Linear Finite Difference Scheme Research Articles

Two linear energy-preserving compact finite difference schemes for coupled nonlinear wave equations

In this paper, we propose and analyze two highly efficient compact finite difference schemes for coupled nonlinear wave equations containing coupled sine-Gordon equations and coupled Klein-Gordon equations. To construct energy-preserving, high-order accurate and linear numerical methods, we first utilize the scalar auxiliary variable (SAV) approach and introduce three auxiliary functions to rewrite the original problem as a new equivalent system. Then we make use of the compact finite difference method and the Crank-Nicolson method to propose an efficient fully-discrete scheme (SAV-CFD-CN). The modified energy conservation and the convergence of the SAV-CFD-CN scheme are proved in detail, which has fourth-order convergence in space and second-order convergence in time. In order to preserve the discrete energy of original system, we further combine Lagrange multiplier approach, compact finite difference method and the Crank-Nicolson method to propose the second fully-discrete scheme (LM-CFD-CN). The proposed two schemes are high-order accurate, linear and highly efficient, only four symmetric positive definite systems with constant coefficients are required to be solved at each time level. Numerical experiments for the coupled nonlinear wave equations are given to confirm theoretical findings.

Two linear finite difference schemes based on exponential basis for two-dimensional time fractional Burgers equation

In present paper, we propose tailored finite point method (TFPM) based on exponential basis for solving two-dimensional time fractional Burgers equation. We use the L1 and L1-2 discretization formulas for the Caputo fractional derivative in time direction and use the TFPM to approximate the spatial derivatives. This method with the help of exponential functions fit the properties of the local solution in time and space simultaneously which act as basis functions in the frame of TFPM. We focus on constructing two linear implicit finite difference schemes, i.e. a five-point node centered scheme and a four-point cell-centered scheme based on exponential functions for deriving the numerical solution of given problem. The stability and convergence of fully discrete schemes based on five-point node centered are discussed. At last, we use some numerical examples to show the accuracy and efficiency of the presented schemes.

Half-sweep RSOR iteration with three-point linear rational finite difference scheme for solving first-order Fredholm integro-differential equations

Half-sweep RSOR iteration with three-point linear rational finite difference scheme for solving first-order Fredholm integro-differential equations

Half-sweep RSOR iteration with three-point linear rational finite difference scheme for solving first-order Fredholm integro-differential equations

Half-sweep RSOR iteration with three-point linear rational finite difference scheme for solving first-order Fredholm integro-differential equations

Numerical solutions of generalized Rosenau–KDV–RLW equation by using Haar wavelet collocation approach coupled with nonstandard finite difference scheme and quasilinearization

AbstractIn this article, we analyze and propose to compute the numerical solutions of a generalized Rosenau–KDV–RLW (Rosenau‐Korteweg De Vries‐Regularized Long Wave) equation based on the Haar wavelet (HW) collocation approach coupled with nonstandard finite difference (NSFD) scheme and quasilinearization. In the process of the numerical solution, the NSFD scheme is applied to discretize the first‐order time derivative, Haar wavelets are applied on spatial derivatives and the non‐linear term is taken care by quasilinearization technique. To discuss the efficiency of the method we compute error and error. We also use discrete mass and energy conservation to check the accuracy of the proposed methodology. The computed results have been compared with the existing methods, for example, three‐level average implicit finite difference technique, B‐spline collocation, three‐level linear conservative implicit finite difference scheme and conservative fourth‐order stable finite difference scheme.

Numerical analysis of a linear second-order finite difference scheme for space-fractional Allen–Cahn equations

In this paper, we construct a new linear second-order finite difference scheme with two parameters for space-fractional Allen–Cahn equations. We first prove that the discrete maximum principle holds under reasonable constraints on time step size and coefficient of stabilized term. Secondly, we analyze the maximum-norm error. Thirdly, we can see that the proposed scheme is unconditionally energy-stable by defining the modified energy and selecting the appropriate parameters. Finally, two numerical examples are presented to verify the theoretical results.

High Order Finite Difference WENO Methods with Unequal-Sized Sub-Stencils for the Degasperis-Procesi Type Equations

In this paper, we develop two finite difference weighted essentially non-oscillatory (WENO) schemes with unequal-sized sub-stencils for solving the Degasperis-Procesi (DP) and $\mu$-Degasperis-Procesi ($\mu$DP) equations, which contain nonlinear high order derivatives, and possibly peakon solutions or shock waves. By introducing auxiliary variable(s), we rewrite the DP equation as a hyperbolic-elliptic system, and the \mdp equation as a first order system. Then we choose a linear finite difference scheme with suitable order of accuracy for the auxiliary variable(s), and two finite difference WENO schemes with unequal-sized sub-stencils for the primal variable. One WENO scheme uses one large stencil and several smaller stencils, and the other WENO scheme is based on the multi-resolution framework which uses a series of unequal-sized hierarchical central stencils. Comparing with the classical WENO scheme which uses several small stencils of the same size to make up a big stencil, both WENO schemes with unequal-sized sub-stencils are simple in the choice of the stencil and enjoy the freedom of arbitrary positive linear weights. Another advantage is that the final reconstructed polynomial on the target cell is a polynomial of the same degree as the polynomial over the big stencil, while the classical finite difference WENO reconstruction can only be obtained for specific points inside the target interval. Numerical tests are provided to demonstrate the high order accuracy and non-oscillatory properties of the proposed schemes.

Conservative compact difference scheme for the generalized Korteweg-de Vries equation

In this paper, a linear mass and energy conservative finite difference scheme for the generalized Korteweg-de Vries (GKdV) equation is proposed and analyzed. The scheme is three-level and linear implicit and gives second- and fourth-order accuracy in time and space, respectively. It is rigorously proved by using the discrete energy method that the proposed difference scheme is uniquely solvable, stable and convergent. Numerical examples are given to confirm the stability and convergence of the numerical solution with fourth-order accuracy and the effectiveness of the present scheme for handling the single and multi-solitary waves for a long time.

Linear and fully decoupled scheme for a hydrodynamics coupled phase-field surfactant system based on a multiple auxiliary variables approach

We propose a linear, fully decoupled, and energy stable finite difference scheme for solving a phase-field surfactant fluid system. Inspired by the idea of multiple scalar auxiliary variables (MSAV) approach, two scalar auxiliary variables are used to transform the original governing equations into their equivalent forms. Based on the equivalent system, a highly efficient scheme can be developed. In one time cycle, the proposed algorithm can be efficiently performed, i.e., the surfactant ψ is explicitly updated, then the phase-field function ϕ, velocity field u, and pressure field p can be computed by solving linear systems with constant coefficients. The energy dissipation law for a modified energy can be estimated by using the proposed method. Various computational simulations confirm that the proposed method is not only accurate and energy stable but also works well for simulating surfactant-laden droplet dynamics.

A linear finite-difference scheme for approximating randers distances on cartesian grids

Randers distances are an asymmetric generalization of Riemannian distances, and arise in optimal control problems subject to a drift term, among other applications. We show that Randers eikonal equation can be approximated by a logarithmic transformation of an anisotropic second order linear equation, generalizing Varadhan’s formula for Riemannian manifolds. Based on this observation, we establish the convergence of a numerical method for computing Randers distances, from point sources or from a domain’s boundary, on Cartesian grids of dimension 2 and 3, which is consistent at order 2/3, and uses tools from low-dimensional algorithmic geometry for best efficiency. We also propose a numerical method for optimal transport problems whose cost is a Randers distance, exploiting the linear structure of our discretization and generalizing previous works in the Riemannian case. Numerical experiments illustrate our results.

A Linear Finite Difference Scheme for the Two-Dimensional Nonlinear Schrödinger Equation with Fractional Laplacian

A Linear Finite Difference Scheme for the Two-Dimensional Nonlinear Schrödinger Equation with Fractional Laplacian

A maximum-principle preserving and unconditionally energy-stable linear second-order finite difference scheme for Allen–Cahn equations

In this paper, we propose a new linear second-order finite difference scheme for Allen–Cahn equations. We use a modified Leap-Frog finite difference scheme with stabilized term and a central finite difference scheme for temporal and spatial discretization respectively. It is shown that the discrete maximum principle holds under reasonable constraints on time step size and coefficient of stabilized term. Based on the maximum stability, the maximum-norm error is analyzed. Moreover, we can see that the proposed scheme is unconditionally energy-stable. Finally, a numerical experiment is performed to verify the theoretical results.

Numerical study on spatial scale characteristics of sound scattering by a static isentropic vortex

The scattering of acoustic waves by a vortex is a fundamental problem of the acoustic waves propagation in complex flow field, which plays an important role in academic research and engineering application for sound source localization, acoustic target recognition and detection, the far field noise prediction, such as aircraft wake vortex identification, detection and ranging, acoustic target forecasting in turbulent shear flow, acoustic measurement and sound source localization in wind tunnel test, etc. The nonlinear scattering phenomenon occurs when acoustic wave passes through the vortex, which is mainly related to the length-scale ratio between the wavelength of acoustic wave and the core radius of the vortex. In this paper, a plane acoustic wave passing through a stationary isentropic vortex is numerically simulated by solving a two-dimensional compressible, unsteady Euler equation. A sixth-order linear compact finite difference scheme is employed for spatial discretization. Time integration is performed by a four-stage fourth-order Runge-Kutta method. The eighth-order spatial compact filter scheme is adopted to suppress high frequency errors. At the far field boundaries, buffer layer is applied to handle the outgoing acoustic wave. Under the matching condition, the accuracy of the numerical results is verified by comparing with the previous direct numerical simulation results. The acoustic scattering cross-section method is introduced to analyze the effects of different length-scale ratio on the acoustic pulsation pressure, acoustic scattering effective sound pressure and acoustic scattering energy. Scattering occurs when sound waves pass through the vortex, the acoustic field in front of the vortex is basically unaffected, and the acoustic wave front remains intact. A “vacuum” region is formed slightly below the acoustic field directly behind the vortex, and two primary interference bands and several secondary interference bands are formed on the upper and lower sides of the vortex. As the length-scale ratio increases, the sound scattering decreases and the influence of the vortex flow field on the acoustic field gradually weakens. The influence region of effective sound pressure of acoustic scattering is mainly concentrated behind the vortex. With the increase of the length scale ratio, the influence gradually increases and extends to the upstream, and then the influence region gradually decreases to the vicinity of the vortex. When the length scale ratio is greater than or equal to 6, the location of the maximum effective sound pressure of sound scattering jumps from the upper right to the lower right of the vortex. The influence of acoustic wave wavelength change on the acoustic scattering energy can be divided into three parts. With the increase of the length scale ratio, the maximum sound scattering energy presents four different stages.

Analytical and numerical techniques for initial‐boundary value problems of Kolmogorov–Petrovsky–Piskunov equation

AbstractIn this work, we are interested in finding exact and numerical solutions of well‐known Kolmogorov–Petrovsky–Piskunov (KPP) equation. Here, we introduce modified extended tanh method for finding the exact solutions of KPP equation and an average linear finite difference scheme for numerical investigations. It has been observed that the numerical scheme so employed is stable and accurate enough to produce stable results.

FEM-IDS for a second order strongly damped wave equation with memory

A linear triangular finite element method-implicit difference scheme (FEM-IDS) for the solution of second order strongly damped wave equation (SDWE) with memory on domain with interfaces is proposed. Sufficient conditions that guarantee the existence of a unique solution are given. The finite element discretization is such that the arbitrary (but smooth) interface is first approximated by a polygon with a boundary whose vertices all lie on the interface. With the interface being at σ-distance from the approximate interface, linear interpolation operator incorporating the influence of σ isproved. This together with Ritz–Volterra operator and some auxiliary error estimates in the neighborhood of the interface are used to obtain the convergence estimate of the proposed scheme. The scheme is applied to some test examples and the numerical results confirm the computational efficiency of the method.

ON Numerical Blow-Up Solutions of Semilinear Heat Equations

This paper is concerned with the numerical blow-up solutions of semi-linear heat equations, where the nonlinear terms are of power type functions, with zero Dirichlet boundary conditions. We use explicit linear and implicit Euler finite difference schemes with a special time-steps formula to compute the blow-up solutions, and to estimate the blow-up times for three numerical experiments. Moreover, we calculate the error bounds and the numerical order of convergence arise from using these methods. Finally, we carry out the numerical simulations to the discrete graphs obtained from using these methods to support the numerical results and to confirm some known blow-up properties for the studied problems.

Enhancing lpCMFD Acceleration with Successive Overrelaxation for Neutron Transport Source Iteration

We present the new iterative method lpCMFD-SOR, which combines the linear prolongation coarse-mesh finite difference (lpCMFD) scheme with the method of successive overrelaxation (SOR) for neutron transport source iteration (SI). The lpCMFD method is the latest coarse-mesh finite difference (CMFD)–type acceleration scheme and is unconditionally stable and more effective than the standard CMFD method. The SOR method is a variant of the Gauss-Seidel method for solving a linear system of equations, resulting in faster convergence. The idea is to update the scattering source with overrelaxation to speed up the coupled transport-diffusion SI. Fourier analysis shows that the lpCMFD-SOR method converges for a relaxation parameter in the range of . It becomes less effective when underrelaxed (i.e., ) and increasingly more effective as increases above 1 until reaching the optimal overrelaxation value, which is, however, problem dependent. The optimal overrelaxation parameter increases with both the scattering ratio and the optical thickness of the problem. Numerical experiments have confirmed the Fourier analysis results. In general, the SOR method can further enhance the convergence rate of the lpCMFD method by more than 40% for neutron transport problems.

A new linear and conservative finite difference scheme for the Gross–Pitaevskii equation with angular momentum rotation

A new linear and conservative finite difference scheme which preserves discrete mass and energy is developed for the two-dimensional Gross–Pitaevskii equation with angular momentum rotation. In addition to the energy estimate method and mathematical induction, we use the lifting technique as well as some well-known inequalities to establish the optimal \(H^{1}\)-error estimate for the proposed scheme with no restrictions on the grid ratio. Unlike the existing numerical solutions which are of second-order accuracy at the most, the convergence rate of the numerical solution is proved to be of order \(O(h^4+\tau^2)\) with time step \(\tau\) and mesh size \(h\). Numerical experiments have been carried out to show the efficiency and accuracy of our new method. doi:10.1017/S1446181119000026

A NEW LINEAR AND CONSERVATIVE FINITE DIFFERENCE SCHEME FOR THE GROSS–PITAEVSKII EQUATION WITH ANGULAR MOMENTUM ROTATION

A new linear and conservative finite difference scheme which preserves discrete mass and energy is developed for the two-dimensional Gross–Pitaevskii equation with angular momentum rotation. In addition to the energy estimate method and mathematical induction, we use the lifting technique as well as some well-known inequalities to establish the optimal $H^{1}$ -error estimate for the proposed scheme with no restrictions on the grid ratio. Unlike the existing numerical solutions which are of second-order accuracy at the most, the convergence rate of the numerical solution is proved to be of order $O(h^{4}+\unicode[STIX]{x1D70F}^{2})$ with time step $\unicode[STIX]{x1D70F}$ and mesh size $h$ . Numerical experiments have been carried out to show the efficiency and accuracy of our new method.

A linear finite difference scheme for the generalized dissipative symetric regularized long wave equation with damping

In this paper, we study and analyze a three-level linear finite difference scheme for the initial boundary value problem of the symmetric regularized long wave equation with damping. The proposed scheme has the second accuracy both for the spatial and temporal discretization. The convergence and stability of the numerical solutions are proved by the mathematical induction and the discrete functional analysis. Numerical results are given to verify the accuracy and the efficiency of proposed algorithm.