Explicit-implicit difference scheme for the joint solution of the radiative transfer and energy equations by the splitting method

High-order accurate explicit and implicit conservative predictor-corrector schemes are presented for the radiative transfer and energy equations in the multigroup kinetic approximation solved together by applying the splitting method with respect to physical processes and spatial variables. The original system of integrodifferential equations is split into two subsystems: one of partial differential equations without sources and one of ordinary differential equations (ODE) with sources. The general solution of the ODE system and the energy equation is written in quadratures based on total energy conservation in a cell. A feature of the schemes is that a new approximation is used for the numerical fluxes through the cell interfaces. The fluxes are found along characteristics with the interaction between radiation and matter taken into account. For smooth solutions, the schemes approximating the transfer equations on spatially uniform grids are second-order accurate in time and space. As an example, numerical results for Fleck’s test problems are presented that confirm the increased accuracy and efficiency of the method.     

Two-phase laminar axisymmetric jet flow: Explicit,implicit, and split-operator approximations

An hybrid Eulerian-Lagrangian numerical scheme is developed for a two-phase problem and four finite-difference schemes are compared. For this purpose, the problem of hydrodynamic and thermal interactions between a fuel spray and a mixing region of two laminar, unconfined axisymmetric jets is formulated in terms of a set of parabolic differential equations for the gas phase and a set of Lagrangian ordinary differential equations for the condensed phase. Consistent, second-order accurate hybrid numerical schemes, with the exception of the explicit scheme with an accuracy between linear and quadratic, are used to solve these equations. The subset of gas-phase equations has been solved by four different numerical methods: a predictor-corrector explicit method, a sequential implicit method, a block implicit method, and a symmetric operator-splitting method. The subsystem of liquid-phase equations is solved along the droplet trajectories by a second-order Runge-Kutta scheme. The computations have been made to predict the hydro-dynamic and thermal mixing regions of the gas phase as well as the trajectories of each individual group of droplets. In addition, the size, velocity and temperature associated with each group are predicted along these trajectories. The relative merits of the above four difference-schemes are discussed by constructing effectiveness curves. At low error tolerances, the sequential implicit method gives the best results, where for large error tolerances, the explicit and operator splitting give better results. The block implicit scheme is the least effective at all accuracy requirements.     

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.     

Symmetric difference schemes of componentwise splitting and equivalent predictor-corrector scheme based on the Godunov method as applied to multidimensional gasdynamic simulation

An approach is described for improving the accuracy of numerical solutions to multidimensional gasdynamic problems produced by Godunov’s schemes. The basic idea behind the approach is to construct symmetric difference schemes based on splitting with respect to spatial variables with the subsequent transformation into equivalent predictor-corrector schemes. It is shown that the computation of “large” values by solving the one-dimensional Riemann problem at the interface of two neighboring cells leads to approximation errors in Godunov’s schemes. It is proposed to reconstruct large values so as to eliminate this source of errors. The time integration step in the modified schemes is consistent with that in the one-dimensional schemes and, on spatially uniform meshes, is 2 and 3 times larger than that in Godunov’s classical schemes for two- and three-dimensional problems, respectively. The numerical results obtained for test problems confirm the improvement of the accuracy of solutions produced by the modified schemes.     

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.     

High-order accurate monotone difference schemes for solving gasdynamic problems by Godunov’s method with antidiffusion

An approach to the construction of high-order accurate monotone difference schemes for solving gasdynamic problems by Godunov’s method with antidiffusion is proposed. Godunov’s theorem on monotone schemes is used to construct a new antidiffusion flux limiter in high-order accurate difference schemes as applied to linear advection equations with constant coefficients. The efficiency of the approach is demonstrated by solving linear advection equations with constant coefficients and one-dimensional gasdynamic equations.     

The arbitrary order implicit multistep schemes of exponential fitting and their applications

We develop the arbitrary order implicit multistep schemes of exponential fitting (EF) for systems of ordinary differential equations. We use an explicit EF scheme to predict an approximation, and then use an implicit EF scheme to correct this prediction. This combination is called a predictor–corrector EF method. We demonstrate the accuracy and efficiency of the new predictor–corrector methods via application to a variety of test cases and comparison with other analytical and numerical results. The numerical results show that the schemes are highly accurate and computationally efficient.     

An inverse problem of finding a source parameter in a semilinear parabolic equation

An inverse problem concerning diffusion equation with source control parameter is considered. Several finite-difference schemes are presented for identifying the control parameter. These schemes are based on the classical forward time centred space (FTCS) explicit formula, and the 5-point FTCS explicit method and the classical backward time centred space (BTCS) implicit scheme, and the Crank–Nicolson implicit method. The classical FTCS explicit formula and the 5-point FTCS explicit technique are economical to use, are second-order accurate, but have bounded range of stability. The classical BTCS implicit scheme and the Crank–Nicolson implicit method are unconditionally stable, but these schemes use more central processor (CPU) times than the explicit finite difference mehods. The basis of analysis of the finite difference equations considered here is the modified equivalent partial differential equation approach, developed from the 1974 work of Warming and Hyett. This allows direct and simple comparison of the errors associated with the equations as well as providing a means to develop more accurate finite difference schemes. The results of a numerical experiment are presented, and the accuracy and CPU time needed for this inverse problem are discussed.     

解三维抛物型方程的一个高精度显式差分格式

提出了求解三维抛物型方程的一个高精度显式差分格式.首先,推导了一个特殊节点处一阶偏导数(■u)/(■/t)的一个差分近似表达式,利用待定系数法构造了一个显式差分格式,通过选取适当的参数使格式的截断误差在空间层上达到了四阶精度和在时间层上达到了三阶精度.然后,利用Fourier分析法证明了当r1/6时,差分格式是稳定的.最后,通过数值试验比较了差分格式的解与精确解的区别,结果说明了差分格式的有效性.     

Implicit kinetic schemes for scalar conservation laws

Based on kinetic formulation for scalar conservation laws, we present implicit kinetic schemes. For time stepping these schemes require resolution of linear systems of algebraic equations. The scheme is conservative at steady states. We prove that if time marching procedure converges to some steady state solution, then the implicit kinetic scheme converges to some entropy steady state solution. We give sufficient condition of the convergence of time marching procedure. For scalar conservation laws with a stiff source term we construct a stiff numerical scheme with discontinuous artificial viscosity coefficients that ensure the scheme to be equilibrium conserving. We couple the developed implicit approach with the stiff space discretization, thus providing improved stability and equilibrium conservation property in the resulting scheme. Numerical results demonstrate high computational capabilities (stability for large CFL numbers, fast convergence, accuracy) of the developed implicit approach. © 2002 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 18: 26–43, 2002     

三维对流扩散方程的三种高精度分裂格式

在算子分裂法思想的基础上,将两种高精度的离散格式推广应用于三维对流扩散方程,同时对经典ADI格式的对流项做了改进,改进后的格式的对流项对空间具有4阶精度,而经典ADI格式对空间只有2阶精度,由此可见,提高了该格式的实用性．最后对两种典型的浓度场进行了数值模拟,将3种格式的计算结果与解析解以及其它传统差分格式的计算结果进行了对比,得出当Peclet数不大于5时,3种格式均获得了令人满意的数值结果,说明推广的这三种方法具有很高的准确性和可靠性．     

A higher accuracy predictor-corrector method for the simulation of sea pollution

A predictor-corrector scheme developed for the integration of the equations describing the evolution of interactive pollutants in a shallow sea, has been improved by introducing a compact differencing of the spatial derivatives. The higher-order scheme is shown to be far less sensitive to nonlinear instability and to need no stabilizing numerical diffusion. It allows a very good representation of the diffusive processes in cases where the advection terms are strongly dominant.     

An upwind finite volume scheme and its maximum‐principle‐preserving ADI splitting for unsteady‐state advection‐diffusion equations

We develop an upwind finite volume (UFV) scheme for unsteady‐state advection‐diffusion partial differential equations (PDEs) in multiple space dimensions. We apply an alternating direction implicit (ADI) splitting technique to accelerate the solution process of the numerical scheme. We investigate and analyze the reason why the conventional ADI splitting does not satisfy maximum principle in the context of advection‐diffusion PDEs. Based on the analysis, we propose a new ADI splitting of the upwind finite volume scheme, the alternating‐direction implicit, upwind finite volume (ADFV) scheme. We prove that both UFV and ADFV schemes satisfy maximum principle and are unconditionally stable. We also derive their error estimates. Numerical results are presented to observe the performance of these schemes. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 211–226, 2003     

Semi‐implicit schemes for transient Navier–Stokes equations and eddy viscosity models

This study presents two computational schemes for the numerical approximation of solutions to eddy viscosity models as well as transient Navier–Stokes equations. The eddy viscosity model is one example of a class of Large Eddy Simulation models, which are used to simulate turbulent flow. The first approximation scheme is a first order single step method that treats the nonlinear term using a semi‐implicit discretization. The second scheme employs a two step approach that applies a Crank–Nicolson method for the nonlinear term while also retaining the semi‐implicit treatment used in the first scheme. A finite element approximation is used in the spatial discretization of the partial differential equations. The convergence analysis for both schemes is discussed in detail, and numerical results are given for two test problems one of which is the two dimensional flow around a cylinder. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Spectral problems with mixed Dirichlet–Neumann boundary conditions: Isospectrality and beyond

In this study, an implicit semi-discrete higher order compact (HOC) scheme, with an averaged time discretization, has been presented for the numerical solution of unsteady two-dimensional (2D) Schrödinger equation. The scheme is second order accurate in time and fourth order accurate in space. The results of numerical experiments are presented, and are compared with analytical solutions and well established numerical results of some other finite difference schemes. In all cases, the present scheme produces highly accurate results with much better computational efficiency.     

A locally conservative Eulerian‐Lagrangian control‐volume method for transient advection‐diffusion equations

Characteristic methods generally generate accurate numerical solutions and greatly reduce grid orientation effects for transient advection‐diffusion equations. Nevertheless, they raise additional numerical difficulties. For instance, the accuracy of the numerical solutions and the property of local mass balance of these methods depend heavily on the accuracy of characteristics tracking and the evaluation of integrals of piecewise polynomials on some deformed elements generally with curved boundaries, which turns out to be numerically difficult to handle. In this article we adopt an alternative approach to develop an Eulerian‐Lagrangian control‐volume method (ELCVM) for transient advection‐diffusion equations. The ELCVM is locally conservative and maintains the accuracy of characteristic methods even if a very simple tracking is used, while retaining the advantages of characteristic methods in general. Numerical experiments show that the ELCVM is favorably comparable with well‐regarded Eulerian‐Lagrangian methods, which were previously shown to be very competitive with many well‐perceived methods. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

An implicit pseudospectral scheme to solve propagating fronts in reaction‐diffusion equations

Some Reaction‐Diffusion equations present solutions of the traveling wave form. In this work, we present an implicit numerical scheme based on finite difference originally proposed to solve hyperbolic equations. Then, this method is improved using a pseudospectral approach to discretize the spatial variable. The results prove that this new scheme is useful to solve equations of the parabolic type which presents traveling wave solutions. In particular, problems where a reduction in the number of discretization points and an increase of the size of the time step play an important role in their solution are considered. The implicit scheme presented involves the solution of linear systems only. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 86–105, 2016     

Explicit finite difference schemes with extended stability for advection equations

In this study an explicit central difference approximation of the generalized leap-frog type is applied to the one- and two-dimensional advection equations. The stability of the considered numerical schemes is investigated and the scheme with the largest stable time step is found. For the linear and nonlinear advection equations numerical experiments with different schemes from the considered class are performed in order to evaluate the practical stability of the designed schemes.     

Numerical Analysis for a Mean-Field Equation for the Ising Model with Glauber Dynamics

1.IntroductionWeconsiderthefollowingmean--fieldequationofmotionforthedynamicIsingmodelonaperiodiclatticeA:whereAdenotesthelatticeofZdwithNdsitesdefinedbyA:~{a:a=Zaie',i=1alEZ,15al5N}with{e'}beingthestandardunitvectorsofZd.WesaythatAisad-dimensionallattice.WedenotebyVAtheNddimensionalspaceoflatticevectorsv=(v.).6A*satisfyingv.+Nei=va'Hereu~(u.)..AandbadenotestheexpectationdrofthespinatsiteaofthelatticeandA*isdefinedby{a:a~Za.e',alEZ}.i=1TheNdxNdsymmetricmatrixAisdefinedby3forvEVAF'o…     

Two difference schemes for the numerical solution of Maxwell’s equations as applied to extremely and super low frequency signal propagation in the Earth-ionosphere waveguide

Two explicit two-time-level difference schemes for the numerical solution of Maxwell’s equations are proposed to simulate propagation of small-amplitude extremely and super low frequency electromagnetic signals (200 Hz and lower) in the Earth-ionosphere waveguide with allowance for the tensor conductivity of the ionosphere. Both schemes rely on a new approach to time approximation, specifically, on Maxwell’s equations represented in integral form with respect to time. The spatial derivatives in both schemes are approximated to fourth-order accuracy. The first scheme uses field equations and is second-order accurate in time. The second scheme uses potential equations and is fourth-order accurate in time. Comparative test computations show that the schemes have a number of important advantages over those based on finite-difference approximations of time derivatives. Additionally, the potential scheme is shown to possess better properties than the field scheme.