A sixth-order compact finite difference method for vibrational analysis of nanobeams embedded in an elastic medium based on nonlocal beam theory

The high-order compact finite difference (HCFD) method is adapted for interconnect modeling. Based on the compact finite difference method, the HCFD method employs the Chebyshev polynomials to construct the approximation framework for interconnect discretization, and leads to improved equivalent-circuit models. The HCFD-based modeling requires far fewer intervening grid points for building an accurate discrete model of the transmission line than other numerical methods like traditional Finite Difference (FD) method. It is believed that given the number of state variables, the presented method gives more accurate results than other known passive discrete modeling methods. The theoretical proof shows that HCFD-based modeling preserves the passivity.

The purpose of this paper is to develop a high-order compact finite difference method for solving one-dimensional (1D) heat conduction equation with Dirichlet and Neumann boundary conditions, respectively. A parameter is used for the direct implementation of Dirichlet and Neumann boundary conditions. The introduced parameter adjusts the position of the neighboring nodes very next to the boundary. In the case of Dirichlet boundary condition, we developed eighth-order compact finite difference method for the entire domain and fourth-order accurate proposal is presented for the Neumann boundary conditions. In the case of Dirichlet boundary conditions, the introduced parameter behaves like a free parameter and could take any value from its defined domain but for the Neumann boundary condition we obtained a particular value of the parameter. In both proposed compact finite difference methods, the order of accuracy is the same for all nodes. The time discretization is performed by using Crank-Nicholson finite difference method. The unconditional convergence of the proposed methods is presented. Finally, a set of 1D heat conduction equations is solved to show the validity and accuracy of our proposed methods.

An efficient time-splitting compact finite difference method for Gross–Pitaevskii equation

A high-order compact finite difference method is proposed for solving a class of time fractional convection-subdiffusion equations. The convection coefficient in the equation may be spatially variable, and the time fractional derivative is in the Caputo’s sense with the order \(\alpha \) (\(0<\alpha <1\)). After a transformation of the original equation, the spatial derivative is discretized by a fourth-order compact finite difference method and the time fractional derivative is approximated by a \((2-\alpha )\)-order implicit scheme. The local truncation error and the solvability of the method are discussed in detail. A rigorous theoretical analysis of the stability and convergence is carried out using the discrete energy method, and the optimal error estimates in the discrete \(H^{1}\), \(L^{2}\) and \(L^{\infty }\) norms are obtained. Applications using several model problems give numerical results that demonstrate the effectiveness and the accuracy of this new method.

In this paper, a high-order compact finite difference method (CFDM) with an operator-splitting technique for solving the 3D time-fractional diffusion equation is considered. The Caputo–Fabrizio time operator is evaluated by the $$L_1$$ approximation, and the second-order space derivatives are approximated by the compact CFDM to obtain a discrete scheme. Alternating direction implicit method (ADI) is used to split the problem into three separate one-dimensional problems. The local truncation error analysis is discussed. Moreover, the convergence and stability of the numerical method are investigated. Finally, some numerical examples are presented to demonstrate the accuracy of the compact ADI method.

Analysis of a high-order compact finite difference method for Robin problems of time-fractional sub-diffusion equations with variable coefficients

This study aims to construct a stable, high-order compact finite difference method for solving Sobolev-type equations with Dirichlet boundary conditions. Approximation of higher-order mixed derivatives in some specific Sobolev-type equations requires a bigger stencil information. One can approximate such derivatives on compact stencils, which are higher-order accurate and take less stencil information but are implicit and sparse. Spatial derivatives in this work are approximated using the sixth-order compact finite difference method, while temporal derivatives are handled with the explicit forward Euler difference scheme. We examine the accuracy and convergence behavior of the proposed scheme. Using the von Neumann stability analysis, we establish $L_2$-stability theory for the linear case. We derive conditions under which fully discrete schemes are stable. Also, the amplification factor C($θ$) is analyzed to ensure the decay property over time. Real parts of C($θ$) lying on the negative real axis confirm the exponential decay of the solution. A series of numerical experiments were performed to verify the effectiveness of the proposed scheme. These tests include both one-dimensional and two-dimensional cases of advection-free and advection-diffusion flows. They also cover applications to the equal width equation, such as the propagation of a single solitary wave, interactions between two and three solitary waves, undular bore formation, and the Benjamin-Bona-Mahony-Burgers equation.

In this paper, Black–Scholes PDE is solved for European option pricing by high-order compact finite difference method using polynomial interpolation. Numerical results obtained are compared with standard finite difference method and error with the analytic solution is discussed.KeywordsOption pricingEuropean optionsBlack-Scholes PDECompact finite difference methods

A high-order compact finite difference method on nonuniform time meshes is proposed for solving a class of variable coefficient reaction–subdiffusion problems. The solution of such a problem in general has a typical weak singularity at the initial time. Alikhanov’s high-order approximation on a uniform time mesh for the Caputo time fractional derivative is generalised to a class of nonuniform time meshes, and a fourth-order compact finite difference scheme is used for approximating the spatial variable coefficient differential operator. A full theoretical analysis of the stability and convergence of the method is given for the general case of the variable coefficients by developing an analysis technique different from the one for the constant coefficient problem. Taking the weak initial singularity of the solution into account, a sharp error estimate in the discrete $$L^{2}$$ -norm is obtained. It is shown that the proposed method attains the temporal optimal second-order convergence provided a proper mesh parameter is employed. Numerical results demonstrate the sharpness of the theoretical error analysis result.

This paper is devoted to applying the sixth-order compact finite difference approach to the Helmholtz equation. Instead of using matrix inversion, a discrete sinusoidal transform is used as a quick solver to solve the discretized system resulted from the compact finite difference method. Through this way, the computational costs of the method with large numbers of nodes are greatly reduced. The efficiency and accuracy of the scheme are investigated by solving some illustrative examples, having the exact solutions.

High-order compact exponential finite difference methods for convection–diffusion type problems

Assessment of nanotube structures under a moving nanoparticle using nonlocal beam theories

Dynamic stability of functionally graded nanobeam based on nonlocal Timoshenko theory considering surface effects

In this study, a high-order compact finite difference method is used to solve Lane–Emden equations with various boundary conditions. The norm is to use a first-order finite difference scheme to approximate Neumann and Robin boundary conditions, but that compromises the accuracy of the entire scheme. As a result, new higher-order finite difference schemes for approximating Robin boundary conditions are developed in this work. We test the applicability and performance of the method using different examples of Lane–Emden equations. Convergence analysis is provided, and it is consistent with the numerical results. The results are compared with the exact solutions and published results from other methods. The method produces highly accurate results, which are displayed in tables and graphs.

A sixth-order compact finite difference method for non-classical vibration analysis of nanobeams including surface stress effects