangular and square grids

The focus of this work is to verify the efficiency of the Repeated Richardson Extrapolation (RRE) to reduce the discretization error in a triangular grid and to compare the result to the one obtained for a square grid for the two-dimensional Laplace equation. Two different geometries were employed: the first one, a unitary square domain, was discretized into a square or triangular grid; and the second, a half square triangle, was discretized into a triangular grid. The methodology employed used the following conditions: the finite volume method, uniform grids, second-order accurate approximations, several variables of interest, Dirichlet boundary conditions, grids with up to 16,777,216 nodes for the square domain and up to 2097,152 nodes for the half square triangle domain, multigrid method, double precision, up to eleven Richardson extrapolations for the first domain and up to ten Richardson extrapolations for the second domain. It was verified that (1) RRE is efficient in reducing the discretization error in a triangular grid, achieving an effective order of approximately 11 for all the variables of interest for the first geometry; (2) for the same number of nodes and with or without RRE, the discretization error is smaller in a square grid than in a triangular grid; and (3) the magnitude of the numerical error reduction depends on, among other factors, the variable of interest and the domain geometry.     

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     

Preconditioner for a discrete Laplace operator on a condensed grid

In this paper, it is proved that the discrete Laplace operator approximating a Dirichlet boundary value problem for a Poisson equation by a finite element method with piecewise-linear functions on an evenly condensed grid that is topologically equivalent to a rectangular grid (i.e., obtained by shifting the rectangular grid nodes) is equivalent, in the range, to the operator of a 5-point difference scheme on a uniform grid.     

Lattice Boltzmann simulation for high-speed compressible viscous flows with a boundary layer

In this study, the lattice Boltzmann method is employed for simulating high-speed compressible viscous flows with a boundary layer. The coupled double-distribution-function lattice Boltzmann method proposed by Li et al. (2007) is employed because of its good numerical stability and non-free-parameter feature. The non-uniform mesh construction near the wall boundary in fine grids is combined with an appropriate wall boundary treatment for the finite difference method in order to obtain accurate spatial resolution in the boundary layer problem. Three typical problems in high-speed viscous flows are solved in the lattice Boltzmann simulation, i.e., the compressible boundary layer problem, shock wave problem, and shock boundary layer interaction problem. In addition, in-depth comparisons are made with the non-oscillatory and non-free-parameter dissipation (NND) scheme and second order upwind scheme in the present lattice Boltzmann model. Our simulation results indicate the great potential of the lattice Boltzmann method for simulating high-speed compressible viscous flows with a boundary layer. Further research is needed (e.g., better numerical models and appropriate finite difference schemes) because the lattice Boltzmann method is still immature for high-speed compressible viscous flow applications.     

薄板的局部Petrov-Galerkin方法

利用薄板控制微分方程的等效积分对称弱形式和对变量(挠度)采用移动最小二乘近似函数进行插值,研究了薄板弯曲问题的无网格局部Petrov-Galerkin方法．这是一种真正的无网格方法,它不需要任何有限元或边界元网格,不管这种网格是用于能量积分还是进行插值的目的．所有的积分都在规则形状的子域及其边界上进行,并用罚因子法施加本质边界条件．数值例子表明,无网格局部Petrov-Galerkin法不但能够求解二阶微分方程的边值问题,而且求解四阶微分方程的边值问题也很有效,也具有收敛快、稳定性好、对挠度和内力都具有精度高的特点．     

<Emphasis Type="Italic">ε</Emphasis>-Uniform error estimate of hybrid numerical scheme for singularly perturbed parabolic problems with nterior layers

This article is devoted to the study of a hybrid numerical scheme for a class of singularly perturbed parabolic convection-diffusion problems with discontinuous convection coefficients. In general, the solutions of this class of problems possess strong interior layers. To solve these problems, we discretize the time derivative by the backward-Euler method and the spatial derivatives by a hybrid finite difference scheme (a proper combination of the midpoint upwind scheme in the outer regions and the classical central difference scheme in the interior layer regions) on a layer resolving piecewise-uniform Shishkin mesh. It is proved that the method converges uniformly in the discrete supremum norm with almost second-order spatial accuracy. Moreover, an optimal order of convergence (up to a logarithmic factor) is obtained inside the layer regions. Extensive numerical experiments are conducted to support the theoretical results and also, to demonstrate the accuracy of this method.