High accuracy compact finite difference methods and their applications

Numerical simulation of complex flow fields with multi-scale structures is one of the most important and challenging branches of computational fluid dynamics. From linear analysis and numerical experiments it has been discovered that the higher-order accurate method can give reliable and efficient computational results, as well as better resolution of the complex flow fields with multi-scale structures. Compact finite difference schemes, which feature higher-order accuracy and spectral-like resolution with smaller stencils and easier application of boundary conditions, has attracted more and more interest and attention.

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.

HIGH ACCURACY FINITE VOLUME ELEMENT METHOD FOR TWO-POINT BOUNDARY VALUE PROBLEM OF SECOND ORDER ORDINARY DIFFERENTIAL EQUATIONS

In this paper, a high accuracy finite volume element method is presented for two-point boundary value problem of second order ordinary differential equation, which differs from the high order generalized difference methods. It is proved that the method has optimal order error estimate O(h3) in H1 norm. Finally, two examples show that the method is effective.

Numerical modeling of wave equation by a truncated high-order finite-difference method

Finite-difference methods with high-order accuracy have been utilized to improve the precision of numerical solution for partial differential equations. However, the computation cost generally increases linearly with increased order of accuracy. Upon examination of the finite-difference formulas for the first-order and second-order derivatives, and the staggered finite-difference formulas for the first-order derivative, we examine the variation of finite-difference coefficients with accuracy order and note that there exist some very small coefficients. With the order increasing, the number of these small coefficients increases, however, the values decrease sharply. An error analysis demonstrates that omitting these small coefficients not only maintain approximately the same level of accuracy of finite difference but also reduce computational cost significantly. Moreover, it is easier to truncate for the high-order finite-difference formulas than for the pseudospectral for- mulas. Thus this study proposes a truncated high-order finite-difference method, and then demonstrates the efficiency and applicability of the method with some numerical examples.

A COUPLING METHOD OF DIFFERENCE WITH HIGH ORDER ACCURACY AND BOUNDARY INTEGRAL EQUATION FOR EVOLUTIONARY EQUATION AND ITS ERROR ESTIMATES

In the present paper, a new numerical method for solving initial-boundary value problems of evolutionary equations is proposed and studied, combining difference method with high accuracy with boundary integral equation method. The numerical approximate schemes for both problems on a bounded or unbounded domain in R3 are proposed and their prior error estimates are obtained.

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.

High Order Compact Difference Scheme and Multigrid Method for 2D Elliptic Problems with Variable Coefficients and Interior/Boundary Layers on Nonuniform Grids

In this paper, a high order compact difference scheme and a multigrid method are proposed for solving two-dimensional (2D) elliptic problems with variable coefficients and interior/boundary layers on nonuniform grids. Firstly, the original equation is transformed from the physical domain (with a nonuniform mesh) to the computational domain (with a uniform mesh) by using a coordinate transformation. Then, a fourth order compact difference scheme is proposed to solve the transformed elliptic equation on uniform girds. After that, a multigrid method is employed to solve the linear algebraic system arising from the difference equation. At last, the numerical experiments on some elliptic problems with interior/boundary layers are conducted to show high accuracy and high efficiency of the present method.

Finite difference streamline diffusion method using nonconforming space for incompressible time-dependent Navier-Stokes equations

This paper proposes a new nonconforming finite difference streamline diffusion method to solve incompressible time-dependent Navier-Stokes equations with a high Reynolds number. The backwards difference in time and the Crouzeix-Raviart （CR） element combined with the P0 element in space are used. The result shows that this scheme has good stabilities and error estimates independent of the viscosity coefficient.

UNIFORM ERROR BOUNDS OF A CONSERVATIVE COMPACT FINITE DIFFERENCE METHOD FOR THE QUANTUM ZAKHAROV SYSTEM IN THE SUBSONIC LIMIT REGIME

In this paper,we consider a uniformly accurate compact finite difference method to solve the quantum Zakharov system(QZS)with a dimensionless parameter 0<ε≤1,which is inversely proportional to the acoustic speed.In the subsonic limit regime,i.e.,when 0<ε?1,the solution of QZS propagates rapidly oscillatory initial layers in time,and this brings significant difficulties in devising numerical algorithm and establishing their error estimates,especially as 0<ε?1.The solvability,the mass and energy conservation laws of the scheme are also discussed.Based on the cut-off technique and energy method,we rigorously analyze two independent error estimates for the well-prepared and ill-prepared initial data,respectively,which are uniform in both time and space forε∈(0,1]and optimal at the fourth order in space.Numerical results are reported to verify the error behavior.

Optimization of a global seventh-order dissipative compact finite-difference scheme by a genetic algorithm

A global seventh-order dissipative compact finite-difference scheme is optimized in terms of time stability. The dissipative parameters appearing in the boundary closures are assumed to be different, resulting in an optimization problem with several parameters determined by applying a generic algorithm. The optimized schemes are analyzed carefully from the aspects of the eigenvalue distribution, the ε-pseudospectra, the short time behavior, and the Fourier analysis. Numerical experiments for the Euler equations are used to show the effectiveness of the final recommended scheme.

Compact implicit integration factor methods for some complex-valued nonlinear equations

The compact implicit integration factor （cIIF） method is an efficient time discretization scheme for stiff nonlinear diffusion equations in two and three spatial dimensions. In the current work, we apply the cIIF method to some complex-valued nonlinear evolutionary equations such as the nonlinear SchrSdinger （NLS） equation and the complex Ginzburg-Landau （GL） equation. Detailed algorithm formulation and practical implementation of cIIF method are performed. The numerical results indicate that this method is very accurate and efficient.

Finite-difference time-domain studies of low-frequency stop band in superconductor-dielectric superlattice

The transmission coefficients of electromagnetic （EM） waves due to a superconductor-dielectric superlattice are numerically calculated. Shift operator finite difference time domain （SO-FDTD） method is used in the analysis. By using the SO-FDTD method, the transmission spectrum is obtained and its characteristics are investigated for different thicknesses of superconductor layers and dielectric layers, from which a stop band starting from zero frequency can be apparently observed. The relation between this low-frequency stop band and relative temperature, and also the London penetration depth at a superconductor temperature of zero degree are discussed, separately. The low-frequency stop band properties of superconductor-dielectric superlattice thus are well disclosed.

THE STUDY ON MEASURING TECHNIQUE OF PARTIAL DISCHARGE IN GAS INSULATED SWITCHGEAR USING ULTRA HIGH FREQUENCY METHOD WITH EXTERNAL SENSORS

Objective In order to find early latent faults and prevent catastrophic failures, diagnosis of insulation condition by measuring technique of partial discharge(PD) in gas insulated switchgear (GIS) is applied in this paper, which is one of the most basic ways for diagnosis of insulation condition. Methods Ultra high frequency(UHF) PD detection method by using internal sensors has been proved efficient, because it may avoid the disturbance of corona, but the sensor installation of this method will be limited by the structure and operation condition of GIS. There are some of electromagnetic (E-M) waves leak from the place of insulation spacer, therefore, the external sensors UHF measuring PD technique is applied, which isn't limited by the operation condition of GIS. Results This paper analyzes propagated electromagnetic (E-M) waves of partial discharge pulse excited by using the finite-difference time-domain (FDTD) method. The signal collected at the outer point is more complex than that of the inner point, and the signals' amplitude of outer is about half of the inner, because it propagates through spacer and insulation slot. Set up UHF PD measuring system. The typical PD in 252kV GIS bus bar was measured using PD detection UHF technique with external sensors. Finally, compare the results of UHF measuring technique using external sensors with the results of FDTD method simulation and the traditional IEC60270 method detection. Conclusion The results of experiment shows that the UHF technique can realize the diagnosis of insulation condition, the results of FDTD method simulation and the result UHF method detection can demonstrate each other, which gives references to further researches and application for UHF PD measuring technique.

A new alternating group explicit-implicit algorithm with high accuracy for dispersive equation

In this paper, a new alternating group explicit-implicit （nAGEI） scheme for dispersive equations with a periodic boundary condition is derived. This new unconditionally stable scheme has a fourth-order truncation error in space and a convergence ratio faster than some known alternating methods such as ASEI and AGE. Comparison in accuracy with the AGEI and AGE methods is presented in the numerical experiment.

A High-Order Compact Scheme with Square-Conservativity

In order to improve the accuracy of forecasts of atmospheric and oceanic phenomena which possess a wide range of space and time scales, it is crucial to design the high-order and stable schemes. On the basis of the explicit square-conservative scheme, a high-order compact explicit square-conservative scheme is proposed in this paper. This scheme not only keeps the square-conservative characteristics, but also is of high accuracy. The numerical example shows that this scheme has less computing errors and better computational stability, and it could be considered to be tested and used in many atmospheric and oceanic problems.

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.

Explicit High-Order Method to Solve Coupled Nonlinear Schrödinger Equations

Models of the coupled nonlinear Schrödinger equations submit various critical physical phenomena with a typical equation for optical fibres with linear refraction. In this article, we will presuppose the Compact Finite Difference method with Runge-Kutta of order 4 (explicit) method, which is sixth-order and fourth-order in space and time respectively, to solve coupled nonlinear Schrödinger equations. Many methods used to solve coupled nonlinear Schrödinger equations are second order in time and need to use extra-technique to rise up to fourth-order as Richardson Extrapolation technique. The scheme obtained is immediately fourth-order in one step. This approach is a conditionally stable method. The conserved quantities and the exact single soliton solution indicate the competence and accuracy of the article’s suggestion schemes. Furthermore, the article discusses the two solitons interaction dynamics.

含新型间断探测器的混合WCNS格式在间断无粘可压流的应用

为了让高精度数值格式在含间断和小尺度涡等复杂结构的超声速无粘可压缩流动情况下,仍能鲁棒地捕捉激波并快速得到流场高保真的模拟结果,研究了以子模板导数组合为基础的光滑度量算法,构造了精度与鲁棒性兼顾的新型间断探测器,使间断识别对小尺度涡也具有高分辨率;研究了混合加权紧致非线性格式(weighted compact nonlinear scheme, WCNS)方法,对流场中的光滑与间断区域分别使用线性与非线性加权格式求解,从而克服单一非线性格式在光滑区分辨率难以达到设计精度的问题。数值实验表明,使用新型间断探测器的混合WCNS格式对一维、二维Euler方程模拟结果良好,并且相比于在全流场使用局部特征分解的原始WCNS方法有计算效率的提高。

2维薛定谔方程的一种高精度紧致差分格式

该文对2维薛定谔方程利用局部一维化方法,将2维方程分裂为x、y方向的2个1维薛定谔方程,然后采用6阶紧致格式的离散方法来处理空间变量的2阶导数项,将薛定谔方程转化为一个常微分方程组.通过L-稳定Simpson方法对上述空间离散化得到的常微分方程进行离散化,得到了一种具有空间6阶精度和时间3阶精度的格式,并证明了该格式无条件稳定性.并通过数值模拟和对比方法验证了格式的有效性.

完全匹配层在矩阵式波动方程SBP-SAT方法应用

数值离散方法和截断边界效果是地震动模拟实现的关键。基于分部求和(summation-by-parts,SBP)和一致逼近(simultaneous approximation term,SAT)的SBP-SAT方法具有较高的稳定性,这使得该方法具备了较高的应用前景和价值。此外,完全匹配层(perfect matching layer,PML)是一种应用广泛用于模拟截断边界的技术,但引入匹配层可能会破坏原始方程的稳定性,特别是在各向异性介质或曲线域模型中。首先基于数理推导,给出弹性波动方程系数矩阵的对称形式。在此基础上,引入多轴完全匹配层(multi-axis perfect matching layer,MPML),并建立相应的匹配层方程。通过本征值分析,我们可以判断阻尼函数对原方程特征根实部的走向和取值范围的影响。然后,我们采用SBP-SAT方法对矩阵对称形式匹配层方程进行离散,并在频域中采用能量法进行稳定性评估。通过对不同模型的数值仿真,表明所提出的离散框架具有整合度高、稳定性好和拓展性强等特点。此外,多轴匹配层可以与SBP-SAT方法结合,可以稳定地模拟曲线域中的波传播。