High-order Compact Finite Difference Research Articles

A Positivity-Preserving and Well-Balanced High Order Compact Finite Difference Scheme for Shallow Water Equations

A Positivity-Preserving and Well-Balanced High Order Compact Finite Difference Scheme for Shallow Water Equations

Compact difference scheme for the two-dimensional semilinear wave equation

In this article, we investigate the use of a high-order compact finite difference method for solving a two-dimensional damped semilinear wave equation. We use a new iterative methods that employs compact finite difference operators to approximate the second-order spatial derivatives and achieve fourth-order convergence. We establish the stability and convergence of the compact finite difference scheme in the sense of the discrete H1-norm. Finally, we present numerical results to demonstrate the accuracy and efficiency of the proposed scheme.

Fast High-Order Compact Finite Difference Methods Based on the Averaged L1 Formula for a Time-Fractional Mobile-Immobile Diffusion Problem

Fast High-Order Compact Finite Difference Methods Based on the Averaged L1 Formula for a Time-Fractional Mobile-Immobile Diffusion Problem

Higher-order compact finite difference method for a free boundary problem of ductal carcinoma in situ

A higher-order compact finite difference scheme is established to investigate the model of ductal carcinoma in situ, a free boundary value problem. For the first time, to determine the growth of a tumor numerically, a compact finite difference method is applied in the spatial direction, and the Crank-Nicolson scheme is used in the temporal direction. Through stability analysis, it has been demonstrated that the proposed numerical scheme is unconditionally stable. The convergence of the numerical scheme is analyzed theoretically by von Neumann's method. It has been proved that the proposed numerical method is second-order convergent in time and fourth-order convergent in space in the L2-norm. Two numerical examples are provided to verify the scheme's efficiency and validate the theoretical results. The tabular and graphical representations confirm the high accuracy and adaptability of the scheme.

A high-order compact ADI finite difference scheme on uniform meshes for a weakly singular integro-differential equation in three space dimensions

A high-order compact ADI finite difference scheme on uniform meshes for a weakly singular integro-differential equation in three space dimensions

Analysis of the Dominant Structures of an Impinging Round Jet at M=0.9

Large-eddy simulation of subsonic round jet impinging on a flat circular plate is performed at Mach number 0.9 and Reynolds number 25,000, based on the diameter and centerline velocity of the jet for two impingement distances h of 6r0 and 8r0 using high-order compact finite difference scheme. The complex flow phenomena associated with the impinging jet flowfield are studied. The power spectral density (PSD) of instantaneous pressure reveals a discrete impingement tone. Dynamic mode decomposition (DMD) of the velocity and pressure is also done for both cases to extract the most dominant modes of the flow. The fundamental impingement tone frequency obtained from the PSD of pressure is identical to that of the first dominant pressure mode obtained from DMD. Both axisymmetric and semihelical modes are present for the h=8r0 case, but only axisymmetric modes are there in the h=6r0 case, and it is noted that the modes corresponding to the fundamental tone have an axisymmetric structure. Also, one dominant mode showing the wall jet structures denoting the liftoff of fluid from the wall after impingement at some radial distance away from the stagnation region is present in both impingement distance cases.

Quantifying uncertainties in direct numerical simulations of a turbulent channel flow

Direct numerical simulation (DNS) provides unrivalled levels of detail and accuracy for simulating turbulent flows. However, like all numerical methods, DNS is subject to uncertainties arising from the numerical scheme and input parameters (e.g. mesh resolution). While uncertainty quantification (UQ) techniques are being employed more and more to provide a systematic analysis of uncertainty for lower-fidelity models, their application to DNS is still relatively rare. In light of this, the aim of this work is to apply UQ and sensitivity analysis to the DNS of a canonical wall-bounded turbulent channel flow at low Reynolds number (Reτ=180). To compute the DNS, Incompact3d – a highly scalable open-source framework based on high-order compact finite differences and a spectral Poisson solver – is used as a black-box solver. Stochastic collocation is used to propagate the input uncertainties through Incompact3d to the output quantities of interest (QOIs). To facilitate the non-intrusive forward UQ analysis, the open-source EasyVVUQ package is used to provide integrated capability for sampling, pre-processing, execution, post-processing, and analysis of the computational campaign. Three separate UQ campaigns are conducted. The first two examine the effect of domain size and the numerical parameters (e.g. mesh resolution, time step, sample time), respectively, and adopt Gaussian quadrature rules combined via tensor products to sample the multi-dimensional input space. Finally, the third campaign investigates the performance of a dimension-adaptive sampling strategy that significantly reduces the computational cost compared to the full tensor product approach. The analysis focuses on the cross-channel statistical moments of the QOIs, as well as local and global sensitivity analyses to assess the sensitivity of each QOI with respect to each individual input. This enables an assessment of the robustness and sensitivity of DNS to the user-defined numerical parameters for wall-bounded turbulent flows, and provides an indication of suitable ranges for defining the values of these parameters.

An efficient high-order compact approach for spiral wave dynamics by the FHN model

We simulate spiral waves through the famous Fitzhugh–Nagumo (FHN) model of excitable media by employing zero flux and periodic boundary conditions. This model has been solved numerically by modifying a recently developed implicit high-order compact (HOC) finite difference scheme. We also propose a novel approach for implementing the HOC scheme on boundaries of the domain for the periodic boundary conditions. Henceforth, we investigate the effects of the zero flux and periodic boundary conditions on the patterns in excitable media and the resulting dynamics. The introduction of periodic boundary conditions is seen to trigger the breakup of the spiral waves as opposed to the ones found by imposing no-flux boundary conditions. Our computed grid independent solutions are found to be extremely close to well-known numerical results. In the process, we also probe the unconditional stability of the HOC discretization for the FHN model.

Thermogravitational Convection in a Multiple Baffled Enclosure Filled with Magneto-Hybrid Nanofluid Subjected to Magnetic Field Dependent Viscosity

This study explores the significant impacts of thin baffles and magnetic field dependent viscosity on magnetohydrodynamic (MHD) thermogravitational convection of Cu-Al2O3 (50%–50%) water hybrid nanoliquid in a cavity. Considering different arrangements of baffle sticks on both the vertical walls, four geometrical configurations (Case-I, Case-II, Case-III and Case-IV) have been analyzed. Numerical simulation has been performed for the governing Navier-Stokes (N-S) equations in streamfunction - vorticity form having energy equation. These coupled equations are solved by proposing a higher-order compact finite difference method. The combination of five important aspects (hybrid nanofluid, multiple baffles, magnetic field dependent viscosity (MFDV), magnetic field and compact computation) signifies the novelty of this work. Fluid flow and transportation of thermal energy within the stipulated domain are presented for various flow pertinent parameters. The outcomes show that the increase in number of baffles diminishes the average Nusselt number values. It is concluded here that an increase in Hartmann number from 0 to 90 leads to a decrease in average Nusselt number up to 23.7% for Case-I, 23.8% for Case-II, 21.2% for Case-III and 28% for Case-IV in presence of MFDV effects.

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

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

A high-order compact finite difference scheme and its analysis for the time-fractional diffusion equation

A high-order compact finite difference scheme and its analysis for the time-fractional diffusion equation

Accurate derivatives approximations and applications to some elliptic PDEs using HOC methods

For many application problems that are modeled by partial differential equations (PDEs), not only it is important to obtain accurate approximations to the solutions, but also accurate approximations to the derivatives of the solutions. In this study, some new high order compact (HOC) finite difference schemes are derived to approximate the first and second derivatives of the solution to some elliptic PDEs using the numerical solution obtained from a HOC scheme applied to the same PDE. Convergence analysis for the computed derivatives is also presented to show that the order of the convergence is the same as that of the solution. The new HOC schemes for computing partial derivatives at both interior and boundary grid points take into account of the partial differential equations including the source term and/or the boundary conditions (Dirichlet, Neumann, or Robin). Fourth order accurate compact finite difference formulas with pre-computed coefficients and weights are developed for Poisson/Helmholtz PDEs, and code generated coefficients for diffusion-advection equations with constant coefficients. One important application is a new fourth-order compact scheme for solving incompressible Stokes equations with periodic boundary conditions.

Solving Lane–Emden equations with boundary conditions of various types using high-order compact finite differences

In this study, a high-order compact finite difference method is used to solve Lane–Emden equations with various boundary conditions. The norm is to use a first-order finite difference scheme to approximate Neumann and Robin boundary conditions, but that compromises the accuracy of the entire scheme. As a result, new higher-order finite difference schemes for approximating Robin boundary conditions are developed in this work. We test the applicability and performance of the method using different examples of Lane–Emden equations. Convergence analysis is provided, and it is consistent with the numerical results. The results are compared with the exact solutions and published results from other methods. The method produces highly accurate results, which are displayed in tables and graphs.

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

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

Solving singular boundary value problems using higher-order compact finite difference schemes with a novel higher-order implementation of Robin boundary conditions

This study introduces a novel and very accurate method for implementing Robin boundary conditions while solving boundary value problems with compact finite difference schemes. Most studies numerically approximate Neumann and Robin boundary conditions with a first-order approximation, however, this reduces the accuracy in general. Our implementation produces highly accurate results in solving nonlinear singular boundary value problems. Other reported results achieved utilizing various techniques are used for comparison. Tables and graphs showing the results are given.

Numerical investigation of the cavitating flow and the cavitation-induced noise around one and two circular cylinders

In this work, we simulated a two-phase cavitating flow around one and two circular cylinders with the density based homogeneous mixture model. We discretized the governing equations with employing a high-order compact finite-difference scheme incorporating filtering scheme to account for the numerical instabilities and physical discontinuities. We applied a shock capturing sensor for discontinuities detection and switching between the second-order and high-order filtering and computed the far-field acoustic by the Ffowcs Williams-Hawkings surface integral method. We studied the flow features in the wake of a circular cylinder and two cylinders for noncavitating regime and cavitating conditions. In addition, we analyzed the cavitating flow for various gaps of two side-by-side cylinders. Results revealed that the shock waves due to the collapse of the cavity moving downstream of the cylinders is the main mechanism for the generation of the acoustic impulses. The results also showed that the noise peak can occur at lower frequencies for the smaller gap between the two cylinders. Furthermore, the wakes behind the side-by-side cylinders were merged together and a single vortex street was generated by the reduction of the gap between two cylinders.

High order compact finite difference methods for non-Fickian flows in porous media

High order compact finite difference methods for non-Fickian flows in porous media

Stability Analysis of Inverse Lax-Wendroff Procedure for a High order Compact Finite Difference Schemes

Stability Analysis of Inverse Lax-Wendroff Procedure for a High order Compact Finite Difference Schemes

High-order compact finite difference schemes for solving the regularized long-wave equation

In this paper, high-order compact finite difference schemes for the one-dimensional regularized long wave equation are proposed. Firstly, the original regularized long-wave equation is deformed in two ways. The fourth-order compact difference scheme and the fourth-order Padé scheme are used for discretization of the second and first derivatives of the two deformed equations in space direction, respectively, and the θ-weighted scheme is used to discretize the time derivative of the first deformed, the fourth-order backward difference formula is used for the competition of the time derivative of the second deformed equation. Secondly, the nonlinear terms in the two schemes are linearized by Taylor series expansion method. Thirdly, the existence, uniqueness and conservation of energy of numerical solutions are proved by discrete energy method and mathematical induction method. And the two new schemes are shown to be conserved and unconditionally stable. Since each time level involves three grid points, a tridiagonal linear system is formed, which can be solved directly using the Thomas algorithm. Finally, the accuracy and reliability of the present method are verified by numerical experiments.

High-Order Compact Finite Difference Methods for Solving the High-Dimensional Helmholtz Equations

Abstract In this paper, the sixth-order compact finite difference schemes for solving two-dimensional (2D) and three-dimensional (3D) Helmholtz equations are proposed. Firstly, the sixth-order compact difference operators for the second-order derivatives are applied to approximate the Laplace operator. Meanwhile, with the original differential equation, the sixth-order compact difference schemes are proposed. However, the truncation errors of the proposed scheme obviously depend on the unknowns, source function and wavenumber. Thus, we correct the truncation error of the sixth-order compact scheme to obtain an improved sixth-order compact scheme that is more accurate. Theoretically, the convergence and stability of the present improved method are proved. Finally, numerical tests verify that the improved schemes are more accurate.