A fast semi-implicit difference method for a nonlinear two-sided space-fractional diffusion equation with variable diffusivity coefficients

In this paper, we derive a new nonlinear two-sided space-fractional diffusion equation with variable coefficients from the fractional Fick’s law. A semi-implicit difference method (SIDM) for this equation is proposed. The stability and convergence of the SIDM are discussed. For the implementation, we develop a fast accurate iterative method for the SIDM by decomposing the dense coefficient matrix into a combination of Toeplitz-like matrices. This fast iterative method significantly reduces the storage requirement of O(n2)O(n2) and computational cost of O(n3)O(n3) down to n and O(nlogn)O(nlogn), where n is the number of grid points. The method retains the same accuracy as the underlying SIDM solved with Gaussian elimination. Finally, some numerical results are shown to verify the accuracy and efficiency of the new method.

A critical analysis of the shear difference method

The shear difference method which is commonly used for the separation of normal stresses using photoelastic techniques depends on the step-by-step integration of one of the differential equations of equilibrium. It is assumed that the isoclinic and the isochromatic parameters measured by the conventional methods pertain to the state of stress at the midpoint of the light path. In practice, a slice thin enough for the above assumption to be true and at the same time thick enough to give differences in the shear-stress values over the thickness is necessary. The paper discusses the errors introduced in the isoclinic and isochromatic values by the conventional methods neglecting the variation of stresses along the light path. It is shown that while the error introduced in the measurement of the isochromatic parameter may not be serious, the error caused in the isoclinic measurement may lead to serious errors. Since the shear-difference method involves step-by-step integration the error introduced will be of a cumulative nature.

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.

A spectral multiscale method for wave propagation analysis: Atomistic-continuum coupled simulation

In this paper, we present a new multiscale method which is capable of coupling atomistic and continuum domains for high frequency wave propagation analysis. The problem of non-physical wave reflection, which occurs due to the change in system description across the interface between two scales, can be satisfactorily overcome by the proposed method. We propose an efficient spectral domain decomposition of the total fine scale displacement along with a potent macroscale equation in the Laplace domain to eliminate the spurious interfacial reflection. We use Laplace transform based spectral finite element method to model the macroscale, which provides the optimum approximations for required dynamic responses of the outer atoms of the simulated microscale region very accurately. This new method shows excellent agreement between the proposed multiscale model and the full molecular dynamics (MD) results. Numerical experiments of wave propagation in a 1D harmonic lattice, a 1D lattice with Lennard-Jones potential, a 2D square Bravais lattice, and a 2D triangular lattice with microcrack demonstrate the accuracy and the robustness of the method. In addition, under certain conditions, this method can simulate complex dynamics of crystalline solids involving different spatial and/or temporal scales with sufficient accuracy and efficiency. (C) 2014 Elsevier B.V. All rights reserved.

A robust layer adapted difference method for singularly perturbed two-parameter parabolic problems

A finite difference method for a time-dependent singularly perturbed convection-diffusion-reaction problem involving two small parameters in one space dimension is considered. We use the classical implicit Euler method for time discretization and upwind scheme on the Shishkin-Bakhvalov mesh for spatial discretization. The method is analysed for convergence and is shown to be uniform with respect to both the perturbation parameters. The use of the Shishkin-Bakhvalov mesh gives first-order convergence unlike the Shishkin mesh where convergence is deteriorated due to the presence of a logarithmic factor. Numerical results are presented to validate the theoretical estimates obtained.

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.

Numerical study on heavy rigid particle motion in a plane wake flow by spectral element method

Experimental particle dispersion patterns in a plane wake flow at a high Reynolds number have been predicted numerically by discrete vortex method (Phys. Fluids A 1992; 4:2244-2251; Int. J. Multiphase Flow 2000; 26:1583-1607). To address the particle motion at a moderate Reynolds number, spectral element method is employed to provide an instantaneous wake flow field for particle dynamics equations, which are solved to make a detail classification of the patterns in relation to the Stokes and Froude numbers. It is found that particle motion features only depend on the Stokes number at a high Froude number and depend on both numbers at a low Froude number. A ratio of the Stokes number to squared Froude number is introduced and threshold values of this parameter are evaluated that delineate the different regions of particle behavior. The parameter describes approximately the gravitational settling velocity divided by the characteristic velocity of wake flow. In order to present effects of particle density but preserve rigid sphere, hollow sphere particle dynamics in the plane wake flow is investigated. The evolution of hollow particle motion patterns for the increase of equivalent particle density corresponds to that of solid particle motion patterns for the decrease of particle size. Although the thresholds change a little, the parameter can still make a good qualitative classification of particle motion patterns as the inner diameter changes.

High Order Multi-Moment Constrained Finite Volume Method. Part I: Basic Formulation

A new high-order finite volume method based on local reconstruction is presented in this paper. The method, so-called the multi-moment constrained finite volume (MCV) method, uses the point values defined within single cell at equally spaced points as the model variables (or unknowns). The time evolution equations used to update the unknowns are derived from a set of constraint conditions imposed on multi kinds of moments, i.e. the cell-averaged value and the point-wise value of the state variable and its derivatives. The finite volume constraint on the cell-average guarantees the numerical conservativeness of the method. Most constraint conditions are imposed on the cell boundaries, where the numerical flux and its derivatives are solved as general Riemann problems. A multi-moment constrained Lagrange interpolation reconstruction for the demanded order of accuracy is constructed over single cell and converts the evolution equations of the moments to those of the unknowns. The presented method provides a general framework to construct efficient schemes of high orders. The basic formulations for hyperbolic conservation laws in 1- and 2D structured grids are detailed with the numerical results of widely used benchmark tests. (C) 2009 Elsevier Inc. All rights reserved.

On the use of a decimative spectral estimation method based on eigenanalysis and SVD for formant and bandwidth tracking of speech signals

In this paper, a Decimative Spectral estimation method based on Eigenanalysis and SVD (Singular Value Decomposition) is presented and applied to speech signals in order to estimate Formant/Bandwidth values. The underlying model decomposes a signal into complex damped sinusoids. The algorithm is applied not only on speech samples but on a small amount of the autocorrelation coefficients of a speech frame as well, for finer estimation. Correct estimation of Formant/Bandwidth values depend on the model order thus, the requested number of poles. Overall, experimentation results indicate that the proposed methodology successfully estimates formant trajectories and their respective bandwidths.