Finite Difference Method Research Articles

A novel transformation free nonuniform higher order compact finite difference scheme for solving incompressible flows on circular geometries

This paper presents a newly developed higher order compact scheme that is designed on a polar grid by using an implicit form of first order derivatives on nonuniform grids. These derivatives are formulated compactly and implicitly with a relationship of the coefficients in terms of the unknown variables. The proposed scheme is free from transformation technique and third order accurate in space. The objective is to solve Stokes equations and Navier–Stokes equations on curvilinear grids using the polar nature of the coordinate system. Our newly developed scheme is used to solve several problems namely, a problem having an analytical solution, Stokes flow with different orientations of the lids for the half filled annular and wedge cavity, the lid driven polar cavity flow and flow past an impulsively started circular cylinder. Our newly developed scheme is used to analyze the flow structures for the flow governed by different physical control parameters: the cavity radius ratio, the cavity angle and the ratio of the upper and lower lid speeds with rotating coaxial cylinders and Reynolds number for the impulsively started circular cylinder. The Stokes equations and the Navier–Stokes equations are efficiently solved with Dirichlet as well as Neumann boundary conditions. The efficacy and robustness of our proposed scheme are shown through its applicability in all the complex fluid flow problems.

Effects of new nonlinear curvature models and non-local elasticity on buckling investigation of FG tapered nano-beams locating on elastic foundations

New nonlinear curvature models are proposed to show their effects on the compressive critical buckling load on functionally graded (FG) tapered nano-beams locating on elastic foundations in the presence of non-local elasticity. Fourth and fifth orders finite difference methods (bvp4c and bvp5c) are applied on the governing differential equation which is a highly non-linear, due to curvature and has variable coefficients, due to properties. Dimensional analyses have been applied on the governing system together with the problem conditions to produce their dimensionless forms. For different considered parameters, the critical buckling load is computed using the eigenvalue theorem. The effects of nonlinear curvature, variable Young modulus, variable moment inertia and foundation parameters are studied and displayed in tables and figures. The stability and convergence of the present solution are tested using more than one strategy as: comparison with available results, comparison between bvp4c and bvp5c with different mesh intervals and tolerances of truncation errors. These comparisons show that, the new curvature model affects the critical buckling with different ratios depending on variability of properties and foundation parameters. The new results show that the nonlinear curvature model reduces the critical buckling load in comparison with the classical linear model, which, leads to decreasing in factor of safety in design of structures. The new results show that the design of structures will be influenced with the new reduction of the compressive critical buckling load, since it may affect the factor of safety in design of structures. The new results can lead, generally, to more reduction of critical buckling load for large or small input parameters and it will affect other critical values such that frequencies. The introduced Tables and Figures of the present problem with comparisons of previously exact, analytical and numerical works establish the higher accuracy and stability of current findings using bvp4c or bvp5c with preferable of the later. This study is related to some practical applications such as aeronautical and structural engineering.

Tangent hyperbolic MHD nanoliquids on non-isothermal stretched sheets: Analyzing the impact of transport parameters, variable fluid properties and convective boundary conditions

The key focus of this research is to look at how tangent hyperbolic magnetohydrodynamic (MHD) nano-liquids move in a non-isothermal coagulated stretched sheet. In this study, we intend to explore how fluid behavior responds to alternations in transport physical parameters. The coagulated sheet is subjected to two distinct boundary conditions to inspect the heat and mass transport rate of the nano liquid. The convective heat boundary condition (CBC) and mass-convective boundary condition (MCBC) are employed to specify the physical conditions at the boundaries of the problem domain. The boundary conditions, responsible for regulating heat flow and mass transfer rates, play a crucial role in shaping the liquid’s behavior. Using a similarity solution, the partial differential equation describing the flow of mass and heat within the system transforms into an interconnected network of non-linear ordinary differential equations. These mathematical equations are subsequently figured out using a numerical finite difference method. This study additionally examines the correlation between thermophoresis and Brownian motion, two fundamental concepts in the dynamics of colloidal suspensions. The study’s findings indicate that the temperature profile increases in all scenarios when the variable thermal conductivity and variable viscosity parameters are increased. In contrast, for the same parameters, the velocity profile is decreased. Further, increasing wall thickness reduces heat dissipation; consequently, the temperature profile similarly affects the velocity power index. The Biot number improves the rates of temperature transfer. These results underscore the significant influence of these parameters in predicting the behavior of MHD tangent hyperbolic nanofluids. This study elucidates the intricate interaction among different physical parameters in the dynamics of nano liquids, which holds significant implications for various industrial applications.

Thermal recovery of heavy oil reservoirs: Modeling of flow and heat transfer characteristics of superheated steam in full-length concentric dual-tubing wells

Accurately predicting the flow and heat transfer characteristics of superheated steam (SHS) in the wellbore is essential for efficiently developing heavy oil reservoirs. However, few studies have examined SHS flow in full-length concentric dual-tubing wells (CDTWs). In this paper, firstly, based on fluid dynamics and thermodynamics theories, a mathematical model for SHS flow in vertical and horizontal wellbores is proposed. Then, this model is solved using a finite difference method for spatial discretization and an iterative technique. Finally, model verification, type curve analysis, and sensitivity analysis are conducted sequentially. The results indicate that SHS temperature and pressure are independent variables, and the effect of friction energy on temperature is greater than its impact on pressure. The injection rate has a critical value, and the critical injection rates of the main controlling factors affecting the pressure drop and temperature drop of SHS in the vertical tubing are different. When the injection rate is below the critical value, the gravitational force of the SHS helps maintain high enthalpy. The SHS should be transported to the well bottom as quickly as possible. To enhance the uniform heating effect of the reservoir and improve heat utilization efficiency, a relatively small injection rate, high injection pressure, and low injection temperature are recommended. The uniformity of SHS pressure and temperature distribution in the horizontal annulus positively correlates with the uniformity of the reservoir's heat absorption rate. Achieving more uniform SHS pressure and temperature profiles in the horizontal annulus benefits the uniform heating of the reservoir.

On the numerical solution to space fractional differential equations using meshless finite differences

We derive a discretization of the Caputo and Riemann–Liouville spatial derivatives by means of the meshless Generalized Finite Difference Method, which is based on moving least squares. The conditional convergence of the method is proved and several examples over one dimensional irregular meshes are given.

Environmental management and restoration under unified risk and uncertainty using robustified dynamic Orlicz risk

Environmental management and restoration should be designed such that the risk and uncertainty owing to nonlinear stochastic systems can be successfully addressed. We apply the robustified dynamic Orlicz risk to the modeling and analysis of environmental management and restoration to consider both the risk and uncertainty within a unified theory. We focus on the control of a jump-driven hybrid stochastic system that represents macrophyte dynamics. The dynamic programming equation based on the Orlicz risk is first obtained heuristically, from which the associated Hamilton–Jacobi–Bellman (HJB) equation is derived. In the proposed Orlicz risk, the risk aversion of the decision-maker is represented by a power coefficient that resembles a certainty equivalence, whereas the uncertainty aversion is represented by the Kullback–Leibler divergence, in which the risk and uncertainty are handled consistently and separately. The HJB equation includes a new state-dependent discount factor that arises from the uncertainty aversion, which leads to a unique, nonlinear, and nonlocal term. The link between the proposed and classical stochastic control problems is discussed with a focus on control-dependent discount rates. We propose a finite difference method for computing the HJB equation. Finally, the proposed model is applied to an optimal harvesting problem for macrophytes in a brackish lake that contains both growing and drifting populations.

Numerical methods for scalar field dark energy in tabletop experiments and Lunar Laser Ranging

Numerous tabletop experiments have been dedicated to exploring the manifestations of screened scalar field dark energy, such as symmetron or chameleon fields. Precise theoretical predictions require simulating field configurations within the respective experiments. This paper focuses onto the less-explored environment-dependent dilaton field, which emerges in the strong coupling limit of string theory. Due to its exponential self-coupling, this field can exhibit significantly steeper slopes compared to symmetron and chameleon fields, and the equations of motion can be challenging to solve with standard machine precision. We present the first exact solution for the geometry of a vacuum region between two infinitely extended parallel plates. This solution serves as a benchmark for testing the accuracy of numerical solvers. By reparametrizing the model and transforming the equations of motion, we show how to make the model computable across the entire experimentally accessible parameter space. To simulate the dilaton field in one- and two-mirror geometries, as well as spherical configurations, we introduce a non-uniform finite difference method. Additionally, we provide an algorithm for solving the stationary Schrödinger equation for a fermion in one dimension in the presence of a dilaton field. The algorithms developed here are not limited to the dilaton field, but can be applied to similar scalar-tensor theories as well. We demonstrate such applications at hand of the chameleon and symmetron field. Our computational tools have practical applications in a variety of experimental contexts, including gravity resonance spectroscopy (q Bounce), Lunar Laser Ranging (LLR), and the upcoming Casimir and Non-Newtonian Force Experiment (cannex). A Mathematica implementation of all algorithms is provided.

Identification Source Term of the Distributed Order Time-Space Fractional Diffusion Equation

Abstract The inverse source problem for time-distributed order spatial fractional diffusion equations is examined in this study. The forward problem is solved by combining finite difference methods with matrix transformation techniques. The Tikhonov regularization approach is then applied to convert the inverse problem into a variational problem. The optimal perturbation approach is used to find the minimizer of the variational problem, leading to an approximation solution that depends solely on the time-dependent source term. The algorithm’s effectiveness and stability are demonstrated using numerical examples in one-dimensional domains.

A novel binary data classification algorithm based on the modified reaction-diffusion predator-prey system with Holling-II function.

In this study, we propose a modified reaction-diffusion prey-predator model with a Holling-II function for binary data classification. In the model, we use u and v to represent the densities of prey and predators, respectively. We modify the original equation by substituting the term v with f-v to obtain a stable and clear nonlinear decision surface. By employing a finite difference method for numerical solution of the original model, we conduct various experiments in two-dimensional and three-dimensional spaces to validate the feasibility of the classifier. Additionally, with consideration for wide real applications, we perform classification experiments on electroencephalogram signals, demonstrating the effectiveness and robustness of the classifier in binary data classification.

CSEM Optimization Using the Correspondence Principle

Traditionally, 3D modeling of marine controlled-source electromagnetic (CSEM) data (in the frequency domain) involves high-memory demand, requiring solving a large linear system for each frequency. To address this problem, we propose to solve Maxwell’s equations in a fictitious dielectric medium with time-domain finite-difference methods, with the support of the correspondence principle. As an advantage of this approach, we highlight the possibility of its implementation for execution with GPU accelerators, in addition to multi-frequency data modeling with a single simulation. Furthermore, we explore using the correspondence principle to the inversion of CSEM data by calculating the gradient of the least-squares objective function employing the adjoint-state method to establish the relationship between adjoint fields in a conductive medium and their counterparts in the fictitious dielectric medium, similar to the approach used in forward modeling. We validate this method through 2D inversions of three synthetic CSEM datasets, computed for a simple model consisting of two resistors in a conductive medium, a model adapted from a CSEM modeling and inversion package, and the last one based on a reference model of turbidite reservoirs on the Brazilian continental margin. We also evaluate the differences between the results of inversions using the steepest descent method and our proposed momentum method, comparing them with the limited-memory BFGS (Broyden–Fletcher–Goldfarb–Shanno) algorithm (L-BFGS-B). In all experiments, we use smoothing by model reparameterization as a strategy for regularizing and stabilizing the iterations throughout the inversions. The results indicate that, although it requires more iterations, our modified momentum method produces the best models, which are consistent with results from the L-BFGS-B algorithm and require less storage per iteration.

Modeling Rayleigh wave in viscoelastic media with constant Q model using fractional time derivatives

The propagation of seismic waves within the near-surface weathering layers, characterized by their low-quality factors (Q), is often accompanied by strong attenuation and dispersion phenomena. Among these, the Rayleigh wave, with its sensitivity to dispersion, has proven to be a powerful tool for near-surface exploration. We propose a novel approach for simulating Rayleigh wave propagation in such low-Q media. Our method uses the time-domain fractional wave equation with memory effect, based on Kjartansson's constant-Q (CQ) model, for accurate characterization of the propagation process. To solve numerically the wave equation with the fractional derivatives, we employ a finite-difference method combined with the auxiliary differential equation-perfectly matched layer (ADE-PML) and the acoustic-elastic boundary approach (AEA). The algorithm's high computational accuracy is verified through comparison with the conventional integer-order wave equation based on the nearly constant-Q (NCQ) models in strong attenuation media. The research in this paper deepens our understanding of the propagation characteristics of Rayleigh waves in strongly weathering layers. This new method strongly supports those seismic imaging and inversion methods depending on seismic modeling, including the reverse time migration and the full waveform inversion of the internal structure of low-Q media.

Numerical Study of the Reaction Diffusion Prey–Predator Model Having Holling II Increasing Function in the Predator Under Noisy Environment

The current study deals with the stochastic diffusive prey–predator model with Holling II increasing function in the predator. As it is a population dynamics its population can be affected by various factors such as disease in prey–predator species, environmental fluctuation, etc. So, the underlying model is considered under the impact of a temporal multiplicative noise. The numerical solution of the governing model is obtained by finite difference schemes. To check the accuracy of the numerical solution, the stability and consistency of the schemes in the mean square sense are derived. All the schemes are consistent with the model and von Neumann stable. Several simulations are drawn to check the efficacy of the scheme. A test problem is investigated with numerical schemes and for the different values of the parameters, 3D and 2D plots are drawn. A graphical representation of the given system is drawn which shows the behavior of both species and the efficiency of the novel schemes. Hope so, these results will motivate the researcher to consider the stochastic prey–predator model for a better understanding of the ecosystem.

Nonlinear wave model of towed system and numerical method for its calculation

Towed systems have found wide practical applications. Notable underwater systems for the long-distance extraction of minerals (concretions) from the ocean floor extend over 5-10 km. The existing mathematical models for solving dynamic problems of such systems in various environments are not entirely accurate regarding the diversity of wave processes. This necessitates the development of refined wave models. This article presents a new quasi-linear mathematical model describing the nonlinear four-mode dynamics of a towed system in a spatially inhomogeneous field of mass and surface forces. It is described by a nonlinear system of twelve first-order partial differential equations. The principles of boundedness and hyperbolicity are satisfied. The validation of the two-mode reduction of the model is based on the numerical solution of the problem of the propagation of two waves: longitudinal and configurational. Using a numerical algorithm and a program based on the finite difference method, a comparison of two difference schemes – Crank-Nicolson and Euler – was conducted. The main limitations for applying the finite difference method used for numerical modeling of wave propagation and reflection in a towed system are the peculiarities of the defining quasi-linear equations, which are related to the necessity of simultaneous computation of variables responsible for fast and slow processes. For such systems of equations, the term "singularly perturbed system of equations" is used. These perturbations result from the significant differences in the propagation speeds of longitudinal and configurational waves at the physical level. Consequently, it is necessary to employ special time-stepping regularization and filtering methods for numerical results. This imposes certain restrictions on the ability to model real processes and on the accuracy of the obtained results, necessitating the use of implicit difference schemes and high-frequency filtering.

A Simplified Calibration Procedure for DEM Simulations of Granular Material Flow

The discrete element method (DEM) has emerged as an essential computational tool in geotechnical engineering for the simulation of granular materials, offering significant advantages over traditional continuum-based methods such as the finite element method (FEM) and the finite difference method (FDM). The DEM’s ability to model particle-level interactions, including contact forces, rotations, and particle breakage, allows for a more precise understanding of granular media behavior under various loading conditions. However, accurate DEM simulations require meticulous calibration of input parameters, such as particle density, stiffness, and friction, to effectively replicate real-world behavior. This study proposes a simplified calibration procedure, intended to be conducted prior to any granular material flow DEM modeling, based on three fundamental physical tests: bulk density, surface friction, and angle of repose. The ability of these tests, conducted on dry quartz sand, to accurately determine DEM micromechanical parameters, was validated through numerical simulation of cylinder tests with varying height-to-radius ratios. The results demonstrated that this calibration approach effectively reduced computational complexity while maintaining high accuracy, with validation errors of 0% to 12%. This research underscores the efficacy of simplified DEM calibration methods in enhancing the predictive reliability of simulations, particularly for sand modeling in geotechnical applications.

Numerical study on the effect of strategically placed multiple diathermal obstructions within a porous enclosure

A novel strategy to reduce the convection heat transfer across a differentially heated, fluid-saturated porous enclosure has been reported in the present investigation. This objective is achieved by sequentially and strategically embedding multiple diathermal obstructions within the enclosure. To describe it in short, the strategy is to identify the location of maximum convection strength and place a single obstruction at that location. This strategy is re-applied to find an updated location of maximum convection strength and placing another single obstruction at that newly updated location. Darcy flow model is used to describe the fluid flow in porous media and solved using Successive Accelerated Replacement scheme using finite difference method. The parameters under study are type of obstructions (horizontal, vertical, right-inclined, left-inclined, straight-crossed and inclined-crossed), number of obstructions (0 < N <10) and modified Rayleigh number (100 < Ra < 2000). The size of obstruction (Z) has been fixed at 0.1. Flow and temperature distribution are plotted using streamlines and isotherms. The strength of convection is quantified using Nusselt number and maximum absolute stream function. It has been found that introducing obstructions within a differentially heated porous enclosure weakens the convection strength developed within it and the maximum reduction can be obtained for inclined-cross obstruction.

Study of hybrid nanofluid flow in a porous medium over an exponentially stretching sheet under Joule heating and thermal radiation: Finite difference

The significant purpose of present investigation of the behavior of a nanofluid's in magneto-hydrodynamics (MHD), mass transfer, Joule heating, and boundary layer transfer characteristics over an exponentially stretching sheet in a porous medium and thermal radiation effects. The article's goal is to look at the fluid flow and heat transmission characteristics from a sheet of hybrid nanoparticles. The partial differential equations (PDEs) that were derived for the mathematical model were converted using the proper similarity transformation into ordinary differential equations (ODEs). The hybrid nanofluid composed of 97 % of ethyl glycol (EG) and the volume concentration of Magnetite (Fe3O4) and Copper(Cu) are ranging from 0.5 % to 2.5 % both respectively. The effects of thermal radiation, stretching rate, Joule heating, porous medium permeability, and nanoparticle volume fraction on the flow and heat transmission properties are investigated by numerical simulations using the finite difference method (FDM). The analysis reveals that the inclusion of nanofluids enhance the thermal conductivity and enhance the heat transfer rate. Additionally, the influence of variable viscosity on the flow behavior and thermal characteristics are examined graphically. The effects of variable viscosity and thermal conductivity are examined, as it has significance in optimizing system under various thermal and magnetic effects. This study offers a pathway to develop more efficient thermal management solutions, by contributing to technological advancement and energy saving. The key findings of present study reveal that the temperature profile rises significantly due to Joule heating effects. The Nusselt number reveal an improvement of about 12 % when the volume fraction of nano particles is increased by 1–4 % indicating the enhancement in heat transfer efficiency. Similarly, the velocity profile was influenced by porous medium permeability as 11 % increase in porosity result a 18 % decrease in velocity profile.By using parametric research, the role of physical parameters in determining the local skin-friction coefficient, temperature, nanoparticle volume percentage, and longitudinal velocity profiles, local Nusselt number, and local Sherwood number are thoroughly examined. A graphic representation of the velocity, temperature, and concentration distribution findings is presented.

Long-period ground motion simulation and pulse probability distribution characteristics of the Kumamoto MW 7.1 earthquake in Japan

The 2016 Kumamoto MW 7.1 earthquake in Japan caused severe structural damage. It produced valuable seismic records that offered an opportunity to investigate the characteristics of long-period ground motion and pulse probability distribution. This study works in three main parts. First, we use the finite difference method (FDM) to reproduce the long-period ground motions of the 2016 Kumamoto MW 7.1 earthquake. That provides a crucial foundation for the subsequent phases. We identify velocity pulses within both synthetic and observed waveforms. By rigorously analyzing these pulses, we unveiled a wealth of insights into the characteristics of velocity pulses, strengthening the influence of the rupture directivity effect. In particular, the northeast region of the rupture exhibited a significant concentration of pulsed attributes. Finally, we further focus on establishing statistical relationships between different pulse parameters. The study revealed that the pulse probability distribution model fit well with the observed pulse distribution in the parallel to the fault (FP) and normal to the fault (FN) directions. However, the model also faced challenges in the FN direction due to the mechanism of velocity pulses and altered rupture propagation direction. Crucially, the study established that velocity pulses primarily cluster within a fault distance of less than 30 km, and the relationship between pulse peak value and fault distance followed an exponential trend. The study underscores the imperative of further refining the probability distribution model of velocity pulses, making it more robust and widely applicable. Furthermore, the correlation between velocity pulses and seismic parameters requires further validation through seismic records. This study sets the stage for a deeper understanding of earthquake-induced ground motion and pulse characteristics, contributing to the ongoing efforts in seismic risk assessment.

Theoretical and Numerical Analysis of Singular Perturbation Problems in Ordinary Differential Equations

Background: Singular perturbation troubles in everyday differential equations (ODEs) involve a small parameter ϵ that causes answers to show off behaviors on multiple scales, main to massive challenges in both theoretical and numerical evaluation. Objective: This paper at targets to comprehensively look at the theoretical and numerical techniques for reading and solving singular perturbation troubles in ODEs. Focus is located on know-how the behaviors precipitated through the small parameter and developing strong numerical techniques to accurately seize these behaviors. Methods: Theoretical approaches employed include matched asymptotic expansions and multiple scale analysis. These methods decompose the solution domain into regions with different scales, constructing and matching approximate solutions to ensure smooth transitions. Numerical techniques such as finite difference methods, finite element methods, and spectral methods are utilized, with particular emphasis on adaptive mesh refinement to handle boundary layers effectively Results: Theoretical evaluation demonstrates the effectiveness of matched asymptotic expansions and multiple scale analysis in presenting correct approximations and easy transitions among one of a kind solution regions. Numerical techniques showed high accuracy and performance, particularly whilst blended with adaptive techniques. Finite distinction strategies with non-uniform grids and adaptive mesh refinement, finite detail techniques with adaptive mesh strategies, and spectral strategies with special handling of boundary layers all proved successful. Stability and convergence analyses showed the reliability of those techniques. Conclusions: This comprehensive evaluation highlights the strengths and applicability of each theoretical and numerical strategies in tackling singular perturbation issues in ODEs. The mixed use of these techniques lets in for correct and green answers, presenting treasured equipment for applications in diverse clinical and engineering fields.

Exploring the Dynamic Behavior of a Tapered Stenosed Artery: An Investigation into Its Unsteady Model

In this communication, blood flow is considered in a two-phase model of the tapered stenosed artery. Non-Newtonian and Newtonian models are considered in inner and outer regions, respectively. The transverse magnetic field is applied externally on the presumed pulsatile flow of blood to examine the nature of blood flow. It is anticipated that, in the inner region, blood follows the Jeffrey fluid model, and in the outer region, it follows the Bingham Plastic fluid model. The mathematical model of this system is formulated, a non-dimensionalization technique is used, and a numerical solution is obtained using the Finite difference method, one of the most suitable numerical methods for the formulated problem. The expressions for the primary/fundamental characteristics in determining the effect of blood flow are developed to explore the consequence of hematocrit, time component, tapering angle, and magnetic field. Scilab software is employed for mathematical simulations, revealing that flow characteristics within a stenosed artery undergo significant alterations, while the presence of a magnetic field aids in partially regulating the flow characteristics.

Modification of the dimensional doma method for linear elliptic equations

Currently, one of the most common methods for the numerical solution of boundary value problems are difference methods (grid method, finite difference method). These methods are well suited for solving problems in regular domains. In areas of complex structure, their use leads to a number of difficulties both in the construction of difference schemes, and in the implementation on a computer. One of the methods to overcome these difficulties is the method of fictitious regions. There are four interrelated directions in the development of the method of fictitious regions: study of various ways to continue the original problems in a fictitious area; obtaining unimprovable estimates in stronger metrics; extension of the class of problems on the application of the method of fictitious areas; construction of effective difference schemes for solving auxiliary problems constructed by the method of fictitious areas. For the first time, the fictitious domain method for the Navier-Stokes equation was studied in the work of A.N. Bugrova, Sh. Smagulov, Smagulov Sh. This article discusses the method of additional areas, which is an analogue of the method of fictitious areas for solving linear boundary value problems, but in the auxiliary problem of this method there is no small perimeter. This method is based on the variational principle of solving linear boundary value problems of elliptic type in an arbitrary region. The existence of a solution is proved by the Galerkin uniqueness method.