Hybrid Difference Scheme Research Articles

Hybrid Difference Scheme for Singularly Perturbed Differential Equation with Discontinuous Source Term

Hybrid Difference Scheme for Singularly Perturbed Differential Equation with Discontinuous Source Term

Piecewise approximate analytical solutions of high-order reaction-diffusion singular perturbation problems with boundary and interior layers

<abstract> <p>This work aims to present a reliable algorithm that can effectively generate accurate piecewise approximate analytical solutions for third- and fourth-order reaction-diffusion singular perturbation problems. These problems involve a discontinuous source term and exhibit both interior and boundary layers. The original problem was transformed into a system of coupled differential equations that are weakly interconnected. A zero-order asymptotic approximate solution was then provided, with known asymptotic analytical solutions for the boundary and interior layers, while the outer region solution was obtained analytically using an enhanced residual power series approach. This approach combined the standard residual power series method with the Padé approximation to yield a piecewise approximate analytical solution. It satisfies the continuity and smoothness conditions and offers higher accuracy than the standard residual power series method and other numerical methods like finite difference, finite element, hybrid difference scheme, and Schwarz method. The algorithm also provides error estimates, and numerical examples are included to demonstrate the high accuracy, low computational cost, and effectiveness of the method within a new asymptotic semi-analytical numerical framewor.</p> </abstract>

A second order numerical method for singularly perturbed Volterra integro-differential equations with delay

Abstract This study deals with singularly perturbed Volterra integro-differential equations with delay. Based on the properties of the exact solution, a hybrid difference scheme with appropriate quadrature rules on a Shishkin-type mesh is constructed. By using the truncation error estimate techniques and a discrete analogue of Grönwall’s inequality it is proved that the hybrid finite difference scheme is almost second order accurate in the discrete maximum norm. Numerical experiments support these theoretical results and indicate that the estimates are sharp.

A higher‐order hybrid spline difference method on adaptive mesh for solving singularly perturbed parabolic reaction–diffusion problems with robin‐boundary conditions

AbstractWe propose a hybrid numerical scheme to discretize a class of singularly perturbed parabolic reaction–diffusion problems with robin‐boundary conditions on an equidistributed grid. The hybrid difference scheme is developed by using a modified backward difference scheme in time, a combination of the cubic spline and exponential spline difference scheme in space. The proposed scheme uses a cubic spline difference scheme for the discretization of robin‐boundary conditions. For the time discretization of the problem, we use the standard uniform mesh while a layer adapted equidistributed grid is generated for the spatial discretization. By equidistributing a curvature‐based monitor function, the spatial adaptive grid is able to capture the presence of parabolic boundary layers without using any prior information about the solution. Parameter uniform error estimates are derived to illustrate an optimal convergence of first‐order in time and second‐order in space for the proposed discretization. The accuracy of the proposed scheme is confirmed by the numerical experiments that underpin the theoretical analysis.

Simulation of the Laminar–Turbulent Transition by Applying Hybrid Difference Schemes

Simulation of the Laminar–Turbulent Transition by Applying Hybrid Difference Schemes

Entropy Stable Flux Correction for Scalar Hyperbolic Conservation Laws

It is known that Flux Corrected Transport algorithms can produce entropy-violating solutions of hyperbolic conservation laws. Our purpose is to design flux correction with maximal antidiffusive fluxes to obtain entropy solutions of scalar hyperbolic conservation laws. To do this we consider a hybrid difference scheme that is a linear combination of a monotone scheme and a scheme of high-order accuracy. The flux limiters for the hybrid scheme are calculated from a corresponding optimization problem. Constraints for the optimization problem consist of inequalities that are valid for the monotone scheme and applied to the hybrid scheme. We apply the discrete cell entropy inequality with the proper numerical entropy flux to single out a physically relevant solution of scalar hyperbolic conservation laws. A nontrivial approximate solution of the optimization problem yields expressions to compute the required flux limiters. We present examples that show that not all numerical entropy fluxes guarantee to single out a physically correct solution of scalar hyperbolic conservation laws.

Comparative Study on Numerical Methods for Singularly Perturbed Advanced-Delay Differential Equations

In this paper, we consider a class of singularly perturbed advanced-delay differential equations of convection-diffusion type. We use finite and hybrid difference schemes to solve the problem on piecewise Shishkin mesh. We have established almost first- and second-order convergence with respect to finite difference and hybrid difference methods. An error estimate is derived with the discrete norm. In the end, numerical examples are given to show the advantages of the proposed results (Mathematics Subject Classification: 65L11, 65L12, and 65L20).

AN OVERLAPPING SCHWARZ METHOD FOR SINGULARLY PERTURBED FOURTH-ORDER CONVECTION-DIFFUSION TYPE

In this paper, we have constructed an iterative numerical method based on an overlapping Schwarz procedure with uniform mesh for singularly perturbed fourth-order of convection-diffusion type. The method splits the original domain into two overlapping subdomains. A hybrid difference scheme is proposed in which on the boundary layer region we use the central finite difference scheme on a uniform mesh while on the non-layer region we use the mid-point difference scheme on a uniform mesh. It is shown that the method produces numerical approximations which converge in the maximum norm to the exact solution. We prove that, when appropriate subdomains are used the method produces convergence of almost second-order. Furthermore, it is shown that, two iterations are sufficient to achieve the expected accuracy. Numerical examples are presented to support the theoretical results.

Flux-corrected transport for scalar hyperbolic conservation laws and convection-diffusion equations by using linear programming

Flux-corrected transport (FCT) is one of the flux limiter methods. Unlike the total variation diminishing methods, obtaining the known FCT formulas for computing flux limiters is not quite transparent, and their transformation is not obvious when the original differential operator changes. We propose a novel formal mathematical approach to design flux correction for weighted hybrid difference schemes by using linear programming. The hybrid scheme is a linear combination of a monotone scheme and a high order scheme. The determination of maximal antidiffusive fluxes is treated as an optimization problem with a linear objective function. To obtain constraints for the optimization problem, inequalities that are valid for the monotone difference scheme are applied to the hybrid difference scheme. The numerical solution of the nonlinear optimization problem is reduced to the iterative solution of linear programming problems. A nontrivial approximate solution of the corresponding linear programming problem can be treated as the required flux limiters. We present flux correction formulas for scalar hyperbolic conservation laws and convection-diffusion equations. The designed flux-corrected transport for scalar hyperbolic conservation laws yields entropy solutions. Numerical results are presented.

Linearized Implicit Methods Based on a Single-Layer Neural Network: Application to Keller–Segel Models

This paper is concerned with numerical approximation of some two-dimensional Keller–Segel chemotaxis models, especially those generating pattern formations. The numerical resolution of such nonlinear parabolic–parabolic or parabolic–elliptic systems of partial differential equations consumes a significant computational time when solved with fully implicit schemes. Standard linearized semi-implicit schemes, however, require reasonable computational time, but suffer from lack of accuracy. In this work, two methods based on a single-layer neural network are developed to build linearized implicit schemes: a basic one called the each step training linearized implicit method and a more efficient one, the selected steps training linearized implicit method. The proposed schemes, which make use also of a spatial finite volume method with a hybrid difference scheme approximation for convection–diffusion fluxes, are first derived for a chemotaxis system arising in embryology. The convergence of the numerical solutions to a corresponding weak solution of the studied system is established. Then the proposed methods are applied to a number of chemotaxis models, and several numerical tests are performed to illustrate their accuracy, efficiency and robustness. Generalization of the developed methods to other nonlinear partial differential equations is straightforward.

A System of Singularly Perturbed Periodic Boundary Value Problem: Hybrid Difference Scheme

This article considers a system of singularly perturbed periodic boundary value problem which exhibits two layers at the end points. We apply a hybrid difference scheme to the system of periodic problem on piecewise uniform Shishkin type of meshes. Further, we derive an $$\varepsilon $$-uniform error estimate with almost second order accuracy. Test problems with numerical results are given to support the efficiency and novelty of the method.

Uniform Hybrid Difference Scheme for Singularly Perturbed Differential-Difference Turning Point Problems Exhibiting Boundary Layers

In this paper, a class of linear second-order singularly perturbed differential-difference turning point problems with mixed shifts exhibiting two exponential boundary layers is considered. For the numerical treatment of these problems, first we employ a second-order Taylor’s series approximation on the terms containing shift parameters and obtain a modified singularly perturbed problem which approximates the original problem. Then a hybrid finite difference scheme on an appropriate piecewise-uniform Shishkin mesh is constructed to discretize the modified problem. Further, we proved that the method is almost second-order ɛ-uniformly convergent in the maximum norm. Numerical experiments are considered to illustrate the theoretical results. In addition, the effect of the shift parameters on the layer behavior of the solution is also examined.

An analysis of overlapping Schwarz method for a weakly coupled system of singularly perturbed convection‐diffusion equations

SummaryIn this article, we have developed an overlapping Schwarz method for a weakly coupled system of convection‐diffusion equations. The method splits the original domain into two overlapping subdomains. A hybrid difference scheme is proposed in which on the boundary layer region, we use the central finite difference scheme on a uniform mesh, whereas on the nonlayer region, we use the mid‐point difference scheme on a uniform mesh. It is shown that the numerical approximations converge in the maximum norm to the exact solution. We have proved that, when appropriate subdomains are used, the method produces almost second‐order convergence. Furthermore, it is shown that two iterations are sufficient to achieve the expected accuracy. Numerical examples are presented to support the theoretical results. The main advantage of this method used with the proposed scheme is that it reduces iteration counts very much and easily identifies in which iteration the Schwarz iterate terminates.

Dispersion modeling in pore networks: A comparison of common pore-scale models and alternative approaches

Mass transfer in porous media resulting from dispersion occurs in a wide variety of applications such as water treatment, flow batteries, flow in aquifers, enhanced oil recovery, and packed-bed reactors. The underlying mechanisms of dispersion are the molecular diffusion superimposed on the advective transport induced by the fluid flow. Modeling dispersion in pore networks can be performed at a much lower computational cost compared to that in direct numerical simulations (DNS) such as finite element or the lattice Boltzmann methods, so it can be regarded as a suitable alternative provided its accuracy is sufficient. The most common approach to model dispersion in network models is based on the first-order upwind scheme, despite its known limitations in terms of accuracy for certain flow and transport regimes. In this study, three alternative pore-scale models for dispersion, which are more accurate than the existing ones, were derived and tested in pore network simulations. These models were adopted from the CFD literature and are based on a spatial discretization of the advection-diffusion equation using the hybrid and power-law finite difference schemes and the exact solution of the one-dimensional advection-diffusion equation. Finally, considering dispersion problems over arbitrary porous structures, consisting of stick-and-ball geometries, and different flow and mass transfer arrangements, the developed models were validated. Validation was carried-out through comparisons between results obtained with DNS, using a finite element solver, and those from pore network simulations. It is shown that under a wide range of dispersion regimes (up to the onset of the dispersion power-law regime), the relative error (with respect to DNS results) introduced by the power-law and exact solution-based models is consistently below 1%, whereas the use of the upwind scheme leads to >10% of relative error, depending on the dispersion regime. All the dispersion models developed in this study were implemented as part of the open-source network modeling package, OpenPNM.

Comparative study on difference schemes for singularly perturbed boundary turning point problems with Robin boundary conditions

In this paper, singularly perturbed convection diffusion boundary turning point problem with Robin boundary conditions is considered. Upwind difference and hybrid difference schemes on Shishkin mesh are proposed to solve this problem. The error bounds for the numerical approximation are established for both the schemes. Numerical results are compared for both the schemes to illustrate the corresponding error bounds established.

A uniformly convergent hybrid difference scheme for a system of singularly perturbed initial value problems

ABSTRACTA system of second-order singularly perturbed initial value problems with weak hypotheses on the coefficients is considered. The equations have diffusion parameters of different magnitudes, which gives rise to overlapping boundary layers. The structure of these layers is analysed, and this leads to the construction of a Shishkin-type mesh. On this mesh a hybrid difference scheme is proposed, which is a combination of the second-order difference schemes on the fine mesh and the midpoint upwind scheme on the coarse mesh. By applying the truncation error estimate techniques and a difference analogue of Gronwall's inequality, it is proved that the scheme is almost second-order convergent, in the discrete maximum norm, independently of singular perturbation parameters. Numerical experiments are provided to validate the theoretical results.

A parameter-uniform hybrid finite difference scheme for singularly perturbed system of parabolic convection-diffusion problems

ABSTRACT We present the hybrid finite difference scheme for singularly perturbed system of parabolic convection-diffusion problems exhibiting overlapping boundary layers. We discretize the time derivative by the backward-Euler method and the spatial derivatives is discretized by the hybrid difference scheme on Shishkin mesh. We have shown that the presented numerical scheme is parameter-uniform convergent of first-order in temporal variable and almost second-order in spatial variable. Numerical experiments supporting the theoretical results are presented.

Karakteristik aliran laminar melewati profil persegi berdasarkan komputasi dengan skema central difference dan hybrid difference

The characteristics of two computational schemes, central difference scheme and the hybrid difference scheme, which using identical computing parameters is investigated. The test case employed is isothermal rectangular cylinder laminar cooling to represent two dimensional incompressible transient flow. Simulation results on the first one shows a relatively higher temperature distribution with an energy diffusion contour pattern more intense. Whereas with hybrid difference, temperature are lower in average. Moreover, temperature contour is more stable. Simulation with hybrid difference indicates more converget results based on criterion of flow pattern and accuracy ratio.

A Hybrid Difference Scheme under Generalized Approximation Condition in the Space of Undetermined Coefficients

Construction of difference schemes of high approximation orders for hyperbolic problems is still an important problem. For the construction of grid-characteristic methods, difference schemes were earlier analyzed in the space of undetermined coefficients, where the coefficients of high order derivatives in the first differential approximation of the difference scheme were used as the objective function to be minimized. Other reasonable functionals in the space of undetermined coefficients that are linear in the coefficients of the scheme may be used. By solving a linear programming problem, difference schemes meeting various conditions can be chosen. An example of the linear functional related to the approximation properties of the problem is discussed. It is proposed to call it the generalized approximation condition. Based on this condition, a difference scheme of a novel class is built that has no analogs in the literature. The presentation uses the transport equation with a constant coefficient as an example.

Hybrid difference scheme with a generalized approximation condition. Analysis in the space of uncertain coefficients

Hybrid difference scheme with a generalized approximation condition. Analysis in the space of uncertain coefficients