High-order Compact Method Research Articles

Evaluating the Electromagnetic Field Problem Generated by the Power Transmission Line Using High Order Compact Method

This paper compares a finite difference method-based computational scheme for evaluating electromagnetic field problems in power transmission lines in cases of on surface and in Ground. The scheme uses Maxwell's partial differential equations to represent electric and magnetic field components and approximate boundary conditions. The High Order Compact Method (HOC) is applied to estimate the electric field (Ez )in ground and compares it with the standard central difference scheme. The HOC produces more accurate results than the traditional central approximation at 99.7% for the electric field Ez. It also calculates both of Electric and magnetic intensity to evaluate the effect of Electric and magnetic intensities in ground and on surface respect to distance.

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.

Efficient energy structure-preserving schemes for three-dimensional Maxwell's equations

Two energy structure-preserving schemes are proposed for Maxwell's equations in three dimensions. The Maxwell's equations are split into several local one-dimensional subproblems which successfully reduces the scale of algebraic equations to be solved. To improve the convergence rate in space and to keep the sparsity of the resulting algebraic equations, the spatial derivatives are approximated by high order compact method. Some key indicators, such as stability, energy structure-preserving and convergence of the schemes are investigated. To make the theoretical more persuasive, some numerical examples are shown. Numerical results are accord with the theoretical results. This provides a practical approach to construct efficient structure-preserving algorithms multidimensional Maxwell's equations.

Fourth order compact scheme for the Navier–Stokes equations on time deformable domains

In this work, we report the development of a spatially fourth order temporally second order compact scheme for incompressible Navier–Stokes (N–S) equations in time-varying domain. Sen (2013) put forward an implicit compact finite difference scheme for the unsteady convection–diffusion equation. It is now further extended to simulate fluid flow problems on deformable surfaces using curvilinear moving grids. The formulation is conceptualized in conjunction with recent advances in numerical grid deformations techniques such as inverse distance weighting (IDW) interpolation and its hybrid implementation. Adequate emphasis is provided to approximate grid metrics up to the desired level of accuracy and freestream preserving property has been numerically examined. As we discretize the non-conservative form of the N–S equation, the importance of accurate satisfaction of geometric conservation law (GCL) is investigated. To the best of our knowledge, this is the first higher order compact method that can directly tackle the non-conservative form of the N–S equation in single and multi-block time dependent complex regions. Several numerical verification and validation studies are carried out to illustrate the flexibility of the approach to handle high-order approximations on evolving geometries. The method presented here is found to be effective in modeling incompressible flow on deformable domains, including situations of fluid–structure interaction (FSI). Additionally, the necessity of GCL preserving metric computation is eased as a result of the scheme’s adaptation for non-conservative formulation.

High Order Compact Method using Exponential Difference Schemes in the Solution of the Convectiove Diffusion Equation

High Order Compact Method using Exponential Difference Schemes in the Solution of the Convectiove Diffusion Equation

Stable and efficient numerical schemes for two-dimensional Maxwell equations in lossy medium

In this paper, some stable and efficient numerical methods are developed for two-dimensional Maxwell equations. To avoid solving large scale algebraic equations, we use local one-dimensional (LOD) technique and split the original equations into several LOD equations. Then, the resulted LOD equations are discretized by Wendroff scheme which is usually applied to simulate hyperbolic-type equations. The Lie-Trotter composition and Strang composition are employed. To improve the computational efficiency and the convergent accurate, the space direction is approximated by high order compact method. Some benchmark symbols, such as stability, conservation laws of the schemes are analyzed. Some numerical examples confirm the theoretical analysis. Numerical results show that the new schemes can not only accurately simulate the electromagnetic waves, including profiles, amplitude, but also capture the energy structures exactly.

Efficient and accurate numerical methods for the multidimensional convection–diffusion equations

A class of high order compact methods combined with local one-dimensional method have been studied to numerically solve multidimensional convection–diffusion equations. The methods are widely accepted due to their compactness, high accuracy. In this kind of methods the spatial derivatives are approximated implicitly rather than explicitly with smaller stencil but with higher accuracy. The local one-dimensional strategy is adopted in time to reduce the scale of algebraic equations resulting from numerical methods. This makes the multidimensional problems be easily coded. Based on analyzing the splitting error of the local one-dimensional method, a more accurate scheme is obtained through minor modification on the original scheme. By Von Neumann approach, we can find that the proposed schemes are unconditionally stable. Some numerical results are reported to illustrate that the schemes are robust, efficient and accurate.

Efficient numerical schemes for two-dimensional Ginzburg-Landau equation in superconductivity

The objective of this paper is to propose some high-order compact schemes for two-dimensional Ginzburg-Landau equation. The space is approximated by high-order compact methods to improve the computational efficiency. Based on Crank-Nicolson method in time, several temporal approximations are used starting from different viewpoints. The numerical characters of the new schemes, such as the existence and uniqueness, stability, convergence are investigated. Some numerical illustrations are reported to confirm the advantages of the new schemes by comparing with other existing works. In the numerical experiments, the role of some parameters in the model is considered and tested.

Hybrid MPI/Open-MP acceleration approach for high-order schemes for CFD

The paper presents hybrid MPI+OpenMP (message Passing Interface/Open Multi-Processor) used for paralleled programs including high-order compact method. The main tools used to implement parallelism in computations are OpenMP and MPI which differ in terms of memory they are based on. OpenMP works on shared-memory and MPI on distributed-memory whereas hybrid model is based on combination of those methods. Tests performed and described in this paper present significant advantages provided by hybrid MPI/OpenMP. Testing computations needed for verifying possibilities of MPI, Open-MP and Hybrid of both are carried out using an academic high-order SAILOR solver. Obtained results seem to be very promising to accelerate simulations for fluid flows as well as for application using high order methods. The proposed approach was tested up to 96 cores with up to 4 nodes.

A novel kind of efficient symplectic scheme for Klein–Gordon–Schrödinger equation

In this paper, we construct a family of high order compact symplectic (S-HOC) schemes for the Klein–Gordon–Schrödinger (KGS) equation. The KGS can be cast into a Hamiltonian form. At first, we discretize the Hamiltonian system in space by a high order compact method which has higher convergent rate than general finite difference methods. Then the semi-discretized system is approximated in time by the Euler midpoint scheme which preserves the symplectic structure of the original system. The conserved quantities of the scheme, including symplectic structure conservation law, charge conservation law and energy conservation law, are discussed. The local truncation error and global error of the numerical solvers are investigated. Finally, some numerical verifications are presented to numerically validate the theoretical analysis. The numerical results are persuasive and illustrate the theoretical analysis.

High-order compact methods for the nonlinear Dirac equation

In this work, a fourth-order in space and second-order in time compact scheme, a sixth-order in space and second-order in time compact scheme and two linearized compact schemes are proposed for the (1+1)-dimensional nonlinear Dirac equation. The iterative algorithm is used to compute the nonlinear algebraic system and the Thomas algorithm in the matrix form is adopted to enhance the computational efficiency. It is proved that all of the schemes are unconditionally stable in the linear sense. Numerical experiments are given to test the accuracy order of the presented schemes, record the error history for all of the schemes with respect to t, discuss the conservation laws of discrete charge and energy from the numerical point of view, study the stability of the solitary waves by adding a small random perturbation to the initial data, and simulate the collision of two and three solitary waves.

High-order spectral volume scheme for multi-component flows using non-oscillatory kinetic flux

Abstract In this paper, an arbitrary high-order compact method is developed for compressible multi-component flows with a stiffened gas equations of state (EOS). The main contribution is combining the high-order, conservative, compact spectral volume scheme (SV) with the non-oscillatory kinetic scheme (NOK) to solve the quasi-conservative extended Euler equations of compressible multi-component flows. The new scheme consists of two parts: the conservative part and the non-conservative part. The original high order compact SV scheme is used to discretize the conservative part directly. In order to treat the equation of state of the stiffened gas, the NOK scheme is utilized to compute the numerical flux. Then, careful analysis is made to satisfy the necessary condition to avoid unphysical oscillation near the material interfaces. After that, a high-order compact scheme for the non-conservative part is obtained. This new scheme has the following advantages for numerical simulations of compressible multi-component stiffened gas: high order accuracy with compact stencil and oscillation-free near the material interfaces. Numerical tests demonstrate the good performance and the efficiency of the new scheme for multi-component flow simulations.

Projection method for high-order compact schemes for low Mach number flows in enclosures

Purpose – Variable density flows play an important role in many technological devices and natural phenomena. The purpose of this paper is to develop a robust and accurate method for low Mach number flows with large density and temperature variations. Design/methodology/approach – Low Mach number approximation approach is used in the paper combined with a predictor-corrector method and accurate compact scheme of fourth and sixth order. A novel algorithm is formulated for the projection method in which the boundary conditions for the pressure are implemented in such a way that the continuity equation is fulfilled everywhere in the computational domain, including the boundary nodes. Findings – It is shown that proposed implementation of the boundary conditions considerably improves a solution accuracy. Assessment of the accuracy was performed based on the constant density Burggraf flow and for two benchmark cases for the natural convection problems: steady flow in a square cavity and unsteady flow in a tall cavity. In all the cases the results agree very well with exemplary solutions. Originality/value – A staggered or half-staggered grid arrangement is usually used for the projection method for both constant and low Mach number flows. The staggered approach ensures stability and strong pressure-velocity coupling. In the paper a high-order compact method has been implemented in the framework of low Mach number approximation on collocated meshes. The resulting algorithm is accurate, robust for large density variations and is almost free from the pressure oscillations.

A new coupled high-order compact method for the three-dimensional nonlinear biharmonic equations

This paper presents a new family of fourth- compact finite difference schemes for the numerical solution of three-dimensional nonlinear biharmonic equations using coupled approach. The numerical solutions of unknown variable and its first- derivatives as well as v(=Δ u) are obtained not only in the interior but also at the boundary. A prominent contribution of this work is that the boundary conditions for the variable v are approximated more accurately, which plays an important role for the efficiency of calculation. Finally, numerical experiments are conducted to verify the feasibility of this new method and the high accuracy of these schemes, including the steady Navier–Stokes equation in terms of vorticity-stream function formulation.

A high-order compact method for nonlinear Black–Scholes option pricing equations of American options

Due to transaction costs, illiquid markets, large investors or risks from an unprotected portfolio the assumptions in the classical Black–Scholes model become unrealistic and the model results in nonlinear, possibly degenerate, parabolic diffusion–convection equations. Since in general, a closed-form solution to the nonlinear Black–Scholes equation for American options does not exist (even in the linear case), these problems have to be solved numerically. We present from the literature different compact finite difference schemes to solve nonlinear Black–Scholes equations for American options with a nonlinear volatility function. As compact schemes cannot be directly applied to American type options, we use a fixed domain transformation proposed by Ševčovič and show how the accuracy of the method can be increased to order four in space and time.

On the Use of High-Order Accurate Solutions of PNS Schemes as Basic Flows for Stability Analysis of Hypersonic Axisymmetric Flows

Abstract High-order accurate solutions of parabolized Navier–Stokes (PNS) schemes are used as basic flow models for stability analysis of hypersonic axisymmetric flows over blunt and sharp cones at Mach 8. Both the PNS and the globally iterated PNS (IPNS) schemes are utilized. The IPNS scheme can provide the basic flow field and stability results comparable with those of the thin-layer Navier–Stokes (TLNS) scheme. As a result, using the fourth-order compact IPNS scheme, a high-order accurate basic flow model suitable for stability analysis and transition prediction can be efficiently provided. The numerical solution of the PNS equations is based on an implicit algorithm with a shock fitting procedure in which the basic flow variables and their first and second derivatives required for the stability calculations are automatically obtained with the fourth-order accuracy. In addition, consistent with the solution of the basic flow, a fourth-order compact finite-difference scheme, which does not need higher derivatives of the basic flow, is efficiently implemented to solve the parallel-flow linear stability equations in intrinsic orthogonal coordinates. A sensitivity analysis is also conducted to evaluate the effects of numerical dissipation and grid size and also accuracy of computing the basic flow derivatives on the stability results. The present results demonstrate the efficiency and accuracy of using high-order compact solutions of the PNS schemes as basic flow models for stability and transition prediction in hypersonic flows. Moreover, indications are that high-order compact methods used for basic-flow computations are sensitive to the grid size and especially the numerical dissipation terms, and therefore, more careful attention must be kept to obtain an accurate solution of the stability and transition results.

High-order compact exponential finite difference methods for convection–diffusion type problems

A class of high-order compact (HOC) exponential finite difference (FD) methods is proposed for solving one- and two-dimensional steady-state convection–diffusion problems. The newly proposed HOC exponential FD schemes have nonoscillation property and yield high accuracy approximation solution as well as are suitable for convection-dominated problems. The O( h 4) compact exponential FD schemes developed for the one-dimensional (1D) problems produce diagonally dominant tri-diagonal system of equations which can be solved by applying the tridiagonal Thomas algorithm. For the two-dimensional (2D) problems, O( h 4 + k 4) compact exponential FD schemes are formulated on the nine-point 2D stencil and the line iterative approach with alternating direction implicit (ADI) procedure enables us to deal with diagonally dominant tridiagonal matrix equations which can be solved by application of the one-dimensional tridiagonal Thomas algorithm with a considerable saving in computing time. To validate the present HOC exponential FD methods, three linear and nonlinear problems, mostly with boundary or internal layers where sharp gradients may appear due to high Peclet or Reynolds numbers, are numerically solved. Comparisons are made between analytical solutions and numerical results for the currently proposed HOC exponential FD methods and some previously published HOC methods. The present HOC exponential FD methods produce excellent results for all test problems. It is shown that, besides including the excellent performances in computational accuracy, efficiency and stability, the present method has the advantage of better scale resolution. The method developed in this article is easy to implement and has been applied to obtain the numerical solutions of the lid driven cavity flow problem governed by the 2D incompressible Navier–Stokes equations using the stream function-vorticity formulation.

Some experiments with high order compact methods using a computer algebra software—Part II (non-uniform grid)

We generalize a procedure proposed by Mancera and Hunt [P.F.A. Mancera, R. Hunt, Some experiments with high order compact methods using a computer algebra software—Part I, Appl. Math. Comput., in press, doi:10.1016/j.amc.2005.05.015] for obtaining a compact fourth-order method to the steady 2D Navier–Stokes equations in the streamfunction formulation—vorticity using the computer algebra system Maple, which includes conformal mappings and non-uniform grids. To analyse the procedure we have solved a constricted stepped channel problem, where a fine grid is placed near the re-entrant corner by transformation of the independent variables.

Some experiments with high order compact methods using a computer algebra software—Part I

We consider a procedure for obtaining a compact fourth order method to the steady 2D Navier–Stokes equations in the streamfunction formulation using the computer algebra system Maple. The resulting code is short and from it we obtain the Fortran program for the method. To test the procedure we have solved many cavity-type problems which include one with an analytical solution and the results are compared with results obtained by second order central differences to moderate Reynolds numbers.

A robust high-order compact method for large eddy simulation

We present a high-order compact method for large eddy simulation (LES) of compressible turbulent flows. Numerical solution of Navier–Stokes equations with high-order compact methods has been limited by numerical instabilities caused by ill-resolved features of the flow. This problem is alleviated by a staggered arrangement of conserved variables. Simulations of decaying isotropic turbulence at high Reynolds numbers demonstrate the superiority of the present method over the collocated method. Furthermore, the present method is applicable to the conservative form of the governing equations, thereby allowing total energy conservation, a property usually sacrificed in LES with the collocated method. Boundary schemes that extend the present methodology to non-periodic domains are also presented.