A meshless method for solving three-dimensional time fractional diffusion equation with variable-order derivatives

In this study a new framework for solving three-dimensional (3D) time fractional diffusion equation with variable-order derivatives is presented. Firstly, a θ-weighted finite difference scheme with second-order accuracy is introduced to perform temporal discretization. Then a meshless generalized finite difference (GFD) scheme is employed for the solutions of remaining problems in the space domain. The proposed scheme is truly meshless and can be used to solve problems defined on an arbitrary domain in three dimensions. Preliminary numerical examples illustrate that the new method proposed here is accurate and efficient for time fractional diffusion equation in three dimensions, particularly when high accuracy is desired.     

Solution of double nonlinear problems in porous media by a combined finite volume–finite element algorithm

The combined finite volume–finite element scheme for a double nonlinear parabolic convection-dominated diffusion equation which models the variably saturated flow and contaminant transport problems in porous media is extended. Whereas the convection is approximated by a finite volume method (Multi-Point Flux Approximation), the diffusion is approximated by a finite element method. The scheme is fully implicit and involves a relaxation-regularized algorithm. Due to monotonicity and conservation properties of the approximated scheme and in view of the compactness theorem we show the convergence of the numerical scheme to the weak solution. Our scheme is applied for computing two dimensional examples with different degrees of complexity. The numerical results demonstrate that the proposed scheme gives good performance in convergence and accuracy.     

A High-Order Finite Difference Scheme for 3D Unsteady Convection Diffusion Reaction Equations北大核心CSCD

针对三维非稳态对流扩散反应方程,构造了一种高精度紧致有限差分格式,对空间的离散采用四阶紧致差分方法,对时间的离散采用Taylor级数展开和余项修正技术,所提格式在时间上的精度为二阶、在空间上的精度为四阶。利用Fourier稳定性分析法证明了该格式是无条件稳定的。最后给出数值算例验证了理论结果。     

Integrated fast and high‐accuracy computation of convection diffusion equations using multiscale multigrid method

We present an explicit sixth‐order compact finite difference scheme for fast high‐accuracy numerical solutions of the two‐dimensional convection diffusion equation with variable coefficients. The sixth‐order scheme is based on the well‐known fourth‐order compact (FOC) scheme, the Richardson extrapolation technique, and an operator interpolation scheme. For a particular implementation, we use multiscale multigrid method to compute the fourth‐order solutions on both the coarse grid and the fine grid. Then, an operator interpolation scheme combined with the Richardson extrapolation technique is used to compute a sixth‐order accurate fine grid solution. We compare the computed accuracy and the implementation cost of the new scheme with the standard nine‐point FOC scheme and Sun–Zhang's sixth‐order method. Two convection diffusion problems are solved numerically to validate our proposed sixth‐order scheme. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

一维定常型对流占优扩散方程的一类迎风有限体积格式

本文针对一维定常型对流占优扩散方程提出了一类迎风有限体积格式 .该格式对对流项具有二阶精度 ,对扩散项保持一阶精度 ,符合对流占优扩散问题强对流、弱扩散的特点 .     

非光滑时间分数阶齐次扩散方程的修正

当初值不光滑时,时间分数阶齐次扩散方程数值方法的精度会下降.为了得到高阶时间收敛格式,提出加权移位的Grünwald-Letnikov的修正格式,运用Lubich的修正方法,得到非光滑时间分数阶齐次扩散方程的收敛阶仍为O(k²).最后,通过数值算例验证了数值计算结果与理论计算结果一致.     

A comparative Fourier analysis of discontinuous Galerkin schemes for advection–diffusion with respect to BR1, BR2, and local discontinuous Galerkin diffusion discretization

This work compares the wave propagation properties of discontinuous Galerkin (DG) schemes for advection–diffusion problems with respect to the behavior of classical discretizations of the diffusion terms, that is, two versions of the local discontinuous Galerkin (LDG) scheme as well as the BR1 and the BR2 scheme. The analysis highlights a significant difference between the two possible ways to choose the alternating LDG fluxes showing that the variant that is inconsistent with the upwind advective flux is more accurate in case of advection–diffusion discretizations. Furthermore, whereas for the BR1 scheme used within a third order DG scheme on Gauss-Legendre nodes, a higher accuracy for well-resolved problems has previously been observed in the literature, this work shows that higher accuracy of the BR1 discretization only holds for odd orders of the DG scheme. In addition, this higher accuracy is generally lost on Gauss–Legendre–Lobatto nodes.     

A new combined finite element‐upwind finite volume method for convection‐dominated diffusion problems

In this article, we develop a combined finite element‐weighted upwind finite volume method for convection‐dominated diffusion problems in two dimensions, which discretizes the diffusion term with the standard finite element scheme, and the convection and source terms with the weighted upwind finite volume scheme. The developed method leads to a totally new scheme for convection‐dominated problems, which overcomes numerical oscillation, avoids numerical dispersion, and has high‐order accuracy. Stability analyses of the scheme are given for the problems with constant coefficients. Numerical experiments are presented to illustrate the stability and optimal convergence of our proposed method. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 799–818, 2016     

对流占优扩散方程的特征线楔形基无网格法

本文研究了一维对流占优扩散方程的初边值问题.利用特征线法与楔形基无网格法,获得了特征线楔形基无网格显格式与隐格式算法.数值实验表明算法具有精度高、计算简单等优点.     

An IMEX‐BDF2 compact scheme for pricing options under regime‐switching jump‐diffusion models

In this paper, an implicit‐explicit two‐step backward differentiation formula (IMEX‐BDF2) together with finite difference compact scheme is developed for the numerical pricing of European and American options whose asset price dynamics follow the regime‐switching jump‐diffusion process. It is shown that IMEX‐BDF2 method for solving this system of coupled partial integro‐differential equations is stable with the second‐order accuracy in time. On the basis of IMEX‐BDF2 time semi‐discrete method, we derive a fourth‐order compact (FOC) finite difference scheme for spatial discretization. Since the payoff function of the option at the strike price is not differentiable, the results show only second‐order accuracy in space. To remedy this, a local mesh refinement strategy is used near the strike price so that the accuracy achieves fourth order. Numerical results illustrate the effectiveness of the proposed method for European and American options under regime‐switching jump‐diffusion models.     

THE UPWIND FINITE ELEMENT SCHEME AND MAXIMUM PRINCIPLE FOR NONLINEAR CONVECTION-DIFFUSION PROBLEM

In this paper, a kind of partial upwind finite element scheme is studied for twodimensional nonlinear convection-diffusion problem. Nonlinear convection term approximated by partial upwind finite element method considered over a mesh dual to the triangular grid, whereas the nonlinear diffusion term approximated by Galerkin method. A linearized partial upwind finite element scheme and a higher order accuracy scheme are constructed respectively. It is shown that the numerical solutions of these schemes preserve discrete maximum principle. The convergence and error estimate are also given for both schemes under some assumptions. The numerical results show that these partial upwind finite element scheme are feasible and accurate.     

A modified method of characteristics incorporating streamline diffusion

A hybrid finite-element method, combining ideas from a modified method of characteristics and the streamline diffusion method, delivers accurate solutions to the advection–diffusion equation. An error analysis for the case of tensorial diffusion shows that the lowest-order version of the scheme, which allows one to use a symmetric linear solvers at each time step, possesses first-order accuracy in time and space. Numerical experiments demonstrate the scheme's ability to model advection-dominated transport of solute plumes without distorting sharp fronts. © 1995 John Wiley & Sons, Inc.     

不可压混溶驱替问题的流线扩散──混合元数值模拟

采用标准元模拟不可压混溶流问题，当扩散系数矩阵小过剖分参数时，有限元格式仅能给出比最优精度低一阶的逼近解，格式稳定性差并伴有强烈的数值弥散现象．为了克服上述缺陷，本文对压力方程采用混合元，而对浓度方程采用流线扩散格式，在扩散矩阵为线性的假定下，证明了该格式具有较标准元更高的逼近精度（比最优阶低1／2）和更好的稳定性．     

A finite element approach for analysis and computational modelling of coupled reaction diffusion models

In this article, we establish the existence and uniqueness of solutions to the coupled reaction–diffusion models using Banach fixed point theorem. The Galerkin finite element method is used for the approximation of solutions, and an a priori error estimate is derived for such approximations. A scheme is proposed by combining the Crank–Nicolson and the predictor–corrector methods for the time discretization. Some numerical examples are considered to illustrate the accuracy and efficiency of the proposed scheme. It is found that the scheme is second‐order convergent. In addition, nonuniform grids are used in some cases to enhance the accuracy of the scheme.     

对流扩散问题Crank-Nicolson差分-流线扩散法的高精度分析

讨论了对流扩散问题C rank-N ico lson差分流线扩散格式,利用插值后处理技术提高了特殊网格下该格式在双线性元空间解的精度,从而按Lα(L2(Ω))模达到最优.     

ALTERNATING BAND CRANK-NICOLSON METHOD FOR

The Alternating Segment Crank-Nicolson scheme for one-dimensional diffusion equation has been developed in [ 1 ], and the Alternating Block Crank-Nicolson method for two-dimensional problem in [2]. The methods have the advantages of parallel computing, stability and good accuracy. Tn this paper for the two-dimensional diffusion equation, the net region is divided into bands, a special kind of block. This method is called the alternating Band Crank-Nicolson method.     

ALTERNATING BAND CRANK-NICOLSON METHOD FOR δu／δt=δ^2u／δx^2＋δ^2u／δy^2

the Alternating Segment Crank-Nicolson scheme for one-dimensional diffusion equation has been developed in [1],and the Alternating Block Crank-Nicolson method for two-dimensional problem in [2].The methods have the advantages of parallel computing,stability and good accuracy.In this paper for the two-dimensional diffusion equation,the net region is divided into bands,a special kind of block.This method is called the alternating Band Crank-Nicolson method.     

三维热传导型半导体器件瞬态模拟问题的Crank-Nicolson差分-流线扩散有限元法及其数值分析

本文研究三维热传导型半导体器件瞬态模拟问题的数值方法.针对数学模型中各方程不同的特点,分别提出不同的有限元格式.特别针对浓度方程组是对流为主扩散问题的特点,使用Crank-Nicolson差分-流线扩散计算格式,提高了数值解的稳定性.得到的L2误差估计关于空间剖分步长是拟最优的,关于时间步长具有二阶精度.     

Numerical modelling of linear and nonlinear diffusion equations by compact finite difference method

In this work, accurate solutions to linear and nonlinear diffusion equations were introduced. A combination of a sixth-order compact finite difference scheme in space and a low-storage third-order total variation diminishing Runge-Kutta scheme in time have been used for treatment of these equations. The computed results with the use of this technique have been compared with the exact solution to show the accuracy of it. Here, the approximate solution to the diffusion equations has been obtained easily and elegantly with neither transforming nor linearizing the equation. The present method is seen to be a very good alternative method to some existing techniques for realistic problems.     

An Improved Linearity-Preserving Cell-Centered Scheme for Nonlinear Diffusion Problems on General Meshes

In this paper, we suggest a new vertex interpolation algorithm to improve an existing cell-centered finite volume scheme for nonlinear diffusion problems on general meshes. The new vertex interpolation algorithm is derived by applying a special limit procedure to the well-known MPFA-O method. Since the MPFA-O method for 3D cases has been addressed in some studies, the new vertex interpolation algorithm can be extended to 3D cases naturally. More interesting is that the solvability of the corresponding local system is proved under some assumptions. Additionally, we modify the edge flux approximation by an edge-based discretization of diffusion coefficient, and thus the improved scheme is free of the so-called numerical heat-barrier issue suffered by many existing cell-centered or hybrid schemes. The final scheme allows arbitrary continuous or discontinuous diffusion coefficients and can be applicable to arbitrary star-shaped polygonal meshes. A second-order convergence rate for the approximate solution and a first-order accuracy for the flux are observed in numerical experiments. In the comparative experiments with some existing vertex interpolation algorithms, the new algorithm shows obvious improvement on highly distorted meshes.