Convergence Of Finite Difference Scheme Research Articles

Improved approximations of the solution and derivatives to a singularly perturbed reaction-diffusion equation based on the solution decomposition method

In the case of the Dirichlet problem for a singularly perturbed ordinary differential reaction-diffusion equation, a new approach is used to the construction of finite difference schemes such that their solutions and their normalized first- and second-order derivatives converge in the maximum norm uniformly with respect to a perturbation parameter ɛ ∈(0, 1]; the normalized derivatives are ɛ-uniformly bounded. The key idea of this approach to the construction of ɛ-uniformly convergent finite difference schemes is the use of uniform grids for solving grid subproblems for the regular and singular components of the grid solution. Based on the asymptotic construction technique, a scheme of the solution decomposition method is constructed such that its solution and its normalized first- and second-order derivatives converge ɛ-uniformly at the rate of O(N−2ln2N), where N + 1 is the number of points in the uniform grids. Using the Richardson technique, an improved scheme of the solution decomposition method is constructed such that its solution and its normalized first and second derivatives converge ɛ-uniformly in the maximum norm at the same rate of O(N−4ln4N).

An Energy Stable and Convergent Finite-Difference Scheme for the Modified Phase Field Crystal Equation

We present an unconditionally energy stable finite difference scheme for the Modified Phase Field Crystal equation, a generalized damped wave equation for which the usual Phase Field Crystal equation is a special degenerate case. The method is based on a convex splitting of a discrete pseudoenergy and is semi-implicit. The equation at the implicit time level is nonlinear but represents the gradient of a strictly convex function and is thus uniquely solvable, regardless of time step-size. We present a local-in-time error estimate that ensures the pointwise convergence of the scheme.

Finite-difference schemes for the computation of viscoplastic medium flows in a channel

Two finite-difference schemes for the computation of incompressible Bingham fluid flows in pipes are proposed. The variational Duvaut-Lions inequality is used as a mathematical model. One of the difference schemes is an analogue of the well-known MAC (marker-and-cell) scheme on staggered grids, the second employs one grid for velocity approximation, and the other for all the components of the strain rate tensor. The convergence of finite-difference schemes and the iteration method are studied. The obtained results are compared with those known from publications. The proposed schemes were used to compute Bingham medium with an inhomogeneous yield stress.

Stable and efficient finite-difference nonlinear-multigrid schemes for the phase field crystal equation

In this paper we present and compare two unconditionally energy stable finite-difference schemes for the phase field crystal equation. The first is a one-step scheme based on a convex splitting of a discrete energy by Wise et al. [S.M. Wise, C. Wang, J.S. Lowengrub, An energy stable and convergent finite-difference scheme for the phase field crystal equation, SIAM J. Numer. Anal., in press]. In this scheme, which is first order in time and second order in space, the discrete energy is non-increasing for any time step. The second scheme we consider is a new, fully second-order two-step algorithm. In the new scheme, the discrete energy is bounded by its initial value for any time step. In both methods, the equations at the implicit time level are nonlinear but represent the gradients of strictly convex functions and are thus uniquely solvable, regardless of time step-size. We solve the nonlinear equations using an efficient nonlinear multigrid method. Numerical simulations are presented and confirm the stability, efficiency and accuracy of the schemes.

Effect of boundary phonon scattering on Dual-Phase-Lag model to simulate micro- and nano-scale heat conduction

In this paper, one-dimensional heat conduction within a thin slab for Knudsen numbers more than 0.1 is implemented using the Dual-Phase-Lag (DPL) model including phonon scattering boundary condition. The Dual-Phase-Lag equation is solved with a stable and convergent finite difference scheme. Also the Laplace transformation technique is employed to solve DPL equation analytically. The results show that in the smaller values of Knudsen number, the results of the DPL model lay very close to the solution of the Boltzmann equation. Also, it is shown that moving towards the steady state, the DPL model reduces to the Cattaneo and Vernotte (CV) model and has results more accurate than the Ballistic-Diffusive Equations (BDE). It is also shown that the temperature distribution is closer to the results of Boltzmann equation relative to the heat flux distribution. Due to the simplicity of derivation of the DPL model formulation and its possibility for developing to higher dimensions, using the DPL model with new boundary condition is recommended to simulate nano- and micro-scale heat conduction. To investigate the accuracy of the DPL model, its results are compared with the results obtained from BDE model, and Boltzmann equation.

An Energy-Stable and Convergent Finite-Difference Scheme for the Phase Field Crystal Equation

We present an unconditionally energy stable finite-difference scheme for the phase field crystal equation. The method is based on a convex splitting of a discrete energy and is semi-implicit. The equation at the implicit time level is nonlinear but represents the gradient of a strictly convex function and is thus uniquely solvable, regardless of time step size. We present local-in-time error estimates that ensure the convergence of the scheme. While this paper is primarily concerned with the phase field crystal equation, most of the theoretical results hold for the related Swift–Hohenberg equation as well.

Why many theories of shock waves are necessary: Convergence error in formally path-consistent schemes

We are interested in nonlinear hyperbolic systems in nonconservative form arising in fluid dynamics, and, for solutions containing shock waves, we investigate the convergence of finite difference schemes applied to such systems. According to Dal Maso, LeFloch, and Murat’s theory, a shock wave theory for a given nonconservative system requires prescribing a priori a family of paths in the phase space. In the present paper, we consider schemes that are formally consistent with a given family of paths, and we investigate their limiting behavior as the mesh is refined. we first generalize to systems a property established earlier by Hou and LeFloch for scalar conservation laws, and we prove that nonconservative schemes generate, at the level of the limiting hyperbolic system, an convergence error source-term which, provided the total variation of the approximations remains uniformly bounded, is a locally bounded measure. This convergence error measure is supported on the shock trajectories and, as we demonstrate here, is usually “small”. In the special case that the scheme converges in the sense of graphs – a rather strong convergence property often violated in practice – then this measure source-term vanishes. We also discuss the role of the equivalent equation associated with a difference scheme; here, the distinction between scalar equations and systems appears most clearly since, for systems, the equivalent equation of a scheme that is formally path-consistent depends upon the prescribed family of paths. The core of this paper is devoted to investigate numerically the approximation of several (simplified or full) hyperbolic models arising in fluid dynamics. This leads us to the conclusion that for systems having nonconservative products associated with linearly degenerate characteristic fields, the convergence error vanishes. For more general models, this measure is evaluated very accurately, especially by plotting the shock curves associated with each scheme under consideration; as we demonstrate, plotting the shock curves provide a convenient approach for evaluating the range of validity of a given scheme.

Conditioning of finite difference schemes for a singularly perturbed convection-diffusion parabolic equation

In the case of the boundary value problem for a singularly perturbed convection-diffusion parabolic equation, conditioning of an e -uniformly convergent finite difference scheme on a piecewise uniform grid is examined. Conditioning of a finite difference scheme on a uniform grid is also examined provided that this scheme is convergent. For the condition number of the scheme on a piecewise uniform grid, an e -uniform bound O ( + ) is obtained, where δ 1 and δ 0 are the error components due to the approximation of the derivatives with respect to x and t , respectively. Thus, this scheme is e -uni- formly well-conditioned. For the condition number of the scheme on a uniform grid, we have the esti- mate O ( + ) ; this scheme is not e -uniformly well-conditioned. In the case of the difference scheme on a uniform grid, there is an additional error due to perturbations of the grid solution; this error grows unboundedly as e 0 , which reduces the accuracy of the grid solution (the number of correct significant digits in the grid solution is reduced). The condition numbers of the matrices of the schemes under examination are the same; both have an order of O ( + ) . Neither the matrix of the e - uniformly convergent scheme nor the matrix of the scheme on a uniform grid is e -uniformly well-con- ditioned. DOI: 10.1134/S0965542508050072

A Convergent Finite Difference Scheme for the Camassa–Holm Equation with General $H^1$ Initial Data

We suggest a finite dfference scheme for the Camassa–Holm equation that can handle general $H^1$ initial data. The form of the difference scheme is judiciously chosen to ensure that it satisfies a total energy inequality. We prove that the difference scheme converges strongly in $H^1$ towards a dissipative weak solution of the Camassa–Holm equation.

Necessary conditions for ɛ-uniform convergence of finite difference schemes for parabolic equations with moving boundary layers

A grid approximation of the boundary value problem for a singularly perturbed parabolic reaction-diffusion equation is considered in a domain with the boundaries moving along the axis x in the positive direction. For small values of the parameter ɛ (this is the coefficient of the higher order derivatives of the equation, ɛ ∈ (0, 1]), a moving boundary layer appears in a neighborhood of the left lateral boundary S1L. In the case of stationary boundary layers, the classical finite difference schemes on piece-wise uniform grids condensing in the layers converge ɛ-uniformly at a rate of O(N−1lnN + N0), where N and N0 define the number of mesh points in x and t. For the problem examined in this paper, the classical finite difference schemes based on uniform grids converge only under the condition N−1 + N0−1 ≪ ɛ. It turns out that, in the class of difference schemes on rectangular grids that are condensed in a neighborhood of S1L with respect to x and t, the convergence under the condition N−1 + N0−1 ≤ ɛ1/2 cannot be achieved. Examination of widths that are similar to Kolmogorov’s widths makes it possible to establish necessary and sufficient conditions for the ɛ-uniform convergence of approximations of the solution to the boundary value problem. These conditions are used to design a scheme that converges ɛ-uniformly at a rate of O(N−1lnN + N0).

Scalar self-force on eccentric geodesics in Schwarzschild spacetime: A time-domain computation

We calculate the self-force acting on a particle with scalar charge moving on a generic geodesic around a Schwarzschild black hole. This calculation requires an accurate computation of the retarded scalar field produced by the moving charge; this is done numerically with the help of a fourth-order convergent finite-difference scheme formulated in the time domain. The calculation also requires a regularization procedure, because the retarded field is singular on the particle's world line; this is handled mode-by-mode via the mode-sum regularization scheme first introduced by Barack and Ori. This paper presents the numerical method, various numerical tests, and a sample of results for mildly eccentric orbits as well as ''zoom-whirl'' orbits.

The convex envelope is the solution of a nonlinear obstacle problem

We derive a nonlinear partial differential equation for the convex envelope of a given function. The solution is interpreted as the value function of an optimal stochastic control problem. The equation is solved numerically using a convergent finite difference scheme.

Difference schemes for a general parabolic problem with interface

AbstractStability and convergence of finite difference schemes approximating a general parabolic partial differential equation with interface are examined. Convergence rate estimates compatible with the smoothness of the input data are obtained. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)

Finite difference schemes for some types of boundary value problems with interfaces

AbstractStability and convergence of finite difference schemes approximating an elliptic partial differential equation with interface are examined. A convergence rate estimate compatible with the smoothness of the input data is obtained. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)

A convergent monotone difference scheme for motion of level sets by mean curvature

An explicit convergent finite difference scheme for motion of level sets by mean curvature is presented. The scheme is defined on a cartesian grid, using neighbors arranged approximately in a circle. The accuracy of the scheme, which depends on the radius of the circle, dx, and on the angular resolution, dθ, is formally O(dx2+dθ). The scheme is explicit and nonlinear: the update involves computing the median of the values at the neighboring grid points. Numerical results suggest that despite the low accuracy, acceptable results are achieved for small stencil sizes. A numerical example is presented which shows that the centered difference scheme is non-convergent.

Uniformly convergent finite volume difference scheme for 2D convection-dominated problem with discontinuous coefficients

Two dimensional singularly perturbed convection–diffusion problem with discontinuous coefficients is considered. The problem is discretized using an inverse-monotone finite volume method on Shishkin meshes. We established first-order global pointwise convergence that is uniform with respect to the perturbation parameter. Numerical experiments that support the theoretical results are given.

On the numerical treatment of moving bottlenecks

This paper shows how moving obstructions in (kinematic wave) traffic streams can be modeled with “off-the shelf” computer programs. It shows that if a moving obstruction is replaced by a sequence of fixed obstructions at nearby locations with the same “capacity”, then the error in vehicle number converges uniformly to zero as the maximum separation between the moving and fixed bottlenecks is reduced. This result implies that average flows, densities, accumulations and delays can be predicted as accurately as desired with this method. Thus, any convergent finite difference scheme can be used to model moving bottlenecks. The approach can be used with non-concave fundamental diagrams and multiple bottlenecks, even if they pass each other. Examples are given. It is assumed that the bottleneck trajectories are exogenous to the model. However, by introducing suitable car-following laws and interaction rules, slow trucks and busses embedded in the traffic stream can be modeled endogenously.

An unconditionally convergent finite-difference scheme for the SIR model

A first-order, unconditionally-stable, finite-difference scheme is developed for the numerical solution of the SIR model. It is seen that numerical simulations using the method reflect the long-term behaviour of the continuous-time system accurately. The introduction of seasonal variation into the SIR model leads to periodic and chaotic dynamics of epidemics which are present in the numerical simulations.

The impact of finite precision arithmetic and sensitivity on the numerical solution of partial differential equations

In this paper, we address some fundamental issues concerning “time marching” numerical schemes for computing steady state solutions of boundary value problems for nonlinear partial differential equations. Simple examples are used to illustrate that even theoretically convergent schemes can produce numerical steady state solutions that do not correspond to steady state solutions of the boundary value problem. This phenomenon must be considered in any computational study of nonunique solutions to partial differential equations that govern physical systems such as fluid flows. In particular, numerical calculations have been used to “suggest” that certain Euler equations do not have a unique solution. For Burgers' equation on a finite spatial interval with Neumann boundary conditions the only steady state solutions are constant (in space) functions. Moreover, according to recent theoretical results, for any initial condition the corresponding solution to Burgers' equation must converge to a constant as t → ∞. However, we present a convergent finite difference scheme that produces false nonconstant numerical steady state “solutions.” These erroneous solutions arise out of the necessary finite floating point arithmetic inherent in every digital computer. We suggest the resulting numerical steady state solution may be viewed as a solution to a “nearby” boundary value problem with high sensitivity to changes in the boundary conditions. Finally, we close with some comments on the relevance of this paper to some recent “numerical based proofs” of the existence of nonunique solutions to Euler equations and to aerodynamic design.

The Maximum Principle and Some of Its Applications

AbstractThe subject of this paper is the maximum principle and its application for investigating the stability and convergence of finite difference schemes. To some extent, this is a survey of the works on constructing and investigating certain new classes of monotone difference schemes. In this connection the maximum principle for the derivatives discussed in this paper is of fundamental importance. It is used as a basis for proving the coefficient stability of difference schemes in Banach spaces and the monotonicity of economical schemes of full approximation. New results on unconditional stability of monotone difference schemes with weights, conservative explicit-implicit schemes (staggered schemes), monotone schemes of second-order approximation in arbitrary domains, and monotone difference schemes for multidimensional elliptic equations with mixed derivatives are given.