High order accurate finite difference schemes based on symmetry preservation

Abstract

In this paper, we present a mathematical approach that is based on modified equations and the method of equivariant moving frames for construction of high order accurate invariant finite difference schemes that preserve Lie symmetry groups of underlying partial differential equations (PDEs). In the proposed approach, invariant (or symmetry preserving) numerical schemes with a desired (or fixed) order of accuracy are constructed from some non-invariant (base) numerical schemes. Modified forms of PDEs are used to improve the order of accuracy of existing schemes and these modified forms are obtained through addition of defect correction terms to the original forms of PDEs. These defect correction terms of modified PDEs that are noted from truncation error analysis are either completely removed from schemes or their representation is significantly simplified by considering convenient moving frames. This feature of the proposed method can especially be useful to avoid cumbersome numerical representations when high order schemes are developed from low order ones via the method of modified equations. The proposed method is demonstrated via construction of invariant numerical schemes with fixed (and higher) order of accuracy for some common linear and nonlinear problems (including the linear advection–diffusion equation in 1D and 2D, inviscid Burgers' equation, and viscous Burgers' equation) and the performance of these invariant numerical schemes is further evaluated. Our results indicate that such invariant numerical schemes obtained from existing base numerical schemes have the potential to significantly improve the quality of results not only in terms of desired higher order accuracy but also in the context of preservation of appropriate symmetry properties of underlying PDEs.