Detailed analysis of a conservative difference approximation for the time fractional diffusion equation

Diffusion equations that use time fractional derivatives are attractive because they describe a wealth of problems involving non-Markovian Random walks. The time fractional diffusion equation (TFDE) is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α ∈ (0, 1). Developing numerical methods for solving fractional partial differential equations is a new research field and the theoretical analysis of the numerical methods associated with them is not fully developed. In this paper an explicit conservative difference approximation (ECDA) for TFDE is proposed. We give a detailed analysis for this ECDA and generate discrete models of random walk suitable for simulating random variables whose spatial probability density evolves in time according to this fractional diffusion equation. The stability and convergence of the ECDA for TFDE in a bounded domain are discussed. Finally, some numerical examples are presented to show the application of the present technique.

A parametric differentiation version with finite-difference scheme applicable to a class of problems in boundary layer flow with massive blowing

A numerical procedure, based on the parametric differentiation and implicit finite difference scheme, has been developed for a class of problems in the boundary-layer theory for saddle-point regions. Here, the results are presented for the case of a three-dimensional stagnation-point flow with massive blowing. The method compares very well with other methods for particular cases (zero or small mass blowing). Results emphasize that the present numerical procedure is well suited for the solution of saddle-point flows with massive blowing, which could not be solved by other methods.

Numerical solution of the incompressible Navier-Stokes equations with an upwind compact difference scheme

A new finite difference method for the discretization of the incompressible Navier-Stokes equations is presented. The scheme is constructed on a staggered-mesh grid system. The convection terms are discretized with a fifth-order-accurate upwind compact difference approximation, the viscous terms are discretized with a sixth-order symmetrical compact difference approximation, the continuity equation and the pressure gradient in the momentum equations are discretized with a fourth-order difference approximation on a cell-centered mesh. Time advancement uses a three-stage Runge-Kutta method. The Poisson equation for computing the pressure is solved with preconditioning. Accuracy analysis shows that the new method has high resolving efficiency. Validation of the method by computation of Taylor's vortex array is presented.

A high order accurate difference scheme for complex flow fields

A high order accurate finite difference method for direct numerical simulation of coherent structure in the mixing layers is presented. The reason for oscillation production in numerical solutions is analyzed, It is caused by a nonuniform group velocity of wavepackets. A method of group velocity control for the improvement of the shock resolution is presented. In numerical simulation the fifth-order accurate upwind compact difference relation is used to approximate the derivatives in the convection terms of the compressible N-S equations, a sixth-order accurate symmetric compact difference relation is used to approximate the viscous terms, and a three-stage R-K method is used to advance in time. In order to improve the shock resolution the scheme is reconstructed with the method of diffusion analogy which is used to control the group velocity of wavepackets. (C) 1997 Academic Press.

A perturbational h4 exponential finite-difference scheme for the convective diffusion equation

A perturbational h4 compact exponential finite difference scheme with diagonally dominant coefficient matrix and upwind effect is developed for the convective diffusion equation. Perturbations of second order are exerted on the convective coefficients and source term of an h2 exponential finite difference scheme proposed in this paper based on a transformation to eliminate the upwind effect of the convective diffusion equation. Four numerical examples including one- to three-dimensional model equations of fluid flow and a problem of natural convective heat transfer are given to illustrate the excellent behavior of the present exponential schemes, the h4 accuracy of the perturbational scheme is verified using double precision arithmetic.

H4 exponential finite-difference scheme for convective diffusion-equations

Perturbations are applied to the convective coefficients and source term of a convection-diffusion equation so that second-order corrections may be applied to a second-order exponential scheme. The basic Structure of the equations in the resulting fourth-order scheme is identical to that for the second order. Furthermore, the calculations are quite simple as the second-order corrections may be obtained in a single pass using a second-order scheme. For one to three dimensions, the fourth-order exponential scheme is unconditionally stable. As examples, the method is applied to Burgers' and other fluid mechanics problems. Compared with schemes normally used, the accuracies are found to be good and the method is applicable to regions with large gradients.

New finite-difference scheme for simulations of step-index waveguides with tilt interfaces

A new finite-difference scheme is presented for the second derivative of a semivectorial field in a step-index optical waveguide with tilt interfaces. The present scheme provides an accurate description of the tilt interface of the nonrectangular structure. Comparison with previously presented formulas shows the effectiveness of the present scheme.

An Energy Conserving Finite Difference Scheme for Simulation of Collisions

Nonlinear phenomena play an essential role in the sound production process of many musical instruments. A common source of these effects is object collision, the numerical simulation of which is known to give rise to stability
issues. This paper presents a method to construct numerical schemes that conserve the total energy in simulations of one-mass systems involving collisions, with no conditions imposed on any of the physical or numerical parameters.
This facilitates the adaptation of numerical models to experimental data, and allows a more free parameter adjustment in sound synthesis explorations. The energy preservedness of the proposed method is tested and demonstrated though several examples, including a bouncing ball and a non-linear oscillator, and implications regarding the wider applicability are discussed.

An efficient finite difference scheme for three-dimensional, non-equilibrium flows using operator splitting

An efficient finite difference scheme is presented for the inviscid terms of the three-dimensional, compressible flow equations for chemical non-equilibrium gases. This scheme represents an extension and an improvement of one proposed by the author, and includes operator splitting.

A TVD finite difference scheme with non-uniform meshes and without upstream weighting

We present a finite difference scheme, with the TVD (total variation diminishing) property, for scalar conservation laws. The scheme applies to non-uniform meshes, allowing for variable mesh spacing, and is without upstream weighting. When applied to systems of conservation laws, no scalar decomposition is required, nor are any artificial tuning parameters, and this leads to an efficient, robust algorithm.