Understanding Saul'yev‐type unconditionally stable schemes from exponential splitting

Saul'yev‐type asymmetric schemes have been widely used in solving diffusion and advection equations. In this work, we show that Saul'yev‐type schemes can be derived from the exponential splitting of the semidiscretized equation which fundamentally explains their unconditional stability. Furthermore, we show that optimal schemes are obtained by forcing each scheme's amplification factor to match that of the exact amplification factor. A new second‐order explicit scheme is found for solving the advection equation with the identical amplification factor as the implicit Crank–Nicolson algorithm. Other new schemes for solving the advection–diffusion equation are also derived.© 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1961–1983, 2014     

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.     

Conservative semi‐Lagrangian finite volume schemes

Semi‐Lagrangian finite volume schemes for the numerical approximation of linear advection equations are presented. These schemes are constructed so that the conservation properties are preserved by the numerical approximation. This is achieved using an interpolation procedure based on area‐weighting. Numerical results are presented illustrating some of the features of these schemes. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17:403–425, 2001     

Arbitrary-order difference schemes for solving linear advection equations with constant coefficients by the Godunov method with antidiffusion

An approach to the construction of second-and higher order accurate difference schemes in time and space is described for solving the linear one-and multidimensional advection equations with constant coefficients by the Godunov method with antidiffusion. The differential approximations for schemes of up to the fifth order are constructed and written. For multidimensional advection equations with constant coefficients, it is shown that Godunov schemes with splitting over spatial variables are preferable, since they have a smaller truncation error than schemes without splitting. The high resolution and efficiency of the difference schemes are demonstrated using test computations.     

Exponentially fitted discontinuous Galerkin schemes for singularly perturbed problems

New discontinuous Galerkin schemes in mixed form are introduced for symmetric elliptic problems of second order. They exhibit reduced connectivity with respect to the standard ones. The modifications in the choice of the approximation spaces and in the stabilization term do not spoil the error estimates. These methods are then used for designing new exponentially fitted schemes for advection dominated equations. The presented numerical tests show the good performances of the proposed schemes. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2011     

A study on a second order finite difference scheme for fractional advection–diffusion equations

Second order finite difference schemes for fractional advection–diffusion equations are considered in this paper. We note that, when studying these schemes, advection terms with coefficients having the same sign as those of diffusion terms need additional estimates. In this paper, by comparing generating functions of the corresponding discretization matrices, we find that sufficiently strong diffusion can dominate the effects of advection. As a result, convergence and stability of schemes are obtained in this situation.     

Numeric solution of advection–diffusion equations by a discrete time random walk scheme

Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups, and discontinuities. Here we present an explicit numerical scheme for solving nonlinear advection–diffusion equations admitting shock solutions that is both easy to implement and stable. The numerical scheme is obtained by considering the continuum limit of a discrete time and space stochastic process for nonlinear advection–diffusion. The stochastic process is well posed and this guarantees the stability of the scheme. Several examples are provided to highlight the importance of the formulation of the stochastic process in obtaining a stable and accurate numerical scheme.     

High-order accurate implicit running schemes

An approach to the construction of high-order accurate implicit predictor-corrector schemes is proposed. The accuracy is improved by choosing a special time integration step for computing numerical fluxes through cell interfaces by using an unconditionally stable implicit scheme. For smooth solutions of advection equations with constant coefficients, the scheme is second-order accurate. Implicit difference schemes for multidimensional advection equations are constructed on the basis of Godunov’s method with splitting over spatial variables as applied to the computation of “large” values at an intermediate layer. The numerical solutions obtained for advection equations and the radiative transfer equations in a vacuum are compared with their exact solutions. The comparison results confirm that the approach is efficient and that the accuracy of the implicit predictor-corrector schemes is improved.     

Three-and four-step implicit absolutely stable fourth-order Runge-Kutta schemes

Two types of implicit fourth-order Runge-Kutta schemes are constructed for first-order ordinary differential equations, multidimensional transfer equations, and compressible gas equations. The absolute stability of the schemes is proved by applying the principle of frozen coefficients. Adaptive artificial viscosity ensuring good time convergence and oscillations damping near discontinuities is used in solving gas dynamics equations. The comparative efficiency of the schemes is illustrated by numerical results obtained for compressible gas flows.     

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…     

Finite Elements and characteristics for some parabolic-hyperbolic problems

This paper deals with the numerical integration of partial differential equations of the advection-diffusion type when the advection dominates the diffusion. It is shown that finite differencing of the total derivatives yields schemes which do not require upwinding. The method is numerically tested on three problems: the advection diffusion linear problem, the Navier-Stokes equation and the Euler equations.     

Difference methods for solving boundary value problems for fractional differential equations

Difference schemes for second-order ordinary and partial differential equations with a fractional time derivative are considered. Stationary and nonstationary problems for the diffusion equation in one-and multidimensional domains are examined separately. The stability and convergence of the difference schemes for these equations are proved.     

Qualitatively stable finite difference schemes for advection–reaction equations

A systematic procedure is proposed and implemented for the design of nonstandard finite difference methods as reliable numerical simulations that preserve significant properties inherent to the solutions of advection–reaction equations. In the case of hyperbolic fixed-points, a renormalization of the denominators of the discrete derivatives is performed for the numerical solutions to display the linear stability properties of the exact solutions. Non-hyperbolic fixed-points are described with the help of two new monotonic properties the construction of schemes, which preserve these properties, being done by nonlocal approximation of nonlinear terms in the reaction terms.     

A numerical approach for a model of the precancer lesions caused by the human papillomavirus

We develop two numerical methods to approximate the solutions of a pioneer model of the lesions at the cervical cells caused by the human papillomavirus. Such model is given by a nonlinear advection–diffusion-reaction partial differential equation and the goal of the schemes is to analyze the behaviour of the evolution of infected cells. The developed schemes consist of two explicit non standard finite differences numerical schemes which satisfy positivity conditions. They are based on the subequation method in the context of the non standard scheme methodology. Our approach provides an alternative method to the early diagnosis of the disease and may open up new lines of research.     

Evolution Galerkin methods for hyperbolic systems in two space dimensions

The subject of the paper is the analysis of three new evolution Galerkin schemes for a system of hyperbolic equations, and particularly for the wave equation system. The aim is to construct methods which take into account all of the infinitely many directions of propagation of bicharacteristics. The main idea of the evolution Galerkin methods is the following: the initial function is evolved using the characteristic cone and then projected onto a finite element space. A numerical comparison is given of the new methods with already existing methods, both those based on the use of bicharacteristics as well as commonly used finite difference and finite volume methods. We discuss the stability properties of the schemes and derive error estimates.

     

Comparison of numerical schemes for solving the advection equation

We report on the dispersion and dissipation properties of numerical schemes aimed at solving the one-dimensional advection equation. The study is based on the consistency error, which is explicitly calculated for various standard finite-difference schemes. The oscillation and damping features of the numerical solutions are shown to be explained via a generalized Airy-like function. In the specific case of the advection of a step function, the solutions of the equivalent equations are systematically calculated and shown to recover the numerical solutions. A particular emphasis is put on one third-order accurate scheme, which involves a weak smearing of the step.     

Indecomposable quasi‐characteristics scheme on pyramidal stencil and its application for numerical simulation of two‐phase flows through heterogeneous porous medium

A new high‐resolution indecomposable quasi‐characteristics scheme with monotone properties based on pyramidal stencil is considered. This scheme is based on consideration of two high‐resolution numerical schemes approximated governing equations on the pyramidal stencil with different kinds of dispersion terms approximation. Two numerical solutions obtained by these schemes are analyzed, and the final solution is chosen according to the special criterion to provide the monotone properties in regions where discontinuities of solutions could arise. This technique allows to construct the high‐order monotone solutions and keeps both the monotone properties and the high‐order approximation in regions with discontinuities of solutions. The selection criterion has a local character suitable for parallel computation. Application of the proposed technique to the solution of the time‐dependent 2D two‐phase flows through the porous media with the essentially heterogeneous properties is considered, and some numerical results are presented. © 2002 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 18: 44–55, 2002     

Higher order finite difference schemes for the magnetic induction equations

We describe high order accurate and stable finite difference schemes for the initial-boundary value problem associated with the magnetic induction equations. These equations model the evolution of a magnetic field due to a given velocity field. The finite difference schemes are based on Summation by Parts (SBP) operators for spatial derivatives and a Simultaneous Approximation Term (SAT) technique for imposing boundary conditions. We present various numerical experiments that demonstrate both the stability as well as high order of accuracy of the schemes.      

On the stability of alternating‐direction explicit methods for advection‐diffusion equations

Alternating‐Direction Explicit (A.D.E.) finite‐difference methods make use of two approximations that are implemented for computations proceeding in alternating directions, e.g., from left to right and from right to left, with each approximation being explicit in its respective direction of computation. Stable A.D.E. schemes for solving the linear parabolic partial differential equations that model heat diffusion are well‐known, as are stable A.D.E. schemes for solving the first‐order equations of fluid advection. Several of these are combined here to derive A.D.E. schemes for solving time‐dependent advection‐diffusion equations, and their stability characteristics are discussed. In each case, it is found that it is the advection term that limits the stability of the scheme. The most stable of the combinations presented comprises an unconditionally stable approximation for computations carried out in the direction of advection of the system, from left to right in this case, and a conditionally stable approximation for computations proceeding in the opposite direction. To illustrate the application of the methods and verify the stability conditions, they are applied to some quasi‐linear one‐dimensional advection‐diffusion problems. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007