Spatial Derivatives Research Articles

Numerical treatment of Burgers' equation based on weakly L-stable generalized time integration formula with the NSFD scheme

In this study, we present a weakly L-stable convergent time integration formula of order N1>3 (N1∈Z is odd) to solve Burgers' equation. The time integration formula for the initial value problem w′(t)=f(t,w),w(t0)=η0 is formulated using backward explicit Taylor series approximation of order (N1−1) and Hermite approximation polynomial of order (N1−2). We convert the Burgers' equation into the initial value problem using the nonstandard finite difference scheme for spatial derivatives and implement the derived integration formula. The nonstandard finite difference scheme makes it possible to choose several denominator functions. The method's convergence, stability and truncation error are also discussed. To show the correctness and effectiveness of the proposed technique, we present numerical solutions, ‖e‖2 and ‖e‖∞ error norms in several tables and figures. Additionally, the numerical outcomes are compared with the results of some existing techniques and exact solutions.

Physics-informed surrogate modeling for supporting climate resilience at groundwater contamination sites

Contamination of soil and groundwater presents a widespread global problem, significantly impacting both human well-being and environmental stability. Conventional models employed for estimating pollutant concentrations under varying climatic conditions demand extensive computational power and high-performance computing resources. In response to this issue, we have devised an innovative method utilizing a physics-informed machine learning technique, known as the U-Net Enhanced Fourier Neural Operator (U-FNO), to generate rapid surrogate models for flow and transport. These models are capable of forecasting groundwater pollution levels under diverse climatic situations and subsurface characteristics without necessitating a supercomputer. In our research, we centered our attention on the Department of Energy’s Savannah River Site (SRS) F-Area and established two time-dependent structures: U-FNOB and U-FNOB-R. Both frameworks incorporate a tailored loss function, including specific physical constraints of groundwater flow and transport such as spatial derivatives, and contaminant boundary conditions. The findings of our study indicate that the U-FNO models can consistently foresee spatialtemporal fluctuations in groundwater flow and pollutant transportation properties, such as contaminant concentration, hydraulic head, and Darcy’s velocity. Our research reveals that the U-FNOB-R architecture is especially adept at predicting the effects of alterations in recharge rates on groundwater contamination sites, delivering superior time-dependent forecasts compared to the U-FNOB structure. Our novel approach holds the potential to revolutionize environmental monitoring and remediation efforts by providing rapid, precise, and cost-efficient estimations of groundwater pollution levels under uncertain climate conditions.

Linear and Nonlinear Splitting Schemes Conserving Total Energy and Mass in the Shallow Water Model

Two linear and one nonlinear implicit unconditionally stable finite-difference schemes of the second-order approximation in all variables are given for a shallow-water model including the rotation and topography of the earth. The schemes are based on splitting the model equation into two one-dimensional subsystems. Each of the subsystems conserves the mass and total energy in both differential and discrete (in time and space) forms. One of the linear schemes contains a smoothing procedure not violating the conservation laws and suppressing spurious oscillations caused by the application of central-difference approximations of spatial derivatives. The unique solvability of the linear schemes and convergence of iterations used to find their solutions are proved.

The [formula omitted]-asymptotic behavior of strong solutions to the incompressible magneto-hydrodynamic equations in half-spaces

We give the L1-decay estimates on the fractional spatial derivatives of the strong solution to the incompressible magneto-hydrodynamic (MHD) equations in a half-space. Moreover, by using the Stokes solution formula and the decomposition of the nonlinear terms in MHD equations, we derive asymptotic expansion properties of the strong solution in L1(R+n).

A C0 continuous mixed FE formulation for bending of laminated composite plates based on unified HSDT

AbstractThis study proposes a unified C0 continuous mixed finite element (MFE) formulation for the accurate and efficient prediction of stress components in laminated composite plates relying on Higher Order Shear Deformation Theory (HSDT). This unified form of the MFE accepts any convenient function for the representation of transverse shear deformation. The Hellinger–Reissner variational principle is employed for the derivation of MFE equations within a two‐field formulation involving stress resultants along with kinematical variables. Thus, the displacement and stress resultant fields are obtained directly from the global solution of the system of equations. In this manner, the in‐plane stress components are calculated over constitutive relations at the nodes without any need for error‐prone spatial derivatives. Furthermore, the independent interpolation of kinematic and stress resultant type variables allows the numerical solution to overcome the shear‐locking problem and ensure C0 continuity requirement. Numerical examples include convergence and comparison tests of predicted displacements and stress components under various boundary conditions and material configurations. Various test cases are considered for both the thin and thick plates subjected to sinusoidal and uniformly distributed loads. It is demonstrated that the proposed MFE formulation can capture stress components with high accuracy while being computationally efficient.

Seismic reverse time migration based on biaxial wavefield decomposition

Seismic images generated by reverse time migration (RTM) are often contaminated by low-wavenumber artifacts. Decomposition of up- and downgoing waves during propagation can effectively reduce these artifacts. However, decomposition along the vertical axis is not sufficient to eliminate the migration artifacts. We introduce biaxial wavefield decomposition to decompose seismic wavefields in the lateral and vertical directions. After decomposition, there are 16 crosscorrelation terms between different components, and there are only four crosscorrelation terms that can be used separately to image flat layers and tilted interfaces. Within these four terms, the remaining artifacts can be easily identified and reduced by other methods, and the resolution can be further improved by adjusting the weights of the four terms. The decomposition method based on the analytic wavefield via the Hilbert transform has been shown to agree with the viscoacoustic wave equation with fractional spatial derivatives. Therefore, this biaxial wavefield decomposition method is suitable for decomposing the wavefields for the attenuation-compensated RTM. The decomposed and recombined migration results can better image a complex subsurface structure with high resolution.

Solutions of a three-dimensional multi-term fractional anomalous solute transport model for contamination in groundwater

The study presents a meshless computational approach for simulating the three-dimensional multi-term time-fractional mobile-immobile diffusion equation in the Caputo sense. The methodology combines a stable Crank-Nicolson time-integration scheme with the definition of the Caputo derivative to discretize the problem in the temporal direction. The spatial function derivative is approximated using the inverse multiquadric radial basis function. The solution is approximated on a set of scattered or uniform nodes, resulting in a sparse and well-conditioned coefficient matrix. The study highlights the advantages of meshless method, particularly their simplicity of implementation in higher dimensions. To validate the accuracy and efficacy of the proposed method, we performed numerical simulations and compared them with analytical solutions for various test problems. These simulations were carried out on computational domains of both rectangular and non-rectangular shapes. The research highlights the potential of meshless techniques in solving complex diffusion problems and its successful applications in groundwater contamination and other relevant fields.

Numerical Schemes and Stability Analysis for Fractional Models of Transient Uni- and Bidimensional flow in Petroleum Reservoirs

Objective: To propose a modeling for the flow in oil reservoirs using Caputo’s definition of fractional derivative applied to the spatial coordinate of the problem. Furthermore, delimit a region of numerical stability for the explicit method of solving the model equations. Methodology: Starting from the material balance in a differential control volume and the generalized Darcy's law, and coupling it with an equation of state, models describing flow in porous media were derived. A numerical solution scheme using an explicit discretization was proposed. For this purpose, the L1 method for approximating spatial fractional derivatives and finite difference approximation for temporal derivatives were employed.. Results and Discussion: Through the Von Neumann stability analysis, it was observed that the explicit solution schemes for the models are conditionally stable and dependent on the order of the fractional derivative. Additionally, numerical stability regions were constructed for one and two-dimensional transient schemes, revealing that the one-dimensional scheme is stable for , and the two-dimensional scheme is stable for for all derivative orders between 0 and 1. Implications of the research: Historically, flow models in petroleum reservoirs have been based on the application of Darcy's law; however, its use is limited due to some constraints. Recently, fractional calculus has played a significant role in generalizing and obtaining more accurate models in various application areas. In this context, Darcy's law has been generalized, allowing for the derivation of fractional models that are more suitable for describing flow in porous media. These models, in general, are solved using a numerical method, and it is crucial to understand the stability region of the method for their resolution.

Numerical modelling of advection diffusion equation using Chebyshev spectral collocation method and Laplace transform

In this article a numerical method for numerical modelling of advection diffusion equation is developed. The proposed method is based on Laplace transform (LT) and Chebyshev spectral collocation method (CSCM). The LT is used for time-discretization and the CSCM is used for discretization of spatial derivatives. The LT is used to transform the time variable and avoid the finite difference time stepping method. In time stepping technique the accuracy is achieved for very small time step which results in a very high computational time. The spatial operators are discretized using CSCM to achieve high accuracy as compared to other methods. The method is composed of three primary stages: firstly the given problem is transformed into a corresponding inhomogeneous elliptic problem by using the LT; secondly the CSCM used to solve the transformed problem in LT domain; finally the solution obtained in LT domain is converted to time domain via numerical inverse LT. The inversion of LT is generally an ill-posed problem and due to this reason various numerical inversion methods have been developed. In this article we have utilized the contour integration method which is one of the most efficient methods. The most important feature of this approach is that it handles the time derivative with the Laplace transform rather than the finite difference time stepping approach, avoiding the untoward impact of time steps on stability and accuracy of the method. Five test problems are used to validate the efficiency and accuracy of the proposed numerical scheme.

Decay rates of the highest order spatial derivatives for solutions of compressible Hall MHD system with or without Coulomb force

In this thesis, we study the decay rates of the highest order (M-th order) spatial derivatives for solutions of both compressible Hall MHD system and that with Coulomb force by a pure energy method inspired by Guo and Wang (2012)[12] and Gao, Li and Yao (2023)[9]. When the norm of H3 for the initial perturbation is small enough, and the norms of both HM(M≥3) and H˙−α(α∈[0,32)) for that only need to be bounded, we first prove the decay rates of compressible Hall MHD system in L2 are (1+t)−(M+α)2. And then affected by the Coulomb force, for compressible Hall MHD system with Coulomb force, we obtain the decay rates are (1+t)−(M+α)2 for α∈[12,32) and (1+t)12[(14−12α)−(M+α)] for α∈[0,12), which are consistent with the decay estimates for compressible MHD system with Coulomb force. In particular, the results improve the original decay rates (1+t)−(M−1+α)2 established by Xu et al. (2016)[46] and Tan, Tong and Wang (2015)[31].

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.

A Preconditioner for Galerkin–Legendre Spectral All-at-Once System from Time-Space Fractional Diffusion Equation

As a model that possesses both the potentialities of Caputo time fractional diffusion equation (Caputo-TFDE) and symmetric two-sided space fractional diffusion equation (Riesz-SFDE), time-space fractional diffusion equation (TSFDE) is widely applied in scientific and engineering fields to model anomalous diffusion phenomena including subdiffusion and superdiffusion. Due to the fact that fractional operators act on both temporal and spatial derivative terms in TSFDE, efficient solving for TSFDE is important, where the key is solving the corresponding discrete system efficiently. In this paper, we derive a Galerkin–Legendre spectral all-at-once system from the TSFDE, and then we develop a preconditioner to solve this system. Symmetry property of the coefficient matrix in this all-at-once system is destroyed so that the deduced all-at-once system is more convenient for parallel computing than the traditional timing-step scheme, and the proposed preconditioner can efficiently solve the corresponding all-at-once system from TSFDE with nonsmooth solution. Moreover, some relevant theoretical analyses are provided, and several numerical results are presented to show competitiveness of the proposed method.

Variational and numerical analysis of a dynamic elasto-viscoplastic piezoelectric frictional contact problem

Abstract This work studies a mathematical model involving a dynamic contact between two elasto-viscoplastic piezoelectric bodies with damage. The contact is modeled on a combination of a normal compliance and a normal damped response law associated with friction. We derive a variational formulation of the problem and we prove the existence and uniqueness result of the weak solution. The proof is based on the classical existence and uniqueness result for parabolic inequalities, differential equations and fixed-point arguments. This paper examines a friction problem between two piezoelectric bodies that are elastic- viscoplastic. The study uses both numerical and analytical methods. The contact surface is assumed to have a thin layer of lubricant, and a damped response contact condition is considered. The problem also takes into account electrical and frictional effects. The paper proves the existence of a unique weak solution to the problem by using variational inequalities and a fixed point argument. Additionally, a fully discrete approximation is investigated using the Euler scheme and finite element method for the spatial variable and time derivatives. Error estimates are then calculated, leading to convergence results under certain regularity conditions.

Christov expansion method for nonlocal nonlinear evolution equations

Christov functions are a complete orthonormal set of functions on L 2(-∞,∞) that allow us to expand derivatives, nonlinear products, and nonlocal (integro-differential) terms back into the same basis. These properties are beneficial when solving nonlinear evolution equations using Galerkin spectral methods. In this work, we demonstrate such a “Christov expansion method” for the Benjamin–Ono (BO) equation. In the BO equation, the dispersion term is nonlocal, given by the Hilbert transform of the second spatial derivative of the unknown function. The Hilbert transform of the Christov functions can be computed using complex integration and Cauchy’s residue theorem to obtain simple relations. Then, a Galerkin spectral expansion can be used to the solve the BO equation. Time integration is performed using a Crank–Nicolson-type scheme. Importantly, the Christov expansion method yields a banded matrix for the spatial discretization, even though the spatial terms are nonlocal. To demonstrate the approach and its implementation, we perform numerical experiments showing the steady propagation of single and the overtaking interaction of multiple BO solitary waves.

Robust numerical schemes for time delayed singularly perturbed parabolic problems with discontinuous convection and source terms

This article deals with two different numerical approaches for solving singularly perturbed parabolic problems with time delay and interior layers. In both approaches, the implicit Euler scheme is used for the time scale. In the first approach, the upwind scheme is used to deal with the spatial derivatives whereas in the second approach a hybrid scheme is used, comprising the midpoint upwind scheme and the central difference scheme at appropriate domains. Both schemes are applied on two different layer resolving meshes, namely a Shishkin mesh and a Bakhvalov–Shishkin mesh. Stability and error analysis are provided for both schemes. The comparison is made in terms of the maximum absolute errors, rates of convergence, and the computational time required. Numerical outputs are presented in the form of tables and graphs to illustrate the theoretical findings.

Mechanically induced temperature oscillations in the coupled thermo-elasticity analysis of articulated dynamical systems

This article discusses a new approach for predicting and quantifying mechanically induced temperature oscillations in the coupled thermo-elasticity analysis of articulated mechanical systems (AMS). In this approach, the constrained equations of motion are solved simultaneously with discrete temperature equations obtained by converting heat partial-differential equation to a set of first-order ordinary differential equations. Dependence of the temperature gradients and their spatial derivatives on the position gradients, spinning motion, and curvatures is discussed. The approach captures dependence of the temperature-oscillation frequencies on the mechanical-displacement frequencies. The temperature field can be selected to ensure continuity of the temperature gradients at the nodal points. To generalize the AMS coupled thermo-elasticity formulation and capture the effect of the boundary and motion constraints (BMC) on the thermal expansion, the proposed method is based on integrating thermodynamics and Lagrange-D’Alembert principles. The absolute nodal coordinate formulation (ANCF) is used to describe continuum displacement and obtain accurate description of the reference-configuration geometry and change of this geometry due to deformations. A thermal-analysis large-displacement formulation is used to allow converting heat energy to kinetic energy, ensuring stress-free thermal expansion in case of unconstrained uniform thermal expansion. Cholesky heat coordinates are used to define an identity coefficient matrix for the efficient solution of the discretized heat equations. The approach presented is applicable to the two different forms of the heat equation used in the literature; one form is explicit function of the stresses while the other form does not depend explicitly on the stresses. Because of the need for using ANCF finite elements to achieve a higher degree of continuity in the coupled thermomechanical approach introduced in this article, the concept of the ANCF mesh topology is discussed.

Unconditionally stable higher order semi-implicit level set method for advection equations

We present compact semi-implicit finite difference schemes on structured grids for numerical solutions of advection by an external velocity and by a speed in the normal direction that are applicable in level set methods. The recommended numerical scheme is third order accurate for the linear advection in the 2D case with a space dependent velocity. Using a combination of analytical and numerical tools in the von Neumann stability analysis, the third order scheme is claimed to be unconditionally stable. We also present a simple high-resolution scheme that gives a TVD (Total Variation Diminishing) approximation of the spatial derivative for the advected level set function in the 1D case. In the case of nonlinear advection, a semi-implicit discretization is proposed to linearize the problem. The compact implicit part of the stencil of numerical schemes contains unknowns only in the upwind direction. Consequently, algebraic solvers like the fast sweeping method can be applied efficiently to solve the resulting algebraic systems. Numerical tests to evolve a smooth and non-smooth interface and an example with a large variation of the velocity confirm the good accuracy of the third order scheme even in the case of very large Courant numbers. The advantage of the high-resolution scheme is documented for examples where the advected level set functions contain large jumps in the gradient.

An accelerated novel meshless coupled algorithm for Non-local nonlinear behavior in 2D/3D space-fractional GPEs

In this work, an accelerated novel meshless coupled algorithm is first presented for the numerical study of high-dimensional space-fractional nonlinear Schrödinger or Gross-Pitaevskii equations (SFNLS/GPEs). The proposed meshless method is motivated by the novel coupled concepts: (a) a time splitting-step is adopted to decompose the NLSE; (b) the spatial Riesz fractional derivative under the Riemann-Liouville operator is discretized by the combination of numerical integration and meshless weighted-least-square schemes; (c) an accurate absorbing boundary condition is employed to treat the unbounded domain. Meanwhile, a parallel algorithm based on the above approximated schemes is designed to reduce the computing cost on a CUDA-program-based GPU card. Subsequently, the validation and numerical convergence rate of the proposed method for SFNLSE are discussed and illustrated by solving two 2D/3D examples. Furthermore, the proposed parallel meshless algorithm is extended to predict the nonlinear dynamic behaviors dominated by the space-fractional Gross-Pitaevskii equations (SFGPEs), and the influence of nonlocal effect on the nonlinear phenomena is also discussed. The presented numerical results illustrate that the proposed algorithm for multi-dimensional SFNLSEs is reliability and high-efficient.

High-order adaptive multiresolution wavelet upwind schemes for hyperbolic conservation laws

We present a novel system of high-order adaptive multiresolution wavelet collocation upwind schemes, implemented in a meshfree framework, for solving hyperbolic conservation laws. Our approach constructs asymmetrical wavelet bases with interpolation properties to achieve the upwind property and address nonlinearities in hyperbolic problems. An adaptive algorithm based on multiresolution analysis in wavelet theory is designed to capture moving shock waves and identify new localized steep regions. To suppress the Gibbs phenomenon, we propose an integration average reconstruction method based on the Lebesgue differentiation theorem. These numerical techniques enable the wavelet collocation upwind scheme to provide a general framework for devising satisfactory adaptive wavelet upwind methods with high-order accuracy. We perform several benchmark tests for 1D hyperbolic problems to verify the accuracy and efficiency of the proposed wavelet schemes. Notably, our wavelet collocation upwind schemes successfully solve the two interacting blast waves problem when discretizing the spatial derivatives in the physical space directly. This is in contrast to classical high-order schemes that usually involve transforming variables back and forth between physical and characteristic spaces with many local projections. Our results indicate the robustness, stability, and efficiency of our proposed schemes for strong shock wave interaction problems.

Error estimate of a transformed L1 scheme for a multi-term time-fractional diffusion equation by using discrete comparison principle

This work is concerned with the multi-term time-fractional diffusion equation ∑j=0JbjDtαju−pΔu+c(x,t)u=f, where Dtαj is the Caputo derivative with 1>α0>α1>⋯>αJ>0 and bj, p are positive constants. The solution of this problem usually has a weak singularity near the initial time. To handle such difficulty, a smoothing transformation t=s1/α0 is applied so that an equivalent re-scaled fractional differential equation is obtained. Then the equivalent equation is solved by the transformed L1 scheme of the Caputo derivative and the standard 3-point discretization of the spatial derivative on uniform meshes both in time and space direction. The α-robust error estimate with the temporal convergence order O(Nα0−2) is given by using the discrete comparison principle, which does not blow up as α→1−. Finally, numerical results are given to confirm our error analysis.