A Crank‐Nicolson and ADI Galerkin method with quadrature for hyperbolic problems

We propose, analyze, and implement fully discrete two‐time level Crank‐Nicolson methods with quadrature for solving second‐order hyperbolic initial boundary value problems. Our algorithms include a practical version of the ADI scheme of Fernandes and Fairweather [SIAM J Numer Anal 28 (1991), 1265–1281] and also generalize the methods and analyzes of Baker [SIAM J Numer Anal 13 (1976), 564–576] and Baker and Dougalis [SIAM J Numer Anal 13 (1976), 577–598]. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

A Modified Low-Rank Smith Method for Large-Scale Lyapunov Equations

In this note we present a modified cyclic low-rank Smith method to compute low-rank approximations to solutions of Lyapunov equations arising from large-scale dynamical systems. Unlike the original cyclic low-rank Smith method introduced by Penzl in [20], the number of columns required by the modified method in the approximate solution does not necessarily increase at each step and is usually much lower than in the original cyclic low-rank Smith method. The modified method never requires more columns than the original one. Upper bounds are established for the errors of the low-rank approximate solutions and also for the errors in the resulting approximate Hankel singular values. Numerical results are given to verify the efficiency and accuracy of the new algorithm.     

ADI方法在液桥Marangoni对流控制的数值模拟中的应用

我们采用一种ADI方法用于Marangoni对流控制的计算模拟.本文着重在数值上考察了这种应用.结果表明,这种ADI方法的应用是成功和有效的.     

用射线踪迹法解黑表面矩形介质耦合换热

本文用射线踪迹-节点分析法研究了二维黑体表面矩形、各向同性散射半透明介质内辐射与导热瞬态耦合换热。采用全隐格式的有限差分法离散二维瞬态微分能量方程,用辐射传递系数来表示辐射源项,结合谱带模型并采用射线踪迹法求解辐射传递系数。采用Patankar线性化方法将辐射源项及不透明边界条件线性化,并采用附加源项法处理边界条件,运用ADI方法求解名以上的线性化方程组,从而解得二维矩形介质内的瞬态温度分布。     

Efficient Simulation of Wave Propagation with Implicit Finite Difference Schemes

Finite difference method is an important methodology in the approximation of waves. In this paper, we will study two implicit finite difference schemes for the simulation of waves. They are the weighted alternating direction implicit (ADI) scheme and the locally one-dimensional (LOD) scheme. The approximation errors, stability conditions, and dispersion relations for both schemes are investigated. Our analysis shows that the LOD implicit scheme has less dispersion error than that of the ADI scheme. Moreover, the unconditional stability for both schemes with arbitrary spatial accuracy is established for the first time. In order to improve computational efficiency, numerical algorithms based on message passing interface (MPI) are implemented. Numerical examples of wave propagation in a three-layer model and a standard complex model are presented. Our analysis and comparisons show that both ADI and LOD schemes are able to efficiently and accurately simulate wave propagation in complex media.     

A high‐order compact ADI method for solving three‐dimensional unsteady convection‐diffusion problems

We derive a high‐order compact alternating direction implicit (ADI) method for solving three‐dimentional unsteady convection‐diffusion problems. The method is fourth‐order in space and second‐order in time. It permits multiple uses of the one‐dimensional tridiagonal algorithm with a considerable saving in computing time and results in a very efficient solver. It is shown through a discrete Fourier analysis that the method is unconditionally stable in the diffusion case. Numerical experiments are conducted to test its high order and to compare it with the standard second‐order Douglas‐Gunn ADI method and the spatial fourth‐order compact scheme by Karaa. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

An economical difference scheme for heat transport equation at the microscale

Heat transport at the microscale is of vital importance in microtechnology applications. In this article, we proposed a new ADI difference scheme of the Crank‐Nicholson type for heat transport equation at the microscale. It is shown that the scheme is second order accurate in time and in space in the H¹ norm. Numerical result implies that the theoretical analysis is correct and the scheme is effective. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2004     

Single‐cell discretization of O(kh2 + h4) for ∂u/∂n for three‐space dimensional mildly quasi‐linear parabolic equation

In this article, using a single computational cell, we report some stable two‐level explicit finite difference approximations of O(kh² + h⁴) for ?u/?n for three‐space dimensional quasi‐linear parabolic equation, where h > 0 and k > 0 are mesh sizes in space and time directions, respectively. When grid lines are parallel to x‐, y‐, and z‐coordinate axes, then ?u/?n at an internal grid point becomes ?u/?x, ?u/?y, and ?u/?z, respectively. The proposed methods are also applicable to the polar coordinates problems. The proposed methods have the simplicity in nature and use the same marching type of technique of solution. Stability analysis of a linear difference equation and computational efficiency of the methods are discussed. The results of numerical experiments are compared with exact solutions. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 327–342, 2003.     

Fully implicit finite difference pseudo‐spectral method for simulating high mobility‐ratio miscible displacements

A finite difference–pseudo‐spectral (FD–PS) algorithm is developed to simulate the viscous fingering instability in high mobility‐ratio (MR) miscible displacements. This novel algorithm uses the fully implicit alternating‐direction implicit (ADI) method combined with a Hartley based pseudo‐spectral method to solve the Poisson equation involving the streamfunction and the vorticity. In addition, under‐relaxation in the iterative evaluation of the streamfunction is adopted. The new code allowed to model successfully the viscous fingering instability for mobility‐ratios as high as 1800, and new non‐linear viscous fingering mechanisms are discovered. A systematic analysis of the effects of the MR, the Peclet number and the aspect ratio on the finger growth is conducted. It is found that the growth of the interfacial instability accelerates with increase in the MR and Peclet number. At larger values of these parameters the increased stiffness of the corresponding numerical problem caused significant increase in the computational time as it required finer grids and smaller time steps to capture the fine structures of the viscous fingers. Copyright © 2004 John Wiley & Sons, Ltd.     

Stream-vorticity NS equation ADI scheme to investigate properties of impulsively started translatory flows around the rotational circular cylinder without wall vorticity conditions

The properties of flow around a circular cylinder impulsively started into translatory and, rotatory motion with rotational parameter a less than or equal to 8.0 and Reynolds number Re=100 and 200 are investigated in the present paper. The vorticity and stream function N-S equations are adopted here, with a 2nd-order spatial and temporal accuracy ADI (alternating direction implicit) scheme. Moreover the wall vorticity obtain through the principle of conservation of the total computational domain vorticity is determined by domain vorticity and stream function, therefore, through the wall vorticity iteration, the wall vorticity condition is not fixed during the time step. And the present model results indicate: (1) when α>4.0, vortex street suppression is obvious for the computational period (t<60) for all the Re numbers here studied; (2) the higher the αnumber for the same Reynolds number, the slower the upper main vortex proceeds; (3) the maximum instantaneous transverse coefficient exceeds the limitation 4π.