Stability Analysis of Inverse Lax-Wendroff Procedure for a High order Compact Finite Difference Schemes

This paper considers the finite difference(FD)approximations of diffusion operators and the boundary treatments for different boundary conditions.The proposed schemes have the compact form and could achieve arbitrary even order of accuracy.The main idea is to make use of the lower order compact schemes recursively,so as to obtain the high order compact schemes formally.Moreover,the schemes can be implemented efficiently by solving a series of tridiagonal systems recursively or the fast Fourier transform(FFT).With mathematical induction,the eigenvalues of the proposed differencing operators are shown to be bounded away from zero,which indicates the positive definiteness of the operators.To obtain numerical boundary conditions for the high order schemes,the simplified inverse Lax-Wendroff(SILW)procedure is adopted and the stability analysis is performed by the Godunov-Ryabenkii method and the eigenvalue spectrum visualization method.Various numerical experiments are provided to demonstrate the effectiveness and robustness of our algorithms.

THE THREE-POINT FIFTH-ORDER ACCURATE GENERALIZED COMPACT SCHEME AND ITS APPLICATIONS

A three-point fifth-order accurate generalized compact scheme (GC scheme) with a spectral-like resolution is constructed in a general way. The scheme satisfies the principle of stability and the principle about suppression of the oscillations, therefore numerical errors can decay automatically and no spurious oscillations are generated around shocks. The third-order TVD type Runge-Kutta method is employed for the time integration, thus making the GC scheme best suited for unsteady problems. Numerical results show that the GC scheme is shock-capturing. The time-dependent boundary conditions proposed by Thompson are well employed when the algorithm is applied to the Euler equations of gas dynamics.

GROUP VELOCITY CONTROL SCHEME WITH LOW DISSIPATION

In order to prevent smearing the discontinuity, a modified term is added to the third order Upwind Compact Difference scheme to lower the dissipation error. Moreover, the dispersion error is controled to hold back the non physical oscillation by means of the group velocity control. The scheme is used to simulate the interactions of shock density stratified interface and the disturbed interface developing to vortex rollers. Numerical results are satisfactory.

SMALL-STENCIL PAD SCHEMES TO SOLVE NONLINEAR EVOLUTION EQUATIONS

A set of small-stencil new Pade schemes with the same denominator are presented to solve high-order nonlinear evolution equations. Using this scheme, the fourth-order precision can not only be kept, but also the final three-diagonal discrete systems are solved by simple Doolittle methods, or ODE systems by Runge-Kutta technique. Numerical samples show that the schemes are very satisfactory. And the advantage of the schemes is very clear compared to other finite difference schemes.

High-order maximum-principle-preserving and positivity-preserving weighted compact nonlinear schemes for hyperbolic conservation laws

In this paper,the maximum-principle-preserving(MPP)and positivitypreserving(PP)flux limiting technique will be generalized to a class of high-order weighted compact nonlinear schemes(WCNSs)for scalar conservation laws and the compressible Euler systems in both one and two dimensions.The main idea of the present method is to rewrite the scheme in a conservative form,and then define the local limiting parameters via case-by-case discussion.Smooth test problems are presented to demonstrate that the proposed MPP/PP WCNSs incorporating a third-order Runge-Kutta method can attain the desired order of accuracy.Other test problems with strong shocks and high pressure and density ratios are also conducted to testify the performance of the schemes.

A CLASS OF COMPACT UPWIND TVD DIFFERENCE SCHEMES

A new method was proposed for constructing total variation diminishing （TVD） upwind schemes in conservation forms. Two limiters were used to prevent nonphysical oscillations across discontinuity. Both limiters can ensure the nonlinear compact schemes TVD property. Two compact TVD （CTVD） schemes were tested, one is thirdorder accuracy, and the other is fifth-order. The performance of the numerical algorithms was assessed by one-dimensional complex waves and Riemann problems, as well as a twodimensional shock-vortex interaction and a shock-boundary flow interaction. Numerical results show their high-order accuracy and high resolution, and low oscillations across discontinuities.

New optimized flux difference schemes for improving high-order weighted compact nonlinear scheme with applications

To improve the spectral characteristics of the high-order weighted compact nonlinear scheme(WCNS),optimized flux difference schemes are proposed.The disadvantages in previous optimization routines,i.e.,reducing formal orders,or extending stencil widths,are avoided in the new optimized schemes by utilizing fluxes from both cell-edges and cell-nodes.Optimizations are implemented with Fourier analysis for linear schemes and the approximate dispersion relation(ADR)for nonlinear schemes.Classical difference schemes are restored near discontinuities to suppress numerical oscillations with use of a shock sensor based on smoothness indicators.The results of several benchmark numerical tests indicate that the new optimized difference schemes outperform the classical schemes,in terms of accuracy and resolution for smooth wave and vortex,especially for long-time simulations.Using optimized schemes increases the total CPU time by less than 4%.

NUMERICAL SCHEMES WITH HIGH ORDER OF ACCURACY FOR THE COMPUTATION OF SHOCK WAVES

High order accurate scheme is highly desirable for Slow computation with shocks. After analysis has been made for the reason of the generation of non-physical oscillations around the shock in numerical computations, a third-order, upwind biased, shock capturing scheme was proposed. Also, a new shock fitting method, called pseudo shock fitting method, was suggested, which in principle can be with any order of accuracy. Test cases for one dimensional flows show that the new method is very satisfactory.

High Order of Accuracy for Poisson Equation Obtained by Grouping of Repeated Richardson Extrapolation with Fourth Order Schemes

In this article,we improve the order of precision of the two-dimensional Poisson equation by combining extrapolation techniques with high order schemes.The high order solutions obtained traditionally generate non-sparse matrices and the calculation time is very high.We can obtain sparse matrices by applying compact schemes.In this article,we compare compact and exponential finite difference schemes of fourth order.The numerical solutions are calculated in quadruple precision(Real*16 or extended precision)in FORTRAN language,and iteratively obtained until reaching the round-off error magnitude around 1.0E−32.This procedure is performed to ensure that there is no iteration error.The Repeated Richardson Extrapolation(RRE)method combines numerical solutions in different grids,determining higher orders of accuracy.The main contribution of this work is based on a process that initializes with fourth order solutions combining with RRE in order to find solutions of sixth,eighth,and tenth order of precision.The multigrid Full Approximation Scheme(FAS)is also applied to accelerate the convergence and obtain the numerical solutions on the fine grids.

Three-point explicit compact difference scheme with arbitrary order of accuracy and its application in CFD

Based on the successive iteration in the Taylor series expansion method, a three-point explicit compact difference scheme with arbitrary order of accuracy is derived in this paper. Numerical characteristics of the scheme are studied by the Fourier analysisl Unlike the conventional compact difference schemes which need to solve the equation to obtain the unknown derivatives in each node, the proposed scheme is explicit and can achieve arbitrary order of accuracy in space. Application examples for the convectiondiffusion problem with a sharp front gradient and the typical lid-driven cavity flow are given. It is found that the proposed compact scheme is not only simple to implement and economical to use, but also is effective to simulate the convection-dominated problem and obtain high-order accurate solution in coarse grid systems.

Comments on Three-point explicit compact difference scheme with arbitrary order of accuracy and its application in CFD

The explicit compact difference scheme, proposed in Three-point explicit compact difference scheme with arbitrary order of accuracy and its application in CFD by Lin et al., published in Applied Mathematics and Mechanics （English Edition）, 2007, 28（7）, 943-953, has the same performance as the conventional finite difference schemes. It is just another expression of the conventional finite difference schemes. The proposed expression does not have the advantages of a compact difference scheme. Nonetheless, we can more easily obtain and implement compared with the conventional expression in which the coefficients can only be obtained by solving equations, especially for higher accurate schemes.

Two Energy-Preserving Compact Finite Difference Schemes for the Nonlinear Fourth-Order Wave Equation

In this paper,two fourth-order compact finite difference schemes are derived to solve the nonlinear fourth-order wave equation which can be viewed as a generalized model from the nonlinear beam equation.Differing from the existing compact finite difference schemes which preserve the total energy in a recursive sense,the new schemes are proved to per-fectly preserve the total energy in the discrete sense.By using the standard energy method and the cut-off function technique,the optimal error estimates of the numerical solutions are established,and the convergence rates are of O(h^(4)+τ^(2))with mesh-size h and time-step τ.In order to improve the computational efficiency,an iterative algorithm is proposed as the outer solver and the double sweep method for pentadiagonal linear algebraic equations is introduced as the inner solver to solve the nonlinear difference schemes at each time step.The convergence of the iterative algorithm is also rigorously analyzed.Several numerical results are carried out to test the error estimates and conservative properties.

Overlapping Domain Decomposition Finite Difference Algorithm for Compact Difference Scheme of the Heat Conduction Equation

In this paper, a modified additive Schwarz finite difference algorithm is applied in the heat conduction equation of the compact difference scheme. The algorithm is on the basis of domain decomposition and the subspace correction. The basic train of thought is the introduction of the units function decomposition and reasonable distribution of the overlap of correction. The residual correction is conducted on each subspace while the computation is completely parallel. The theoretical analysis shows that this method is completely characterized by parallel.

A Compact Explicit Difference Scheme of High Accuracy for Extended Boussinesq Equations

Presented here is a compact explicit difference scheme of high accuracy for solving the extended Boussinesq equations. For time discretization, a three-stage explicit Runge-Kutta method with TVD property is used at predicting stage, a cubic spline function is adopted at correcting stage, which made the time discretization accuracy up to fourth order; For spatial discretization, a three-point explicit compact difference scheme with arbitrary order accuracy is employed. The extended Boussinesq equations derived by Beji and Nadaoka are solved by the proposed scheme. The numerical results agree well with the experimental data. At the same time, the comparisons of the two numerical results between the present scheme and low accuracy difference method are made, which further show the necessity of using high accuracy scheme to solve the extended Boussinesq equations. As a valid sample, the wave propagation on the rectangular step is formulated by the present scheme, the modelled results are in better agreement with the experimental data than those of Kittitanasuan.

Compact Extrapolation Schemes for a Linear Schrodinger Equation

This paper proposes a kind of compact extrapolation schemes for a linear Schr?dinger equation. The schemes are convergent with fourth-order accuracy both in space and time. Especially, a specific scheme of sixth-order accuracy in space is given. The stability and discrete invariants of the schemes are analyzed. The schemes satisfy discrete conservation laws of original Schr?dinger equation. The numerical example indicates the efficiency of the new schemes.

A Compact Finite Volume Scheme for the Multi-Term Time Fractional Sub-Diffusion Equation

In this paper, we introduce high-order finite volume methods for the multi-term time fractional sub-diffusion equation. The time fractional derivatives are described in Caputo’s sense. By using some operators, we obtain the compact finite volume scheme have high order accuracy. We use a compact operator to deal with spatial direction;then we can get the compact finite volume scheme. It is proved that the finite volume scheme is unconditionally stable and convergent in L∞-norm. The convergence order is O(τ2-α + h4). Finally, two numerical examples are given to confirm the theoretical results. Some tables listed also can explain the stability and convergence of the scheme.

NONLINEAR EVOLUTION ANALYSIS OF T-S DISTURBANCE WAVE AT FINITE AMPLITUDE IN NONPARALLEL BOUNDARY LAYERS

The nonlinear evolution problem in nonparallel boundary layer stability was studied. The relative parabolized stability equations of nonlinear nonparallel boundary layer were derived. The developed numerical method, which is very effective, was used to study the nonlinear evolution. of T-S disturbance wave at finite amplitudes. Solving nonlinear equations of different modes by using predictor-corrector and iterative approach, which is uncoupled between modes, improving computational accuracy by using high order compact differential scheme, satisfying normalization condition I determining tables of nonlinear terms at different modes, and implementing stably the spatial marching, were included in this method. With different initial amplitudes, the nonlinear evolution of T-S wave was studied. The nonlinear nonparallel results of examples compare with data of direct numerical simulations (DNS) using full Navier-Stokes equations.

Developing shock-capturing difference methods

A new shock-capturing method is proposed which is based on upwind schemes and flux-vector splittings. Firstly, original upwind schemes are projected along characteristic directions. Secondly, the amplitudes of the characteristic decompositions are carefully controlled by limiters to prevent non-physical oscillations. Lastly, the schemes are converted into conservative forms, and the oscillation-free shock-capturing schemes are acquired. Two explicit upwind schemes （2nd-order and 3rd-order） and three compact upwind schemes （3rd-order, 5th-order and 7th-order） are modified by the method for hyperbolic systems and the modified schemes are checked on several one-dimensional and two-dimensional test cases. Some numerical solutions of the schemes are compared with those of a WENO scheme and a MP scheme as well as a compact-WENO scheme. The results show that the method with high order accuracy and high resolutions can capture shock waves smoothly.

Study of numerical errors in direct numerical simulation and large eddy simulation

By comparing the energy spectrum and total kinetic energy, the effects of numerical errors （which arise from aliasing and discretization errors）, subgrid-scale （SGS） models, and their interactions on direct numerical simulation （DNS） and large eddy simulation （LES） are investigated, The decaying isotropic turbulence is chosen as the test case. To simulate complex geometries, both the spectral method and Pade compact difference schemes are studied. The truncated Navier-Stokes （TNS） equation model with Pade discrete filter is adopted as the SGS model. It is found that the discretization error plays a key role in DNS. Low order difference schemes may be unsuitable. However, for LES, it is found that the SGS model can represent the effect of small scales to large scales and dump the numerical errors. Therefore, reasonable results can also be obtained with a low order discretization scheme.

Efficient high-order immersed interface methods for heat equations with interfaces

An efficient high-order immersed interface method （IIM） is proposed to solve two-dimensional （2D） heat problems with fixed interfaces on Cartesian grids, which has the fourth-order accuracy in the maximum norm in both time and space directions. The space variable is discretized by a high-order compact （HOC） difference scheme with correction terms added at the irregular points. The time derivative is integrated by a Crank-Nicolson and alternative direction implicit （ADI） scheme. In this case, the time accuracy is just second-order. The Richardson extrapolation method is used to improve the time accuracy to fourth-order. The numerical results confirm the convergence order and the efficiency of the method.