Standard Finite Difference Schemes Research Articles

Mathematical Modelling of Tuberculosis and Diabetes Co-Infection Using the Non- Standard Finite Difference Scheme

One of the major health challenge facing Africa and in particular, Kenya is the risk of Tuberculosis and Diabetes. To understand the dynamics of this, a nine compartmental model for tuberculosis-diabetes co-infection is formulated. The Non-standard finite difference Scheme (NSFD) of the model is formulated from the first-order ordinary differential equations (ode) to avoid full implicit schemes that are computationally expensive. The overly small step sizes in NSFD give the user autonomy in controlling the accuracy of the results, making it suitable for disease control applications. Numerical simulations with different step sizes of the NSFD for the TB-Diabetes model are carried out to find the optimal step size, h. A comparison of the best resultant numerical simulation based on optimal h in NSDF indicates NSFD gives better results when compared with the corresponding first-order ode. The phase-plane analysis revealed that the NSFD formulated for tuberculosis and diabetes co-infection is generally asymptotically stable. Future studies should consider formulating the proposed model with varied control parameters such as medication to compare the results with those from first-order ode.

Numerical Computation of Natural Convection of Nanofluid in an Open Wavy Porous Cavity Heated Partially

In this work, we emphasise the heat transfer and fluid flow due to buoyancy force in a wavy open porous cavity, placed horizontally having filled with porous media and, its top wall is being kept open, whereas the right cold wall is wavy and, its left vertical wall is heated partially, keeping all other walls at thermally insulated. The non-dimensional ψ − θ formulation of mass, momentum, and energy conservation laws for porous media are solved by the standard finite difference scheme for a wide range of pertinent parameters such as nanoparticle volume fraction (0.05 ≤ Φ ≤ 0.2), Rayleigh-Darcy number (10 ≤ Ra ≤ 103), length of heat source (0.25 ≤ ε ≤ 1), and parameters controlling waviness of right wall (1 ≤ N ≤ 5) and amplitude (0.05 ≤ a ≤ 0.25). The simulated results are presented in the form of streamlines and isotherms; global and local Nusselt numbers are computed. Obtained results are analyzed and it is observed that the convection process is augmented at the presence of nanoparticle for low Ra but decreases at high Ra for all pertinent parameters; also, the wall waviness augments convection low Ra.

The impact of standard and nonstandard finite difference schemes on HIV nonlinear dynamical model

Mathematical models are enormously valuable in recognition the characteristics of infectious afflictions. The present study describes and analyses a nonlinear Susceptible-Infected (S·I) type mathematical model for HIV/AIDS. To better comprehend the dynamics of disease diffusion, it is assumed that by giving AIDS patients timely Anti Retroviral Therapy (ART), their transition into HIV infected class is attainable. The ART treatment can reduce or manage the spread of disease among individuals that can extend their life for some more years. For the model, the basic reproduction number is formed which provides a base to study the stability of disease free and endemic equilibria. To understand the entire dynamical behavior of the model, standard finite difference (SFD) schemes such as Runge-Kutta of order four (RK-4) and forward Euler schemes and nonstandard finite difference (NSFD) scheme are implemented. The goal of constructing the NSFD scheme for differential equations is to ensure that it is dynamically reliable, while maintaining important dynamical properties like the positivity of the solutions and its convergence to equilibria of continuous model for all finite step sizes. However, the essential characteristics of the continuous model cannot be properly maintained by the Euler and RK-4 schemes, leading to the possibility of numerical solutions that are not entirely similar to those of the original model. For the NSFD scheme, the Routh-Hurwitz criterion is used to assess the local stability of disease-free and endemic equilibria. To explain the global stability of both the equilibria, Lyapunov functions are offered. To verify the theoretical findings and validate the dynamical aspects of the abovementioned schemes, numerical simulations are also provided. The outcomes offered in this study may be engaged as an effective tool for forecasting the progression of HIV/AIDS epidemic diseases.

A numerical method for two-phase flow with its application to the Kelvin–Helmholtz instability problem

This article uses the artificial compressibility-based high-order finite difference method to simulate the two-phase Kelvin–Helmholtz (KH) instability problem. The equations are based on the mass-conserving Allen–Cahn equation coupled with the incompressible Navier–Stokes equations. One of the advantages of the artificial compressibility approach is that many high-order numerical schemes based on hyperbolic conservation law can be applied. A fifth-order weighted essentially non-oscillatory (WENO) scheme is used for discretizing the convective terms while a standard central finite difference scheme is used for the viscous and surface tension terms. The system of equations is then solved using the Beam-Warming approximate factorization technique. For validation, the effects of both single- and double-mode sinusoidal perturbations on the Kelvin–Helmholtz instability dynamics are analyzed. When there is a single-mode sinusoidal perturbation, the interface roll-up at the center of the domain. Additionally, the role of the surface tension parameter in the instability’s dynamics is investigated. The development of Kelvin–Helmholtz instability is shown to be sensitive to the surface tension value. The analysis of grid convergence is also performed to capture the interface dynamics at varying resolutions. The comparison of the computed results is in good agreement with those from the literature. It is observed that the proposed technique effectively resolves the dynamics of the chaotically distorted interfaces of the Kelvin–Helmholtz instability in two-phase flow.

An exact finite difference scheme for a three-layer beam model

ABSTRACT In this work, we propose an efficient computational technique for a recognized three-layer beam model which is described by a third-order linear ordinary differential equation. By using the Mickens' methodology, an exact finite difference (EFD) scheme for this model is constructed. The EFD scheme provides an explicit recurrence formula to compute the solution of the beam model, but it is more efficient than the formula of the exact solution. Moreover, the EFD scheme is also more efficient than well-known standard finite difference schemes in both computational time and accuracy. Finally, two numerical experiments are performed to illustrate the theoretical results as well as to show advantages of the EFD scheme.

Special Functions and Its Application in Solving Two Dimensional Hyperbolic Partial Differential Equation of Telegraph Type

In this article, we use the applications of special functions in the form of Chebyshev polynomials to find the approximate solution of hyperbolic partial differential equations (PDEs) arising in the mathematical modeling of transmission line subject to appropriate symmetric Dirichlet and Neumann boundary conditions. The special part of the model equation is discretized using a Chebyshev differentiation matrix, which is centro-asymmetric using the symmetric collocation points as grid points, while the time derivative is discretized using the standard central finite difference scheme. One of the disadvantages of the Chebyshev differentiation matrix is that the resultant matrix, which is obtained after replacing the special coordinates with the derivative of Chebyshev polynomials, is dense and, therefore, needs more computational time to evaluate the resultant algebraic equation. To overcome this difficulty, an algorithm consisting of fast Fourier transformation is used. The main advantage of this transformation is that it significantly reduces the computational cost needed for N collocation points. It is shown that the proposed scheme converges exponentially, provided the data are smooth in the given equations. A number of numerical experiments are performed for different time steps and compared with the analytical solution, which further validates the accuracy of our proposed scheme.

A compact sixth-order implicit immersed interface method to solve 2D Poisson equations with discontinuities

This paper proposes a compact sixth-order accurate numerical method to solve Poisson equations with discontinuities across an interface. This scheme is based on two techniques for the second-order derivative approximation: a high-order implicit finite difference (HIFD) formula to increase the precision and an immersed interface method (IIM) to deal with the discontinuities. The HIFD formulation arises from Taylor series expansion, and the new formulas are simple modifications to the standard finite difference schemes. On the other hand, the IIM allows one to solve the differential equation using a fixed Cartesian grid by adding some correction terms only at grid points near the immersed interface. The two-dimensional equation is then solved by a nine-point compact sixth-order scheme named HIFD-IIM. Fourth- and second-order methods result in particular cases of the proposed method. Furthermore, the sixth-order method requires similar computational resources to a fourth-order formulation because the resulting matrices in both discretizations are the same. However, higher-order methods require the knowledge of more jump conditions at the interface. From the theoretical derivation of the proposed method, we expect fully six-order accuracy in the maximum norm. This order has been confirmed from our numerical experiments using nontrivial analytical solutions.

Transmission Analysis of Hepatitis B Epidemic Model using Standard and Non-standard Schemes

Mathematical modeling is a vast field that has interdisciplinary implications for research. These models help to investigate the basic dynamics and quantitative behavior of infectious diseases that affect human beings, such as COVID-19, hepatitis B virus (HBV), and human immunodeficiency virus (HIV). The current study investigates the spread of HBV by using the basic virus model. In order to determine the stability of disease-free and endemic equilibria, the basic reproduction number is determined. The convergence and divergence of disease-free and endemic equilibria are demonstrated by using standard finite difference (SFD) and non-standard finite difference (NSFD) schemes. Arguably, SFD schemes, namely Euler and Runge-Kutta order four (RK-4) schemes, converge for lower step sizes, while the NSFD scheme converges for all step sizes. The latter is a strong, efficient, and reliable method that shows a clear picture of the continuous model. All the results are validated using numerical simulations in order to better comprehend the dynamics of the disease. The theoretical and numerical findings in this work can be applied as a useful tool for tracking the prevalence of HBV infectious disease.

A Novel Finite Difference Scheme for Normal Mode Models in Underwater Acoustics

Normal mode models are commonly used to simulate sound propagation problems in horizontally stratified oceanic environments. Although several normal mode models have been developed, the fundamental techniques for accurately and efficiently solving the modal equation are still under development. Since the standard three-point central finite difference scheme (SFD) for the modal equation has a relatively large numerical error, at least twenty sampling grid points per wavelength should be set in the depth direction. Herein, a novel finite difference scheme (NFD) is developed to further improve the accuracy of the mode solution, and the resulting linear system still has a tridiagonal structure similar to that of the SFD. To compare the performance of the NFD to that of the SFD, the NFD has been implemented in the open-source normal mode model KrakenC, and three acoustic propagation cases have been carried out, including the plane-wave reflection, the Pekeris waveguide, and the Munk waveguide. Test results show that the NFD presented in this paper is more accurate than the SFD, and can be used to reduce the number of grid points needed in the depth direction for solving the modal equation in normal mode models.

A fitted mesh method for a coupled semi-linear system of singularly perturbed initial value problems

In this article, we analyzed a general system of first order singularly perturbed semi-linear equations with distinct perturbation parameters in the unit interval. As boundary layers are expected near the origin in the solution components, variants of piecewise uniform meshes, introduced by Shishkin, are constructed to discretize the unit interval and standard finite difference scheme is used to discretize the equations. Parameter uniform convergence of the composed numerical method is proved. A continuation method is used to compute the numerical solution of the non-linear problem and numerical illustrations are given in support.

Some standard and nonstandard finite difference schemes for a reaction–diffusion–chemotaxis model

Abstract Two standard and two nonstandard finite difference schemes are constructed to solve a basic reaction–diffusion–chemotaxis model, for which no exact solution is known. The continuous model involves a system of nonlinear coupled partial differential equations subject to some specified initial and boundary conditions. It is not possible to obtain theoretically the stability region of the two standard finite difference schemes. Through running some numerical experiments, we deduce heuristically that these classical methods give reasonable solutions when the temporal step size k k is chosen such that k ≤ 0.25 k\le 0.25 with the spatial step size h h fixed at h = 1.0 h=1.0 (first novelty of this work). We observe that the standard finite difference schemes are not always positivity preserving, and this is why we consider nonstandard finite difference schemes. Two nonstandard methods abbreviated as NSFD1 and NSFD2 from Chapwanya et al. are considered. NSFD1 was not used by Chapwanya et al. to generate results for the basic reaction–diffusion–chemotaxis model. We find that NSFD1 preserves positivity of the continuous model if some criteria are satisfied, namely, ϕ ( k ) [ ψ ( h ) ] 2 = 1 2 γ ≤ 1 2 σ + β \frac{\phi \left(k)}{{\left[\psi \left(h)]}^{2}}=\frac{1}{2\gamma }\le \frac{1}{2\sigma +\beta } and β ≤ σ \beta \le \sigma , and this is the second novelty of this work. Chapwanya et al. modified NSFD1 to obtain NSFD2, which is positivity preserving if R = ϕ ( k ) [ ψ ( h ) ] 2 = 1 2 γ R=\frac{\phi \left(k)}{{\left[\psi \left(h)]}^{2}}=\frac{1}{2\gamma } and 2 σ R ≤ 1 2\sigma R\le 1 , that is σ ≤ γ \sigma \le \gamma , and they presented some results. For the third highlight of this work, we show that NSFD2 is not always consistent and prove that consistency can be achieved if β → 0 \beta \to 0 and k h 2 → 0 \frac{k}{{h}^{2}}\to 0 . Fourthly, we show numerically that the rate of convergence in time of the four methods for case 2 is approximately one.

Two-grid finite difference method for 1D fourth-order Sobolev-type equation with Burgers’ type nonlinearity

This paper proposes a time two-grid finite difference (TTGFD) technique for computing numerical solution of the one-dimensional (1D) fourth-order Sobolev-type equation with Burgers-type nonlinearity. The proposed strategy mainly contains three computational stages. First, the fully nonlinear problem is approximated over a coarse grid with grid size τC. Second, an approximate solution is obtained on a fine grid with grid size τF based on the solution of the coarse grid using the Lagrangian interpolation formula. Finally, the linear problem is solved on the fine grid. Compared with the standard finite difference (SFD) scheme, an advantage of the TTGFD method is that it can maintain optimal accuracy while reducing the computational cost. Meanwhile, based on the reduced order and the discrete energy method, the conservative invariant and uniqueness of proposed method are demonstrated. In addition, the stability and convergence with the order O(τC2+τF2+h2) are evaluated in the L∞-norm, where h is the spatial step size. Finally, numerical results show the validity of the proposed strategy and support the theoretical results.

Error analysis of a finite difference scheme on a modified graded mesh for a time-fractional diffusion equation

This paper is concerned with a finite difference scheme on a new modified graded mesh for a time fractional diffusion equation with a Caputo fractional derivative of order α∈(0,1). At first, the construction and some basic properties of this new modified graded mesh are investigated and on its basis the L1 scheme is applied to approximate the Caputo derivative. Meanwhile, the standard center finite difference scheme on a uniform mesh is used to discretize the diffusion term. Then, stability and convergence of the proposed scheme in the maximum norm are proved. The convergence result shows that on this modified graded mesh one attains an optimal 2−α rate for the L1 scheme. Finally, the presented theoretical results are supported by some numerical experiments.

A New Analysis of an Implicit Mimetic Scheme for the Heat Equation

A mimetic finite difference scheme for the transient heat equation under Robin’s conditions is presented. The scheme uses second order gradient and divergence mimetic operators, on a staggered grid, to approximate the space derivatives. The temporal derivative is replaced by a first order backward difference approximation to obtain an implicit formulation. The resulting scheme contains nonstandard finite difference stencils. An original convergence analysis by the matrix’s method shows that the proposed scheme is unconditionally stable. A comparative study against standard finite difference schemes, based on central difference or first order one side approximations, reveals the advantages of our scheme without being its implementation more expensive or difficult to achieve.

Computational Investigation of Hand Foot Mouth Disease Dynamics with Fuzziness

The first major outbreak of the severely complicated hand, foot and mouth disease (HFMD), primarily caused by enterovirus 71, was reported in Taiwan in 1998. HFMD surveillance is needed to assess the spread of HFMD. The parameters we use in mathematical models are usually classical mathematical parameters, called crisp parameters, which are taken for granted. But any biological or physical phenomenon is best explained by uncertainty. To represent a realistic situation in any mathematical model, fuzzy parameters can be very useful. Many articles have been published on how to control and prevent HFMD from the perspective of public health and statistical modeling. However, few works use fuzzy theory in building models to simulate HFMD dynamics. In this context, we examined an HFMD model with fuzzy parameters. A Non Standard Finite Difference (NSFD) scheme is developed to solve the model. The developed technique retains essential properties such as positivity and dynamic consistency. Numerical simulations are presented to support the analytical results. The convergence and consistency of the proposed method are also discussed. The proposed method converges unconditionally while the many classical methods in the literature do not possess this property. In this regard, our proposed method can be considered as a reliable tool for studying the dynamics of HFMD.

One-dimensional numerical model for unsteady solute transport in open channels under multi-point loading

A numerical method for solving the unsteady-one-dimensional advection-dispersion equation for solute transport in streams and channels imposed with multiple point-loading is presented. The numerical technique proposes to solve the equation, which also includes a first-order decay term and a loading term, using techniques similar to those employed by the finite volume method (FVM). The channel length is segmented into cells and the solution aims at evaluating the concentrations at the cell interfaces or the internal nodes, at prescribed time steps for the steady condition of the flow. The results are computed commencing from a specified time level with known spatial concentration within the domain. It is assumed that the boundary nodes at the two ends of the channel, one each at the upstream and the downstream, are specified with solute concentration values or its spatial gradient at all times. Unlike the standard within-the-cell spatial approximations of a variable assumed in the finite volume or finite element schemes, the proposed method models the spatial variation of the solute concentration within a cell by an analytical expression in terms of the concentrations at the two boundary nodes of the cell and the influx rate of point-loading, if any, located within the cell. Using such a closed-form function based upon the true nature of the problem not only helps in capturing the spatial variation of concentration within a cell more precisely but also allows a better approximation of its spatial gradients at the cell interfaces, thus helping to achieve a more accurate computation of the inter-cell dispersive fluxes. The performance of the proposed algorithm is evaluated against analytical benchmarks, a standard finite difference scheme, and one public-domain computational package. Data sets reported from field tests are used for demonstrating the potential of the technique in simulating real situations.

Full-Scale Simulation of the Fluid–Particle Interaction Under Magnetic Field Based on IIM–IBM–LBM Coupling Method

In this article, a full-scale computational model for fluid–particle interaction under a magnetic field is developed. In this model, the fluid field is solved by the lattice Boltzmann method, and the hydrodynamic force acting on the particle is computed by the immersed boundary method . The numerical solutions of the magnetic field in the fluid–solid domain are achieved by the immersed interface method with a finite difference scheme, in which the normal and tangential jump conditions of the magnetic field intensity are applied to modify the standard finite difference scheme. The magnetic stress tensor along the fluid–particle interface can be calculated accurately. Unlike the widely used point–dipole model, the magnetic force acting on the particle is determined by the stress integration method. Numerical simulation of several numerical tests are carried out to validate the proposed model. The numerical results demonstrate the validity of the present model. Moreover, the magnetoviscous effect is studied by simulating the motion of elliptical particles under the uniform magnetic field in shear flow.

The numerical solution of semidiscrete linear evolution problems on the finite interval using the Unified Transform Method

We study a semidiscrete analogue of the Unified Transform Method introduced by A. S. Fokas, to solve initial-boundary-value problems for linear evolution partial differential equations with constant coefficients on the finite interval x ∈ ( 0 , L ) x \in (0,L) . The semidiscrete method is applied to various spatial discretizations of several first and second-order linear equations, producing the exact solution for the semidiscrete problem, given appropriate initial and boundary data. From these solutions, we derive alternative series representations that are better suited for numerical computations. In addition, we show how the Unified Transform Method treats derivative boundary conditions and ghost points introduced by the choice of discretization stencil and we propose the notion of “natural” discretizations. We consider the continuum limit of the semidiscrete solutions and compare with standard finite-difference schemes.

A Method for Modeling Acoustic Waves in Moving Subdomains

Forward modeling plays a key role in both the creation of predictive models and the study of the surrounding environment through inversion methods. Due to their competitive computational cost and modest algorithmic complexity, finite difference methods (FDM) are commonly used to model the acoustic wave equation. An algorithm has been developed to decrease the computational cost of acoustic-wave forward modeling that can be applied to most finite difference methods. An important feature of the algorithm is the calculation, at each time step, of the pressure in only a moving subdomain which contains the grid points across which waves are passing. The computation is skipped at grid points at which the waves are negligibly small or non-existent. The novelty in this work comes from flexibility of the subdomain and its ability to closely follow the developing wavefield. To demonstrate the efficacy of the algorithm, it is applied to a standard finite difference scheme and validated against 2-D modeling results. The algorithm herein can play an important role in the reduction in computation time of seismic data analysis as the volumes of seismic data increase due to developments in data acquisition technology.

A Reliable numerical scheme for a computer virus propagation model

n this paper, we develop the Mickens’ methodology to construct a dynamically consistent Non-Standard FiniteDifference (NSFD) scheme for a recognized computer virus propagation model. It is proved that the constructed NSFD scheme correctly preserves essential mathematical features of the continuous-time model, which are positivity, boundedness and asymptotic stability. As an important consequence, we obtain an effective numerical scheme that has the ability to provide reliable approximations, meanwhile, some typical standard finite difference schemes fail to preserve the essential properties of the computer virus propagation model; hence, they can generate numerical approximations which are not only negative but also unstable. Finally, a set of numerical experiments is performed to support the theoretical results as well as to demonstrate the advantage of the NSFD scheme over standard ones. As we expected, there is a good agreement between the numerical results and theoretical assertions.