Uniformly convergent finite element and finite difference methods for singularly perturbed ordinary differential equations

This thesis is concerned with uniformly convergent finite element and finite difference methods for numerically solving singularly perturbed two-point boundary value problems. We examine the following four problems: (i) high order problem of reaction-diffusion type; (ii) high order problem of convection-diffusion type; (iii) second order interior turning point problem; (iv) semilinear reaction-diffusion problem. Firstly, we consider high order problems of reaction-diffusion type and convection-diffusion type. Under suitable hypotheses, the coercivity of the associated bilinear forms is proved and representation results for the solutions of such problems are given. It is shown that, on an equidistant mesh, polynomial schemes cannot achieve a high order of convergence which is uniform in the perturbation parameter. Piecewise polynomial Galerkin finite element methods are then constructed on a Shishkin mesh. High order convergence results, which are uniform in the perturbation parameter, are obtained in various norms. Secondly, we investigate linear second order problems with interior turning points. Piecewise linear Galerkin finite element methods are generated on various piecewise equidistant meshes designed for such problems. These methods are shown to be convergent, uniformly in the singular perturbation parameter, in a weighted energy norm and the usual L2 norm. Finally, we deal with a semilinear reaction-diffusion problem. Asymptotic properties of solutions to this problem are discussed and analysed. Two simple finite difference schemes on Shishkin meshes are applied to the problem. They are proved to be uniformly convergent of second order and fourth order respectively. Existence and uniqueness of a solution to both schemes are investigated. Numerical results for the above methods are presented.

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.

A study of finite-difference methods as applied to hypersonic viscous shock-layer equations

"Contract no. Nonr 2653(00)."

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.

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.

Binaural Reproduction of Finite Difference Simulations Using Spherical Array Processing

Due to its efficiency and simplicity, the finite-difference time-domain method is becoming a popular choice for solving wideband, transient problems in various fields of acoustics. So far, the issue of extracting a binaural response from finite difference simulations has only been discussed in the context of embedding a listener geometry in the grid. In this paper, we propose and study a method for binaural response rendering based on a spatial decomposition of the sound field. The finite difference grid is locally sampled using a volumetric array of receivers, from which a plane wave density function is computed and integrated with free-field head related transfer functions, in the spherical harmonics domain. The volumetric array is studied in terms of numerical robustness and spatial aliasing. Analytic formulas that predict the performance of the array are developed, facilitating spatial resolution analysis and numerical binaural response analysis for a number of finite difference schemes. Particular emphasis is placed on the effects of numerical dispersion on array processing and on the resulting binaural responses. Our method is compared to a binaural simulation based on the image method. Results indicate good spatial and temporal agreement between the two methods.

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.

Coupled 3-D finite difference time domain and finite volume methods for solving microwave heating in porous media

Computational results for the microwave heating of a porous material are presented in this paper. Combined finite difference time domain and finite volume methods were used to solve equations that describe the electromagnetic field and heat and mass transfer in porous media. The coupling between the two schemes is through a change in dielectric properties which were assumed to be dependent both on temperature and moisture content. The model was able to reflect the evolution of temperature and moisture fields as the moisture in the porous medium evaporates. Moisture movement results from internal pressure gradients produced by the internal heating and phase change.

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.

Immersed Boundary Method for generalised finite volume and finite difference Navier-Stokes solvers

In Immersed Boundary Methods (IBM) the effect of complex geometries is introduced through the forces added in the Navier-Stokes solver at the grid points in the vicinity of the immersed boundaries. Most of the methods in the literature have been used with Cartesian grids. Moreover many of the methods developed in the literature do not satisfy some basic conservation properties (the conservation of torque, for instance) on non-uniform meshes. In this paper we will follow the RKPM method originated by Liu et al. [1] to build locally regularized functions that verify a number of integral conditions. These local approximants will be used both for interpolating the velocity field and for spreading the singular force field in the framework of a pressure correction scheme for the incompressible Navier-Stokes equations. We will also demonstrate the robustness and effectiveness of the scheme through various examples. Copyright © 2010 by ASME.

Analysis of modes in a freestanding microsquare resonator by 3-D finite-difference time-domain

Modes in a microsquare resonator slab with strong vertical waveguide consisting of air/semiconductor/air are analyzed by three-dimensional (3-D) finite-difference time-domain simulation, and compared with that of two-dimensional (2-D) simulation under effective index approximation. Mode frequencies and field distributions inside the resonator obtained by the 3-D simulation are in good agreement with those of the 2-D approximation. However, field distributions at the boundary of the resonator obtained by 3-D simulation are different from that of the 2-D simulation, especially the vertical field distribution near the boundary is great different from that of the slab waveguide, which is used in the effective index approximation. Furthermore the quality factors obtained by 3-D simulation are much larger. than that by 2-D simulation for the square resonator slab with the strong vertical waveguide.