Truncation errors in finite difference models for solute transport equation with first-order reaction

The truncation errors associated with finite difference solutions of the advection-dispersion equation with first-order reaction are formulated from a Taylor analysis. The error expressions are based on a general form of the corresponding difference equation and a temporally and spatially weighted parametric approach is used for differentiating among the various finite difference schemes. The numerical truncation errors are defined using Peclet and Courant numbers and a new Sink/Source dimensionless number. It is shown that all of the finite difference schemes suffer from truncation errors. Tn particular it is shown that the Crank-Nicolson approximation scheme does not have second order accuracy for this case. The effects of these truncation errors on the solution of an advection-dispersion equation with a first order reaction term are demonstrated by comparison with an analytical solution. The results show that these errors are not negligible and that correcting the finite difference scheme for them results in a more accurate solution. (C) 1999 Elsevier Science B.V. All rights reserved.

FTCS finite difference scheme GPGPU parallel computing for the heat conduction equation = Programación en paralelo GPGPU del método en diferencias finitas FTCS para la ecuación del calor

En el presente artículo se muestran las ventajas de la programación en paralelo resolviendo numéricamente la ecuación del calor en dos dimensiones a través del método de diferencias finitas explícito centrado en el espacio FTCS. De las conclusiones de este trabajo se pone de manifiesto la importancia de la programación en paralelo para tratar problemas grandes, en los que se requiere un elevado número de cálculos, para los cuales la programación secuencial resulta impracticable por el elevado tiempo de ejecución. En la primera sección se describe brevemente los conceptos básicos de programación en paralelo. Seguidamente se resume el método de diferencias finitas explícito centrado en el espacio FTCS aplicado a la ecuación parabólica del calor. Seguidamente se describe el problema de condiciones de contorno y valores iniciales específico al que se va a aplicar el método de diferencias finitas FTCS, proporcionando pseudocódigos de una implementación secuencial y dos implementaciones en paralelo. Finalmente tras la discusión de los resultados se presentan algunas conclusiones. In this paper the advantages of parallel computing are shown by solving the heat conduction equation in two dimensions with the forward in time central in space (FTCS) finite difference method. Two different levels of parallelization are consider and compared with traditional serial procedures. We show in this work the importance of parallel computing when dealing with large problems that are impractical or impossible to solve them with a serial computing procedure. In the first section a summary of parallel computing approach is presented. Subsequently, the forward in time central in space (FTCS) finite difference method for the heat conduction equation is outline, describing how the heat flow equation is derived in two dimensions and the particularities of the finite difference numerical technique considered. Then, a specific initial boundary value problem is solved by the FTCS finite difference method and serial and parallel pseudo codes are provided. Finally after results are discussed some conclusions are presented.

Assessment of a high-order finite difference upwind scheme for the simulation of convection-diffusion problems

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Bose-Einstein condensation dynamics in three dimensions by the pseudospectral and finite-difference methods

We suggest a pseudospectral method for solving the three-dimensional time-dependent Gross-Pitaevskii (GP) equation, and use it to study the resonance dynamics of a trapped Bose-Einstein condensate induced by a periodic variation in the atomic scattering length. When the frequency of oscillation of the scattering length is an even multiple of one of the trapping frequencies along the x, y or z direction, the corresponding size of the condensate executes resonant oscillation. Using the concept of the differentiation matrix, the partial-differential GP equation is reduced to a set of coupled ordinary differential equations, which is solved by a fourth-order adaptive step-size control Runge-Kutta method. The pseudospectral method is contrasted with the finite-difference method for the same problem, where the time evolution is performed by the Crank-Nicholson algorithm. The latter method is illustrated to be more suitable for a three-dimensional standing-wave optical-lattice trapping potential.

Finite-difference calculation of donor energy levels in a spherical quantum dot subject to a magnetic field

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing

2000 Mathematics Subject Classification: 65M06, 65M12.

Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

2000 Mathematics Subject Classification: 65M06, 65M12.

Coarse-grid higher order finite-difference time-domain algorithm with low dispersion errors

Higher order (2,4) FDTD schemes used for numerical solutions of Maxwell`s equations are focused on diminishing the truncation errors caused by the Taylor series expansion of the spatial derivatives. These schemes use a larger computational stencil, which generally makes use of the two constant coefficients, C-1 and C-2, for the four-point central-difference operators. In this paper we propose a novel way to diminish these truncation errors, in order to obtain more accurate numerical solutions of Maxwell`s equations. For such purpose, we present a method to individually optimize the pair of coefficients, C-1 and C-2, based on any desired grid size resolution and size of time step. Particularly, we are interested in using coarser grid discretizations to be able to simulate electrically large domains. The results of our optimization algorithm show a significant reduction in dispersion error and numerical anisotropy for all modeled grid size resolutions. Numerical simulations of free-space propagation verifies the very promising theoretical results. The model is also shown to perform well in more complex, realistic scenarios.

Finite-difference time-domain-based studies of MRI pulsed field gradient-induced eddy currents inside the human body

In modern magnetic resonance imaging (MRI), patients are exposed to strong, rapidly switching magnetic gradient fields that, in extreme cases, may be able to elicit nerve stimulation. This paper presents theoretical investigations into the spatial distribution of induced current inside human tissues caused by pulsed z-gradient fields. A variety of gradient waveforms have been studied. The simulations are based on a new, high-definition, finite-difference time-domain method and a realistic inhomogeneous 10-mm resolution human body model with appropriate tissue parameters. it was found that the eddy current densities are affected not only by the pulse sequences but by many parameters such as the position of the body inside the gradient set, the local biological material properties and the geometry of the body. The discussion contains a comparison of these results with previous results found in the literature. This study and the new methods presented herein will help to further investigate the biological effects caused by the switched gradient fields in a MRI scan. (C) 2002 Wiley Periodicals, Inc.

Finite difference time domain (FDTD) method for modeling the effect of switched gradients on the human body in MRI

Numerical modeling of the eddy currents induced in the human body by the pulsed field gradients in MRI presents a difficult computational problem. It requires an efficient and accurate computational method for high spatial resolution analyses with a relatively low input frequency. In this article, a new technique is described which allows the finite difference time domain (FDTD) method to be efficiently applied over a very large frequency range, including low frequencies. This is not the case in conventional FDTD-based methods. A method of implementing streamline gradients in FDTD is presented, as well as comparative analyses which show that the correct source injection in the FDTD simulation plays a crucial rule in obtaining accurate solutions. In particular, making use of the derivative of the input source waveform is shown to provide distinct benefits in accuracy over direct source injection. In the method, no alterations to the properties of either the source or the transmission media are required. The method is essentially frequency independent and the source injection method has been verified against examples with analytical solutions. Results are presented showing the spatial distribution of gradient-induced electric fields and eddy currents in a complete body model.

Existence of multiple solutions for finite difference approximations to second-order boundary value problems

Error condition detected We consider discrete two-point boundary value problems of the form D-2 y(k+1) = f (kh, y(k), D y(k)), for k = 1,...,n - 1, (0,0) = G((y(0),y(n));(Dy-1,Dy-n)), where Dy-k = (y(k) - Yk-I)/h and h = 1/n. This arises as a finite difference approximation to y" = f(x,y,y'), x is an element of [0,1], (0,0) = G((y(0),y(1));(y'(0),y'(1))). We assume that f and G = (g(0), g(1)) are continuous and fully nonlinear, that there exist pairs of strict lower and strict upper solutions for the continuous problem, and that f and G satisfy additional assumptions that are known to yield a priori bounds on, and to guarantee the existence of solutions of the continuous problem. Under these assumptions we show that there are at least three distinct solutions of the discrete approximation which approximate solutions to the continuous problem as the grid size, h, goes to 0. (C) 2003 Elsevier Science Ltd. All rights reserved.

A high definition, finite difference time domain method

A high definition, finite difference time domain (HD-FDTD) method is presented in this paper. This new method allows the FDTD method to be efficiently applied over a very large frequency range including low frequencies, which are problematic for conventional FDTD methods. In the method, no alterations to the properties of either the source or the transmission media are required. The method is essentially frequency independent and has been verified against analytical solutions within the frequency range 50 Hz-1 GHz. As an example of the lower frequency range, the method has been applied to the problem of induced eddy currents in the human body resulting from the pulsed magnetic field gradients of an MRI system. The new method only requires approximately 0.3% of the source period to obtain an accurate solution. (C) 2003 Elsevier Science Inc. All rights reserved.

Dynamics of the third order Lyness' difference equation

"Vegeu el resum a l'inici del document del fitxer adjunt"

On a non-autonomous difference equation

Abu-Saris and DeVault proposed two open problems about the difference equation x(n+1) = a(n)x(n)/x(n-1), n = 0, 1, 2,..., where a(n) not equal 0 for n = 0, 1, 2..., x(-1) not equal 0, x(0) not equal 0. In this paper we provide solutions to the two open problems. (c) 2004 Elsevier Inc. All rights reserved.