Crank-Nicolson Finite Difference Scheme Research Articles

A numerical algorithm based on extended cubic B-spline functions for solving time-fractional convection-diffusion-reaction equation with variable coefficients

In this research, we develop an innovative and efficient numerical method for solving a nonlinear one-dimensional time-fractional convection-diffusion-reaction equation (TFCDRE) with a variable coefficient. This method integrates the Crank-Nicolson finite difference scheme with extended cubic B-spline (ExCBS) basis functions. The Caputo fractional derivative is applied for temporal discretization, while the ExCBS functions are utilized for spatial discretization. The stability of the method was discussed by the von Neumann method, which shows unconditional stability; and the convergence analysis secure an order of $O(h^2+\triangle t^{2-\alpha})$. We demonstrated the efficiency and simplicity of our method through three numerical experiments and verified its accuracy using the absolute error $(L_2)$ and maximum error $(L_\infty)$ norms in temporal and spatial dimensions. The results are also graphically represented and show substantial agreement with the approximated and exact solution. We confirmed the effectiveness and accuracy of our approach over the local discontinuous Galerkin finite element and the compact finite difference methods, respectively, from the literature.

Application of the Cubic Exponential B-spline Collocation Operator Splitting Method for Numerical solutions of Burgers Equation

In this study, the cubic exponential B-spline collocation method has been proposed for the numerical solutions of the Burgers equation with the operator splitting. To apply the operator splitting method, the Burgers' equation has decomposed into two sub-equations based on the time term: the linear part (diffusion) and the nonlinear part (convection). Subsequently, for each sub-equation, Crank-Nicolson finite difference schemes in the temporal direction and cubic exponential B-spline functions and their derivatives, have applied at the x_m nodal points in the spatial direction. The algebraic equation systems obtained have been solved numerically using the Lie-Trotter and Strang splitting schemes to get the solutions of the main equation. Some advantages of the splitting methods include preserving the physical characteristics of the solution, yielding more convergent results over long time intervals, enabling simpler algorithms, and facilitating the storage of solution vectors on computer. To assess the accuracy of the computed numerical results the L_2 and L_∞ error norms have been used. Additionally, the obtained results have been compared with some studies in the literature. The stability analysis of the applied method has been investigated using the von Neumann Fourier series method.

A local fractional modified Crank–Nicolson scheme for fractal LWR model of traffic flow

This research proposes a modified Crank–Nicolson finite difference scheme with local fractional derivatives to approximate the solutions of local fractional LWR traffic flow model. The stability and consistency of the scheme are examined. Further, convergence of the scheme is assured by using Lax’s equivalence theorem. Some exemplary instances are discussed along with their simulations to validate the proposed method. The obtained numerical solutions show the dynamical evolution of traffic density with respect to time and space. The results derived using the proposed numerical scheme establish that they are quite effective in obtaining the numerical solution to the fractal vehicular traffic flow problem.

Retrieving the time-dependent blood perfusion coefficient in the thermal-wave model of bio-heat transfer

PurposeIn order to include the non-negligible lag relaxation time feature that is characteristic of heat transfer in biological bodies, the classical Fourier's law of heat conduction has to be generalized as the Maxwell–Cattaneo law resulting in the thermal-wave model of bio-heat transfer. The purpose of the paper is to retrieve the unknown time-dependent blood perfusion coefficient in such a thermal-wave model of bio-heat transfer from (non-intrusive) measurements of the temperature on an accessible sub-portion of the boundary that may be taken with an infrared scanner.Design/methodology/approachThe nonlinear and ill-posed problem is reformulated as a nonlinear minimization problem of a Tikhonov regularization functional subject to lower and upper simple bounds on the unknown coefficient. For the numerical discretization, an unconditionally stable direct solver based on the Crank–Nicolson finite-difference scheme is developed. The Tikhonov regularization functional is minimized iteratively by the built-in routine lsqnonlin from the MATLAB optimization toolbox. Numerical results for a benchmark test example are presented and thoroughly discussed, shedding light on the performance and effectiveness of the proposed methodology.FindingsThe inverse problem of obtaining the time-dependent blood perfusion coefficient and the temperature in the thermal-wave model of bio-heat transfer from extra boundary temperature measurement has been solved. In particular, the uniqueness of the solution to this inverse problem has been established. Furthermore, our proposed computational method demonstrated successful attainment of the perfusion coefficient and temperature, even when dealing with noisy data.Originality/valueThe originalities of the present paper are to account for such a more representative thermal-wave model of heat transfer in biological bodies and to investigate the possibility of determining its time-dependent blood perfusion coefficient from non-intrusive boundary temperature measurements.

A finite difference scheme for (2+1)D cubic-quintic nonlinear Schrödinger equations with nonlinear damping

Solitons of the purely cubic nonlinear Schrödinger equation in a space dimension of n≥2 suffer critical and supercritical collapses. These solitons can be stabilized in a cubic-quintic nonlinear medium. In this paper, we analyze the Crank-Nicolson finite difference scheme for the (2+1)D cubic-quintic nonlinear Schrödinger equation with cubic damping. We show that both the discrete solution, in the discrete L2-norm, and discrete energy are bounded. By using appropriate settings and estimations, the existence and the uniqueness of the numerical solution are proved. In addition, the error estimations are established in terms of second order for both space and time in discrete L2-norm and H1-norm. Numerical simulations for the (2+1)D cubic-quintic nonlinear Schrödinger equation with cubic damping are conducted to validate the convergence.

On Numerical Simulations of Variable-Order Fractional Cable Equation Arising in Neuronal Dynamics

In recent years, various complex systems and real-world phenomena have been shown to include memory and hereditary properties that change with respect to time, space, or other variables. Consequently, fractional partial differential equations containing variable-order fractional operators have been extensively resorted for modeling such phenomena accurately. In this paper, we consider the two-dimensional fractional cable equation with the Caputo variable-order fractional derivative in the time direction, which is preferable for describing neuronal dynamics in biological systems. A point-wise scheme, namely, the Crank–Nicolson finite difference method, along with a group-wise scheme referred to as the explicit decoupled group method are proposed to solve the problem under consideration. The stability and convergence analyses of the numerical schemes are provided with complete details. To demonstrate the validity of the proposed methods, numerical simulations with results represented in tabular and graphical forms are given. A quantitative analysis based on the CPU timing, iteration counting, and maximum absolute error indicates that the explicit decoupled group method is more efficient than the Crank–Nicolson finite difference scheme for solving the variable-order fractional equation.

The Two-Dimensional Conduction Heat Transfer Equation on a Square Plate: Explicit vs. Crank-Nicolson Method in MS Excel Spreadsheet

In this paper, the two-dimensional conduction heat transfer equation on a square plate is analyzed using a finite difference method. We have developed both the forward time-centered space (FTCS) and Crank-Nicolson (CN) finite difference schemes for the two-dimensional heat equation, employing Taylor series. Subsequently, these schemes were employed to solve the governing equations. The primary objective of this study is to compare the efficiency of the two methods in solving the conduction heat transfer equation. This was accomplished by implementing Spreadsheet Excel instructions. The results are presented, highlighting a comparison between the exact and approximate solutions. Furthermore, to demonstrate the convergence of the numerical schemes, we estimated the error between the actual and approximate solutions for a specific numerical problem and presented the results graphically. The data utilized in this research included the thermal conductivity of the medium of the square plate concerning width, grid, and compliance with initial and boundary conditions. The findings indicate that the Crank-Nicolson method is more accurate than the forward time-centered space method, as it approaches the exact solution more effectively. Furthermore, this study confirms that the solution and simulation of the heat transfer equation on a square plate can be accurately performed using an Excel spreadsheet as well as other numerical software.

Entropy-driven optimization of radiative Jeffrey tetrahybrid nanofluid flow through a stenosed bifurcated artery with Hall effects

Atherosclerosis, which causes the artery walls to thicken, the lumen to narrow, and the wall to thin in some places, is characterized by plaque accumulation in the arteries. These blood flow modifications can cause aneurysms and heart attacks if left unattended. Most of the arteries in the cardiovascular system are branched; therefore, a parent artery (main artery) with two daughter arteries (branched arteries) is considered in the present analysis. To examine the impact of various nanoparticle combinations on blood flow, four distinct nanoparticles, namely, gold (Au), graphene oxide (GO), copper (Cu), and tantalum (Ta), were injected into the blood to generate Au–GO–Cu–Ta/blood tetrahybrid nanofluid. In arteries with small diameters, blood behavior is regarded as non-Newtonian; therefore, blood behavior is governed by Jeffrey fluid in the present analysis. It has been investigated how Hall effects, Joule heating, radiation, and viscous dissipation affect blood flow through an artery that has an overlapping stenosis in the branches and a bell-shaped stenosis in the main artery. The approximation of mild stenosis is utilized to simplify and non-dimensionalize the governing equations. The Crank–Nicolson finite-difference scheme is used in MATLAB to solve the resulting equations. The results for velocity, temperature, wall shear stress, flow rate, and heat transfer rate are represented graphically. Furthermore, the entropy optimization has been performed for the specified problem. Enhancement in velocity with half of the bifurcation angle (η) can be observed from the velocity contours. The velocity of the tetrahybrid nanofluid increases with an increase in Jeffrey fluid parameter (λ1*) and shape parameter of the nanoparticles (n) as well. Introducing nanoparticles into the bloodstream can improve targeted drug delivery, allowing for more precise treatment at the cellular level. In addition, the tunable properties of nanoparticles offer possibilities for enhanced therapeutic and diagnostic treatments in a variety of medical disorders.

Determination of the space-dependent blood perfusion coefficient in the thermal-wave model of bio-heat transfer

PurposeWhen modeling heat propagation in biological bodies, a non-negligible relaxation time (typically between 15-30 s) is required for the thermal waves to accumulate and transfer, i.e. thermal waves propagate at a finite velocity. To accommodate for this feature that is characteristic to heat transfer in biological bodies, the classical Fourier's law has to be modified resulting in the thermal-wave model of bio-heat transfer. The purpose of the paper is to retrieve the space-dependent blood perfusion coefficient in such a thermal-wave model of bio-heat transfer from final time temperature measurements.Design/methodology/approachThe non-linear and ill-posed blood perfusion coefficient identification problem is reformulated as a non-linear minimization problem of a Tikhonov regularization functional subject to lower and upper simple bounds on the unknown coefficient. For the numerical discretization, an unconditionally stable direct solver based on the Crank–Nicolson finite difference scheme is developed. The Tikhonov regularization functional is minimized iteratively by the built-in routine lsqnonlin from the MATLAB optimization toolbox. Both exact and numerically simulated noisy input data are inverted.FindingsThe reconstruction of the unknown blood perfusion coefficient for three benchmark numerical examples is illustrated and discussed to verify the proposed numerical procedure. Moreover, the proposed algorithm is tested on a physical example which consists of identifying the blood perfusion rate of a biological tissue subjected to an external source of laser irradiation. The numerical results demonstrate that accurate and stable solutions are obtained.Originality/valueAlthough previous studies estimated the important thermo-physical blood perfusion coefficient, they neglected the wave-like nature of heat conduction present in biological tissues that are captured by the more accurate thermal-wave model of bio-heat transfer. The originalities of the present paper are to account for such a more accurate thermal-wave bio-heat model and to investigate the possibility of determining its space-dependent blood perfusion coefficient from temperature measurements at the final time.

A non‐overlapping domain decomposition dual reciprocity method for solving the forward–backward heat equation in two‐dimension

AbstractWe apply a boundary element dual reciprocity method (DRBEM) to the numerical solution of the forward–backward heat equation in a two‐dimensional case. The method is employed for the spatial variable via the fundamental solution of the Laplace equation and the Crank–Nicolson finite difference scheme is utilized to treat the time variable. The physical domain is divided into two non‐overlapping subdomains resulting in two standard forward and backward parabolic equations. The subproblems are then treated by the underlying method assuming a virtual boundary in the interface and starting with an initial approximate solution on this boundary followed by updating the solution by an iterative procedure. In addition, we show that the time discrete scheme is unconditionally stable and convergent using the energy method. Furthermore, some computational aspects will be suggested to efficiently deal with the formulation of the proposed method. Finally, two forward–backward problems, for which the exact solution is available, will be numerically solved for two different domains to demonstrate the efficiency of the proposed approach.

Solving an inverse problem for a time-fractional advection-diffusion equation with variable coefficients by rationalized Haar wavelet method

In this research work, we use of rationalized Haar wavelet (RHW) method and Crank–Nicolson finite-difference scheme to propose a new idea for solving the inverse time-fractional advection-diffusion equation with variable coefficients. Based on this method, the expansion of the solution is a series of RHW functions with variable coefficients. One of the advantages of the proposed method is the use of operational matrices for single and double integration of basic functions without the need for direct integration. In addition, the numerical estimation of the order of convergence and extrapolation of the results are provided. To reveal the efficiency of our method, the numerical solutions of two examples have been compared with Cubic B-spline function (CBS) and Radial basis function (RBF) methods. Finally, the diagrams of error for the Haar wavelet and RBF methods are shown in the figures.

Boundary Value Problem of Space-Time Fractional Advection Diffusion Equation

In this article, the analytical and numerical solution of a one-dimensional space-time fractional advection diffusion equation is presented. The separation of variables method is used to carry out the analytical solution, the basis of the system eigenfunction and their corresponding eigenvalue for basic equation is determined, and the numerical solution is based on constructing the Crank-Nicolson finite difference scheme of the equivalent partial integro-differential equations. The convergence and unconditional stability of the solution are investigated. Finally, the numerical and analytical experiments are given to verify the theoretical analysis.

Numerical Solution of Two-Dimensional Time Fractional Mobile/Immobile Equation Using Explicit Group Methods.

In this paper, we shall present the development of two explicit group schemes, namely, fractional explicit group (FEG) and modified fractional explicit group (MFEG) methods for solving the time fractional mobile/immobile equation in two space dimensions. The presented methods are formulated based on two Crank-Nicolson (C-N) finite difference schemes established at two different grid spacings. The stability and convergence of order O(tau ^{2-alpha }+h^2) are rigorously proven using Fourier analysis. Several numerical experiments are conducted to verify the efficiency of the proposed methods. Meanwhile, numerical results show that the FEG and MFEG algorithms are able to reduce the computational times and iterations effectively while preserving good accuracy in comparison to the C-N finite difference method.

NUMERICAL ANALYSIS OF NEWLY DEVELOPED FRACTAL-FRACTIONAL MODEL OF CASSON FLUID WITH EXPONENTIAL MEMORY

In the current research community, certain new fractional derivative ideas have been successfully applied to examine several sorts of mathematical models. The fractal fractional derivative is a novel concept that has been proposed in recent years. In the presence of heat generation, however, it is not employed for the free convection Couttee flow of the Casson fluid model. The core interest of the present analysis is to examine the Casson fluid under the influence of heat generation and magnetic field. The flow of the Casson fluid has been considered in between two vertical parallel plates. The distance between the plates is taken as [Formula: see text]. The linear coupled governing equation has been developed in terms of classical PDEs and then generalized by employing the operator of the fractal-fractional derivative with an exponential kernel. The numerical solution of the proposed problem has been found employing the finite-difference technique presented by Crank–Nicolson. The Crank–Nicolson finite difference scheme has the advantage of being unconditionally stable and can be applied directly to the PDEs without any transformation to ODEs. This technique in sense of exponential memory has been revealed to be unreported in the literature for such a proposed problem. For graphical analysis, the graphs of velocity profile and thermal field have been plotted in response to several rooted parameters. For comparative analysis, the graphs for the parameter of fractal-fractional, fractional, and classical order have also been plotted. From the analysis, it has been found that the fractal-fractional order model has a large memory effect than the fractional-order and classical model due to the fractal order parameter.

A robust Hermite spline collocation technique to study generalized Burgers-Huxley equation, generalized Burgers-Fisher equation and Modified Burgers’ equation

In this paper, a robust Hermite collocation technique is proposed to find the numerical solution of generalized Burgers-Huxley and Burgers-Fisher equations as well as modified Burgers’ equation. In this technique, Hermite collocation method with fifth order Hermite splines have been used to approximate the solution variable and its spatial derivatives. Crank-Nicolson finite difference scheme is applied on time derivatives. The quasilinearization technique is used to linearize the nonlinear terms in the equation. Von-Neumann method is applied to show stability of the proposed technique. Robustness of proposed technique is shown by solving five test examples of these three equations with different parameters. The computed numerical results are better than the results from other techniques compared in this paper and are also matched well with the exact solutions.

Crank–Nicolson finite difference schemes for parabolic optimal Dirichlet boundary control problems

In this paper, we adopt the optimize‐then‐discretize approach to solve parabolic optimal Dirichlet boundary control problems. First, we derive the first‐order necessary optimality system, which includes the state, co‐state equations, and the optimality condition. Then, we propose Crank–Nicolson finite difference schemes to discretize the optimality system in 1D and 2D cases, respectively. In order to build the second‐order spatial approximation, we use the ghost points on the boundary in the schemes. We prove that the proposed schemes are unconditionally stable, compatible, and second‐order convergent in both time and space. To avoid solving the large coupled schemes directly, we use the iterative method. Finally, we present several numerical examples to validate our theoretical analysis.

Numerical analysis of energy-stable Crank-Nicolson finite difference schemes for the phase-field equation

Two stable finite difference schemes, with the second-order Crank-Nicolson/Adams-Bashforth method in time and the second-order finite difference approach in space, are proposed for solving the phase-field Allen-Cahn equation with a small parameter perturbation and strong nonlinearity. First, we design a finite difference scheme with conditional energy stability for the Allen-Cahn equation, which preserves the energy-decreasing property, and prove its error estimate. Second, by introducing an artificial stability term, we establish an unconditional energy-stable finite difference scheme for the Allen-Cahn equation, discuss its unconditional energy stability, and obtain its error estimate. Finally, numerical examples are presented to verify all of the theoretical results for the proposed schemes.

NEW RESULTS OF FRACTAL FRACTIONAL MODEL OF DRILLING NANOLIQUIDS WITH CLAY NANOPARTICLES

In recent years, a new idea of the fractal fractional derivative has been introduced. However, it is not used for the free convection flow drilling nanoliquid with clay nanoparticles. In this paper, we have deliberated this new approach of the fractal fractional derivative with a power-law kernel for heat transfer in a drilling nanofluid with clay nanoparticle in a vertical channel. Water is taken as the base fluid. The flow of the fluid is between two fixed vertical parallel plates such that one of them is constantly heated. The resulting problem is modeled with a fractal fractional derivative operator with a power-law kernel. As the exact solution to this problem is not possible, therefore, the Crank–Nicolson Finite Difference Scheme (CNFDS) is used for numerical solutions. This idea for the fractal fractional fluid problem is used here for the first time in the literature. Results are portrayed in the various graphs using Maple-15 software. The importance of both fractal and fractional parameters is discussed in detail. Results showed that the fractal fractional parameter gives a more general solution of the velocity and temperature for the fixed fractional operators. Therefore, a mutual approach of fractal fractional clarifies the memory of the function better than fractional only.

A multi level linearized Crank–Nicolson scheme for Richards equation under variable flux boundary conditions

The Richards equation is a nonlinear degenerate advection diffusion equation that models flow in saturated/unsaturated porous media, it's crucially important for prediction of disasters when heavy rain attacks. Efficient and precise linearized numerical schemes are necessary, but there is few study related it, and the numerical theory is incomplete because of the degeneracy and strong nonlinearity. In this paper, we establish a linearized Crank–Nicolson finite difference scheme which is a three-level scheme with almost second-order accuracy. In stability analysis, we develop a creative technique to overcome the degeneracy by adding a small positive perturbation ϵ. We also propose the error estimates by applying Young's inequality and prove the convergence order is approximate to second-order. Numerical examples are also provided to verify our main results and show the relationship between the computational error and ϵ is linear.

Buoyancy driven flow of a couple stress fluid from an isothermal vertical plate: the role of spatially periodic magnetic field

The present article deals with the analysis of the buoyancy-driven flow of a non-Newtonian couple stress fluid from an isothermal vertical plate under the influence of a spatially periodic magnetic field. We consider, in this work, the applied magnetic field to be a sinusoidal function of axial coordinate. We solve the coupled nonlinear governing equations numerically consistent with the help of an implicit Crank-Nicolson finite difference scheme. We analyse the impact of periodic magnetic field on the flow velocity of couple stress fluid and its eventual consequence on the convective transport of heat. The flow variables governing the underlying thermo-magneto-hydrodynamics are examined graphically in terms of velocity, temperature distribution, and friction-factor coefficients. The result indicates that the magnitude of the velocity and temperature increases for increasing the magnitude of the couple stress parameter, attributed primarily to the enhanced resistance due to larger degree collision of couple stress fluid particles. On the other hand, the local skin friction coefficient and heat transfer rate reduces owing to the adverse effect of the Lorentz force due to the applied magnetic field.