A High Order Accurate Bound-Preserving Compact Finite Difference Scheme for Two-Dimensional Incompressible Flow

For solving two-dimensional incompressible flow in the vorticity form by the fourth-order compact finite difference scheme and explicit strong stability preserving temporal discretizations,we show that the simple bound-preserving limiter in Li et al.(SIAM J Numer Anal 56:3308–3345,2018)can enforce the strict bounds of the vorticity,if the velocity field satisfies a discrete divergence free constraint.For reducing oscillations,a modified TVB limiter adapted from Cockburn and Shu(SIAM J Numer Anal 31:607–627,1994)is constructed without affecting the bound-preserving property.This bound-preserving finite difference method can be used for any passive convection equation with a divergence free velocity field.

Analysis of Extended Fisher-Kolmogorov Equation in 2D Utilizing the Generalized Finite Difference Method with Supplementary Nodes

In this study,we propose an efficient numerical framework to attain the solution of the extended Fisher-Kolmogorov(EFK)problem.The temporal derivative in the EFK equation is approximated by utilizing the Crank-Nicolson scheme.Following temporal discretization,the generalized finite difference method(GFDM)with supplementary nodes is utilized to address the nonlinear boundary value problems at each time node.These supplementary nodes are distributed along the boundary to match the number of boundary nodes.By incorporating supplementary nodes,the resulting nonlinear algebraic equations can effectively satisfy the governing equation and boundary conditions of the EFK equation.To demonstrate the efficacy of our approach,we present three numerical examples showcasing its performance in solving this nonlinear problem.

Finite Difference-Peridynamic Differential Operator for Solving Transient Heat Conduction Problems

Transient heat conduction problems widely exist in engineering.In previous work on the peridynamic differential operator(PDDO)method for solving such problems,both time and spatial derivatives were discretized using the PDDO method,resulting in increased complexity and programming difficulty.In this work,the forward difference formula,the backward difference formula,and the centered difference formula are used to discretize the time derivative,while the PDDO method is used to discretize the spatial derivative.Three new schemes for solving transient heat conduction equations have been developed,namely,the forward-in-time and PDDO in space(FT-PDDO)scheme,the backward-in-time and PDDO in space(BT-PDDO)scheme,and the central-in-time and PDDO in space(CT-PDDO)scheme.The stability and convergence of these schemes are analyzed using the Fourier method and Taylor’s theorem.Results show that the FT-PDDO scheme is conditionally stable,whereas the BT-PDDO and CT-PDDO schemes are unconditionally stable.The stability conditions for the FT-PDDO scheme are less stringent than those of the explicit finite element method and explicit finite difference method.The convergence rate in space for these three methods is two.These constructed schemes are applied to solve one-dimensional and two-dimensional transient heat conduction problems.The accuracy and validity of the schemes are verified by comparison with analytical solutions.

Efficient Finite Difference WENO Scheme for Hyperbolic Systems withNon-conservativeProducts

Higher order finite difference weighted essentially non-oscillatory(WENO)schemes have been constructed for conservation laws.For multidimensional problems,they offer a high order accuracy at a fraction of the cost of a finite volume WENO or DG scheme of the comparable accuracy.This makes them quite attractive for several science and engineering applications.But,to the best of our knowledge,such schemes have not been extended to non-linear hyperbolic systems with non-conservative products.In this paper,we perform such an extension which improves the domain of the applicability of such schemes.The extension is carried out by writing the scheme in fluctuation form.We use the HLLI Riemann solver of Dumbser and Balsara(J.Comput.Phys.304:275-319,2016)as a building block for carrying out this extension.Because of the use of an HLL building block,the resulting scheme has a proper supersonic limit.The use of anti-diffusive fluxes ensures that stationary discontinuities can be preserved by the scheme,thus expanding its domain of the applicability.Our new finite difference WENO formulation uses the same WENO reconstruction that was used in classical versions,making it very easy for users to transition over to the present formulation.For conservation laws,the new finite difference WENO is shown to perform as well as the classical version of finite difference WENO,with two major advantages:(i)It can capture jumps in stationary linearly degenerate wave families exactly.(i)It only requires the reconstruction to be applied once.Several examples from hyperbolic PDE systems with non-conservative products are shown which indicate that the scheme works and achieves its design order of the accuracy for smooth multidimensional flows.Stringent Riemann problems and several novel multidimensional problems that are drawn from compressible Baer-Nunziato multiphase flow,multiphase debris flow and twolayer shallow water equations are also shown to document the robustness of the method.For some test problems that require well-balancing we have even been able to apply the scheme without any modification and obtain good results.Many useful PDEs may have stiff relaxation source terms for which the finite difference formulation of WENO is shown to provide some genuine advantages.

High-Order Bound-Preserving Finite Difference Methods for Multispecies and Multireaction Detonations

In this paper,we apply high-order finite difference(FD)schemes for multispecies and multireaction detonations(MMD).In MMD,the density and pressure are positive and the mass fraction of the ith species in the chemical reaction,say zi,is between 0 and 1,withΣz_(i)=1.Due to the lack of maximum-principle,most of the previous bound-preserving technique cannot be applied directly.To preserve those bounds,we will use the positivity-preserving technique to all the zi'is and enforceΣz_(i)=1 by constructing conservative schemes,thanks to conservative time integrations and consistent numerical fluxes in the system.Moreover,detonation is an extreme singular mode of flame propagation in premixed gas,and the model contains a significant stiff source.It is well known that for hyperbolic equations with stiff source,the transition points in the numerical approximations near the shocks may trigger spurious shock speed,leading to wrong shock position.Intuitively,the high-order weighted essentially non-oscillatory(WENO)scheme,which can suppress oscillations near the discontinuities,would be a good choice for spatial discretization.However,with the nonlinear weights,the numerical fluxes are no longer“consistent”,leading to nonconservative numerical schemes and the bound-preserving technique does not work.Numerical experiments demonstrate that,without further numerical techniques such as subcell resolutions,the conservative FD method with linear weights can yield better numerical approximations than the nonconservative WENO scheme.

New Finite Difference Mapped WENO Schemes with Increasingly High Order of Accuracy

In this paper,a new type of finite difference mapped weighted essentially non-oscillatory(MWENO)schemes with unequal-sized stencils,such as the seventh-order and ninthorder versions,is constructed for solving hyperbolic conservation laws.For the purpose of designing increasingly high-order finite difference WENO schemes,the equal-sized stencils are becoming more and more wider.The more we use wider candidate stencils,the bigger the probability of discontinuities lies in all stencils.Therefore,one innovation of these new WENO schemes is to introduce a new splitting stencil methodology to divide some fourpoint or five-point stencils into several smaller three-point stencils.By the usage of this new methodology in high-order spatial reconstruction procedure,we get different degree polynomials defined on these unequal-sized stencils,and calculate the linear weights,smoothness indicators,and nonlinear weights as specified in Jiang and Shu(J.Comput.Phys.126:202228,1996).Since the difference between the nonlinear weights and the linear weights is too big to keep the optimal order of accuracy in smooth regions,another crucial innovation is to present the new mapping functions which are used to obtain the mapped nonlinear weights and decrease the difference quantity between the mapped nonlinear weights and the linear weights,so as to keep the optimal order of accuracy in smooth regions.These new MWENO schemes can also be applied to compute some extreme examples,such as the double rarefaction wave problem,the Sedov blast wave problem,and the Leblanc problem with a normal CFL number.Extensive numerical results are provided to illustrate the good performance of the new finite difference MWENO schemes.

AWeighted Average Finite Difference Scheme for the Numerical Solution of Stochastic Parabolic Partial Differential Equations

In the present paper,the numerical solution of It?type stochastic parabolic equation with a timewhite noise process is imparted based on a stochastic finite difference scheme.At the beginning,an implicit stochastic finite difference scheme is presented for this equation.Some mathematical analyses of the scheme are then discussed.Lastly,to ascertain the efficacy and accuracy of the suggested technique,the numerical results are discussed and compared with the exact solution.

A High-Order Semi-Lagrangian Finite Difference Method for Nonlinear Vlasov and BGK Models

In this paper,we propose a new conservative high-order semi-Lagrangian finite difference(SLFD)method to solve linear advection equation and the nonlinear Vlasov and BGK models.The finite difference scheme has better computational flexibility by working with point values,especially when working with high-dimensional problems in an operator splitting setting.The reconstruction procedure in the proposed SLFD scheme is motivated from the SL finite volume scheme.In particular,we define a new sliding average function,whose cell averages agree with point values of the underlying function.By developing the SL finite volume scheme for the sliding average function,we derive the proposed SLFD scheme,which is high-order accurate,mass conservative and unconditionally stable for linear problems.The performance of the scheme is showcased by linear transport applications,as well as the nonlinear Vlasov-Poisson and BGK models.Furthermore,we apply the Fourier stability analysis to a fully discrete SLFD scheme coupled with diagonally implicit Runge-Kutta(DIRK)method when applied to a stiff two-velocity hyperbolic relaxation system.Numerical stability and asymptotic accuracy properties of DIRK methods are discussed in theoretical and computational aspects.

Efficient Finite Difference/Spectral Method for the Time Fractional Ito Equation Using Fast Fourier Transform Technic

A finite difference/spectral scheme is proposed for the time fractional Ito equation.The mass conservation and stability of the numerical solution are deduced by the energy method in the L^(2)norm form.To reduce the computation costs,the fast Fourier transform technic is applied to a pair of equivalent coupled differential equations.The effectiveness of the proposed algorithm is verified by the first numerical example.The mass conservation property and stability statement are confirmed by two other numerical examples.

Well-Posedness and a Finite Difference Approximation for a Mathematical Model of HPV-Induced Cervical Cancer

We present a first-order finite difference scheme for approximating solutions of a mathematical model of cervical cancer induced by the human papillomavirus (HPV), which consists of four nonlinear partial differential equations and a nonlinear first-order ordinary differential equation. The scheme is analyzed and used to provide an existence-uniqueness result. Numerical simulations are performed in order to demonstrate the first-order rate of convergence. A sensitivity analysis was done in order to compare the effects of two drug types, those that increase the death rate of HPV-infected cells, and those that increase the death rate of the precancerous cell population. The model predicts that treatments that affect the precancerous cell population by directly increasing the corresponding death rate are far more effective than those that increase the death rate of HPV-infected cells.

Numerical Study by Imposing the Finite Difference Method for Unsteady Casson Fluid Flow with Heat Flux

This article presents an investigation into the flow and heat transfer characteristics of an impermeable stretching sheet subjected to Magnetohydrodynamic Casson fluid. The study considers the influence of slip velocity, thermal radiation conditions, and heat flux. The investigation is conducted employing a robust numerical method that accounts for the impact of thermal radiation. This category of fluid is apt for characterizing the movement of blood within an industrial artery, where the flow can be regulated by a material designed to manage it. The resolution of the ensuing system of ordinary differential equations (ODEs), representing the described problem, is accomplished through the application of the finite difference method. The examination of flow and heat transfer characteristics, including aspects such as unsteadiness, radiation parameter, slip velocity, Casson parameter, and Prandtl number, is explored and visually presented through tables and graphs to illustrate their impact. On the stretching sheet, calculations, and descriptions of the local skin-friction coefficient and the local Nusselt number are conducted. In conclusion, the findings indicate that the proposed method serves as a straightforward and efficient tool for exploring the solutions of fluid models of this kind.

Post-stack reverse-time migration using a finite difference method based on triangular grids

Compared with other migration methods, reverse-time migration is based on a precise wave equation, not an approximation, and performs extrapolation in the depth domain rather than the time domain. It is highly accurate and not affected by strong subsurface structure complexity and horizontal velocity variations. The difference method based on triangular grids maintains the simplicity of the difference method and the precision of the finite element method. It can be used directly for forward modeling on models with complex top surfaces and migration without statics preprocessing. We apply a finite difference method based on triangular grids for post-stack reverse-time migration for the first time. Tests on model data verify that the combination of the two methods can achieve near-perfect results in application.

Improved finite difference method for pressure distribution of aerostatic bearing

An improved finite difference method （FDM）is described to solve existing problems such as low efficiency and poor convergence performance in the traditional method adopted to derive the pressure distribution of aerostatic bearings. A detailed theoretical analysis of the pressure distribution of the orifice-compensated aerostatic journal bearing is presented. The nonlinear dimensionless Reynolds equation of the aerostatic journal bearing is solved by the finite difference method. Based on the principle of flow equilibrium, a new iterative algorithm named the variable step size successive approximation method is presented to adjust the pressure at the orifice in the iterative process and enhance the efficiency and convergence performance of the algorithm. A general program is developed to analyze the pressure distribution of the aerostatic journal bearing by Matlab tool. The results show that the improved finite difference method is highly effective, reliable, stable, and convergent. Even when very thin gas film thicknesses （less than 2 Win）are considered, the improved calculation method still yields a result and converges fast.

The Precise Finite Difference Method for Seismic Modeling

D seismic modeling can be used to study the propagation of seismic wave exactly and it is also a tool of 3-D seismic data processing and interpretation. In this paper the arbitrary difference and precise integration are used to solve seismic wave equation, which means difference scheme for space domain and analytic integration for time domain. Both the principle and algorithm of this method are introduced in the paper. Based on the theory, the numerical examples prove that this hybrid method can lead to higher accuracy than the traditional finite difference method and the solution is very close to the exact one. Also the seismic modeling examples show the good performance of this method even in the case of complex surface conditions and complicated structures.

Using finite difference method to simulate casting thermal stress

Thermal stress simulation can provide a scientific reference to eliminate defects such as crack,residual stress centralization and deformation etc.,caused by thermal stress during casting solidification.To study the thermal stress distribution during casting process,a unilateral thermal-stress coupling model was employed to simulate 3D casting stress using Finite Difference Method(FDM),namely all the traditional thermal-elastic-plastic equations are numerically and differentially discrete.A FDM/FDM numerical simulation system was developed to analyze temperature and stress fields during casting solidification process.Two practical verifications were carried out,and the results from simulation basically coincided with practical cases.The results indicated that the FDM/FDM stress simulation system can be used to simulate the formation of residual stress,and to predict the occurrence of hot tearing.Because heat transfer and stress analysis are all based on FDM,they can use the same FD model,which can avoid the matching process between different models,and hence reduce temperature-load transferring errors.This approach makes the simulation of fluid flow,heat transfer and stress analysis unify into one single model.

COMPACT FINITE DIFFERENCE-FOURIER SPECTRAL METHOD FOR THREE-DIMENSIONAL INCOMPRESSIBLE NAVIER-STOKES EQUATIONS

A new compact finite difference-Fourier spectral hybrid method for solving the three dimensional incompressible Navier-Stokes equations is developed in the present paper. The fifth-order upwind compact finite difference schemes for the nonlinear convection terms in the physical space, and the sixth-order center compact schemes for the derivatives in spectral space are described, respectively. The fourth-order compact schemes in a single nine-point cell for solving the Helmholtz equations satisfied by the velocities and pressure in spectral space is derived and its preconditioned conjugate gradient iteration method is studied. The treatment of pressure boundary conditions and the three dimensional non-reflecting outflow boundary conditions are presented. Application to the vortex dislocation evolution in a three dimensional wake is also reported.

Equivalent low-order angular flux nonlinear finite difference equation of MOC transport calculation

The key issue in accelerating method of characteristics(MOC)transport calculations is in obtaining a completely equivalent low-order neutron transport or diffusion equation.Herein,an equivalent low-order angular flux nonlinear finite difference equation is proposed for MOC transport calculations.This method comprises three essential features:(1)the even parity discrete ordinates method is used to build a low-order angular flux nonlinear finite difference equation,and different boundary condition treatments are proposed;(2)two new defined factors,i.e.,the even parity discontinuity factor and odd parity discontinuity factor,are strictly defined to achieve equivalence between the low-order angular flux nonlinear finite difference method and MOC transport calculation;(3)the energy group and angle are decoupled to construct a symmetric linear system that is much easier to solve.The equivalence of this low-order angular flux nonlinear finite difference equation is analyzed for two-dimensional(2D)pin,2D assembly,and 2D C5G7 benchmark problems.Numerical results demonstrate that a low-order angular flux nonlinear finite difference equation that is completely equivalent to the pin-resolved transport equation is established.

Finite difference method for dynamic response analysis of anchorage system

Based on some assumptions, the dynamic analysis model of anchorage system is established. The dynamic governing equation is expressed as finite difference format and programmed by using MATLAB language. Compared with theoretical method, the finite difference method has been verified to be feasible by a case study. It is found that under seismic loading, the dynamic response of anchorage system is synchronously fluctuated with the seismic vibration. The change of displacement amplitude of material points is slight, and comparatively speaking, the displacement amplitude of the outside point is a little larger than that of the inside point, which shows amplification effect of surface. While the axial force amplitude transforms considerably from the inside to the outside. It increases first and reaches the peak value in the intersection between the anchoring section and free section, then decreases slowly in the free section. When considering damping effect of anchorage system, the finite difference method can reflect the time attenuation characteristic better, and the calculating result would be safer and more reasonable than the dynamic steady-state theoretical method. What is more, the finite difference method can be applied to the dynamic response analysis of harmonic and seismic random vibration for all kinds of anchor, and hence has a broad application prospect.

Implicit finite difference method for fractional percolation equation with Dirichlet and fractional boundary conditions

An implicit finite difference method is developed for a one-dimensional frac- tional percolation equation （FPE） with the Dirichlet and fractional boundary conditions. The stability and convergence are discussed for two special cases, i.e., a continued seep- age flow with a monotone percolation coefficient and a seepage flow with the fractional Neumann boundary condition. The accuracy and efficiency of the method are checked with two numerical examples.

The Stability Research for the Finite Difference Scheme of a Nonlinear Reaction-diffusion Equation

In the article, the fully discrete finite difference scheme for a type of nonlinear reaction-diffusion equation is established. Then the new function space is introduced and the stability problem for the finite difference scheme is discussed by means of variational approximation method in this function space. The approach used is of a simple characteristic in gaining the stability condition of the scheme.