Incompressible Navier-Stokes equation solvers based on lattice Boltzmann relaxation systems

In this talk some recent numerical results based on discrete-velocity relaxation systems will be presented. Discrete-velocity equations are derived from continuous Boltzmann-type equations with appropriate approximations suitable for incompressible flows. A relaxation system is derived by taking moments of the discrete-velocity equations. This approach is also extended to turbulence flows using Large-Eddy Simulation as well as thermal flows. The schemes are tested by solving a collection of examples. In particular the developed methods demonstrate potential as tools for Large-Eddy Simulation and flow with Radiative Heat transfer. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Attractors for Fully Discrete Finite Difference Scheme of Dissipative Zakharov Equations

A fully discrete finite difference scheme for dissipative Zakharov equations is analyzed. On the basis of a series of the time-uniform priori estimates of the difference solutions, the stability of the difference scheme and the error bounds of optimal order of the difference solutions are obtained in L²×H¹×H² over a finite time interval (0, T]. Finally, the existence of a global attractor is proved for a discrete dynamical system associated with the fully discrete finite difference scheme.     

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.     

Non-periodic and chaotic response of three-multilobe air bearing system

The dynamic response of a three-multilobe air bearing (TMAB) system is investigated for various values of the rotor mass and bearing number using a hybrid numerical scheme consisting of the differential transformation method (DTM) and the finite difference method (FDM). The validity of the numerical scheme is demonstrated by comparing the results obtained for the rotor center orbit under typical operating conditions with those obtained from the traditional FDM approach and a perturbation method, respectively. The dynamic behavior of the rotor center is then investigated for rotor mass values in the range of 1.0 ≤ m_r ≤ 16.0 kg and bearing number values in the range of 1.0 ≤ Λ ≤ 5.0. The phase trajectories, power spectra, bifurcation diagrams, Poincaré maps and maximum Lyapunov exponents show that the TMAB system exhibits a complex dynamic behavior consisting of periodic, quasi-periodic and chaotic motion at certain values of the rotor mass and bearing number. In general, the numerical results obtained in this study provide a useful insight into the dynamic response of TMAB systems. In particular, the results indicate the operating conditions which should be avoided in order to achieve a desirable periodic motion of the system.     

Average implicit linear difference scheme for generalized Rosenau-Burgers equation

In this paper, a linear three-level average implicit finite difference scheme for the numerical solution of the initial-boundary value problem of Generalized Rosenau-Burgers equation is presented. Existence and uniqueness of numerical solutions are discussed. It is proved that the finite difference scheme is convergent in the order of O(τ² + h²) and stable. Numerical simulations show that the method is efficient.     

High order parameter-robust numerical method for singularly perturbed reaction-diffusion problems

We present a high order parameter-robust finite difference method for singularly perturbed reaction-diffusion problems. The problem is discretized using a suitable combination of fourth order compact difference scheme and central difference scheme on generalized Shishkin mesh. The convergence analysis is given and the method is proved to be almost fourth order uniformly convergent in maximum norm with respect to singular perturbation parameter ε. Numerical experiments are conducted to demonstrate the theoretical results.     

Multistep characteristic method for incompressible flow in porous media

In this paper we present a multistep difference scheme for the problem of miscible displacement of incompressible fluid flow in porous media. The discretization involves a three-level time scheme based on the characteristic method and a five-point finite difference scheme for space discretization. We prove that the convergence is of order O(h²+(Δt)²), which is in contrast to the convergence of order O(h+Δt) proved for a singlestep characteristic with the same space discretization. Numerical experiments demonstrate the stability and second-order convergence of the scheme.     

Compact finite difference scheme for the solution of time fractional advection-dispersion equation

In this paper, a compact finite difference method is proposed for the solution of time fractional advection-dispersion equation which appears extensively in fluid dynamics. In this approach the time fractional derivative of mentioned equation is approximated by a scheme of order O(τ ^2???α ), 0?<?α?<?1, and spatial derivatives are replaced with a fourth order compact finite difference scheme. We will prove the unconditional stability and solvability of proposed scheme. Also we show that the method is convergence with convergence order O(τ ^2???α ?+?h ⁴). Numerical examples confirm the theoretical results and high accuracy of proposed scheme.     

A fast and robust numerical scheme for solving models of charge carrier transport and ion vacancy motion in perovskite solar cells

Drift-diffusion models that account for the motion of ion vacancies and electronic charge carriers are important tools for explaining the behaviour, and guiding the development, of metal halide perovskite solar cells. Computing numerical solutions to such models in realistic parameter regimes, where the short Debye lengths give rise to boundary layers in which the solution varies extremely rapidly, is challenging. Two suitable numerical methods, that can effectively cope with the spatial stiffness inherent to such problems, are presented and contrasted (a finite element scheme and a finite difference scheme). Both schemes are based on an appropriate choice of non-uniform spatial grid that allows the solution to be computed accurately in the boundary layers. An adaptive time step is employed in order to combat a second source of stiffness, due to the disparity in timescales between the motion of the ion vacancies and electronic charge carriers. It is found that the finite element scheme provides significantly higher accuracy, in a given compute time, than both the finite difference scheme and some previously used alternatives (Chebfun and pdepe). An example transient sweep of a current-voltage curve for realistic parameter values can be computed using this finite element scheme in only a few seconds on a standard desktop computer.     

Numerical analysis for a conservative difference scheme to solve the Schrödinger-Boussinesq equation

In this paper, we present a finite difference scheme for the solution of an initial-boundary value problem of the Schrödinger-Boussinesq equation. The scheme is fully implicit and conserves two invariable quantities of the system. We investigate the existence of the solution for the scheme, give computational process for the numerical solution and prove convergence of iteration method by which a nonlinear algebra system for unknown Vⁿ⁺¹ is solved. On the basis of a priori estimates for a numerical solution, the uniqueness, convergence and stability for the difference solution is discussed. Numerical experiments verify the accuracy of our method.     

A new high accuracy locally one-dimensional scheme for the wave equation

In this paper, a new locally one-dimensional (LOD) scheme with error of O(Δt⁴+h⁴) for the two-dimensional wave equation is presented. The new scheme is four layer in time and three layer in space. One main advantage of the new method is that only tridiagonal systems of linear algebraic equations have to be solved at each time step. The stability and dispersion analysis of the new scheme are given. The computations of the initial and boundary conditions for the two intermediate time layers are explicitly constructed, which makes the scheme suitable for performing practical simulation in wave propagation modeling. Furthermore, a comparison of our new scheme and the traditional finite difference scheme is given, which shows the superiority of our new method.     

A linearized difference scheme for semilinear parabolic equations with nonlinear absorbing boundary conditions

A novel three level linearized difference scheme is proposed for the semilinear parabolic equation with nonlinear absorbing boundary conditions. The solution of this problem will blow up in finite time. Hence this difference scheme is coupled with an adaptive time step size, i.e., when the solution tends to infinity, the time step size will be smaller and smaller. Furthermore, the solvability, stability and convergence of the difference scheme are proved by the energy method. Numerical experiments are also given to demonstrate the theoretical second order convergence both in time and in space in L_∞-norm.     

An alternating direction implicit scheme for discrete ordinate transport equations

This paper concerns a finite difference approximation of the discrete ordinate equations for the time-dependent linear transport equation posed in a multi-dimensional rectangular parallelepiped with partially reflecting walls. We present an unconditionally stable alternating direction implicit finite difference scheme, show how to solve the difference equations, and establish the following properties of the scheme.If a sequence of difference approximations is considered in which the time and space increments approach zero, then the corresponding sequence of solutions has a subsequence which converges continuously to a strong solution of the discrete ordinate equations. Provided that the time increment is sufficiently small, independently of the space and velocity increment sizes: the solution of the difference equations is bounded by an exponential function of time; in the subcritical case the coefficient of t in this exponential bound is zero or negative; and if the constituent functions are all nonnegative, then the solution of the difference equations will also be nonnegative. This last result implies a monotonicity principle for solutions of related difference problems.     

Long-time behavior of the difference solutions to the 2D GKS equation

We study the long-time behavior of the finite difference solution to the generalized Kuramoto-Sivashinsky equation in two space dimensions with periodic boundary conditions. The unique solvability of numerical solution is shown. It is proved that there exists a global attractor of the discrete dynamical system and the upper semicontinuity d(A_h,τ,A)→0. Finally, we obtain the long-time stability and convergence of the difference scheme. Our results show that the difference scheme can effectively simulate the infinite dimensional dynamical systems.     

A fourth-order method of the convection-diffusion equations with Neumann boundary conditions

In this paper, we have developed a fourth-order compact finite difference scheme for solving the convection-diffusion equation with Neumann boundary conditions. Firstly, we apply the compact finite difference scheme of fourth-order to discrete spatial derivatives at the interior points. Then, we present a new compact finite difference scheme for the boundary points, which is also fourth-order accurate. Finally, we use a Padé approximation method for the resulting linear system of ordinary differential equations. The presented scheme has fifth-order accuracy in the time direction and fourth-order accuracy in the space direction. It is shown through analysis that the scheme is unconditionally stable. Numerical results show that the compact finite difference scheme gives an efficient method for solving the convection-diffusion equations with Neumann boundary conditions.     

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.     

Stability and convergence of difference scheme for nonlinear evolutionary type equations

A finite difference scheme is derived for the initial-boundary problem for the nonlinear equation system $$\frac{\partial u}{\partial t}=A\frac{\partial^{2}u}{\partial x^{2}}+f(u),$$ where A is a complex diagonal matrix, f is a complex vector function. The stability and convergence in discrete L ^∞-norm of proposed Crank-Nicolson type finite difference schemes is proved. No restrictions on the ratio of time and space grid steps are assumed. Some numerical experiments have been conducted in order to validate the theoretical results.     

An unconditionally stable spatial sixth-order CCD-ADI method for the two-dimensional linear telegraph equation

The telegraph equation is one of the important models in many physics and engineering. In this work, we discuss the high-order compact finite difference method for solving the two-dimensional second-order linear hyperbolic equation. By using a combined compact finite difference method for the spatial discretization, a high-order alternating direction implicit method (ADI) is proposed. The method is O(τ² + h⁶) accurate, where τ, h are the temporal step size and spatial size, respectively. Von Neumann linear stability analysis shows that the method is unconditionally stable. Finally, numerical examples are used to illustrate the high accuracy of the new difference scheme.     

A class of difference scheme for solving telegraph equation by new non-polynomial spline methods

In this paper, by using a new non-polynomial parameters cubic spline in space direction and compact finite difference in time direction, we get a class of new high accuracy scheme of O(τ⁴ + h²) and O(τ⁴ + h⁴) for solving telegraph equation if we suitably choose the cubic spline parameters. Meanwhile, stability condition of the difference scheme has been carried out. Finally, numerical examples are used to illustrate the efficiency of the new difference scheme.