Compact Difference Method Research Articles

A less time-consuming upwind compact difference method with adjusted dissipation property for solving the unsteady incompressible Navier-Stokes equations

In this paper, a new strategy to establish less time-consuming upwind compact difference method with adjusted dissipation is introduced for solving the incompressible Navier-Stokes (N-S) equations in the streamfunction-velocity form efficiently. By weighted combination of the numerical solutions calculated using the upwind term and the downwind term of the general third-order upwind compact scheme (UCD3), a new fourth-order compact formulation and a third-order upwind compact formulation with adjusted dissipation nature are proposed for computing the first derivatives. Further, they are used to approximate the biharmonic term and the convective terms in the streamfunction-velocity formulation of the N-S equations, respectively. Meanwhile, the first derivatives of the streamfunction (velocities) in the coefficients in the convective terms are solved by the newly proposed fourth-order compact formulation. Temporal discretization for the streamfunction-velocity formulation is addressed with the help of the second-order Crank-Nicolson scheme. Moreover, the newly proposed scheme for the linear models is proved to be unconditionally stable by virtue of the discrete Fourier analysis. Finally, five numerical problems, viz. the analytic solution, Taylor-Green vortex problem, doubly periodic double shear layer flow problem, lid-driven square cavity flow problem and two-sided square cavity flow problem are solved numerically to verify the efficiency and accuracy of the present method. Results solved by the present method match well with the analytic solutions and the existing results proving the accuracy of it. What is more, it is less time-consuming and has lower dissipation than the existing method [20] .

A Crank–Nicolson Compact Difference Method for Time-Fractional Damped Plate Vibration Equations

This paper discusses the Crank–Nicolson compact difference method for the time-fractional damped plate vibration problems. For the time-fractional damped plate vibration equations, we introduce the second-order space derivative and the first-order time derivative to convert fourth-order differential equations into second-order differential equation systems. We discretize the space derivative via compact difference and approximate the time-integer-order derivative and fraction-order derivative via central difference and L1 interpolation, respectively, to obtain the compact difference formats with fourth-order space precision and 3−α(1<α<2)-order time precision. We apply the energy method to analyze the stability and convergence of this difference format. We provide numerical cases, which not only validate the convergence order and feasibility of the given difference format, but also simulate the influence of the damping coefficient on the amplitude of plate vibration.

Accuracy improvement of a Predictor–Corrector compact difference scheme for the system of two-dimensional coupled nonlinear wave equations

The nonlinear couple wave equations, which are extensively applied in scientific fields, such as, solid state physics, quantum mechanics, nonlinear optics, are a kind of important evolution equations. This paper is concerned with their numerical solutions via the combinations of compact difference method, Predictor–Corrector (P–C) iterative methods and Richardson extrapolation methods (REMs). Firstly, fourth-order compact difference methods are used to discrete temporal and spatial derivatives, thus forming a nonlinear fully discrete compact difference scheme. By utilizing the discrete energy analysis method and fixed point theorem, we can prove that under the condition of accepted stable criterion this scheme is conditionally convergent with an order of O(τ4+hx4+hy4) in H1-norm, and solvable. For avoiding solving the system of nonlinear algebraic equations, a P–C iterative method is introduced to save time cost and make the implementation simple. Besides, REMs are further applied to attain higher-order accurate approximate solutions. Finally, numerical findings confirm the exactness of theoretical results and efficiency of the algorithms.

A high-order compact LOD difference method for solving the two-dimensional diffusion reaction equation with nonlinear source term

In this paper, a high-order compact local one-dimensional (LOD) method for the two-dimensional diffusion reaction equation with nonlinear source term is proposed. Firstly, the original equation is split into two one-dimensional equations. Then, the fourth-order compact difference formulas and the Crank–Nicolson method are used to approximate the space and time derivatives, respectively. The nonlinear source term is linearized based on the Taylor expansions. So we only need to solve two one-dimensional tri-diagonal systems at each time level, which makes the computation efficient. Through theoretical analysis, we find that the current LOD method produces a splitting error. Therefore, although this method has advantages for source term symmetry problems, it loses accuracy for source term asymmetry problems. The convergence and stability of the proposed scheme are proved by energy analysis method. Finally, several numerical examples are given to verify the accuracy and effectiveness of the proposed method. Furthermore, it is also applied in simulation of the quenching and blow-up phenomena.

A Time Two-Mesh Compact Difference Method for the One-Dimensional Nonlinear Schrödinger Equation.

The nonlinear Schrödinger equation is an important model equation in the study of quantum states of physical systems. To improve the computing efficiency, a fast algorithm based on the time two-mesh high-order compact difference scheme for solving the nonlinear Schrödinger equation is studied. The fourth-order compact difference scheme is used to approximate the spatial derivatives and the time two-mesh method is designed for efficiently solving the resulting nonlinear system. Comparing to the existing time two-mesh algorithm, the novelty of the new algorithm is that the fine mesh solution, which becomes available, is also used as the initial guess of the linear system, which can improve the calculation accuracy of fine mesh solutions. Compared to the two-grid finite element methods (or finite difference methods) for nonlinear Schrödinger equations, the numerical calculation of this method is relatively simple, and its two-mesh algorithm is implemented in the temporal direction. Taking advantage of the discrete energy, the result with in the discrete -norm is obtained. Here, and are the temporal parameters on the coarse and fine mesh, respectively, and h is the space step size. Finally, some numerical experiments are conducted to demonstrate its efficiency and accuracy. The numerical results show that the new algorithm gives highly accurate results and preserves conservation laws of charge and energy. Furthermore, by comparing with the standard nonlinear implicit compact difference scheme, it can reduce the CPU time without loss of accuracy.

Numerical analysis for compact difference scheme of fractional viscoelastic beam vibration models

In this article, a compact difference method is proposed for fractional viscoelastic beam vibration in stress-displacement form. The solvability, the unconditional stability and the convergence rates of second-order in time and fourth-order in space are rigorously proved for the fractional stress v and the displacement u, respectively, under a mild assumption on the loading f. Numerical experiments are given to verify the theoretic findings. One of the main contributions of this article is to evaluate the positive lower- and upper-bound of the eigenvalues of the Toeplitz matrix Λ generated from the weighted Grünwald difference operator for fractional integral operators, and thus prove that the matrix Λ is positive definite and can induce a norm in a vector space. This finding improves significantly the existing semi-positive definiteness theory of the matrix Λ for fractional differential operators and facilitates the proof of the stability and convergence for the stress v.

An averaged [formula omitted]-type compact difference method for time-fractional mobile/immobile diffusion equations with weakly singular solutions

This paper is concerned with a new numerical method for time-fractional mobile/immobile diffusion equations with weakly singular solutions. We propose an averaged L1-type compact difference method, which improves the temporal convergence order of the traditional L1-type method and is also superior to the WSGD-type and L2−1σ-type methods in terms of regularity requirements. Taking into account the weak singularity of the solution at the initial time, we prove that the proposed method is unconditionally convergent with the convergence order O(τ2|lnτ|+h4), where τ and h are the sizes of the time and spatial steps, respectively. Numerical results confirm the theoretical convergence result.

High-Order Compact Difference Method for Solving Two- and Three-Dimensional Unsteady Convection Diffusion Reaction Equations

In this paper, a type of high-order compact (HOC) finite difference method is developed for solving two- and three-dimensional unsteady convection diffusion reaction (CDR) equations with variable coefficients. Firstly, an HOC difference scheme is derived to solve the two-dimensional (2D) unsteady CDR equation. Discretization in time is carried out by Taylor series expansion and correction of the truncation error remainder, while discretization in space is based on the fourth-order compact difference formulas. The scheme is second-order accuracy in time and fourth-order accuracy in space. The unconditional stability is obtained by the von Neumann analysis method. Then, this scheme is extended to solve the three-dimensional (3D) unsteady CDR equation. It needs only a five-point stencil for 2D problems and a seven-point stencil for 3D problems. Moreover, the present schemes can solve the nonlinear Burgers equation. Finally, numerical experiments are conducted to show the good performances of the new schemes.

Discrete Maximum Principle and Energy Stability of the Compact Difference Scheme for Two-Dimensional Allen-Cahn Equation

The Allen-Cahn model is discussed mainly in the phase field simulation. The compact difference method will be used to numerically approximate the two-dimensional nonlinear Allen-Cahn equation with initial and boundary value conditions, and then, a fully discrete compact difference scheme with second-order accuracy in time and fourth-order in space is established. And its numerical solution satisfies the discrete maximum principle under the constraints of reasonable space and time steps. On this basis, the energy stability of the scheme is investigated. Finally, numerical examples are given to illustrate the theoretical results.

Compact Difference Method for Time-Fractional Neutral Delay Nonlinear Fourth-Order Equation

In this paper, we present a compact finite difference method for a class of fourth-order nonlinear neutral delay sub-diffusion equations in two-dimensional space. The fourth-order problem is first transformed into a second-order system by a reduced-order method. Next by using compact operator to approximate the second order space derivatives and L2-1σ formula to approximate the time fractional derivative, the difference scheme which is fourth order in space and second order in time is obtained. Then, the existence and uniqueness of solution, the convergence rate of and the stability of the scheme are proved. Finally, numerical results are given to verify the accuracy and validity of the scheme.

Positivity-preserving high-order compact difference method for the Keller-Segel chemotaxis model.

The paper is concerned with development of an accurate and effective positivity-preserving high-order compact difference method for solving the Keller-Segel chemotaxis model, which is a kind of nonlinear parabolic-parabolic system in mathematical biology. Firstly, a stiffly-stable five-step fourth-order fully implicit compact difference scheme is proposed. The new scheme not only has fourth-order accuracy in the spatial direction, but also has fourth-order accuracy in the temporal direction, and the computational strategy for the nonlinear chemotaxis term is provided. Then, a positivity-preserving numerical algorithm is presented, which ensures the non-negativity of cell density at all time without accuracy loss. And a time advancement algorithm is established. Finally, the proposed method is applied to the numerical simulation for chemotaxis phenomena, and the accuracy, stability and positivity-preserving of the new scheme are validated with several numerical examples.

Hydrodynamics and heat exchange of crystal pulling from melts. Part II: Numerical study of free convection mode

This work is a brief overview of numerical study results for hydrodynamics and convective heat exchange for the classic Czochralski technique obtained at the Institute of Thermophysics, Siberian Branch of the Russian Academy of Sciences. Flow structure evolution has been compared for melts with Prandtl numbers Pr = 0.05, 16, 50 and 2700. The regularities of local and integral convective heat exchange in the crucible/melt/crystal system for thermal gravity, thermocapillary and heat-induced gravity capillary convection have been studied. The calculations have been carried out using the finite and compact difference methods. This work is a continuation of an article: Berdnikov VS (2019) Hydrodynamics and heat exchange of crystal pulling from melts. Part I: Experimental studies of free convection mode. Modern Electronic Materials 5(3): 91–100. https://doi.org/10.3897/j.moem.5.3.46647

A diffuse-interface compact difference method for compressible multimaterial elastic–plastic flows

In this paper, a novel high-order numerical method is proposed for the simulation of compressible multimaterial solid–fluid problems involving elastic–plastic solid behaviors. The solid, liquid, and gas behaviors are described by an Eulerian interface-capturing model derived from hyperelasticity theory. The deformations in each component of the solids are tracked using a single deviatoric strain tensor. The numerical algorithm employs a tenth-order compact finite difference scheme and a fourth-order Runge–Kutta time-stepping scheme. To prevent numerical oscillations near the material interface, a mechanical equilibrium assumption is introduced for the elastic–plastic problems, and a localized artificial diffusivity method satisfying this assumption is designed and applied in the numerical algorithm. Numerical tests in one and two dimensions are shown to demonstrate the accuracy and feasibility of the proposed approach. In particular, the accuracy and numerical resolution of the method are verified using problems with analytical solutions. Numerical tests of interface advection problems demonstrate that our method preserves the velocity, pressure, and elastic stress equilibria at the material interface and prevents overshoots in the rest of the domain. The two-dimensional Richtmyer–Meshkov instabilities between two elastic or two elastic–plastic solids are simulated to verify the suitability of the numerical method for solving problems involving large deformations. Impact of a 2D Taylor bar to a rigid wall is also simulated to test the robustness of the numerical method.

A Crank-Nicolson-type compact difference method with the uniform time step for a class of weakly singular parabolic integro-differential equations

This paper is concerned with an efficient numerical method for a class of parabolic integro-differential equations with weakly singular kernels. Due to the presence of the weakly singular kernel, the exact solution has singularity near the initial time t=0. A generalized Crank-Nicolson-type scheme for the time discretization is proposed by designing a product integration rule for the integral term, and a compact difference approximation is used for the space discretization. The proposed method is constructed on the uniform time mesh, but it can still achieve the second-order convergence in time for weakly singular solutions. The unconditional stability and convergence of the method is proved and the optimal error estimate in the discrete L2-norm is obtained. The error estimate shows that the method has the second-order convergence in time and the fourth-order convergence in space. The extension of the method to two-dimensional problems is also discussed. A simple comparison is made with several existing methods. Numerical results confirm the theoretical analysis result and show the effectiveness of the proposed method.

The formally second-order BDF ADI difference/compact difference scheme for the nonlocal evolution problem in three-dimensional space

This work formulates two kinds of alternating direction implicit (ADI) schemes for the parabolic-type three-dimensional evolution equation with a weakly singular kernel. The second-order backward differentiation formula (BDF2) and the second-order convolution quadrature (CQ) technique are applied to the discretization of the time derivative and the Riemann-Liouville (R-L) integral, respectively. Then, the fully-discrete BDF2 difference scheme and BDF2 compact difference scheme are constructed via the general centered difference and compact difference method, respectively. Meanwhile, the ADI algorithms are designed reasonably for two schemes to reduce the computational cost. The stability and convergence of two ADI schemes are derived via the energy method. Finally, several numerical examples are provided and tested to validate the theoretical analysis.

A fourth-order compact difference method for the nonlinear time-fractional fourth-order reaction–diffusion equation

A fourth-order compact difference method for the nonlinear time-fractional fourth-order reaction–diffusion equation

Compact implicit difference approximation for time-fractional diffusion-wave equation

In this article, developed the compact implicit difference method based Grünwald Letnikov formula (GLF) to compute the solution of the time-fractional diffusion-wave equation (TFDWE) describing wave propagation phenomenan having order α(1<α<2). The fractional derivative is in Caputo sense. The theoretical analysis such as stability, consistency, convergence and solvability of the said scheme are discussed and proved that the scheme is conditionally stable and convergent with the order (τ2+(Δx)4). The numerical results compared with the recent existed method. The results of the numerical examples show that the GLF and the proposed method is very accurate and efficient for time fractional diffusion-wave equation.

Impact of a discretization scheme on an autoignition time in LES of a reacting droplet-laden mixing layer

We analyse an autoignition process in a two-phase flow in a temporally evolving mixing layer formed between streams of a cold liquid fuel (heptane at 300 K) and a hot oxidizer (air at 1000 K) flowing in opposite directions. We focus on the influence of a discretization method on the prediction of the autoignition time and evolution of the flame in its early development phase. We use a high-order code based on the 6th order compact difference method for the Navier–Stokes and continuity equations combined with the 2nd order Total Variation Diminishing (TVD) and 5th order Weighted Essentially Non-Oscillatory (WENO) schemes applied for the discretization of the advection terms in the scalar transport equations. The obtained results show that the autoignition time is more dependent on the discretization method than on the flow initial conditions, i.e., the Reynolds number and the initial turbulence intensity. In terms of mean values, the autoignition occurs approximately 15% earlier when the TVD scheme is used. In this case, the ignition phase characterizes a sharp peak in the temporal evolution of the maximum temperature. The observed differences are attributed to a more dissipative character of the TVD scheme. Its usage leads to a higher mean level of the fuel in the gaseous form and a smoother distribution of species resulting in a lower level of the scalar dissipation rate, which facilitates the autoignition process.

High Order Compact Block-Centered Finite Difference Schemes for Elliptic and Parabolic Problems

Based on the combination of block-centered and compact difference methods, fourth order compact block-centered finite difference schemes for the numerical solutions of one-dimensional and two-dimensional elliptic and parabolic problems with variable coefficients are derived and analyzed. Stability and optimal fourth-order error estimates are proved for both the solution and flux. Numerical experiments for model problems are presented to confirm the theoretical results and superior performance of the proposed schemes.

Numerical solution of nonlinear advection diffusion reaction equation using high-order compact difference method

In this paper, high-order compact difference method is used to solve the one-dimensional nonlinear advection diffusion reaction equation. The nonlinearity here is mainly reflected in the advection and reaction terms. Firstly, the diffusion term is discretized by using the fourth-order compact difference formula, the nonlinear advection term is approximated by using the fourth-order Padé formula of the first-order derivative, and the time derivative term is discretized by using the fourth-order backward differencing formula. An unconditionally stable five-step fourth-order fully implicit compact difference scheme is developed. This scheme has fourth-order accuracy in both time and space. Secondly, for the calculations of the start-up time steps, the time derivative term is discretized by the Crank-Nicolson method, and Richardson extrapolation formula is used to improve the accuracy in time direction from the second-order to the fourth-order. Thirdly, convergence and stability of the difference scheme in H1 seminorm, L∞ and L2 norms, existence and uniqueness of the numerical solutions are proved, respectively. Fourthly, the Thomas algorithm is used to solve the nonlinear algebraic equations at each time step, and a time advancement algorithm with linearized iteration strategy is established. Finally, the accuracy, stability and efficiency of the present approach are verified by some numerical experiments.