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.

A comparison of finite difference and finite volume methods for solving the space fractional advection-dispersion equation with variable coefficients

Transport processes within heterogeneous media may exhibit non-classical diffusion or dispersion; that is, not adequately described by the classical theory of Brownian motion and Fick's law. We consider a space fractional advection-dispersion equation based on a fractional Fick's law. The equation involves the Riemann-Liouville fractional derivative which arises from assuming that particles may make large jumps. Finite difference methods for solving this equation have been proposed by Meerschaert and Tadjeran. In the variable coefficient case, the product rule is first applied, and then the Riemann-Liouville fractional derivatives are discretised using standard and shifted Grunwald formulas, depending on the fractional order. In this work, we consider a finite volume method that deals directly with the equation in conservative form. Fractionally-shifted Grunwald formulas are used to discretise the fractional derivatives at control volume faces. We compare the two methods for several case studies from the literature, highlighting the convenience of the finite volume approach.

A comparison of finite difference and finite volume methods for solving the space-fractional advection-dispersion equation with variable coefficients

Transport processes within heterogeneous media may exhibit non- classical diffusion or dispersion which is not adequately described by the classical theory of Brownian motion and Fick’s law. We consider a space-fractional advection-dispersion equation based on a fractional Fick’s law. Zhang et al. [Water Resources Research, 43(5)(2007)] considered such an equation with variable coefficients, which they dis- cretised using the finite difference method proposed by Meerschaert and Tadjeran [Journal of Computational and Applied Mathematics, 172(1):65-77 (2004)]. For this method the presence of variable coef- ficients necessitates applying the product rule before discretising the Riemann–Liouville fractional derivatives using standard and shifted Gru ̈nwald formulas, depending on the fractional order. As an alternative, we propose using a finite volume method that deals directly with the equation in conservative form. Fractionally-shifted Gru ̈nwald formulas are used to discretise the Riemann–Liouville fractional derivatives at control volume faces, eliminating the need for product rule expansions. We compare the two methods for several case studies, highlighting the convenience of the finite volume approach.

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 study of heat transfer in laminar film boiling by the finite-difference method

The finite-difference form of the basic conservation equations in laminar film boiling have been solved by the false-transient method. By a judicious choice of the coordinate system the vapour-liquid interface is fitted to the grid system. Central differencing is used for diffusion terms, upwind differencing for convection terms, and explicit differencing for transient terms. Since an explicit method is used the time step used in the false-transient method is constrained by numerical instability. In the present problem the limits on the time step are imposed by conditions in the vapour region. On the other hand the rate of convergence of finite-difference equations is dependent on the conditions in the liquid region. The rate of convergence was accelerated by using the over-relaxation technique in the liquid region. The results obtained compare well with previous work and experimental data available in the literature.

Composite scheme using localized relaxation with non-standard finite difference method for hyperbolic conservation laws

Non-standard finite difference methods (NSFDM) introduced by Mickens [Non-standard Finite Difference Models of Differential Equations, World Scientific, Singapore, 1994] are interesting alternatives to the traditional finite difference and finite volume methods. When applied to linear hyperbolic conservation laws, these methods reproduce exact solutions. In this paper, the NSFDM is first extended to hyperbolic systems of conservation laws, by a novel utilization of the decoupled equations using characteristic variables. In the second part of this paper, the NSFDM is studied for its efficacy in application to nonlinear scalar hyperbolic conservation laws. The original NSFDMs introduced by Mickens (1994) were not in conservation form, which is an important feature in capturing discontinuities at the right locations. Mickens [Construction and analysis of a non-standard finite difference scheme for the Burgers–Fisher equations, Journal of Sound and Vibration 257 (4) (2002) 791–797] recently introduced a NSFDM in conservative form. This method captures the shock waves exactly, without any numerical dissipation. In this paper, this algorithm is tested for the case of expansion waves with sonic points and is found to generate unphysical expansion shocks. As a remedy to this defect, we use the strategy of composite schemes [R. Liska, B. Wendroff, Composite schemes for conservation laws, SIAM Journal of Numerical Analysis 35 (6) (1998) 2250–2271] in which the accurate NSFDM is used as the basic scheme and localized relaxation NSFDM is used as the supporting scheme which acts like a filter. Relaxation schemes introduced by Jin and Xin [The relaxation schemes for systems of conservation laws in arbitrary space dimensions, Communications in Pure and Applied Mathematics 48 (1995) 235–276] are based on relaxation systems which replace the nonlinear hyperbolic conservation laws by a semi-linear system with a stiff relaxation term. The relaxation parameter (λ) is chosen locally on the three point stencil of grid which makes the proposed method more efficient. This composite scheme overcomes the problem of unphysical expansion shocks and captures the shock waves with an accuracy better than the upwind relaxation scheme, as demonstrated by the test cases, together with comparisons with popular numerical methods like Roe scheme and ENO schemes.

Analysis of the evanescent field coupling between a fiber and a planar waveguide using the explicit finite difference method with a nonuniform mesh (Journal Paper)

We investigate an optical waveguide system consisting of an unclad fiber core suspended at a constant distance parallel to the surface of a planar waveguide. The coupling and propagation of light in the combined system is studied using the three-dimensional explicit finite difference beam propagation method with a nonuniform mesh configuration. The power loss in the fiber and the field distribution in the waveguide are studied as a function of various parameters, such as index changes, index profile, and propagation distance, for the combined system.

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.