High-order Finite Difference Scheme Research Articles

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

FLEW: A DNS Solver for Compressible Flows in Generalized Curvilinear Coordinates

AbstractWe present FLEW, an in-house high-fidelity solver for direct numerical simulation (DNS) of turbulent compressible flows over arbitrary shaped geometries. FLEW solves the Navier–Stokes equations written in a generalized curvilinear coordinate system, in which the surface coordinates are non-orthogonal, whereas the third axis is normal to the surface. Spatial discretization relies on high-order finite-difference schemes. The convective terms are discretized using an hybrid approach, combining the near-zero numerical dissipation provided by central approximations with the robustness of weighted essentially non-oscillatory (WENO) schemes, required to capture shock waves. Central schemes are stabilized using a skew-symmetric-like splitting of convective derivatives, endowing the solver with the energy-preserving property in the inviscid limit. The maximum order of accuracy is eighth for central schemes (also used for viscous terms discretization) and seventh for WENO. The code is oriented to modern high-performance computing (HPC) platforms thanks to message passing interface (MPI) parallelization and the ability to run on graphics processing unit (GPU) architectures. Reliability, accuracy and robustness of the code are assessed in the low-subsonic, transonic and supersonic regimes. We present the results of several benchmarks, namely the inviscid Taylor–Green vortex, turbulent curved channel flow, transonic laminar flow over a NACA 0012 airfoil and turbulent supersonic ramp flow. The results for all configurations proved to be in excellent agreement with previous studies.

New higher-order accurate super-compact scheme for three-dimensional natural convection and entropy generation

Exploring natural convection in three dimensions through numerical analysis has become essential for gaining a deeper understanding of this process compared to studying it in just two dimensions. This paper presents an enhanced analysis of three-dimensional (3D) natural convection phenomena within an air-filled cubical cavity, with a primary focus on heat transfer characteristics. The distinguishing feature of this research lies in the pioneering application of the newly developed higher-order accurate super-compact finite difference scheme to study 3D natural convection and entropy generation. This numerical method is renowned for its fourth-order spatial accuracy and second-order temporal accuracy. The super-compact scheme employs 19 grid points at the current time level (nth time level) while utilizing just seven grid points from the subsequent time level [(n+1)th time level. The flow is considered to be 3D, time-varying, laminar, and incompressible. First, the newly developed numerical code has undergone validation through quantitative and qualitative comparisons with existing results. Then, we analyze the flow phenomena and heat transfer dynamics within the cavity for various Rayleigh numbers (102≤Ra≤105) with a fixed Prandtl number (Pr = 0.71) by using this scheme. Various parameters such as local Nusselt numbers, averaged Nusselt numbers, local entropy, Bejan number, streamlines, and isotherm dispersion are studied in this work. It is found that as the Rayleigh number (Ra) increases, the Bejan number (Be) decreases, while the total entropy increases. When the Ra is less than or equal to 104, the Be remains above 0.5, indicating that irreversibility primarily arises from heat transfer. However, as we transition to Ra=105, the Be falls below 0.5, signaling that irreversibility is now predominantly driven by viscous effects. To the best of our knowledge, this research marks a pioneering effort by introducing the application of the higher order super-compact (HOSC) scheme for the examination of heat transfer within a 3D cubic cavity, thus endowing our work with a truly novel and pioneering character. It is worth mentioning that, before this study, there has been no precedent in the exploration of heat transfer using the super-compact scheme, thus endowing our work with a truly novel and pioneering character.

Parametric effects on Richtmyer–Meshkov instability of a V-shaped gaseous interface within linear stage

The Richtmyer–Meshkov instability of a V-shaped air/SF6 gaseous interface is numerically studied via a high-order finite difference scheme and a localized artificial diffusivity method. The oblique angle of the interface ranges from 20° to 75°, and the incident shock Mach number varies from 1.05 to 1.75. The wave patterns and the vortex structures are visualized during the interface evolution. A cavity is observed at the spike fingertip when the oblique angle decreases, which proves to be formed due to Mach reflection of the transmitted shock through velocity decomposition. By analyzing the linear growth rates of the interface, a modified empirical model for the reduction factor is suggested with model coefficients acquired by linear fitting for different Mach numbers. With shock polar analysis (SPA) method and visualization of the wave configuration, a criterion is proposed to explain the non-monotonic dependence of the linear growth rate on the oblique angle. In addition, Mach number effects on the linear growth rate are discussed by the SPA method, especially the anomalous behavior of the Mach 1.05 case.

A stable and high-order numerical scheme with discrete DtN-type artificial boundary conditions for a 2D peridynamic diffusion model

In this work, a stable and high-order numerical scheme with discrete DtN-type artificial boundary conditions (ABCs) is designed for solving a peridynamic diffusion model on the whole two dimensional domain. To do so, we first use a high-order quadrature-based finite difference scheme to approximate the spatially nonlocal operator and use the BDF2 scheme to approximate the temporal direction. For the resulting fully discrete system, we apply the nonlocal potential theory to obtain the discrete Dirichlet-to-Dirichlet (DtD)-type ABCs. After that, we further derive the Dirichlet-to-Neumann (DtN)-type ABCs based on the nonlocal Neumann data defined from the discrete nonlocal Green's first identity. For the stability and convergence analysis, we reformulate the BDF2 operator into a discrete convolution sum form, then use the technique of the discrete orthogonal convolution kernels to obtain the optimal convergence order. Finally, numerical experiments are provided to demonstrate the accuracy and effectiveness of the proposed approach.

Conservative higher-order finite difference scheme for the coupled nonlinear Schrödinger equations

This paper introduces a conservative higher-order finite difference scheme for solving the coupled nonlinear Schrödinger equations. The Crank–Nicolson method is employed to discretize time derivatives and the sixth-order difference operator is used to discretize space derivatives, correspondingly, the resulting difference scheme has second-order accuracy in time and sixth-order accuracy in space. By utilizing the discrete energy method, the conservation of discrete mass and energy, the boundedness, existence and uniqueness of solution, unconditional stability and the convergence of the new scheme are proved. Then making use of Richardson extrapolation, the time accuracy is increased to the fourth order. Finally, the numerical experiments are conducted to validate the theoretical results presented in the paper.

A decoupled, linearly implicit and high-order structure-preserving scheme for Euler–Poincaré equations

It is challenging to develop high-order structure-preserving finite difference schemes for the modified two-component Euler–Poincaré equations due to the nonlinear terms and high-order derivative terms. To overcome the difficulties, we introduce a bi-variate function and carefully choose the intermediate average variable in the temporal discretization. Then, we obtain a decoupled and linearly implicit scheme. It is shown that the fully-discrete scheme can keep both the discrete mass and energy conserved. And the fully-discrete scheme has fourth-order accuracy in the spatial direction and second-order accuracy in the temporal direction. Several numerical examples are given to confirm the theoretical results.

Spatial-temporal high-order rotated-staggered-grid finite-difference scheme of elastic wave equations for TTI medium

In the finite-difference (FD) solution of the elastic wave equation for TTI medium, the traditional FD scheme can improve the computational accuracy of the spatial derivatives. However, the difference discretization on the temporal partial derivatives still uses the FD scheme of second-order accuracy, which cannot guarantee the computational accuracy of the temporal partial derivatives and often causes the temporal dispersion problem. The temporal high-order FD scheme can improve the computational accuracy of the temporal partial derivatives. Nevertheless, due to the complexity of the elastic wave equation in TTI medium, using the conventional staggered-grid technique to solve the elastic wave equation, some spatial derivatives need to be approximated by spatial interpolation, which will become new error and reduce the accuracy of the solution of the equations. Therefore, the currently commonly used temporal high-order FD method for the elastic wave equation in isotropic medium cannot be directly applied to the simulation of anisotropic medium. To solve the above problems, we propose a new temporal high-order rotated-staggered-grid FD stencil and derive a new temporal high-order FD scheme under this new stencil for the TTI medium elastic wave equation. Then we estimated the FD coefficients of the new stencil using Taylor series expansions (TE) and optimized the FD coefficients based on least squares (LS). Numerical experiments of the homogeneous TTI medium model and the modified BP model demonstrate that the TE + LS-based temporal high-order rotated-staggered-grid FD scheme can well solve the temporal dispersion in the numerical simulation of TTI medium.

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.

Higher-order asymptotic expansions and finite difference schemes for the fractional p-Laplacian

Higher-order asymptotic expansions and finite difference schemes for the fractional p-Laplacian

High fidelity simulation of dense vapours with thermodynamic consistent modelling

The paper describes the implementation of thermodynamic modelling within a high-order finite difference scheme. A new method to ensure thermodynamic consistency for Navier–Stokes simulations of real-gas11A real gas being one which does not obey the ideal gas law. flows is outlined. The paper shows that this method is suited to high fidelity simulations of dense-vapour flows with complex equations of state, such as found in Organic Rankine Cycle turbines. The method is illustrated with two examples of siloxane MM flow in a channel and in a turbine vane. The results show that thermodynamic consistency plays a vital role in the accurate prediction of irreversibility and therefore turbine loss.

A three level linearized compact difference scheme for a fourth-order reaction-diffusion equation

A high-order accuracy finite difference scheme is investigated to solve the one-dimensional extended Fisher-Kolmogorov (EFK) equation. A three level linearized compact finite difference scheme is proposed. Priori estimates and unique solvability are discussed in detail by the discrete energy method. The unconditional stability and convergence of the difference solution are proved. The new compact difference scheme has second-order accuracy in time and fourth-order accuracy in space in maximum norm. Numerical experiments demonstrate the accuracy, efficiency of our proposed technique.

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

A new type of increasingly higher order finite difference and finite volume MR-WENO schemes with adaptive linear weights for hyperbolic conservation laws

In this paper, the new fifth-order, seventh-order, and ninth-order finite difference and finite volume multi-resolution weighted essentially non-oscillatory (MR-WENO) schemes with adaptive linear weights are presented for hyperbolic conservation laws on structured meshes. They are termed as high-order finite difference and finite volume ALW-WENO schemes. These ALW-WENO schemes only apply one small stencil and one large stencil in reconstruction processes, which could achieve the desired accuracy in the region of smoothness and non-oscillatory properties in the region of containing strong shocks. The linear weights that sum to one can be automatically adjusted to any positive numbers. This is the first time that arbitrary high-order finite difference and finite volume WENO schemes are designed by using only two unequal-sized central spatial stencils. The structure of these novel WENO schemes is simple, so it is easier for obtaining high-order accuracy and solving multi-dimensional problems in large scale engineering applications. Compared to traditional MR-WENO schemes with same order, the computational efficiency can be further improved. Some benchmark tests indicate that these new ALW-WENO schemes have good robustness and performance.

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.

Spurious currents suppression by accurate difference schemes in multiphase lattice Boltzmann method

Spurious currents are often observed near curved interfaces in multiphase simulations based on diffuse interface methods. These unphysical phenomena negatively affect both computational accuracy and stability. In this paper, the origin and suppression of spurious currents are investigated using the multiphase lattice Boltzmann method driven by a chemical potential. Both the difference error and insufficient isotropy of the discrete gradient operator give rise to directional deviations in the nonideal force, leading to spurious currents. Nevertheless, a high-order finite difference scheme produces far more accurate results than a high-order isotropic difference scheme. We compare several finite difference schemes that have different levels of accuracy and resolution. When a large proportional coefficient is used, the transition region is narrow and steep, and the resolution of the finite difference scheme provides a better indication of the computational accuracy than the formal accuracy. Conversely, for a small proportional coefficient, the transition region is wide and gentle, and the formal accuracy of the finite difference gives a better indication of the computational accuracy than the resolution. Numerical simulations show that the spurious currents calculated in the three-dimensional situation are highly consistent with those in two-dimensional simulations; in particular, the two-phase coexistence densities calculated by the high-order accuracy finite difference scheme are in excellent agreement with the theoretical predictions of the Maxwell equal-area construction down to a reduced temperature of 0.2.

High-order finite-difference entropy stable schemes for two-fluid relativistic plasma flow equations

In this article, we propose high-order finite-difference entropy stable schemes for the two-fluid relativistic plasma flow equations. This is achieved by exploiting the structure of the equations, which consists of three independent flux components. The first two components describe the ion and electron flows, which are modeled using the relativistic hydrodynamics equation and the third component is Maxwell's equations. The coupling of the ion and electron flows and electromagnetic fields is via source terms only, but the source terms do not affect the entropy evolution. To design semi-discrete entropy stable schemes, we extend the entropy stable schemes for relativistic hydrodynamics in [1] to three dimensions. This is then coupled with entropy stable discretization of the Maxwell's equations. Finally, we use SSP-RK schemes to discretize in time. We also propose ARK-IMEX schemes to treat the stiff source terms; the resulting nonlinear set of algebraic equations is local (at each discretization point) and hence can be solved cheaply using the Newton's Method. The proposed schemes are then tested using various test problems to demonstrate their stability, accuracy and efficiency.

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.