Efficient Finite Difference Research Articles

Generalized Path Integral Energy and Heat Capacity Estimators of Quantum Oscillators and Crystals Using Harmonic Mapping.

Imaginary-time path integral (PI) is a rigorous tool to treat nuclear quantum effects in static properties. However, with its high computational demand, it is crucial to devise precise estimators. We introduce generalized PI estimators for the energy and heat capacity that utilize coordinate mapping. While it can reduce to the standard thermodynamic and centroid virial (CVir) estimators, the formulation can also take advantage of harmonic character of quantum oscillators and crystals to construct a coordinate mapping. The method is not applicable to fluids or systems with imaginary modes such as double-well potentials. This yields harmonically mapped averaging (HMA) estimators, with mappings that decouple (HMAc) or couple (HMAq) the centroid and internal modes. The HMAq is constructed with normal mode coordinates (HMAq-NM) with quadratic scaling of cost or harmonic oscillator staging (HMAq-SG) coordinates with linear scaling. The estimator performance is examined for a 1D anharmonic oscillator and a 3D Lennard-Jones crystal using path integral molecular dynamics (PIMD) simulation. The HMA estimators consistently provide more precise estimates compared to CVir, with the best performance obtained by HMAq-NM, followed by HMAq-SG, and then HMAc. We also examine the effect of anharmonicity (for AO), intrinsic quantumness, and Trotter number. The HMA formulation introduced assumes the availability of forces and Hessian matrix; however, an equally efficient finite difference alternative is possible when these derivatives are inaccessible. The remarkable improvement in precision offered by HMAq estimators provides a framework for efficient PI simulation of more challenging systems, such as those based on ab initio calculations.

Global tsunami modelling on a spherical multiple-cell grid

A model of shallow water equations (SWEs) on a spherical multiple-cell (SMC) grid of 4-level (2.5-5-10-20 km) spatial resolutions is used to simulate tsunami propagation on global ocean surfaces. The unstructured SMC grid retains rectangular cells of the longitude-latitude grid so that efficient finite-difference schemes could be used. It also supports multi-resolutions like mesh refinement to resolve small islands and coastline details while keeping models compact enough to fit into available computers. Two earthquake-induced tsunami cases are simulated and compared with available observations. Results indicate that the modelled tsunami arrival times agree well with observations while tsunami wave heights are underestimated, particularly the observed runups on remote coastal lands. Possible reasons for this underestimation include the smoothing scheme used to suppress numerical oscillations and the missing of initial kinetic energy input from the earthquakes. Another reason is the limitation of the SWEs to describe coastal bores and breaking waves in coastal waters. A possible tsunami scenario induced by a landslide in the Canary Islands is also simulated to assess its potential impact on Atlantic coastal regions. Model results indicate that this kind of tsunami may cause severe damage to local areas but its effects on far fields, like the UK and American coastal regions are small. As the initial landslide disturbance is overly simplified, this study does not give a true representation of a real landslide tsunami but rather a qualitative assessment of its impact on the Atlantic Ocean. More realistic initial condition and improved model representation of coastal processes are needed for further studies of this possible landslide hazard.

A Fast Second-Order ADI Finite Difference Scheme for the Two-Dimensional Time-Fractional Cattaneo Equation with Spatially Variable Coefficients

This paper presents an efficient finite difference method for solving the time-fractional Cattaneo equation with spatially variable coefficients in two spatial dimensions. The main idea is that the original equation is first transformed into a lower system, and then the graded mesh-based fast L2-1σ formula and second-order spatial difference operator for the Caputo derivative and the spatial differential operator are applied, respectively, to derive the fully discrete finite difference scheme. By adding suitable perturbation terms, we construct an efficient fast second-order ADI finite difference scheme, which significantly improves computational efficiency for solving high-dimensional problems. The corresponding stability and error estimate are proved rigorously. Extensive numerical examples are shown to substantiate the accuracy and efficiency of the proposed numerical scheme.

RBF–based IMEX finite difference schemes for pricing option under liquidity switching

In this work, we introduce two accurate and efficient finite difference methods based on radial basis functions (RBF–FD) for pricing European and American options under liquidity shocks. The problem is formulated as the semi-linear complementarity and PDE systems for American and European options, respectively. In the context of temporal semi-discretization, we provide two backward difference formulas of order one and two (BDF1 & BDF2). Furthermore, we discuss the stability and convergence properties of the proposed methods. For the American option, to solve the semi-linear system of complementarity problems (LCPs), we combine the RBF-FD approaches with an operator splitting (OS) method. To illustrate the efficiency and accuracy of the suggested methods, we provide numerical examples for both European and American call options and verify them with the existing work in the literature. In numerical discussion, we show the Greeks (Delta & Gamma) plots for the American options.

Efficient modeling of fractional Laplacian viscoacoustic wave equation with fractional finite-difference method

The fractional viscoacoustic/viscoelastic wave equation, which accurately quantifies the frequency-independent anelastic effects, has been the focus of seismic industry in recent years. The pseudo-spectral (PS) method stands as one of the most widely used numerical methods for solving the fractional wave equation. However, the PS method often suffers from low accuracy and efficiency, particularly when modeling wave propagation in heterogeneous media. To address these issues, we propose a novel and efficient fractional finite-difference (FD) method for solving the wave equation with fractional Laplacian operators. This method develops an arbitrary high-order FD operator via the generating function of our fractional FD (F-FD) scheme, enhancing accuracy with L2-optimal FD coefficients. Similar to classic FD methods, our F-FD method is characterized by straightforward programming and excellent 3D extensibility. It surpasses the PS method by eliminating the need for Fast Fourier Transform (FFT) and inverse-FFT (IFFT) operations at each time step, offering significant benefits for 3D applications. Consequently, the F-FD method proves more adept for wave-equation-based seismic data processes like imaging and inversion. Compared with existing F-FD methods, our approach uniquely approximates the entire fractional Laplacian operator and stands as a local numerical algorithm, with an adjustable F-FD operator order based on model parameters for enhanced practicality. Accuracy analyses confirm that our method matches the precision of the PS method with a correctly ordered F-FD operator. Numerical examples show that the proposed method has good applicability for complex models. Finally, we have carried out reverse time migration on the Marmousi-2 model, and the imaging profiles indicate that the proposed method can be effectively applied to seismic imaging, demonstrating good practicability.

Two-phase numerical simulation of thermal and solutal transport exploration of a non-Newtonian nanomaterial flow past a stretching surface with chemical reaction

Abstract Non-uniform heat sources and sinks are used to control the temperature of the reaction and ensure that it proceeds at the desired rate. It is worldwide in nature and may be found in all engineering applications such as nuclear reactors, electronic devices, chemical reactors, etc. In food processing, heat is used to cook such as microwave ovens, pasteurize infrared heaters, and sterilize food products. Non-uniform heat sources are mainly used in biomedical applications, such as hyperthermia cancer treatment, to target and kill cancer cells. Because of its ubiquitous nature, the idea is taken as our subject of study. Heat and species transfer analysis of a non-Newtonian fluid flow model under magnetic effects past an extensible moving sheet is modelled and examined. Homogeneous chemical reaction inside the fluid medium is also investigated. This natural phenomenon is framed as a set of Prandtl boundary layer equations under the assumed convective surface boundary constraint. Self-similarity transformation is employed to convert framed boundary layer equations to ordinary differential equations. The resultant system is solved using the efficient finite difference utilized Keller box method with the help of MATLAB programming. The influence of various fluid-affecting parameters on fluid momentum, energy, species diffusion and wall drag, heat, and mass transfer coefficients is studied. Accelerating the Weissenberg number decelerates the fluid velocity. The temperature of the fluid rises due to variations in the non-uniform heat source and sink parameters. Ohmic dissipation affects the temperature profile significantly. Species diffusion reduces when thermophoresis parameter and non-uniform heat source and sink parameters vary. The Eckert number enhances the heat and diffusion transfer rate. Increasing the chemical reaction parameter decreases the shear wall stress and energy transmission rate while improving the diffusion rate. The wall drag coefficient and Sherwood number decrease as the thermophoretic parameter increases whereas the Nusselt number increases. We hope that this work will act as a reference for future scholars who will have to deal with urgent problems related to industrial and technical enclosures.

Efficient Alternative Finite Difference WENO Schemes for Hyperbolic Systems with Non-conservative Products

Efficient Alternative Finite Difference WENO Schemes for Hyperbolic Systems with Non-conservative Products

Numerical simulations of third-grade fluid flow with exothermic reactions in porous media-saturated vertical microchannels

The aim of this article is to analyze the electro-osmotic flow behavior of a third-grade (TG) incompressible fluid flowing in a vertical microchannel saturated with porous material. The electro-osmotic flow is regarded as an essential part of many scientific and engineering applications used in microfluidic devices. The flow is subjected to joule heating, exothermic reactions, and asymmetrical convective cooling. The viscosity which is assumed temperature dependent via a Naham-type law and the convective heat transfer rates governing the asymmetric convective cooling at the microchannel walls are modeled via Newton’s law of cooling. The governing system of nonlinear partial differential equations is solved computationally using an efficient and reliable finite difference method. The spatial and temporal convergence of the numerical scheme is showcased graphically. Our study findings reveal that the combination of exothermic reactions and Joule heating significantly influences the electroosmotic flow. Higher values of variable viscosity parameter (α), Brinkman number (Br), and Buoyancy parameter (Gr) result an enhancement in the flow variables. Conversely, a reverse trend is observed when augmenting the Prandtl number (Pr), non-Newtonian parameter (γ), and porous media parameters (Ω2). Numerical results for temperature and velocity are also discussed qualitatively and validated with the data previously published.

Two linear energy-preserving compact finite difference schemes for coupled nonlinear wave equations

In this paper, we propose and analyze two highly efficient compact finite difference schemes for coupled nonlinear wave equations containing coupled sine-Gordon equations and coupled Klein-Gordon equations. To construct energy-preserving, high-order accurate and linear numerical methods, we first utilize the scalar auxiliary variable (SAV) approach and introduce three auxiliary functions to rewrite the original problem as a new equivalent system. Then we make use of the compact finite difference method and the Crank-Nicolson method to propose an efficient fully-discrete scheme (SAV-CFD-CN). The modified energy conservation and the convergence of the SAV-CFD-CN scheme are proved in detail, which has fourth-order convergence in space and second-order convergence in time. In order to preserve the discrete energy of original system, we further combine Lagrange multiplier approach, compact finite difference method and the Crank-Nicolson method to propose the second fully-discrete scheme (LM-CFD-CN). The proposed two schemes are high-order accurate, linear and highly efficient, only four symmetric positive definite systems with constant coefficients are required to be solved at each time level. Numerical experiments for the coupled nonlinear wave equations are given to confirm theoretical findings.

Explicit Topology Optimization of Voronoi Foams.

Topology optimization can maximally leverage the high DOFs and mechanical potentiality of porous foams but faces challenges in adapting to free-form outer shapes, maintaining full connectivity between adjacent foam cells, and achieving high simulation accuracy. Utilizing the concept of Voronoi tessellation may help overcome the challenges owing to its distinguished properties on highly flexible topology, natural edge connectivity, and easy shape conforming. However, a variational optimization of the so-called Voronoi foams has not yet been fully explored. In addressing the issue, a concept of explicit topology optimization of open-cell Voronoi foams is proposed that can efficiently and reliably guide the foam's topology and geometry variations under critical physical and geometric requirements. Taking the site (or seed) positions and beam radii as the DOFs, we explore the differentiability of the open-cell Voronoi foams w.r.t. its seed locations, and propose a highly efficient local finite difference method to estimate the derivatives. During the gradient-based optimization, the foam topology can change freely, and some seeds may even be pushed out of shape, which greatly alleviates the challenges of prescribing a fixed underlying grid. The foam's mechanical property is also computed with a much-improved efficiency by an order of magnitude, in comparison with benchmark FEM, via a new material-aware numerical coarsening method on its highly heterogeneous density field counterpart. We show the improved performance of our Voronoi foam in comparison with classical topology optimization approaches and demonstrate its advantages in various settings.

Developing Mathematical Models to Study Changes in Groundwater Levels and Salt Concentration

Understanding how groundwater and salt concentrations change when freshwater supplies are monitored is crucial. In this work, groundwater fluxes and salt migration were considered when studying groundwater level changes and mineralisation processes. To study salt and water level changes, a more realistic mathematical model was developed to reflect the object’s basic features. To monitor geofiltration and geomigration using mathematical and numerical modelling to provide recommendations, nonlinear differential equations were applied. Scientific research on mathematical and numerical modelling and computer experimentation of the issue is briefly reviewed. Also developed were a mathematical model with two integer-valued boundary conditions and an efficient finite difference numerical approach. Changing groundwater and pressure water levels, filtration permeability, water loss coefficient, and filtration rate connected to water level all affect the environment when building a mathematical model for salt migration filtration. The article predicts groundwater, pore water, and salt concentrations in high- and low- permeability layers. Scientific research on mathematical and numerical modelling and computer experimentation of the issue is briefly reviewed. Also developed were a mathematical model with two integer-valued boundary conditions and an efficient finite difference numerical approach. Changing groundwater and pressure water levels, filtration permeability, water loss coefficient, and filtration rate connected to water level all affect the environment when building a mathematical model for salt migration filtration. This study considered soil density, active porosity, and third-order boundary conditions Open, unlike earlier studies. Since the problem is represented by nonlinear differential equations with free variables, analytical solutions are unattainable. An effective numerical method and a stable implicit system with high-accuracy approximation, finite difference approach, and forward and backward sweep approaches were given to overcome these challenges.

An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises

An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises

MHD flow of third-grade fluid through a vertical micro-channel filled with porous media using semi implicit finite difference method

This study examines the complex dynamics of an incompressible, electrically conducting third-grade fluid (TGF) flow through a vertical micro-channel that is filled with porous media. The research utilizes asymmetrical convective cooling, a transverse magnetic field, and exothermic reactions to introduce a comprehensive model. The viscosity of the fluid, which is determined by the Naham-type law, changes significantly with temperature. Additionally, the convective heat transfer rates, which govern the asymmetric convective cooling at the surfaces of the micro-channel, are modeled using Newton's law of cooling, and Modified Darcy law is used to address the porous medium effect. To solve the complex system of nonlinear partial differential equations, we employ computational solutions derived from reliable and efficient finite difference methods (FDM). The method is tested for different time-steps and mesh sizes and it is found that the algorithms reliably produce the same results. Our investigation includes an evaluation of both spatial and temporal convergence of the FDM scheme. The study present qualitative discussions of graphical results, that highlight the impact of various flow parameters integrated into the system. The velocity and temperature profiles increases for higher values of thermal Grashoff number Gr and Reynolds number Re while opposite effect is noticed for increasing values of Hartman number M.

Solar radiation and lower gravitational effects on wave oscillations in heat transfer along magnetic-driven porous cone in the presence of Joule heating

Solar radiation is a very useful form of energy such as heat and current density in gas turbines, nuclear power plants and thermal energy storage. The fundamental source of heat for multiple reactions in the climate, oceans, and ecological system is solar radiation. The current radiative flow model has significant applications in nuclear power generation, radioactive reactor cooling mechanisms, heating boilers, recycling of underground radioactive materials, fabrication of glass-fiber material and thermal textiles. The significance of study to reduce excessive heating by using magnetized surface. The main goal of current research is to report the Joule heating effect on heat and magnetic flux along the magnetic-driven porous cone under solar radiations and lower gravitational region. The novelty of this work is to explore wave oscillations in heat and magnetic flux with solar radiations under lower gravitational region. The Joule heating is applied to control the thermal boundary layer along gravity-driven cone. The coupled mathematical model is changed into non-dimensional form for physical parameters. The steady and oscillatory parts are obtained by using Stokes conditions. For smooth programming in FORTRAN computing tool, the primitive variables are used. The efficient finite difference scheme is used to plot the numerical findings with Gaussian elimination technique. The impact of governing parameters involved in the problem on wave oscillations of magnetic flux and heat transmission are drafted physically and numerically. It is noted that the fluid velocity enhances with significant amplitude as lower gravity and solar radiation increases along porous cone. It is found that wave oscillations of heat and magnetic flux increases as magnetic Prandtl number enhances under lower gravitational region.

An efficient finite difference approach to solutions of Schrödinger equations of atoms in non-linear coordinates

We present a transformed-coordinates method to solve the Schrödinger equation for H-like, He-like, and Li-like systems. Each Cartesian axes of the original Schrödinger equation is transformed to another coordinate system with the square root transformation The resulting Hamiltonian contains the first and the second derivative for the kinetic energy part and with the potential proportional to the power of four, decaying faster than the original Coulomb potential. The total energies, their components, and the virial ratio are superior to those of the untransformed coordinates due to the considerably many data-points obtained and long-range sampling. Furthermore, a five-times or better computational efficiency is demonstrated in comparison to the standard method with much-improved accuracy. In agreement with the accurate method, the obtained wavefunction includes not only the radial but also the angular electron correlation of many-electron ions or atoms.

An efficient parametric finite difference and orthogonal spline approximation for solving the weakly singular nonlinear time-fractional partial integro-differential equation

An efficient parametric finite difference and orthogonal spline approximation for solving the weakly singular nonlinear time-fractional partial integro-differential equation

Efficient energy-preserving finite difference schemes for the Klein-Gordon-Schrödinger equations

Efficient energy-preserving finite difference schemes for the Klein-Gordon-Schrödinger equations

Analysis of a non-integer order mathematical model for double strains of dengue and COVID-19 co-circulation using an efficient finite-difference method

An efficient finite difference approach is adopted to analyze the solution of a novel fractional-order mathematical model to control the co-circulation of double strains of dengue and COVID-19. The model is primarily built on a non-integer Caputo fractional derivative. The famous fixed-point theorem developed by Banach is employed to ensure that the solution of the formulated model exists and is ultimately unique. The model is examined for stability around the infection-free equilibrium point analysis, and it was observed that it is stable (asymptotically) when the maximum reproduction number is strictly below unity. Furthermore, global stability analysis of the disease-present equilibrium is conducted via the direct Lyapunov method. The non-standard finite difference (NSFD) approach is adopted to solve the formulated model. Furthermore, numerical experiments on the model reveal that the trajectories of the infected compartments converge to the disease-present equilibrium when the basic reproduction number ({mathbb {R}}_0) is greater than one and disease-free equilibrium when the basic reproduction number is less than one respectively. This convergence is independent of the fractional orders and assumed initial conditions. The paper equally emphasized the outcome of altering the fractional orders, infection and recovery rates on the disease patterns. Similarly, we also remarked the importance of some key control measures to curtail the co-spread of double strains of dengue and COVID-19.

Efficient Upwind Finite-Difference Schemes for Wave Equations on Overset Grids

Efficient Upwind Finite-Difference Schemes for Wave Equations on Overset Grids

Efficient Finite Difference Approaches for Solving Initial Boundary Value Problems in Helmholtz Partial Differential Equations

This study presents numerical solutions for initial boundary value problems of homogeneous and nonhomogeneous Helmholtz equations using first- and second-order difference schemes. The stability of these methods is rigorously analyzed, ensuring their reliability and convergence for a wide range of problem instances. The proposed schemes’ robustness and applicability are demonstrated through several examples, accompanied by an error analysis table and illustrative graphs that visually represent the accuracy of the solutions obtained. The results confirm the effectiveness and efficiency of the proposed schemes, making them valuable tools for solving Helmholtz equations in practical applications.