Compact difference approximation with consistent boundary condition

For simulating multi-scale complex flow fields it should be noted that all the physical quantities we are interested in must be simulated well. With limitation of the computer resources it is preferred to use high order accurate difference schemes. Because of their high accuracy and small stencil of grid points computational fluid dynamics (CFD) workers pay more attention to compact schemes recently. For simulating the complex flow fields the treatment of boundary conditions at the far field boundary points and near far field boundary points is very important. According to authors' experience and published results some aspects of boundary condition treatment for far field boundary are presented, and the emphasis is on treatment of boundary conditions for the upwind compact schemes. The consistent treatment of boundary conditions at the near boundary points is also discussed. At the end of the paper are given some numerical examples. The computed results with presented method are satisfactory.

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.

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.

Implicit difference approximation for the time fractional diffusion equation

In this paper, we consider a time fractional diffusion equation on a finite domain. The equation is obtained from the standard diffusion equation by replacing the first-order time derivative by a fractional derivative (of order $0<\alpha<1$ ). We propose a computationally effective implicit difference approximation to solve the time fractional diffusion equation. Stability and convergence of the method are discussed. We prove that the implicit difference approximation (IDA) is unconditionally stable, and the IDA is convergent with $O(\tau+h^2)$, where $\tau$ and $h$ are time and space steps, respectively. Some numerical examples are presented to show the application of the present technique.

Stability and convergence of a new explicit finite-difference approximation for the variable-order nonlinear fractional diffusion equation

In this paper, we consider the variable-order nonlinear fractional diffusion equation View the MathML source where xRα(x,t) is a generalized Riesz fractional derivative of variable order View the MathML source and the nonlinear reaction term f(u,x,t) satisfies the Lipschitz condition |f(u1,x,t)-f(u2,x,t)|less-than-or-equals, slantL|u1-u2|. A new explicit finite-difference approximation is introduced. The convergence and stability of this approximation are proved. Finally, some numerical examples are provided to show that this method is computationally efficient. The proposed method and techniques are applicable to other variable-order nonlinear fractional differential equations.

High-Resolution Finite Compact Difference Schemes for Hyperbolic Conservation Laws

A finite compact (FC) difference scheme requiring only bi-diagonal matrix inversion is proposed by using the known high-resolution flux. Introducing TVD or ENO limiters in the numerical flux, several high-resolution FC-schemes of hyperbolic conservation law are developed, including the FC-TVD, third-order FC-ENO and fifth-order FC-ENO schemes. Boundary conditions formulated need only one unknown variable for third-order FC-ENO scheme and two unknown variables for fifth-order FC-ENO scheme. Numerical test results of the proposed FC-scheme were compared with traditional TVD, ENO and WENO schemes to demonstrate its high-order accuracy and high-resolution.

Difference schemes on non-uniform mesh and their application

High order accurate schemes are needed to simulate the multi-scale complex flow fields to get fine structures in simulation of the complex flows with large gradient of fluid parameters near the wall, and schemes on non-uniform mesh are desirable for many CFD (computational fluid dynamics) workers. The construction methods of difference approximations and several difference approximations on non-uniform mesh are presented. The accuracy of the methods and the influence of stretch ratio of the neighbor mesh increment on accuracy are discussed. Some comments on these methods are given, and comparison of the accuracy of the results obtained by schemes based on both non-uniform mesh and coordinate transformation is made, and some numerical examples with non-uniform mesh are presented.

A compact difference scheme for numerical solutions of second order dual-phase-lagging models of microscale heat transfer

Dual-phase-lagging (DPL) models constitute a family of non-Fourier models of heat conduction that allow for the presence of time lags in the heat flux and the temperature gradient. These lags may need to be considered when modeling microscale heat transfer, and thus DPL models have found application in the last years in a wide range of theoretical and technical heat transfer problems. Consequently, analytical solutions and methods for computing numerical approximations have been proposed for particular DPL models in different settings. In this work, a compact difference scheme for second order DPL models is developed, providing higher order precision than a previously proposed method. The scheme is shown to be unconditionally stable and convergent, and its accuracy is illustrated with numerical examples.

Analysis of super compact finite difference method and application to simulation of vortex-shock interaction

Turbulence and aeroacoustic noise high-order accurate schemes are required, and preferred, for solving complex flow fields with multi-scale structures. In this paper a super compact finite difference method (SCFDM) is presented, the accuracy is analysed and the method is compared with a sixth-order traditional and compact finite difference approximation. The comparison shows that the sixth-order accurate super compact method has higher resolving efficiency. The sixth-order super compact method, with a three-stage Runge-Kutta method for approximation of the compressible Navier-Stokes equations, is used to solve the complex flow structures induced by vortex-shock interactions. The basic nature of the near-field sound generated by interaction is studied.

Impact of difference accuracy on computational properties of vertical grids for a nonhydrostatic model

Starting from nonhydrostatic Boussinesq approximation equations, a general method is introduced to deduce the dispersion relationships. A comparative investigation is performed on inertia-gravity wave with horizontal lengths of 100, 10 and 1 km. These are examined using the second-order central difference scheme and the fourth-order compact difference scheme on vertical grids that are currently available from the perspectives of frequency, horizontal and vertical component of group velocity. These findings are compared to analytical solutions. The obtained results suggest that whether for the second-order central difference scheme or for the fourth-order compact difference scheme, Charny-Phillips and Lorenz ( L) grids are suitable for studying waves at the above-mentioned horizontal scales; the Lorenz time-staggered and Charny-Phillips time staggered (CPTS) grids are applicable only to the horizontal scales of less than 10 km, and N grid ( unstaggered grid) is unsuitable for simulating waves at any horizontal scale. Furthermore, by using fourth-order compact difference scheme with higher difference precision, the errors of frequency and group velocity in horizontal and vertical directions produced on all vertical grids in describing the waves with horizontal lengths of 1, 10 and 100 km cannot inevitably be decreased. So in developing a numerical model, the higher-order finite difference scheme, like fourth-order compact difference scheme, should be avoided as much as possible, typically on L and CPTS grids, since it will not only take many efforts to design program but also make the calculated group velocity in horizontal and vertical directions even worse in accuracy.

The Galerkin finite element approximation of the fractional cable equation

The cable equation is one of the most fundamental equations for modeling neuronal dynamics. Cable equations with a fractional order temporal derivative have been introduced to model electrotonic properties of spiny neuronal dendrites. In this paper, the fractional cable equation involving two integro-differential operators is considered. The Galerkin finite element approximations of the fractional cable equation are proposed. The main contribution of this work is outlined as follow: • A semi-discrete finite difference approximation in time is proposed. We prove that the scheme is unconditionally stable, and the numerical solution converges to the exact solution with order O(Δt). • A semi-discrete difference scheme for improving the order of convergence for solving the fractional cable equation is proposed, and the numerical solution converges to the exact solution with order O((Δt)2). • Based on the above semi-discrete difference approximations, Galerkin finite element approximations in space for a full discretization are also investigated. • Finally, some numerical results are given to demonstrate the theoretical analysis.