Solution of a One-Dimension Heat Equation Using Higher-Order Finite Difference Methods and Their Stability

One-dimensional heat equation was solved for different higher-order finite difference schemes, namely, forward time and fourth-order centered space explicit method, backward time and fourth-order centered space implicit method, and fourth-order implicit Crank-Nicolson finite difference method. Higher-order schemes have complexity in computing values at the neighboring points to the boundaries. It is required there a specification of the values of field variables at some points exterior to the domain. The complexity was incorporated using Hicks approximation. The convergence and stability analysis was also computed for those higher-order finite difference explicit and implicit methods in case of solving a one dimensional heat equation. The obtained numerical results were compared with exact solutions. It is found that backward time and fourth-order centered space implicit scheme along with Hicks approximation performed well over the other mentioned higher-order approaches.

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.

Finite Difference Methods for the Time Fractional Advection-diffusion Equation

In this paper, three implicit finite difference methods are developed to solve one dimensional time fractional advection-diffusion equation. The fractional derivative is treated by applying right shifted Grünwald-Letnikov formula of order α ∈(0, 1). We investigate the stability analysis by using von Neumann method with mathematical induction and prove that these three proposed methods are unconditionally stable. Numerical results are presented to demonstrate the effectiveness of the schemes mentioned in this paper.

ONE-PARAMETER FINITE DIFFERENCE METHODS AND THEIR ACCELERATED SCHEMES FOR SPACE-FRACTIONAL SINE-GORDON EQUATIONS WITH DISTRIBUTED DELAY

This paper deals with numerical methods for solving one-dimensional(1D)and twodimensional(2D)initial-boundary value problems(IBVPs)of space-fractional sine-Gordon equations(SGEs)with distributed delay.For 1D problems,we construct a kind of oneparameter finite difference(OPFD)method.It is shown that,under a suitable condition,the proposed method is convergent with second order accuracy both in time and space.In implementation,the preconditioned conjugate gradient(PCG)method with the Strang circulant preconditioner is carried out to improve the computational efficiency of the OPFD method.For 2D problems,we develop another kind of OPFD method.For such a method,two classes of accelerated schemes are suggested,one is alternative direction implicit(ADI)scheme and the other is ADI-PCG scheme.In particular,we prove that ADI scheme can arrive at second-order accuracy in time and space.With some numerical experiments,the computational effectiveness and accuracy of the methods are further verified.Moreover,for the suggested methods,a numerical comparison in computational efficiency is presented.

ON THE FINITE DIFFERENCE METHODS FOR TWO DIMENSIONAL TURBULENCE BOUNDARY LAYER

In this paper,the author first establishes the general finite difference formula for the governing equations of the turbulent average velocities in a steady two dimensional incompressible fluid boundary layer-inner layer.Next, three key parameters of the difference scheme are determined respectively by several simple flow models with known analytical solutions.Finally a special five points difference system is given and its application value is showed by a numerical example for the vertical velocity distribution in an Ekman's layer.

Optimal l~∞ error estimates of finite difference methods for the coupled Gross-Pitaevskii equations in high dimensions

Due to the difficulty in obtaining the a priori estimate,it is very hard to establish the optimal point-wise error bound of a finite difference scheme for solving a nonlinear partial differential equation in high dimensions(2D or 3D).We here propose and analyze finite difference methods for solving the coupled GrossPitaevskii equations in two dimensions,which models the two-component Bose-Einstein condensates with an internal atomic Josephson junction.The methods which we considered include two conservative type schemes and two non-conservative type schemes.Discrete conservation laws and solvability of the schemes are analyzed.For the four proposed finite difference methods,we establish the optimal convergence rates for the error at the order of O(h^2+τ~2)in the l~∞-norm(i.e.,the point-wise error estimates)with the time stepτand the mesh size h.Besides the standard techniques of the energy method,the key techniques in the analysis is to use the cut-off function technique,transformation between the time and space direction and the method of order reduction.All the methods and results here are also valid and can be easily extended to the three-dimensional case.Finally,numerical results are reported to confirm our theoretical error estimates for the numerical methods.

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.

Integrating Krylov Deferred Correction and Generalized Finite Difference Methods for Dynamic Simulations of Wave Propagation Phenomena in Long-Time Intervals

In this paper,a high-accuracy numerical scheme is developed for long-time dynamic simulations of 2D and 3D wave propagation phenomena.In the derivation of the present approach,the second order time derivative of the physical quantity in the wave equation is treated as a substitution variable.Based on the temporal discretization with the Krylov deferred correction(KDC)technique,the original wave problem is then converted into the modified Helmholtz equation.The transformed boundary value problem(BVP)in space is efficiently simulated by using the meshless generalized finite difference method(GFDM)with Taylor series after truncating the second and fourth order approximations.The developed scheme is finally verified by four numerical experiments including cases with complicated domains or the temporally piecewise defined source function.Numerical results match with the analytical solutions and results by the COMSOL software,which demonstrates that the developed KDC-GFDM can allow large time-step sizes for wave propagation problems in longtime intervals.

Asymptotic Behavior of the Finite Difference and the Finite Element Methods for Parabolic Equations

The asymptotic convergence of the solution of the parabolic equation is proved. By the eigenvalues estimation, we obtain that the approximate solutions by the finite difference method and the finite element method are asymptotically convergent. Both methods are considered in continnous time.

An GPU accelerated finite difference method for heat transfer simulation

The heat transfer mathematic models are widely used in iron and steel industry area. Many computational models that represent this physical process is based on finite difference methods. The simulation of these phenomena demands a high computa- tional cost. In this paper we employ GPU for the development of algorithm for a two-dimensional heat transfer problem with f＇mite difference methods. The performance evaluation has been made and the comparison between CPU and GPU were discussed. The experimental result shows that GPU can solve this problem more efficiently when we need to divide calculation material into a large number of meshes.

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.

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.

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.

An explicit finite element－finite difference method for analyzing the effect of visco－elastic local topography on the earthquake motion

An explicit finite element-finite difference method for analyzing the effects of two-dimensional visco-elastic localtopography on earthquake ground motion is prOPosed in this paper. In the method, at first, the finite elementdiscrete model is formed by using the artificial boundary and finite element method, and the dynamic equationsof local nodes in the discrete model are obtained according to the theory of the special finite element method similar to the finite difference method, and then the explicit step-by-step integration formulas are presented by usingthe explicit difference method for solving the visco-elastic dynamic equation and Generalized Multi-transmittingBoundary. The method has the advantages of saving computing time and computer memory space, and it is suitable for any case of topography and has high computing accuracy and good computing stability.

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.

Numerical simulation of standing wave with 3D predictor-corrector finite difference method for potential flow equations

A three-dimensional （3D） predictor-corrector finite difference method for standing wave is developed. It is applied to solve the 3D nonlinear potential flow equa- tions with a free surface. The 3D irregular tank is mapped onto a fixed cubic tank through the proper coordinate transform schemes. The cubic tank is distributed by the staggered meshgrid, and the staggered meshgrid is used to denote the variables of the flow field. The predictor-corrector finite difference method is given to develop the difference equa- tions of the dynamic boundary equation and kinematic boundary equation. Experimental results show that, using the finite difference method of the predictor-corrector scheme, the numerical solutions agree well with the published results. The wave profiles of the standing wave with different amplitudes and wave lengths are studied. The numerical solutions are also analyzed and presented graphically.

Finite difference time domain method forward simulation of complex geoelectricity ground penetrating radar model

The ground penetrating radar(GPR) forward simulation all aims at the singular and regular models, such as sandwich model, round cavity, square cavity, and so on, which are comparably simple. But as to the forward of curl interface underground or “v” figure complex model, it is difficult to realize. So it is important to forward the complex geoelectricity model. This paper takes two Maxwell’s vorticity equations as departure point, makes use of the principles of Yee’s space grid model theory and the basic principle finite difference time domain method, and deduces a GPR forward system of equation of two dimensional spaces. The Mur super absorbed boundary condition is adopted to solve the super strong reflection on the interceptive boundary when there is the forward simulation. And a self-made program is used to process forward simulation to two typical geoelectricity model.

A fast explicit finite difference method for determination of wellhead injection pressure

A fast explicit finite difference method (FEFDM),derived from the differential equations of one-dimensional steady pipe flow,was presented for calculation of wellhead injection pressure.Recalculation with a traditional numerical method of the same equations corroborates well the reliability and rate of FEFDM.Moreover,a flow rate estimate method was developed for the project whose injection rate has not been clearly determined.A wellhead pressure regime determined by this method was successfully applied to the trial injection operations in Shihezi formation of Shenhua CCS Project,which is a good practice verification of FEFDM.At last,this method was used to evaluate the effect of friction and acceleration terms on the flow equation on the wellhead pressure.The result shows that for deep wellbore,the friction term can be omitted when flow rate is low and in a wide range of velocity the acceleration term can always be deleted.It is also shown that with flow rate increasing,the friction term can no longer be neglected.