Compact finite difference schemes for the backward fractional Feynman–Kac equation with fractional substantial derivative

The fractional Feynman–Kac equations describe the distributions of functionals of non-Brownian motion, or anomalous diffusion, including two types called the forward and backward fractional Feynman–Kac equations, where the nonlocal time–space coupled fractional substantial derivative is involved. This paper focuses on the more widely used backward version. Based on the newly proposed approximation operators for fractional substantial derivative, we establish compact finite difference schemes for the backward fractional Feynman–Kac equation. The proposed difference schemes have the q-th(q = 1, 2, 3, 4) order accuracy in temporal direction and fourth order accuracy in spatial direction, respectively. The numerical stability and convergence in the maximum norm are proved for the first order time discretization scheme by the discrete energy method, where an inner product in complex space is introduced. Finally, extensive numerical experiments are carried out to verify the availability and superiority of the algorithms. Also, simulations of the backward fractional Feynman–Kac equation with Dirac delta function as the initial condition are performed to further confirm the effectiveness of the proposed methods.     

Two new upwind difference schemes for a coupled system of convection–diffusion equations arising from the steady MHD duct flow problems

In this paper, we develop two new upwind difference schemes for solving a coupled system of convection–diffusion equations arising from the steady incompressible MHD duct flow problem with a transverse magnetic field at high Hartmann numbers. Such an MHD duct flow is convection-dominated and its solution may exhibit localized phenomena such as boundary layers, namely, narrow boundary regions where the solution changes rapidly. Most conventional numerical schemes cannot efficiently solve the layer problems because they are lacking in either stability or accuracy. In contrast, the newly proposed upwind difference schemes can achieve a reasonable accuracy with a high stability, and they are capable of resolving high gradients near the layer regions without refining the grid. The accuracy of the first new upwind scheme is O(h + k) and the second one improves the accuracy to O(ε²(h + k) + ε(h² + k²) + (h³ + k³)), where 0 < ε ? 1/M ? 1 and M is the high Hartmann number. Numerical examples are provided to illustrate the performance of the newly proposed upwind difference schemes.     

A full Eulerian finite difference approach for solving fluid–structure coupling problems

A new simulation method for solving fluid–structure coupling problems has been developed. All the basic equations are numerically solved on a fixed Cartesian grid using a finite difference scheme. A volume-of-fluid formulation [Hirt, Nichols, J. Comput. Phys. 39 (1981) 201], which has been widely used for multiphase flow simulations, is applied to describing the multi-component geometry. The temporal change in the solid deformation is described in the Eulerian frame by updating a left Cauchy-Green deformation tensor, which is used to express constitutive equations for nonlinear Mooney–Rivlin materials. In this paper, various verifications and validations of the present full Eulerian method, which solves the fluid and solid motions on a fixed grid, are demonstrated, and the numerical accuracy involved in the fluid–structure coupling problems is examined.     

A mixed implicit–explicit finite difference scheme for heat transport in magnetised plasmas

An explicit/implicit domain decomposition method is applied to the time-dependent heat-conduction problem in a 2-d, strongly anisotropic medium (a magnetised plasma), using a formulation of the spatial derivatives which avoids the pollution of perpendicular by parallel heat fluxes. The time-stepping at the sub-domain boundaries is done using a DuFort–Frankel scheme, which leads to a time step limit given not by instabilities, but by the damping rate of numerical oscillations driven by inconsistencies in the formulation of initial conditions or the temporal variations in the true physical solution. These limitations can be minimized, however, by aligning the subdomain boundaries as much as possible with magnetic flux surfaces. The time step limit depends on the ratio of the implicit grid spacing to the distance between subdomain boundaries (DuFort–Frankel lines in 2-d, surfaces in 3-d).     

High order conservative Lagrangian schemes with Lax–Wendroff type time discretization for the compressible Euler equations

In this paper, we explore the Lax–Wendroff (LW) type time discretization as an alternative procedure to the high order Runge–Kutta time discretization adopted for the high order essentially non-oscillatory (ENO) Lagrangian schemes developed in 3 and 5. The LW time discretization is based on a Taylor expansion in time, coupled with a local Cauchy–Kowalewski procedure to utilize the partial differential equation (PDE) repeatedly to convert all time derivatives to spatial derivatives, and then to discretize these spatial derivatives based on high order ENO reconstruction. Extensive numerical examples are presented, for both the second-order spatial discretization using quadrilateral meshes [3] and third-order spatial discretization using curvilinear meshes [5]. Comparing with the Runge–Kutta time discretization procedure, an advantage of the LW time discretization is the apparent saving in computational cost and memory requirement, at least for the two-dimensional Euler equations that we have used in the numerical tests.     

Fast finite difference solvers for singular solutions of the elliptic Monge–Ampère equation

The elliptic Monge–Ampère equation is a fully nonlinear Partial Differential Equation which originated in geometric surface theory, and has been applied in dynamic meteorology, elasticity, geometric optics, image processing and image registration. Solutions can be singular, in which case standard numerical approaches fail.In this article we build a finite difference solver for the Monge–Ampère equation, which converges even for singular solutions. Regularity results are used to select a priori between a stable, provably convergent monotone discretization and an accurate finite difference discretization in different regions of the computational domain. This allows singular solutions to be computed using a stable method, and regular solutions to be computed more accurately. The resulting nonlinear equations are then solved by Newton’s method.Computational results in two and three-dimensions validate the claims of accuracy and solution speed. A computational example is presented which demonstrates the necessity of the use of the monotone scheme near singularities.     

Fractional Green–Naghdi theory for thermoelectric MHD

ABSTRACT

In this work, we use the Green–Naghdi theory of thermomechanics of continua to derive a linear theory of MHD thermoelectric fluid with fractional order of heat transfer. This theory permits propagation of thermal waves at finite speed. The one-dimensional model of the theory is applied to Stokes’ flow of unsteady incompressible fluid due to a moving flat plate in the presence of both heat sources and a transverse magnetic field. The problem was solved using the Laplace transform technique. The solution in the transformed domain is obtained by a direct approach. A numerical method based on a Fourier-series expansion is used for the inversion process. The thermoelectric effects with fractional parameter on the temperature and velocity fields are analyzed and discussed in detail with the aid of graphical illustrations.     

A quasi-vector finite difference mode solver for optical waveguides with step-index profiles

A finite difference scheme based on the polynomial interpolation is constructed to solve the quasi-vector equations for optical waveguides with step-index profiles. The discontinuities of the normal components of the electric field across abrupt dielectric interfaces are taken into account. The numerical results include the polarization effects, but the memory requirement is the same as in solving the scalar wave equation. Moreover, the proposed finite difference scheme can be applied to both uniform and non-uniform mesh grids. The modal propagation constants and field distributions for a buried rectangular waveguide and a rib waveguide are presented. Solutions are compared favorably with those obtained by the numerical approaches published earlier.     

An hybrid finite volume–finite element method for variable density incompressible flows

This paper is devoted to the numerical simulation of variable density incompressible flows, modeled by the Navier–Stokes system. We introduce an hybrid scheme which combines a finite volume approach for treating the mass conservation equation and a finite element method to deal with the momentum equation and the divergence free constraint. The breakthrough relies on the definition of a suitable footbridge between the two methods, through the design of compatibility condition. In turn, the method is very flexible and allows to deal with unstructured meshes. Several numerical tests are performed to show the scheme capabilities. In particular, the viscous Rayleigh–Taylor instability evolution is carefully investigated.     

A 6th order staggered compact finite difference method for the incompressible Navier–Stokes and scalar transport equations

In a previous paper we have developed a staggered compact finite difference method for the compressible Navier–Stokes equations. In this paper we will extend this method to the case of incompressible Navier–Stokes equations. In an incompressible flow conservation of mass is ensured by the well known pressure correction method  and . The advection and diffusion terms are discretized with 6th order spatial accuracy. The discrete Poisson equation, which has to be solved in the pressure correction step, has the same spatial accuracy as the advection and diffusion operators. The equations are integrated in time with a third order Adams–Bashforth method. Results are presented for a 1D advection–diffusion equation, a 2D lid driven cavity at a Reynolds number of 1000 and 10,000 and finally a 3D fully developed turbulent duct flow at a bulk Reynolds number of 5400. In all cases the methods show excellent agreement with analytical and other numerical and experimental work.     

Microscopically implicit–macroscopically explicit schemes for the BGK equation

In this work a new class of numerical methods for the BGK model of kinetic equations is introduced. The schemes proposed are implicit with respect to the distribution function, while the macroscopic moments are evolved explicitly. In this fashion, the stability condition on the time step coincides with a macroscopic CFL, evaluated using estimated values for the macroscopic velocity and sound speed. Thus the stability restriction does not depend on the relaxation time and it does not depend on the microscopic velocity of energetic particles either. With the technique proposed here, the updating of the distribution function requires the solution of a linear system of equations, even though the BGK model is highly non linear. Thus the proposed schemes are particularly effective for high or moderate Mach numbers, where the macroscopic CFL condition is comparable to accuracy requirements. We show results for schemes of order 1 and 2, and the generalization to higher order is sketched.     

A class of asymptotic-preserving schemes for the Fokker–Planck–Landau equation

We present a class of asymptotic-preserving (AP) schemes for the nonhomogeneous Fokker–Planck–Landau (nFPL) equation. Filbet and Jin [16] designed a class of AP schemes for the classical Boltzmann equation, by penalization with the BGK operator, so they become efficient in the fluid dynamic regime. We generalize their idea to the nFPL equation, with a different penalization operator, the Fokker–Planck operator that can be inverted by the conjugate-gradient method. We compare the effects of different penalization operators, and conclude that the Fokker–Planck (FP) operator is a good choice. Such schemes overcome the stiffness of the collision operator in the fluid regime, and can capture the fluid dynamic limit without numerically resolving the small Knudsen number. Numerical experiments demonstrate that the schemes possess the AP property for general initial data, with numerical accuracy uniformly in the Knudsen number.     

Two-step hybrid conservative remapping for multimaterial arbitrary Lagrangian–Eulerian methods

We present a new hybrid conservative remapping algorithm for multimaterial Arbitrary Lagrangian–Eulerian (ALE) methods. The hybrid remapping is performed in two steps. In the first step, only nodes of the grid that lie inside subdomains occupied by single materials are moved. At this stage, computationally cheap swept-region remapping is used. In the second step, nodes that are vertices of mixed cells (cells containing several materials) and vertices of some cells in a buffer zone around mixed cells are moved. At this stage, intersection-based remapping is used. The hybrid algorithm results in computational expense that lies between swept-region and intersection-based remapping We demonstrate the performance of our new method for both structured and unstructured polygonal grids in two dimensions, as well as for cell-centered and staggered discretizations.     

A convergent finite element approximation for Landau–Lifschitz–Gilbert equation

This paper describes a finite element formulation for Landau–Lifschitz–Gilbert equation (LLGE) that is proved to converge as the time and space steps tend to 0 toward a weak solution of LLGE. An order two (in time) scheme is also given and numerical results are presented showing the applicability of the method.     

A new finite difference scheme for a dissipative cubic nonlinear Schrdinger equation

This paper considers the one-dimensional dissipative cubic nonlinear Schrdinger equation with zero Dirichlet boundary conditions on a bounded domain.The equation is discretized in time by a linear implicit three-level central difference scheme,which has analogous discrete conservation laws of charge and energy.The convergence with two orders and the stability of the scheme are analysed using a priori estimates.Numerical tests show that the three-level scheme is more efficient.     

Third order residual distribution schemes for the Navier–Stokes equations

We construct a third order multidimensional upwind residual distribution scheme for the system of the Navier–Stokes equations. The underlying approximation is obtained using standard P² Lagrange finite elements. To discretise the inviscid component of the equations, each element is divided in sub-elements over which we compute a high order residual defined as the integral of the inviscid fluxes on the boundary of the sub-element. The residuals are distributed to the nodes of each sub-element in a multi-dimensional upwind way. To obtain a discretisation of the viscous terms consistent with this multi-dimensional upwind approach, we make use of a Petrov–Galerkin analogy. The analogy allows to find a family of test functions which can be used to obtain a weak approximation of the viscous terms. The performance of this high-order method is tested on flows with high and low Reynolds number.     

Lieb–Thirring inequalities for complex finite gap Jacobi matrices

We establish Lieb–Thirring power bounds on discrete eigenvalues of Jacobi operators for Schatten class complex perturbations of periodic and more generally finite gap almost periodic Jacobi matrices.     

A cell-centered adaptive projection method for the incompressible Navier–Stokes equations in three dimensions

We present a method for computing incompressible viscous flows in three dimensions using block-structured local refinement in both space and time. This method uses a projection formulation based on a cell-centered approximate projection, combined with the systematic use of multilevel elliptic solvers to compute increments in the solution generated at boundaries between refinement levels due to refinement in time. We use an L₀-stable second-order semi-implicit scheme to evaluate the viscous terms. Results are presented to demonstrate the accuracy and effectiveness of this approach.     

A general strategy for the optimization of Runge–Kutta schemes for wave propagation phenomena

We analyze optimized explicit Runge–Kutta schemes (RK) for computational aeroacoustics, and wave propagation phenomena in general. Exploiting the analysis developed in [S. Pirozzoli, Performance analysis and optimization of finite-difference schemes for wave propagation problems, J. Comput. Phys. 222 (2007) 809–831], we rigorously evaluate the performance of several time integration schemes in terms of appropriate error and cost metrics, and provide a general strategy to design Runge–Kutta methods tailored for specific applications. We present families of optimized second- and third-order Runge–Kutta schemes with up to seven stages, and describe their implementation in the framework of Williamson’s 2N$2N$-storage formulation [J.H. Williamson, Low-storage Runge–Kutta schemes, J. Comput. Phys. 35 (1980) 48–56]. Numerical simulations of the 1D linear advection equation and of the 2D linearized Euler equations are performed to demonstrate the validity of the theory and to quantify the improvement provided by optimized schemes.