Modified High-order Upwind Method for Convection Diffusion Equation

Abstract In this paper, we study the high-order upwind finite difference method for steady convection-diffusionproblems. Based on the conservative convection-diffusion equation, a high-order upwind finite difference schemeon nonuniform rectangular partition for convection-diffusion equation is proposed. The proposed scheme is inconversation form, satisfies maximum value principle and has second-order error estimates in discrete H~1 norm.To illustrate our conclusion, several numerical examples are given.     

Error estimates for a finite element-finite volume discretization of convection-diffusion equations

We consider a time-dependent linear convection-diffusion equation. This equation is approximated by a combined finite element-finite volume method: the diffusion term is discretized by Crouzeix-Raviart piecewise linear finite elements, and the convection term by upwind barycentric finite volumes on a triangular grid. An implicit Euler approach is used for time discretization. It is shown that the error associated with this scheme, measured by a discrete L^∞-L²- and L²-H¹-norm, respectively, decays linearly with the mesh size and the time step. This result holds without any link between mesh size and time step. The dependence of the corresponding error bound on the diffusion coefficient is completely explicit.     

Compact high-order finite-element method for elliptic transport problems with variable coefficients

We present a new conforming bilinear Petrov-Galerkin finite-element scheme for elliptic transport problems with variable coefficients. This scheme combines a generalized test function and artificial diffusion to achieve O(h⁴) grid-point accuracy on uniform stencils of 3 × 3 in two dimensions without resorting to the extended stencils of high-order elements. The method is compared with upwind and high-order finite-difference schemes and the standard Galerkin finite-element method for representative test problems. © 1994 John Wiley & Sons, Inc.     

A uniformly convergent B-spline collocation method on a nonuniform mesh for singularly perturbed one-dimensional time-dependent linear convection–diffusion problem

A numerical method is proposed for solving singularly perturbed one-dimensional parabolic convection–diffusion problems. The method comprises a standard implicit finite difference scheme to discretize in temporal direction on a uniform mesh by means of Rothe's method and B-spline collocation method in spatial direction on a piecewise uniform mesh of Shishkin type. The method is shown to be unconditionally stable and accurate of order O((Δx)²+Δt). An extensive amount of analysis has been carried out to prove the uniform convergence with respect to the singular perturbation parameter. Several numerical experiments have been carried out in support of the theoretical results. Comparisons of the numerical solutions are performed with an upwind finite difference scheme on a piecewise uniform mesh and exponentially fitted method on a uniform mesh to demonstrate the efficiency of the method.     

An unconditionally stable spatial sixth-order CCD-ADI method for the two-dimensional linear telegraph equation

The telegraph equation is one of the important models in many physics and engineering. In this work, we discuss the high-order compact finite difference method for solving the two-dimensional second-order linear hyperbolic equation. By using a combined compact finite difference method for the spatial discretization, a high-order alternating direction implicit method (ADI) is proposed. The method is O(τ² + h⁶) accurate, where τ, h are the temporal step size and spatial size, respectively. Von Neumann linear stability analysis shows that the method is unconditionally stable. Finally, numerical examples are used to illustrate the high accuracy of the new difference scheme.     

Short Note: A Note on Nonstandard Finite Difference Schemes for Reaction–Diffusion Equations Having Linear Advection

Nonstandard modified upwind difference scheme for one dimensional nonlinear reaction–diffusion equation with linear advection is given in this note. The use of a positivity condition allows the determination of a functional relation between the time and space step sizes, and it is weaker than that of the corresponding simple upwind difference scheme. Error estimate in the discrete l ^∞ norm is provided under suitable assumptions.     

A fully discrete spectral method for fractional Cattaneo equation based on Caputo–Fabrizo derivative

Recently Caputo and Fabrizio introduced a new derivative with fractional order without singular kernel. The derivative can be used to describe the material heterogeneities and the fluctuations of different scales. In this article, we derived a new discretization of Caputo–Fabrizio derivative of order α (1 < α < 2) and applied it into the Cattaneo equation. A fully discrete scheme based on finite difference method in time and Legendre spectral approximation in space is proposed. The stability and convergence of the fully discrete scheme are rigorously established. The convergence rate of the fully discrete scheme in H¹ norm is O(τ² + N^1?m), where τ, N and m are the time‐step size, polynomial degree and regularity in the space variable of the exact solution, respectively. Furthermore, the accuracy and applicability of the scheme are confirmed by numerical examples to support the theoretical results.     

A two-grid finite element method for the Allen-Cahn equation with the logarithmic potential

In this paper, we present a two-grid finite element method for the Allen-Cahn equation with the logarithmic potential. This method consists of two steps. In the first step, based on a fully implicit finite element method, the Allen-Cahn equation is solved on a coarse grid with mesh size H. In the second step, a linearized system whose nonlinear term is replaced by the value of the first step is solved on a fine grid with mesh size h. We give the energy stabilities of the traditional finite element method and the two-grid finite element method. The optimal convergence order of the two-grid finite element method in H¹ norm is achieved when the mesh sizes satisfy h = O(H²). Numerical examples are given to demonstrate the validity of the proposed scheme. The results show that the two-grid method can save the CPU time while keeping the same convergence rate.     

Optimal error estimation for Petrov-Galerkin methods in two dimensions

Summary We examine the optimality of conforming Petrov-Galerkin approximations for the linear convection-diffusion equation in two dimensions. Our analysis is based on the Riesz representation theorem and it provides an optimal error estimate involving the smallest possible constantC. It also identifies an optimal test space, for any choice of consistent norm, as that whose image under the Riesz representation operator is the trial space. By using the Helmholtz decomposition of the Hilbert space [L ²()]², we produce a construction for the constantC in which the Riesz representation operator is not required explicitly. We apply the technique to the analysis of the Galerkin approximation and of an upwind finite element method.     

Construction and Analysis of Lattice Boltzmann Methods Applied to a 1D Convection-Diffusion Equation

To solve the 1D (linear) convection-diffusion equation, we construct and we analyze two LBM schemes built on the D1Q2 lattice. We obtain these LBM schemes by showing that the 1D convection-diffusion equation is the fluid limit of a discrete velocity kinetic system. Then, we show in the periodic case that these LBM schemes are equivalent to a finite difference type scheme named LFCCDF scheme. This allows us, firstly, to prove the convergence in L ^∞ of these schemes, and to obtain discrete maximum principles for any time step in the case of the 1D diffusion equation with different boundary conditions. Secondly, this allows us to obtain most of these results for the Du Fort-Frankel scheme for a particular choice of the first iterate. We also underline that these LBM schemes can be applied to the (linear) advection equation and we obtain a stability result in L ^∞ under a classical CFL condition. Moreover, by proposing a probabilistic interpretation of these LBM schemes, we also obtain Monte-Carlo algorithms which approach the 1D (linear) diffusion equation. At last, we present numerical applications justifying these results.     

A parameter-uniform numerical method for time-dependent singularly perturbed differential-difference equations

A numerical study is made for solving a class of time-dependent singularly perturbed convection–diffusion problems with retarded terms which often arise in computational neuroscience. To approximate the retarded terms, a Taylor’s series expansion has been used and the resulting time-dependent singularly perturbed differential equation is approximated using parameter-uniform numerical methods comprised of a standard implicit finite difference scheme to discretize in the temporal direction on a uniform mesh by means of Rothe’s method and a B-spline collocation method in the spatial direction on a piecewise-uniform mesh of Shishkin type. The method is shown to be accurate of order O(M⁻¹ + N⁻² ln³N), where M and N are the number of mesh points used in the temporal direction and in the spatial direction respectively. An extensive amount of analysis has been carried out to prove the uniform convergence with respect to the singular perturbation parameter. Numerical results are given to illustrate the parameter-uniform convergence of the numerical approximations. Comparisons of the numerical solutions are performed with an upwind and midpoint upwind finite difference scheme on a piecewise-uniform mesh to demonstrate the efficiency of the method.     

A fourth-order finite difference scheme for two-dimensional nonlinear elliptic partial differential equations

A finite difference scheme for the two-dimensional, second-order, nonlinear elliptic equation is developed. The difference scheme is derived using the local solution of the differential equation. A 13-point stencil on a uniform mesh of size h is used to derive the finite difference scheme, which has a truncation error of order h⁴. Well-known iterative methods can be employed to solve the resulting system of equations. Numerical results are presented to demonstrate the fourth-order convergence of the scheme. © 1995 John Wiley & Sons, Inc.     

Analysis of a BDF–DGFE scheme for nonlinear convection–diffusion problems

We deal with the numerical solution of a scalar nonstationary nonlinear convection–diffusion equation. We employ a combination of the discontinuous Galerkin finite element method for the space semi-discretization and the k-step backward difference formula for the time discretization. The diffusive and stabilization terms are treated implicitly whereas the nonlinear convective term is treated by a higher order explicit extrapolation method, which leads to the necessity to solve only a linear algebraic problem at each time step. We analyse this scheme and derive a priori asymptotic error estimates in the discrete L ^∞(L ²)-norm and the L ²(H ¹)-seminorm with respect to the mesh size h and time step τ for k = 2,3. Numerical examples verifying the theoretical results are presented. This work is a part of the research project MSM 0021620839 financed by the Ministry of Education of the Czech Republic and was partly supported by the Grant No. 316/2006/B-MAT/MFF of the Grant Agency of the Charles University Prague. The research of M. Vlasák was supported by the project LC06052 of the Ministry of Education of the Czech Republic (Jindřich Nečas Center for Mathematical Modelling).     

Upwind compact finite difference scheme for time-accurate solution of the incompressible Navier-Stokes equations

This article presents a time-accurate numerical method using high-order accurate compact finite difference scheme for the incompressible Navier-Stokes equations. The method relies on the artificial compressibility formulation, which endows the governing equations a hyperbolic-parabolic nature. The convective terms are discretized with a third-order upwind compact scheme based on flux-difference splitting, and the viscous terms are approximated with a fourth-order central compact scheme. Dual-time stepping is implemented for time-accurate calculation in conjunction with Beam-Warming approximate factorization scheme. The present compact scheme is compared with an established non-compact scheme via analysis in a model equation and numerical tests in four benchmark flow problems. Comparisons demonstrate that the present third-order upwind compact scheme is more accurate than the non-compact scheme while having the same computational cost as the latter.     

An upwind center difference parallel method and numerical analysis for the displacement problem with moving boundary

A nonlinear coupled mathematical system of two‐phase seepage flow displacement is discussed in this paper including an elliptic equation for the pressure and a convection‐dominated diffusion equation for the saturation. In fact, the boundary of an underground region where the fluid flows through is nonstationary. So a moving boundary should be considered. The saturation equation is convection‐dominated, therefore the method of upwind finite difference is introduced for the accurate computation. The upwind approximation could eliminate numerical oscillation and strong stability is shown. Since the computational work of saturation is larger than the pressure, the authors apply a parallel method, decomposing the whole domain into several nonoverlapping subdomains, to simplify the computation. A domain decomposition method coupled with upwind differences is presented for the saturation. The pressure equation is discretized by a five‐point center finite difference method. By using a transformation and defining new inner products and norms, error estimates in l² norm is discussed. Finally, two experimental tests are given to illustrate the efficiency and accuracy of the parallel algorithm.     

Local and parallel finite element method for solving the biharmonic eigenvalue problem of plate vibration

In this paper, we establish a new local and parallel finite element discrete scheme based on the shifted‐inverse power method for solving the biharmonic eigenvalue problem of plate vibration. We prove the local error estimation of finite element solution for the biharmonic equation/eigenvalue problem and prove the error estimation of approximate solution obtained by the local and parallel scheme. When the diameters of three grids satisfy H⁴ = ?(w²) = ?(h), the approximate solutions obtained by our schemes can achieve the asymptotically optimal accuracy. The numerical experiments show that the computational schemes proposed in this paper are effective to solve the biharmonic eigenvalue problem of plate vibration.     

A higher order richardson scheme for a singularly perturbed semilinear elliptic convection-diffusion equation

The Dirichlet problem on a vertical strip is examined for a singularly perturbed semilinear elliptic convection-diffusion equation. For this problem, the basic nonlinear difference scheme based on the classical approximations on piecewise uniform grids condensing in the vicinity of boundary layers converges ɛ-uniformly with an order at most almost one. The Richardson technique is used to construct a nonlinear scheme that converges ɛ-uniformly with an improved order, namely, at the rate O(N ₁⁻²ln² N ₁ + N ₂⁻²), where N ₁ + 1 and N ₂ + 1 are the number of grid nodes along the x ₁-axis and per unit interval of the x ₂-axis, respectively. This nonlinear basic scheme underlies the linearized iterative scheme, in which the nonlinear term is calculated using the values of the sought function found at the preceding iteration step. The latter scheme is used to construct a linearized iterative Richardson scheme converging ɛ-uniformly with an improved order. Both the basic and improved iterative schemes converge ɛ-uniformly at the rate of a geometric progression as the number of iteration steps grows. The upper and lower solutions to the iterative Richardson schemes are used as indicators, which makes it possible to determine the iteration step at which the same ɛ-uniform accuracy is attained as that of the non-iterative nonlinear Richardson scheme. It is shown that no Richardson schemes exist for the convection-diffusion boundary value problem converging ɛ-uniformly with an order greater than two. Principles are discussed on which the construction of schemes of order greater than two can be based.     

Finite element method for Grwünwald–Letnikov time-fractional partial differential equation

In this article, we consider the finite element methods (FEM) for Grwünwald–Letnikov time-fractional diffusion equation, which is obtained from the standard two-dimensional diffusion equation by replacing the first-order time derivative with a fractional derivative (of order α, with 0?h ^r+1?+?τ^2-α), where h, τ and r are the space step size, time step size and polynomial degree, respectively. A numerical example is presented to verify the order of convergence.     

On block-circulant preconditioners for high-order compact approximations of convection-diffusion problems

We study some properties of block-circulant preconditioners for high-order compact approximations of convection-diffusion problems. For two-dimensional problems, the approximation gives rise to a nine-point discretisation matrix and in three dimensions, we obtain a nineteen-point matrix. We derive analytical expressions for the eigenvalues of the block-circulant preconditioner and this allows us to establish the invertibility of the preconditioner in both two and three dimensions. The eigenspectra of the preconditioned matrix in the two-dimensional case is described for different test cases. Our numerical results indicate that the block-circulant preconditioning leads to significant reduction in iteration counts and comparisons between the high-order compact and upwind discretisations are carried out. For the unpreconditioned systems, we observe fewer iteration counts for the HOC discretisation but for the preconditioned systems, we find similar iteration counts for both finite difference approximations of constant-coefficient two-dimensional convection-diffusion problems.     

High-order finite element methods for time-fractional partial differential equations

The aim of this paper is to develop high-order methods for solving time-fractional partial differential equations. The proposed high-order method is based on high-order finite element method for space and finite difference method for time. Optimal convergence rate O((Δt)^2−α+N^−r) is proved for the (r−1)th-order finite element method (r≥2).