Fourth-order Compact Finite Difference Research Articles

A higher order compact numerical approach for singularly perturbed parabolic problem with retarded term

In this work, a compact finite difference approach is constructed for singularly perturbed parabolic reaction diffusion problems with a retarded term. The time and space derivatives have been discretized using the θ-method and a compact fourth-order finite difference method on a Shishkin mesh, respectively. Parameter uniform error estimates have been calculated in the L ∞ norm. Some numerical examples have been considered to corroborate the theoretical results and compare the numerical results with existing methods in the literature. It is shown that the present approach provides improved results till date for the problem considered in this paper.

An explicit fourth-order accurate compact method for the Allen-Cahn equation

<abstract><p>In this paper, we propose an explicit spatially fourth-order accurate compact scheme for the Allen-Cahn equation in one-, two-, and three-dimensional spaces. The proposed method is based on the explicit Euler time integration scheme and fourth-order compact finite difference method. The proposed numerical solution algorithm is highly efficient and simple to implement because it is an explicit scheme. There is no need to solve implicitly a system of discrete equations as in the case of implicit numerical schemes. Furthermore, when we consider the temporally accurate numerical solutions, the time step restriction is not severe because the governing equation is a second-order parabolic partial differential equation. Computational tests are conducted to demonstrate the superior performance of the proposed spatially fourth-order accurate compact method for the Allen-Cahn equation.</p></abstract>

Error estimates of high-order compact finite difference schemes for the nonlinear abcd Boussinesq systems

Abstract In this paper, some fourth-order compact finite difference schemes are derived and analyzed for the nonlinear $abcd$ Boussinesq systems. The optimal order error estimates for the semidiscrete compact finite difference schemes with different cases of dispersion coefficients $a,\ b,\ c,\ d$, are presented. The third-order and fourth-order linearized implicit multistep schemes are adopted for time discretization, and numerical experiments are conducted on the model problems. Numerical results show that the proposed schemes have high accuracy and are consistent with the theoretical analysis.

Numerical Solution of Time-Fractional Schrödinger Equation by Using FDM

In this paper, we first established a high-accuracy difference scheme for the time-fractional Schrödinger equation (TFSE), where the factional term is described in the Caputo derivative. We used the L1-2-3 formula to approximate the Caputo derivative, and the fourth-order compact finite difference scheme is utilized for discretizing the spatial term. The unconditional stability and convergence of the scheme in the maximum norm are proved. Finally, we verified the theoretical result with a numerical test.

Analysis of two conservative fourth-order compact finite difference schemes for the Klein-Gordon-Zakharov system in the subsonic limit regime

We propose two conservative fourth-order compact finite difference (CFD4C) schemes and give the rigorous error analysis for the Klein-Gordon-Zakharov system (KGZS) with ε∈(0,1] being a small parameter. In the case 0<ε≪1, i.e., the subsonic limit regime, the solution of KGZS propagates waves with wavelength O(ε) in time and O(1) in space, respectively, with amplitude at O(εα†) with α†=min⁡{α,β+1,2}, where α and β describe the incompatibility between the initial data of the KGZS and the limiting Klein-Gordon equation (KGE) as ε→0+ and satisfy α≥0,β+1≥0. Different from the standard KGZS, the oscillation in time becomes the main difficulty in constructing numerical schemes and giving the error analysis for KGZS in this regime. We prove that the schemes conserve the discrete energies. By defining a discrete ‘energy’, applying cut-off technique and considering the convergence rate of the KGZS to the limiting KGE, we obtain two independent error estimates with the bounds at O(h4/ε1−α⁎+τ2/ε3−α†) and O(h4+τ2+εα⁎) where α⁎=min⁡{1,α,1+β}, τ is time step and h is mesh size. Hence, we get uniformly accurate error estimates with the bounds at O(h4+τ2/(4−α†)) when α≥1 and β≥0, and O(h4α⁎+τ2α⁎/3) when 0<α<1 or −1<β<0. While for α=0 or β=−1, the meshing requirements of CFD4Cs are h=O(ε1/4) and τ=O(ε3/2) for 0<ε≪1. The compact schemes provide much better spatial resolution compared with the usual second order finite difference schemes. Our numerical results support energy-conserving properties and the results of the convergence analysis.

Efficiency of Some Predictor–Corrector Methods with Fourth-Order Compact Scheme for a System of Free Boundary Options

The trade-off between numerical accuracy and computational cost is always an important factor to consider when pricing options numerically, due to the inherent irregularity and existence of non-linearity in many models. In this work, we first present fast and accurate (1,2) and (2,2) predictor–corrector methods with a fourth-order compact finite difference scheme for pricing coupled system of the non-linear free boundary option pricing problem consisting of the option value and delta sensitivity. To predict the optimal exercise boundary, we set up a high-order boundary scheme, which is strategically derived using a combination of the fourth-order Robin boundary scheme and the fourth-order compact finite difference scheme near boundary. Furthermore, we implement a three-step high-order correction scheme for computing interior values of the option value and delta sensitivity. The discrete matrix system of this correction scheme has a tri-diagonal structure and strictly diagonal dominance. This nice feature allows for the implementation of the Thomas algorithm, thereby enabling fast computation. The optimal exercise boundary value is also corrected in each of the three correction steps with the derived Robin boundary scheme. Our implementations are fast on both coarse and very refined grids and provide highly accurate numerical approximations. Moreover, we recover a reasonable convergence rate. Further extensions to high-order predictor two-step corrector schemes are elaborated.

An Efficient Non-Standard Numerical Scheme Coupled with a Compact Finite Difference Method to Solve the One-Dimensional Burgers’ Equation

This article proposes a family of non-standard methods coupled with compact finite differences to numerically integrate the non-linear Burgers’ equation. Firstly, a family of non-standard methods is derived to deal with a system of ordinary differential equations (ODEs) arising from the semi-discretization of initial-boundary value partial differential equations (PDEs). Further, a method of this family is considered as a special case and coupled with a fourth-order compact finite difference resulting in a combined numerical scheme to solve initial-boundary value PDEs. The combined scheme has first-order accuracy in time and fourth-order accuracy in space. Some basic characteristics of the scheme are analysed and a section concerning the numerical experiments is presented demonstrating the good performance of the combined numerical scheme.

A 3D frequency-domain electromagnetic solver employing a high order compact finite-difference scheme

Three-dimensional (3D) electromagnetic (EM) modeling is an important tool for geophysical applications. In EM induction methods the modified Helmholtz equation is often used to describe scattered or residual electric fields in three dimensions. Throughout this paper, a high order compact finite difference scheme for the solution of that equation for vertical magnetic dipole source (VMD) is presented. The approximation of the residual electric field intensity using a fourth order compact finite difference (FD) discretizer is achieved with the solution of a block linear system, the coefficient matrices are large and sparse with a particular structure, implying the application of a matrix-free Krylov subspace method for an efficient numerical solution. The proposed solver is being examined using a number of test problems in uniform and non-uniform grid spacing where numerical and analytical solutions for the homogeneous half-space cases are being compared.

An efficient hybrid method based on cubic B-spline and fourth-order compact finite difference for solving nonlinear advection–diffusion–reaction equations

An efficient hybrid method based on cubic B-spline and fourth-order compact finite difference for solving nonlinear advection–diffusion–reaction equations

An efficient extrapolation multigrid method based on a HOC scheme on nonuniform rectilinear grids for solving 3D anisotropic convection–diffusion problems

We develop an efficient multigrid method combined with a high-order compact (HOC) finite difference scheme on nonuniform rectilinear grids for solving 3D diagonal anisotropic convection–diffusion problems with boundary/interior layers. Firstly, we derive a fourth-order compact finite difference scheme to discretize the 3D anisotropic convection–diffusion equation on a rectilinear grid. Then, the resulting large-scale asymmetric linear system of equations is solved by a generalized extrapolation cascadic multigrid (gEXCMG) method based on two novel multigrid (MG) prolongation operators. The highlight of this paper is the application of the quintic Lagrange interpolation and the completed Richardson extrapolation in the design of the new MG prolongation operator on nonuniform rectilinear grids, which can produce a good initial guess (sixth-order approximation to the finite difference solution) for the SSOR-preconditioned biconjugate gradient stabilized (BiCGStab) smoother. In the end, numerical experiments show that the gEXCMG method combined with the HOC scheme can achieve fourth-order accuracy for 3D anisotropic convection–diffusion problems with few smoothing steps on the finest grid. Moreover, the proposed gEXCMG method can offer substantially better efficiency than the state-of-the-art algebraic MG solver, namely, aggregation-based algebraic multigrid (AGMG) method, for large linear systems arising from the discretization of second order elliptic PDEs.

Compact cubic splines

In this paper we introduce an apparently new spline-like interpolant that I call a compact cubic interpolant or compact cubic spline; this is similar to a cubic spline introduced in 1972 by Swartz and Varga, but has higher order accuracy at the edges. We argue that for nearly uniform meshes the compact cubic approach offers some potential advantages, and offers a simple way to treat the edge conditions, relieving the user of the burden of deciding to use one of the three standard options: free (natural), complete (clamped), or “not-a-knot” conditions. Finally, we establish that the matrices defining the compact cubic splines (equivalently, the fourth-order compact finite difference formulæ) are totally nonnegative, if all mesh widths are the same sign, for instance if the mesh is real and nodes are numbered in increasing order.

Uniform error bound of a conservative fourth-order compact finite difference scheme for the Zakharov system in the subsonic regime

Uniform error bound of a conservative fourth-order compact finite difference scheme for the Zakharov system in the subsonic regime

A new three-level fourth-order compact finite difference scheme for the extended Fisher-Kolmogorov equation

In this paper, a new fourth-order compact finite difference scheme is proposed to solve the extended Fisher-Kolmogorov (EFK) equation. The scheme is three-level and implicit nonlinear. A new time discretization technique is adopted in the new scheme. The priori estimate and convergence of the numerical solution are obtained by using the discrete energy method, and the optimal error estimation in the maximum norm shows that the proposed numerical scheme has second-order accuracy in time and fourth-order accuracy in space. Finally, the theoretical analysis is supported by the numerical results of several examples.

The performance of a numerical scheme on the variable-order time-fractional advection-reaction-subdiffusion equations

This paper is concerned with a highly accurate numerical scheme for a class of one- and two-dimensional time-fractional advection-reaction-subdiffusion equations of variable-order α(x,t)∈(0,1). For the spatial and temporal discretization of the equation, a fourth-order compact finite difference operator and a third-order weighted-shifted Grünwald formula are applied, respectively. The stability and convergence of the present scheme are addressed. Some extensive numerical experiments are performed to confirm the theoretical analysis and high-accuracy of this novel scheme. Comparisons are also made with the available schemes in the literature.

A fourth-order compact finite difference scheme for the quantum Zakharov system that perfectly inherits both mass and energy conservation

In this paper, we propose and analyze a new fourth-order compact finite difference scheme for solving the quantum Zakharov system (QZS). The new scheme perfectly inherits the mass and energy conservation possessed by the QZS, while the energy preserved by the existing schemes expressed by two-level's solution at each time step. By using the energy method to analyze an equivalent form of the difference scheme, without any requirement on the grid ratio, we establish rigorously the optimal error estimate of the proposed scheme in the energy norm. The accuracy is shown to be fourth order in space and second order in time. Numerical examples are presented to verify the theoretical results and show the effectiveness of the proposed scheme.

A Fourth-Order Compact Finite Difference Scheme for Solving the Time Fractional Carbon Nanotubes Model.

In this work, we deal with unsteady magnetohydrodynamic allowed convection inflow of blood with a carbon nanotubes model; the single and multiwalled carbon nanotubes of human blood are used as a based fluid. Two numerical methods used to study this model are the weighted average finite difference method and the nonstandard compact finite difference method. The proportional Caputo hybrid operator has been used to fractionalize the proposed model. Stability analysis has been construed by a kind of John von Neumann stability analysis. Numerical results are presented in diverse graphs, which manifest that the method is successful in solving the proposed model.

Compact Finite Difference Scheme Combined with Richardson Extrapolation for Fisher’s Equation

In this study, the fourth-order compact finite difference scheme combined with Richardson extrapolation for solving the 1D Fisher’s equation is presented. First, the derivative involving the space variable is discretized by the fourth-order compact finite difference method. Then, the nonlinear term is linearized by the lagging method, and the derivative involving the temporal variable is discretized by the Crank–Nicolson scheme. The method is found to be unconditionally stable and fourth-order accurate in the direction of the space variable and second-order accurate in the direction of the temporal variable. When combined with the Richardson extrapolation, the order of the method is improved from fourth to sixth-order accurate in the direction of the space variable. The numerical results displayed in figures and tables show that the proposed method is efficient, accurate, and a good candidate for solving the 1D Fisher’s equation.

The time evolution of the large exponential and power population growth and their relation to the discrete linear birth-death process

&lt;abstract&gt;&lt;p&gt;The Feller exponential population growth is the continuous analogues of the classical branching process with fixed number of individuals. In this paper, I begin by proving that the discrete birth-death process, $ M/M/1 $ queue, could be mathematically modelled by the same Feller exponential growth equation via the Kolmogorov forward equation. This equation mathematically formulates the classical Markov chain process. The non-classical linear birth-death growth equation is studied by extending the first-order time derivative by the Caputo time fractional operator, to study the effect of the memory on this stochastic process. The approximate solutions of the models are numerically studied by implementing the finite difference method and the fourth order compact finite difference method. The stability of the difference schemes are studied by using the Matrix method. The time evolution of these approximate solutions are compared for different values of the time fractional orders. The approximate solutions corresponding to different values of the birth and death rates are also compared.&lt;/p&gt;&lt;/abstract&gt;

Numerical Solution of Two-Parameter Singularly Perturbed Convection-Diffusion Boundary Value Problems via Fourth Order Compact Finite Difference Method

In this study, we have developed a fourth order compact finite difference method for finding the numerical solution of two-parameter singularly perturbed convection-diffusion boundary value problems. We have used fourth order compact finite difference method on uniform mesh which provides a tridiagonal linear system of equations. The convergence analysis of the proposed method is established through a matrix analysis approach and it is proved that present method gives fourth order convergence results. Present method is implemented on two numerical examples for checking the efficiency and precision of the method. Numerical outcomes are exhibited which supports the theoretical outcomes. Numerical outcomes are compared with other existing methods and found that present method gives more accurate approximate solution as compare to the other existing methods.

Transition to chaos in lid–driven square cavity flow* *Project supported by theNational Natural Science Foundation of China (Grant No. 12162001), the Natural Science Foundation of Ningxia (Grant No. 2019AAC03129), and the Construction Project of First-ClassDisciplines in Ningxia Higher Education (Grant No. NXYLXK2017B09).

To date, there are very few studies on the transition beyond second Hopf bifurcation in a lid–driven square cavity, due to the difficulties in theoretical analysis and numerical simulations. In this paper, we study the characteristics of the third Hopf bifurcation in a driven square cavity by applying a consistent fourth-order compact finite difference scheme rectently developed by us. We numerically identify the critical Reynolds number of the third Hopf bifurcation located in the interval of (13944.7021,13946.5333) by the method of bisection. Through Fourier analysis, it is discovered that the flow becomes chaotic with a characteristic of period-doubling bifurcation when the Reynolds number is beyond the third bifurcation critical interval. Nonlinear time series analysis further ascertains the flow chaotic behaviors via the phase diagram, Kolmogorov entropy and maximal Lyapunov exponent. The phase diagram changes interestingly from a closed curve with self-intersection to an unclosed curve and the attractor eventually becomes strange when the flow becomes chaotic.