Fourth‐order compact schemes of a heat conduction problem with Neumann boundary conditions

In this article, a set of fourth‐order compact finite difference schemes is developed to solve a heat conduction problem with Neumann boundary conditions. It is derived through the compact difference schemes at all interior points, and the combined compact difference schemes at the boundary points. This set of schemes is proved to be globally solvable and unconditionally stable. Numerical examples are provided to verify the accuracy.© 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

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.     

Compact difference schemes for heat equation with Neumann boundary conditions (II)

This is the further work on compact finite difference schemes for heat equation with Neumann boundary conditions subsequent to the paper, [Sun, Numer Methods Partial Differential Equations (NMPDE) 25 (2009), 1320–1341]. A different compact difference scheme for the one‐dimensional linear heat equation is developed. Truncation errors of the proposed scheme are O(τ² + h⁴) for interior mesh point approximation and O(τ² + h³) for the boundary condition approximation with the uniform partition. The new obtained scheme is similar to the one given by Liao et al. (NMPDE 22 (2006), 600–616), while the major difference lies in no extension of source terms to outside the computational domain any longer. Compared with ones obtained by Zhao et al. (NMPDE 23 (2007), 949–959) and Dai (NMPDE 27 (2011), 436–446), numerical solutions at all mesh points including two boundary points are computed in our new scheme. The significant advantage of this work is to provide a rigorous analysis of convergence order for the obtained compact difference scheme using discrete energy method. The global accuracy is O(τ² + h⁴) in discrete maximum norm, although the spatial approximation order at the Neumann boundary is one lower than that for interior mesh points. The analytical techniques are important and can be successfully used to solve the open problem presented by Sun (NMPDE 25 (2009), 1320–1341), where analyzed theoretical convergence order of the scheme by Liao et al. (NMPDE 22 (2006), 600–616) is only O(τ² + h^3.5) while the numerical accuracy is O(τ² + h⁴), and convergence order of theoretical analysis for the scheme by Zhao et al. (NMPDE 23 (2007), 949–959) is O(τ² + h^2.5), while the actual numerical accuracy is O(τ² + h³). Following the procedure used for the new obtained difference scheme in this work, convergence orders of these two schemes can be proved rigorously to be O(τ² + h⁴) and O(τ² + h³), respectively. Meanwhile, extension to the case involving the nonlinear reaction term is also discussed, and the global convergence order O(τ² + h⁴) is proved. A compact ADI difference scheme for solving two‐dimensional case is derived. Finally, several examples are given to demonstrate the numerical accuracy of new obtained compact difference schemes. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

High‐order Padé and singly diagonally Runge‐Kutta schemes for linear ODEs,application to wave propagation problems

In this article, we address the problem of constructing high‐order implicit time schemes for wave equations. We consider two classes of one‐step A‐stable schemes adapted to linear Ordinary Differential Equation (ODE). The first class, which is not dissipative is based on the diagonal Padé approximant of exponential function. For this class, the obtained schemes have the same stability function as Gauss Runge‐Kutta (Gauss RK) schemes. They have the advantage to involve the solution of smaller linear systems at each time step compared to Gauss RK. The second class of schemes are constructed such that they require the inversion of a unique linear system several times at each time step like the Singly Diagonally Runge‐Kutta (SDIRK) schemes. While the first class of schemes is constructed for an arbitrary order of accuracy, the second‐class schemes is given up to order 12. The performance assessment we provide shows a very good level of accuracy for both classes of schemes, and the great interest of considering high‐order time schemes that are faster. The diagonal Padé schemes seem to be more accurate and more robust.     

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     

Optimization, resolution and application of composite compact finite difference templates

Spectral-like compact finite differencing schemes are capable of achieving high spatial efficiency of complex physics in irregular domains with difficult boundary conditions. Their low-resolution errors are commonly reached through large stencils sizes and/or parameter optimization. The field stencils require boundary (and near boundary) stencils to close the composite template for implicit solution. Present practices often optimize each participating stencil individually with aim toward insuring global stability and/or spectral-like characteristics. However, analyzing each stencil separately incorrectly quantifies the local resolution errors. A new process is proposed that properly quantifies the dispersive and dissipative errors of optimized templates in the spectral domain. The templates are optimized at the boundary and adjacent interior points. Both tri- (five-point) and penta-diagonal (seven-point) compact systems are treated in this fashion. A spectral eigenvalue analysis shows the resultant composites to be numerically stable. An a priori procedure is formulated that quantifies the expected reduction in the local predictive error due specifically to the improved template spatial resolution. Three test problems are selected from the Computational Aeroacoustics workshops to demonstrate their improved predictive accuracy. Finally, the present technique provides closure for exercising the three essential criteria of numerical accuracy, stability and resolution when developing composite compact finite difference templates for practical applications.     

求解对流扩散方程的一致四阶紧致格式

目前,许多高精度差分格式,由于未成功地构造与其精度匹配的稳定的边界格式,不得不采用低精度的边界格式.本文针对对流扩散方程证明了存在一致四阶紧致格式,它的边界点的计算格式和内点的计算格式的截断误差主项保持一致,给出了具体内点和边界格式;并分析了此半离散格式的渐近稳定性.数值结果表明该格式是四阶精度;在对流占优情况下,本文边界格式的数值结果比四阶精度的显式差分格式的的数值结果的数值振荡小,取得了不错的效果,理论结果得到了数值验证;驱动方腔数值结果显示,本文对N-S方程的离散格式具有很好的可靠性,适合对复杂流体流动的数值模拟和研究.     

Numerical experiments on a hybrid WENO5 filter for shock‐capturing

In the present paper, a hybrid filter is introduced for high accurate numerical simulation of shock‐containing flows. The fourth‐order compact finite difference scheme is used for the spatial discretization and the third‐order Runge–Kutta scheme is used for the time integration. After each time‐step, the hybrid filter is applied on the results. The filter is composed of a linear sixth‐order filter and the dissipative part of a fifth‐order weighted essentially nonoscillatory scheme (WENO5). The classic WENO5 scheme and the WENO5 scheme with adaptive order (WENO5‐AO) are used to form the hybrid filter. Using a shock‐detecting sensor, the hybrid filter reduces to the linear sixth‐order filter in smooth regions for damping high frequency waves and reduces to the WENO5 filter at shocks in order to eliminate unwanted oscillations produced by the nondissipative spatial discretization method. The filter performance and accuracy of the results are examined through several test cases including the advection, Euler and Navier–Stokes equations. The results are compared with that of a hybrid second‐order filter and also that of the WENO5 and WENO5‐AO schemes.     

Investigations of nonstandard,Mickens‐type,finite‐difference schemes for singular boundary value problems in cylindrical or spherical coordinates

It is well known that standard finite‐difference schemes for singular boundary value problems involving the Laplacian have difficulty capturing the singular (??(1/r) or ??(log r)) behavior of the solution near the origin (r = 0). New nonstandard finite‐difference schemes that can capture this behavior exactly for certain singular boundary value problems encountered in theoretical aerodynamics are presented here. These schemes are special cases of nonstandard finite differences which have been extensively researched by Professor Ronald E. Mickens of Clark Atlanta University in their most general form. Several examples of these “Mickens‐type” finite differences that illustrate both their accuracy and utility for singular boundary value problems in both cylindrical and spherical co‐ordinates are investigated. The numerical results generated by the Mickens‐type schemes are compared favorably with solutions obtained from standard finite‐difference schemes. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 380–398, 2003.     

Monotonicity criteria for difference schemes designed for hyperbolic equations

Previously formulated monotonicity criteria for explicit two-level difference schemes designed for hyperbolic equations (S.K. Godunov’s, A. Harten’s (TVD schemes), characteristic criteria) are extended to multileveled, including implicit, stencils. The characteristic monotonicity criterion is used to develop a universal algorithm for constructing high-order accurate nonlinear monotone schemes (for an arbitrary form of the desired solution) based on their analysis in the space of grid functions. Several new fourth-to-third-order accurate monotone difference schemes on a compact three-level stencil and nonexpanding (three-point) stencils are proposed for an extended system, which ensures their monotonicity for both the desired function and its derivatives. The difference schemes are tested using the characteristic monotonicity criterion and are extended to systems of hyperbolic equations.     

Two Novel Classes of Arbitrary High-Order Structure-Preserving Algorithms for Canonical Hamiltonian Systems

In this paper, we systematically construct two classes of structure-preserving schemes with arbitrary order of accuracy for canonical Hamiltonian systems. The one class is the symplectic scheme, which contains two new families of parameterized symplectic schemes that are derived by basing on the generating function method and the symmetric composition method, respectively. Each member in these schemes is symplectic for any fixed parameter. A more general form of generating functions is introduced, which generalizes the three classical generating functions that are widely used to construct symplectic algorithms. The other class is a novel family of energy and quadratic invariants preserving schemes, which is devised by adjusting the parameter in parameterized symplectic schemes to guarantee energy conservation at each time step. The existence of the solutions of these schemes is verified. Numerical experiments demonstrate the theoretical analysis and conservation of the proposed schemes.     

On compact approximations of divergence differential equations

A method for the construction of compact difference schemes approximating divergence differential equations is proposed. The schemes have an arbitrarily prescribed order of approximation on general stencils. It is shown that the construction of such schemes for partial differential equations is based on special compact schemes approximating ordinary differential equations in several independent functions. Necessary and sufficient conditions on the coefficients of these schemes with high order of approximation are obtained. Examples of reconstruction of compact difference schemes for partial differential equations with these schemes are given. It is shown that such compact difference schemes have the same order of accuracy both for classical approximations on smooth solutions and weak approximations on discontinuous solutions.     

带吸收边界条件的声波方程显式差分格式的稳定性分析

１．引言 在进行无界或半无界区域上各种波动方程的数值求解时,需引进入工边界以限制计算范围,在这些边界上应加相应的人工边界条件．这种边界条件应保证所求得的有界区域上的解很好地逼近原来无界区域上的解．对波动方程来说,就是在边界上人工反射应尽可能地小,使之对区域内部解的影响在允许的误差范围以内.因而它们被称为无反射边界条件或吸收边界条件．这种边界条件还应保证所形成的有界区域上的微分方程定解问题是适定的．这也是各种数值方法稳定的必要条件。 近二十多年来,已发展了声波方程的各种类型的吸收边界条件,其中以Ｃｌ…     

Fourth order accurate compact scheme with group velocity control (GVC )

For solving complex flow field with multi-scale structure higher order accurate schemes are preferred. Among high order schemes the compact schemes have higher resolving efficiency. When the compact and upwind compact schemes are used to solve aerodynamic problems there are numerical oscillations near the shocks. The reason of oscillation production is because of non-uniform group velocity of wave packets in numerical solutions. For improvement of resolution of the shock a parameter function is introduced in compact scheme to control the group velocity. The newly developed method is simple. It has higher accuracy and less stencil of grid points     

基于不光滑边界的变系数抛物型方程的高精度紧格式

本文讨论基于不光滑边界的变系数抛物型方程求解的高精度紧格式.首先构造一般变系数抛物型方程的高精度紧格式,并在理论上证明格式具有空间方向四阶精度.然后针对非光滑边界条件,引入局部网格加密技巧在奇异点附近进行不均匀的网格加密.数值实验以期权定价中Black-Scholes偏微分方程的求解为例,验证高精度紧格式用于光滑边界条件的微分方程离散可以达到四阶精度.对于处理非光滑边界条件,网格局部加密技巧能有效的提高数值解精度,使得高精度紧格式用于定价欧式期权可以接近四阶精度.     

High order positivity-preserving finite volume WENO schemes for a hierarchical size-structured population model

In this paper we develop high order positivity-preserving finite volume weighted essentially non-oscillatory (WENO) schemes for solving a hierarchical size-structured population model with nonlinear growth, mortality and reproduction rates. We carefully treat the technical complications in boundary conditions and global integration terms to ensure high order accuracy and the positivity-preserving property. Comparing with the previous high order difference WENO scheme for this model, the positivity-preserving finite volume WENO scheme has a comparable computational cost and accuracy, with the added advantages of being positivity-preserving and having L¹ stability. Numerical examples, including that of the evolution of the population of Gambusia affinis, are presented to illustrate the good performance of the scheme.     

Construction and study of high-order accurate schemes for solving the one-dimensional heat equation

The method of undetermined coefficients on multipoint stencils with two time levels was used to construct compact difference schemes of O(τ³, h ⁶) accuracy intended for solving boundary value problems for the one-dimensional heat equation. The schemes were examined for von Neumann stability, and numerical experiments were conducted on a sequence of grids with mesh sizes tending to zero. One of the schemes was proved to be absolutely stable. It was shown that, for smooth solutions, the high order of convergence of the numerical solution agrees with the order of accuracy; moreover, solutions accurate up to ～10^?12 are obtained on grids with spatial mesh sizes of ～10^?2. The formulas for the schemes are rather simple and easy to implement on a computer.     

Parameterized families of finite difference schemes for the wave equation

This article is devoted to an analysis of simple families of finite difference schemes for the wave equation. These families are dependent on several free parameters, and methods for obtaining stability bounds as a function of these parameters are discussed in detail. Access to explicit stability bounds such as those derived here may, it is hoped, lead to optimization techniques for so‐called spectral‐like methods, which are difference schemes dependent on many free parameters (and for which maximizing the order of accuracy may not be the defining criterion). Though the focus is on schemes for the wave equation in one dimension, the analysis techniques are extended to two dimensions; implicit schemes such as ADI methods are examined in detail. Numerical results are presented. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 463–480, 2004.     

The Symmetrical Dissipative Difference Schemes for Quasi-Linear Hyperbolic Conservation Laws

In this paper we construct a new type of symmetrical dissipative difference scheme. Except discontinuity these schemes have uniformly second-order accuracy. For calculation using these, the simple-wave is very exact, the shock has high resolution, the programing is simple and the CPU time is economical. Since the paper [1] introduced that in some conditions Lax-Wendroff scheme would converge to nonphysical solution, many researchers have discussed this problem. According to preserving the monotonicity of the solution preserving monotonial schemes and TVD schemes have been introduced by Harten, et. According to property of hyperbolic wave propagation the schemes of split-coefficient matrix (SCM) and split-flux have been formed. We emphasize the dissipative difference scheme, and these schemes are dissipative on arbitrary conditions.     

解对流方程的加耗散项的差分格式

解对流方程的大多数常见的显式差分格式 ,其稳定性条件是苛刻的 .这一困难可由在常规的显式差分格式中引入耗散项而得到克服 .基于此 ,我们导出一类新的无条件稳定的两层的半显式差分格式及若干具有高稳定性的显式格式 .它们包含了若干已知的具有高稳定性的显式格式 .