Accuracy,robustness and efficiency comparison in iterative computation of convection diffusion equation with boundary layers

Nine‐point fourth‐order compact finite difference scheme, central difference scheme, and upwind difference scheme are compared for solving the two‐dimensional convection diffusion equations with boundary layers. The domain is discretized with a stretched nonuniform grid. A grid transformation technique maps the nonuniform grid to a uniform one, on which the difference schemes are applied. A multigrid method and a multilevel preconditioning technique are used to solve the resulting sparse linear systems. We compare the accuracy of the computed solutions from different discretization schemes, and demonstrate the relative efficiency of each scheme. Comparisons of maximum absolute errors, iteration counts, CPU timings, and memory cost are made with respect to the two solution strategies. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 379–394, 2000     

Reproducing kernel method for singularly perturbed turning point problems having twin boundary layers

A numerical method is proposed for solving singularly perturbed turning point problems exhibiting twin boundary layers based on the reproducing kernel method (RKM). The original problem is reduced to two boundary layers problems and a regular domain problem. The regular domain problem is solved by using the RKM. Two boundary layers problems are treated by combining the method of stretching variable and the RKM. The boundary conditions at transition points are obtained by using the continuity of the approximate solution and its first derivatives at these points. Two numerical examples are provided to illustrate the effectiveness of the present method. The results compared with other methods show that the present method can provide very accurate approximate solutions.     

Overlapping Schwarz waveform relaxation method for the solution of the convection–diffusion equation

In this article we study the convergence of the overlapping Schwarz wave form relaxation method for solving the convection–diffusion equation over multi-overlapped subdomains. It is shown that the method converges linearly and superlinearly over long and short time intervals, and the convergence depends on the size of the overlap. Numerical results are presented from solving specific types of model problems to demonstrate the convergence and the role of the size of the overlap. Copyright © 2007 John Wiley & Sons, Ltd.     

An application of a boundary element method to natural convection

The direct boundary element method is applied to the numerical modelling of thermal fluid flow in a transient state. The Navier-Stokes equations are considered under the Boussinesq approximation and the viscous thermal flow equations are expressed in terms of stream function, vorticity, and temperature in two dimensions. Boundary integral equations are derived using logarithmic potential and time-dependent heat potential as fundamental solutions. Boundary unknowns are discretized by linear boundary elements and flow domains are divided into a series of triangular cells. Charged points are translated upstream in the numerical evaluation of convective terms. Unknown stream function, vorticity, and temperature are staggered in the computational scheme.

Simple iteration is found to converge to the quasi steady-state flow. Boundary solutions for two-dimensional examples at a Reynolds number 100 and Grashoff number 10⁷ are obtained.     

非线性对流扩散方程的三层隐-显hp-局部间断Galerkin有限元方法

使用Arnold等人提出的求解椭圆方程的间断有限元的一般框架及新的处理非线性对流项的方法,得到了非线性对流扩散方程的三层隐-显hp-LDG方法的误差估计.对Burgers方程进行了数值计算,计算结果验证了文中得到的理论结果.     

Numerical method for a singularly perturbed convection-diffusion problem with delay

This paper deals with the singularly perturbed boundary value problem for a linear second-order delay differential equation. For the numerical solution of this problem, we use an exponentially fitted difference scheme on a uniform mesh which is accomplished by the method of integral identities with the use of exponential basis functions and interpolating quadrature rules with weight and remainder term in integral form. It is shown that one gets first order convergence in the discrete maximum norm, independently of the perturbation parameter. Numerical results are presented which illustrate the theoretical results.     

A new analytical and numerical treatment for singular two-point boundary value problems via the Adomian decomposition method

Based on the Adomian decomposition method, a new analytical and numerical treatment is introduced in this research to investigate linear and non-linear singular two-point BVPs. The effectiveness of the proposed approach is verified by several linear and non-linear examples.     

Galerkin approximations with embedded boundary conditions for retarded delay differential equations

Finite-dimensional approximations are developed for retarded delay differential equations (DDEs). The DDE system is equivalently posed as an initial-boundary value problem consisting of hyperbolic partial differential equations (PDEs). By exploiting the equivalence of partial derivatives in space and time, we develop a new PDE representation for the DDEs that is devoid of boundary conditions. The resulting boundary condition-free PDEs are discretized using the Galerkin method with Legendre polynomials as the basis functions, whereupon we obtain a system of ordinary differential equations (ODEs) that is a finite-dimensional approximation of the original DDE system. We present several numerical examples comparing the solution obtained using the approximate ODEs to the direct numerical simulation of the original non-linear DDEs. Stability charts developed using our method are compared to existing results for linear DDEs. The presented results clearly demonstrate that the equivalent boundary condition-free PDE formulation accurately captures the dynamic behaviour of the original DDE system and facilitates the application of control theory developed for systems governed by ODEs.     

A high order finite difference method with Richardsonextrapolation for 3D convection diffusion equation

In this paper, we extend the Sun and Zhang’s [24] work on high order finite difference method, which is based on the Richardson extrapolation technique and an operator interpolation scheme for the one and two dimensional steady convection diffusion equations to the three dimensional case. Firstly, we employ a fourth order compact difference scheme to get the fourth order accurate solution on the fine and the coarse grids. Then, we use the Richardson extrapolation technique by combining the two approximate solutions to get a sixth order accurate solution on coarse grid. Finally, we apply an operator interpolation scheme to achieve the sixth order accurate solution on the fine grid. During this process, we use alternating direction implicit (ADI) method to solve the resulting linear systems. Numerical experiments are conducted to verify the accuracy and effectiveness of the present method.     

New method based on the HPM and RKHSM for solving forced Duffing equations with integral boundary conditions

This paper investigates the forced Duffing equation with integral boundary conditions. Its approximate solution is developed by combining the homotopy perturbation method (HPM) and the reproducing kernel Hilbert space method (RKHSM). HPM is based on the use of the traditional perturbation method and the homotopy technique. The HPM can reduce nonlinear problems to some linear problems and generate a rapid convergent series solution in most cases. RKHSM is also an analytical technique, which can solve powerfully linear boundary value problems. Therefore, the forced Duffing equation with integral boundary conditions can be solved using advantages of these two methods. Two numerical examples are presented to illustrate the strength of the method.     

An exponential time differencing method of lines for the Burgers and the modified Burgers equations

A second–order exponential time differencing scheme using the method of lines is developed in this article for the numerical solution of the Burgers and the modified Burgers equations. For each case, the resulting nonlinear system is solved explicitly using a modified predictor‐corrector method. The efficiency of the method introduced is tested by comparing experimental results with others selected from the available literature.     

EXISTENCE AND UNIQUENESS FOR SECOND-ORDER VECTOR BOUNDARY VALUE PROBLEM OF NONLINEAR SYSTEMS

This paper is concerned with the following second-order vector boundary value problem ：x^R=f（t,Sx,x,x＇）,0〈t〈1,x（0）=A,g（x（1）,x＇（1））=B,where x,f,g,A and B are n-vectors. Under appropriate assumptions,existence and uniqueness of solutions are obtained by using upper and lower solutions method.     

A method of solving a nonlinear boundary value problem with a parameter for a loaded differential equation

A nonlinear loaded differential equation with a parameter on a finite interval is studied. The interval is partitioned by the load points, at which the values of the solution to the equation are set as additional parameters. A nonlinear boundary value problem for the considered equation is reduced to a nonlinear multipoint boundary value problem for the system of nonlinear ordinary differential equations with parameters. For fixed parameters, we obtain the Cauchy problems for ordinary differential equations on the subintervals. Substituting the values of the solutions to these problems into the boundary condition and continuity conditions at the partition points, we compose a system of nonlinear algebraic equations in parameters. A method of solving the boundary value problem with a parameter is proposed. The method is based on finding the solution to the system of nonlinear algebraic equations composed.     

A second-order numerical method for two-dimensional two-sided space fractional convection diffusion equation

Space fractional convection diffusion equation describes physical phenomena where particles or energy (or other physical quantities) are transferred inside a physical system due to two processes: convection and superdiffusion. In this paper, we discuss the practical alternating directions implicit method to solve the two-dimensional two-sided space fractional convection diffusion equation on a finite domain. We theoretically prove and numerically verify that the presented finite difference scheme is unconditionally von Neumann stable and second order convergent in both space and time directions.     

On an iterative method for a class of 2 point \& 3 point nonlinear SBVPs

In this article, we propose a novel modification to Quasi-Newton method, which is now a days popularly known as variation iteration method (VIM) and use it to solve the following class of nonlinear singular differential equations which arises in chemistry $-y''(x)-\frac{\alpha}{x}y''(x)=f(x,y),~x\in(0,1),$ where $\alpha\geq1$, subject to certain two point and three point boundary conditions. We compute the relaxation parameter as a function of Bessel and the modified Bessel functions. Since rate of convergence of solutions to the iterative scheme depends on the relaxation parameter, thus we can have faster convergence. We validate our results for two point and three point boundary conditions. We allow $\partial f/\partial y$ to take both positive and negative values.     

A second‐order finite difference method for fractional diffusion equation with Dirichlet and fractional boundary conditions

In this paper, we develop a practical numerical method to approximate a fractional diffusion equation with Dirichlet and fractional boundary conditions. An approach based on the classical Crank–Nicolson method combined with spatial extrapolation is used to obtain temporally and spatially second‐order accurate numerical estimates. The solvability, stability, and convergence of the proposed numerical scheme are proved via the Gershgorin theorem. Numerical experiments are performed to confirm the accuracy and efficiency of our scheme.     

An efficient analytic approach for solving two‐point nonlinear boundary value problems by homotopy analysis method

In this paper, we use homotopy analysis method (HAM) to solve two‐point nonlinear boundary value problems that have at least one solution. The new approach provides the solution in the form of a rapidly convergent series with easily computable components using symbolic computation software. The scheme shows importance of choice of convergence‐control parameter ? to guarantee the convergence of the solutions of nonlinear differential equations. This scheme is tested on three nonlinear exactly solvable differential equations. Two of the examples are practical in science and engineering. The results demonstrate reliability, simplicity and efficiency of the algorithm developed. Copyright © 2011 John Wiley & Sons, Ltd.