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)

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.

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.

An efficient finite difference scheme for three-dimensional, non-equilibrium flows using operator splitting

An efficient finite difference scheme is presented for the inviscid terms of the three-dimensional, compressible flow equations for chemical non-equilibrium gases. This scheme represents an extension and an improvement of one proposed by the author, and includes operator splitting.

A TVD finite difference scheme with non-uniform meshes and without upstream weighting

We present a finite difference scheme, with the TVD (total variation diminishing) property, for scalar conservation laws. The scheme applies to non-uniform meshes, allowing for variable mesh spacing, and is without upstream weighting. When applied to systems of conservation laws, no scalar decomposition is required, nor are any artificial tuning parameters, and this leads to an efficient, robust algorithm.

A finite difference scheme for inviscid flows with non-eequilibrium chemistry and internal energy

A finite difference scheme is presented for the inviscid terms of the equations of compressible fluid dynamics with general non-equilibrium chemistry and internal energy.

A finite difference scheme for steady, supersonic, two-dimensional, compressible flow of real gases

A finite difference scheme is presented for the solution of the two-dimensional equations of steady, supersonic, compressible flow of real gases. The scheme incorparates numerical characteristic decomposition, is shock-capturing by design and incorporates space-marching as a result of the assumption that the flow is wholly supersonic in at least one space dimension. Results are shown for problems involving oblique hydraulic jumps and reflection from a wall.

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.

Finite element approximation of a sixth order nonlinear degenerate parabolic equation

We consider a finite element approximation of the sixth order nonlinear degenerate parabolic equation ut = ?.( b(u)? 2u), where generically b(u) := |u|? for any given ? ? (0,?). In addition to showing well-posedness of our approximation, we prove convergence in space dimensions d ? 3. Furthermore an iterative scheme for solving the resulting nonlinear discrete system is analysed. Finally some numerical experiments in one and two space dimensions are presented.

A hybrid data assimilation scheme for model parameter estimation: application to morphodynamic modelling

We present a novel algorithm for joint state-parameter estimation using sequential three dimensional variational data assimilation (3D Var) and demonstrate its application in the context of morphodynamic modelling using an idealised two parameter 1D sediment transport model. The new scheme combines a static representation of the state background error covariances with a flow dependent approximation of the state-parameter cross-covariances. For the case presented here, this involves calculating a local finite difference approximation of the gradient of the model with respect to the parameters. The new method is easy to implement and computationally inexpensive to run. Experimental results are positive with the scheme able to recover the model parameters to a high level of accuracy. We expect that there is potential for successful application of this new methodology to larger, more realistic models with more complex parameterisations.

Noether-type discrete conserved quantities arising from a finite element approximation of a variational problem

In this work, we prove a weak Noether-type Theorem for a class of variational problems that admit broken extremals. We use this result to prove discrete Noether-type conservation laws for a conforming finite element discretisation of a model elliptic problem. In addition, we study how well the finite element scheme satisfies the continuous conservation laws arising from the application of Noether’s first theorem (1918). We summarise extensive numerical tests, illustrating the conservation of the discrete Noether law using the p-Laplacian as an example and derive a geometric-based adaptive algorithm where an appropriate Noether quantity is the goal functional.

BOUND HYDROGENIC STATES IN A MAGNETIC FIELD: A FINITE-DIFFERENCE APPROACH

A finite-difference scheme is used to calculate bound electronic states of an electron in a hydrogen atom subject to a magnetic field. The numerical results are in good agreement with exact results, in the absence of the magnetic field, and with a two-parameters variational calculation, when the magnetic field is applied.

Alternate treatments of jacobian singularities in polar coordinates within finite-difference schemes

Jacobian singularities of differential operators in curvilinear coordinates occur when the Jacobian determinant of the curvilinear-to-Cartesian mapping vanishes, thus leading to unbounded coefficients in partial differential equations. Within a finite-difference scheme, we treat the singularity at the pole of polar coordinates by setting up complementary equations. Such equations are obtained by either integral or smoothness conditions. They are assessed by application to analytically solvable steady-state heat-conduction problems.

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)