Nonstandard finite difference schemes for a class of generalized convection–diffusion–reaction equations

In this work, a class of nonstandard finite difference (NSFD) schemes are proposed to approximate the solutions of a class of generalized convection–diffusion–reaction equations. First, in the case of no diffusion, two exact finite difference schemes are presented using the method of characteristics. Based on these two exact schemes, a class of exact schemes are presented by introducing a parameter α. Second, since the forms of these exact schemes are so complicated that they are not convenient to use, a class of NSFD schemes are derived from the exact schemes using numerical approximations. It follows that, under certain conditions about denominator function of time‐step sizes, these NSFD schemes are elementary stable and the solutions are positive and bounded. Third, by means of the Mickens' technique of subequations, a new class of implicit NSFD schemes are constructed for the full convection–diffusion–reaction equations. It is shown that, under certain parameters set, these NSFD schemes are capable of preserving the non‐negativity and boundedness of the analytical solutions. Finally, some numerical simulations are provided to verify the validity of our analytical results. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1288–1309, 2015     

Unstructured finite volume method for matrix free explicit solution of stress-strain fields in two dimensional problems with curved boundaries in equilibrium condition

In this paper, a plane stress structural solver which uses a matrix free unstructured finite volume method based on Galerkin approach is introduced for solution of weak form of two dimensional Cauchy equations on linear triangular element meshes. The developed shape function free Galerkin finite volume structural solver explicitly computes stresses and displacements in cartesian coordinate directions for the two dimensional solid mechanic problems in equilibrium condition. The accuracy of the introduced algorithm is assessed by comparison of computed results of two plane-stress cases with curved boundaries under uniformly distributed loads with available analytical solutions. The results of the introduced method are presented in terms of stress and strain contours and its effective parameters on convergence behaviour to equilibrium condition are assessed.     

Analytical and numerical method of finite bodies for calculation of cylindrical orthotropic shell with rectangular hole

To solve the boundary-value problem for cylindrical orthotropic shell with sizeable rectangular hole we suggest analytical and numerical method of finite bodies. For determination of the stress state of orthotropic thin-walled cylinder we use a systemof equations that exactly satisfies the equilibrium equations of orthotropic cylindrical shell. Representation of the solutions is divided into basic and self-equilibrium state. For some loads of a shell we build the basic stress state. We obtain a countable number of resolving functions that exactly satisfy the equations of a shell and describe the self-equilibrium stress state. We develop the algorithm of the analytical and numerical solutions of boundary-value problem based on approximation of the stress state of a shell by finite sum of resolving functions and propose a universal way of reduction of all conditions of the contact parts of the enclosure and the boundary conditions to minimize the generalized quadratic forms. We establish criteria under which the construction of approximate solutions coincides with the exact one.     

Efficient Numerical Methods for an Anisotropic,Nonisothermal, Two-Phase Transport Model of Proton Exchange Membrane Fuel Cell

We carry out model and numerical studies for a three-dimensional, anisotropic, nonisothermal, two-phase steady state transport model of proton exchange membrane fuel cell (PEMFC) in this paper. Besides fully addressing the conservation equations of mass, momentum, species, charge and energy equations arising in the PEMFC, we present some efficient numerical methods for this model to achieve a fast and convergent nonlinear iteration, comparing to the oscillatory and nonconvergent iteration conducted by commercial flow solvers or in-house codes with standard finite element/volume method. In a framework of a combined finite element-upwind finite volume method, Kirchhoff transformation plays an important role in dealing with the discontinuous and degenerate water diffusivity in its transport equation. Preconditioned GMRES solver together with Newton’s linearization scheme make the entire numerical simulation more efficient. Three-dimensional numerical simulations demonstrate that the convergent physical solutions can be attained within 30 steps. Numerical convergence tests are also performed to verify the efficiency and accuracy of the presented numerical algorithms and techniques.     

A simple finite volume method for the shallow water equations

We present a new finite volume method for the numerical solution of shallow water equations for either flat or non-flat topography. The method is simple, accurate and avoids the solution of Riemann problems during the time integration process. The proposed approach consists of a predictor stage and a corrector stage. The predictor stage uses the method of characteristics to reconstruct the numerical fluxes, whereas the corrector stage recovers the conservation equations. The proposed finite volume method is well balanced, conservative, non-oscillatory and suitable for shallow water equations for which Riemann problems are difficult to solve. The proposed finite volume method is verified against several benchmark tests and shows good agreement with analytical solutions.     

A characteristic domain decomposition and space–time local refinement method for first‐order linear hyperbolic equations with interfaces

We develop a characteristic‐based domain decomposition and space–time local refinement method for first‐order linear hyperbolic equations. The method naturally incorporates various physical and numerical interfaces into its formulation and generates accurate numerical solutions even if large time‐steps are used. The method fully utilizes the transient and strongly local behavior of the solutions of hyperbolic equations and provides solutions with significantly improved accuracy and efficiency. Several numerical experiments are presented to illustrate the performance of the method and for comparison with other domain decomposition and local refinement schemes. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 1–28, 1999     

An iterative solver for the Oseen problem and numerical solution of incompressible Navier–Stokes equations

Incompressible unsteady Navier–Stokes equations in pressure–velocity variables are considered. By use of the implicit and semi‐implicit schemes presented the resulting system of linear equations can be solved by a robust and efficient iterative method. This iterative solver is constructed for the system of linearized Navier–Stokes equations. The Schur complement technique is used. We present a new approach of building a non‐symmetric preconditioner to solve a non‐symmetric problem of convection–diffusion and saddle‐point type. It is shown that handling the differential equations properly results in constructing efficient solvers for the corresponding finite linear algebra systems. The method has good performance for various ranges of viscosity and can be used both for 2D and 3D problems. The analysis of the method is still partly heuristic, however, the mathematically rigorous results are proved for certain cases. The proof is based on energy estimates and basic properties of the underlying partial differential equations. Numerical results are provided. Additionally, a multigrid method for the auxiliary convection–diffusion problem is briefly discussed. Copyright © 1999 John Wiley & Sons, Ltd.     

A parallel finite volume scheme preserving positivity for diffusion equation on distorted meshes

Parallel domain decomposition methods are natural and efficient for solving the implicity schemes of diffusion equations on massive parallel computer systems. A finite volume scheme preserving positivity is essential for getting accurate numerical solutions of diffusion equations and ensuring the numerical solutions with physical meaning. We call their combination as a parallel finite volume scheme preserving positivity, and construct such a scheme for diffusion equation on distorted meshes. The basic procedure of constructing the parallel finite volume scheme is based on the domain decomposition method with the prediction‐correction technique at the interface of subdomains: First, we predict the values on each inner interface of subdomains partitioned by the domain decomposition. Second, we compute the values in each subdomain using a finite volume scheme preserving positivity. Third, we correct the values on each inner interface using the finite volume scheme preserving positivity. The resulting scheme has intrinsic parallelism, and needs only local communication among neighboring processors. Numerical results are presented to show the performance of our schemes, such as accuracy, stability, positivity, and parallel speedup.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 2159–2178, 2017     

Analytical and numerical solutions of the Fitzhugh–Nagumo equation and their multistability behavior

In this paper, we propose an analytical method and a modification of explicit exponential finite difference method (EEFDM) for analytical and numerical solutions of the Fitzhugh–Nagumo (FN) and Newell–Whitehead (NW) equations. The method is improved computationally by using the Padé approximation technique. Furthermore, multistability behavior of traveling wave solutions of the FN and NW equations are examined in presence of external forcing. It is observed that there exist coexisting periodic and quasiperiodic orbits for the FN equation, where as only quasiperiodic orbits is observed in case of NW equation.     

Practical finite‐analytic method for solving differential equations by compact numerical schemes

Methodology for development of compact numerical schemes by the practical finite‐analytic method (PFAM) is presented for spatial and/or temporal solution of differential equations. The advantage and accuracy of this approach over the conventional numerical methods are demonstrated. In contrast to the tedious discretization schemes resulting from the original finite‐analytic solution methods, such as based on the separation of variables and Laplace transformation, the practical finite‐analytical method is proven to yield simple and convenient discretization schemes. This is accomplished by a special universal determinant construction procedure using the general multi‐variate power series solutions obtained directly from differential equations. This method allows for direct incorporation of the boundary conditions into the numerical discretization scheme in a consistent manner without requiring the use of artificial fixing methods and fictitious points, and yields effective numerical schemes which are operationally similar to the finite‐difference schemes. Consequently, the methods developed for numerical solution of the algebraic equations resulting from the finite‐difference schemes can be readily facilitated. Several applications are presented demonstrating the effect of the computational molecule, grid spacing, and boundary condition treatment on the numerical accuracy. The quality of the numerical solutions generated by the PFAM is shown to approach to the exact analytical solution at optimum grid spacing. It is concluded that the PFAM offers great potential for development of robust numerical schemes. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

A characteristic finite element method with local mesh refinements for the Lamm equation in analytical ultracentrifugation

The Lamm equation is a fundamental differential equation in analytical ultracentrifugation, for describing the transport of solutes in an ultracentrifuge cell. In this article, we present a characteristic finite element method with local mesh refinements for solving the Lamm equation. The numerical method is mass‐conservative by design and allows relatively large time steps to be used. Numerical experiments indicate that the numerical solutions are oscillation‐free in the region near the cell bottom, where mass build up and large concentration gradients occur. Positivity of solutions is also well kept. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

A hybrid numerical model for multiphase fluid flow in a deformable porous medium

In this paper, a fully coupled finite volume-finite element model for a deforming porous medium interacting with the flow of two immiscible pore fluids is presented. The basic equations describing the system are derived based on the averaging theory. Applying the standard Galerkin finite element method to solve this system of partial differential equations does not conserve mass locally. A non-conservative method may cause some accuracy and stability problems. The control volume based finite element technique that satisfies local mass conservation of the flow equations can be an appropriate alternative. Full coupling of control volume based finite element and the standard finite element techniques to solve the multiphase flow and geomechanical equilibrium equations is the main goal of this paper. The accuracy and efficiency of the method are verified by studying several examples for which analytical or numerical solutions are available. The effect of mesh orientation is investigated by simulating a benchmark water-flooding problem. A representative example is also presented to demonstrate the capability of the model to simulate the behavior in heterogeneous porous media.     

Two-dimensional numerical modelling of shallow water flows over multilayer movable beds

The two-dimensional modelling of shallow water flows over multi-sediment erodible beds is presented. A novel approach is developed for the treatment of multiple sediment types in morphodynamics. The governing equations include the two-dimensional shallow water equations for hydrodynamics, an Exner-type equation for morphodynamics, a two-dimensional transport equation for the suspended sediments, and a set of empirical equations for entrainment and deposition. Multilayer sedimentary beds are formed of different erodible soils with sediment properties and new exchange conditions between the bed layers are developed for the model. The coupled equations yield a hyperbolic system of balance laws with source terms. As a numerical solver for the system, we implement a fast finite volume characteristics method. The numerical fluxes are reconstructed using the method of characteristics which employs projection techniques. The proposed finite volume solver is simple to implement, satisfies the conservation property and can be used for two-dimensional sediment transport problems in non-homogeneous isotropic beds without need of complicated three-dimensional equations. To assess the performance of the proposed models, we present numerical results for a wide variety of shallow water flows over sedimentary layers. Comparisons to experimental data for dam-break problems over movable beds are also included in this study.     

High order accurate semi-implicit WENO schemes for hyperbolic balance laws

In this paper we propose a family of well-balanced semi-implicit numerical schemes for hyperbolic conservation and balance laws. The basic idea of the proposed schemes lies in the combination of the finite volume WENO discretization with Roe’s solver and the strong stability preserving (SSP) time integration methods, which ensure the stability properties of the considered schemes [S. Gottlieb, C.-W. Shu, E. Tadmor, Strong stability-preserving high-order time discretization methods, SIAM Rev. 43 (2001) 89-112]. While standard WENO schemes typically use explicit time integration methods, in this paper we are combining WENO spatial discretization with optimal SSP singly diagonally implicit (SDIRK) methods developed in [L. Ferracina, M.N. Spijker, Strong stability of singly diagonally implicit Runge-Kutta methods, Appl. Numer. Math. 58 (2008) 1675-1686]. In this way the implicit WENO numerical schemes are obtained. In order to reduce the computational effort, the implicit part of the numerical scheme is linearized in time by taking into account the complete WENO reconstruction procedure. With the proposed linearization the new semi-implicit finite volume WENO schemes are designed.A detailed numerical investigation of the proposed numerical schemes is presented in the paper. More precisely, schemes are tested on one-dimensional linear scalar equation and on non-linear conservation law systems. Furthermore, well-balanced semi-implicit WENO schemes for balance laws with geometrical source terms are defined. Such schemes are then applied to the open channel flow equations. We prove that the defined numerical schemes maintain steady state solution of still water. The application of the new schemes to different open channel flow examples is shown.     

Solving time‐periodic fractional diffusion equations via diagonalization technique and multigrid

This paper addresses numerical computation of time‐periodic diffusion equations with fractional Laplacian. Time‐periodic differential equations present fundamental challenges for numerical computation because we have to consider all the discrete solutions once in all instead of one by one. An idea based on the diagonalization technique is proposed, which yields a direct parallel‐in‐time computation for all the discrete solutions. The major computation cost is therefore reduced to solve a series of independent linear algebraic systems with complex coefficients, for which we apply a multigrid method using the damped Richardson iteration as the smoother. Such a linear solver possesses mesh‐independent convergence factor, and we make an optimization for the damping parameter to minimize such a constant convergence factor. Numerical results are provided to support our theoretical analysis.     

On well‐posedness of nonclassical problems for elliptic equations

In the present paper, we consider nonclassical problems for multidimensional elliptic equations. A finite difference method for solving these nonlocal boundary value problems is presented. Stability, almost coercive stability and coercive stability for the solutions of first and second orders of approximation are obtained. The theoretical statements for the solutions of these difference schemes are supported by numerical examples for the two‐dimensional elliptic equations. Copyright © 2014 John Wiley & Sons, Ltd.     

Decoupled characteristic stabilized finite element method for time‐dependent Navier–Stokes/Darcy model

In this article, we propose and analyze a new decoupled characteristic stabilized finite element method for the time‐dependent Navier–Stokes/Darcy model. The key idea lies in combining the characteristic method with the stabilized finite element method to solve the decoupled model by using the lowest‐order conforming finite element space. In this method, the original model is divided into two parts: one is the nonstationary Navier–Stokes equation, and the other one is the Darcy equation. To deal with the difficulty caused by the trilinear term with nonzero boundary condition, we use the characteristic method. Furthermore, as the lowest‐order finite element pair do not satisfy LBB (Ladyzhen‐Skaya‐Brezzi‐Babuska) condition, we adopt the stabilized technique to overcome this flaw. The stability of the numerical method is first proved, and the optimal error estimates are established. Finally, extensive numerical results are provided to justify the theoretical analysis.     

Use of Adomian decomposition method in the study of parallel plate flow of a third grade fluid

In this paper, Adomian’s decomposition method is used to solve non-linear differential equations which arise in fluid dynamics. We study basic flow problems of a third grade non-Newtonian fluid between two parallel plates separated by a finite distance. The technique of Adomian decomposition is successfully applied to study the problem of a non-Newtonian plane Couette flow, fully developed plane Poiseuille flow and plane Couette–Poiseuille flow. The results obtained show the reliability and efficiency of this analytical method. Numerical solutions are also obtained by solving non-linear ordinary differential equations using Chebyshev spectral method. We present a comparative study between the analytical solutions and numerical solutions. The analytical results are found to be in good agreement with numerical solutions which reveals the effectiveness and convenience of the Adomian decomposition method.     

多边形网格上扩散方程新的单调格式

 本文在星形多边形网格上, 构造了扩散方程新的单调有限体积格式.该格式与现有的基于非线性两点流的单调格式的主要区别是, 在网格边的法向流离散模板中包含当前边上的点, 在推导离散法向流的表达式时采用了定义于当前边上的辅助未知量, 这样既可适应网格几何大变形, 同时又兼顾了当前网格边上物理量的变化. 在光滑解情形证明了离散法向流的相容性.对于具有强各向异性、非均匀张量扩散系数的扩散方程, 证明了新格式是单调的, 即格式可以保持解析解的正性. 数值结果表明在扭曲网格上, 所构造的格式是局部守恒和保正的, 对光滑解有高于一阶的精度, 并且, 针对非平衡辐射限流扩散问题, 数值结果验证了新格式在计算效率和守恒精度上优于九点格式.