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%.

Properties of High-Order Finite Difference Schemes and Idealized Numerical Testing

Construction of high-order difference schemes based on Taylor series expansion has long been a hot topic in computational mathematics, while its application in comprehensive weather models is still very rare. Here, the properties of high-order finite difference schemes are studied based on idealized numerical testing, for the purpose of their application in the Global/Regional Assimilation and Prediction System(GRAPES) model. It is found that the pros and cons due to grid staggering choices diminish with higher-order schemes based on linearized analysis of the one-dimensional gravity wave equation. The improvement of higher-order difference schemes is still obvious for the mesh with smooth varied grid distance. The results of discontinuous square wave testing also exhibits the superiority of high-order schemes. For a model grid with severe non-uniformity and non-orthogonality, the advantage of high-order difference schemes is inapparent, as shown by the results of two-dimensional idealized advection tests under a terrain-following coordinate. In addition, the increase in computational expense caused by high-order schemes can be avoided by the precondition technique used in the GRAPES model. In general, a high-order finite difference scheme is a preferable choice for the tropical regional GRAPES model with a quasi-uniform and quasi-orthogonal grid mesh.

A FAMILY OF HIGH-ORDER ACCURACY EXPLICIT DIFFERENCE SCHEMES WITH BRANCHING STABILITY FOR SOLVING 3-D PARABOLIC PARTIAL DIFFERENTIAL EQUATION

A family of high-order accuracy explict difference schemes for solving 3-dimension parabolic P. D. E. is constructed. The stability condition is r = Deltat/Deltax(2) Deltat/Deltay(2) = Deltat/Deltaz(2) < 1/2 ,and the truncation error is 0(<Delta>t(2) + Deltax(4)).

A NEW HIGH-ORDER ACCURACY EXPLICIT DIFFERENCE SCHEME FOR SOLVING THREE-DIMENSIONAL PARABOLIC EQUATIONS

In this paper, a new three-level explicit difference scheme with high-order accuracy is proposed for solving three-dimensional parabolic equations. The stability condition is r = Delta t/Delta x(2) = Delta t/Delta gamma(2) = Delta t/Delta z(2) less than or equal to 1/4, and the truncation error is O(Delta t(2) + Delta x(4)).

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.

Compact finite difference schemes for the backward fractional Feynman–Kac equation with fractional substantial derivative

The fractional Feynman-Kac equations describe the distributions of functionals of non-Brownian motion, or anomalous diffusion, including two types called the forward and backward fractional Feynman-Kac equations, where the nonlocal time-space coupled fractional substantial derivative is involved. This paper focuses on the more widely used backward version. Based on the newly proposed approximation operators for fractional substantial derivative, we establish compact finite difference schemes for the backward fractional Feynman-Kac equation. The proposed difference schemes have the q-th(q = 1, 2, 3, 4) order accuracy in temporal direction and fourth order accuracy in spatial direction, respectively. The numerical stability and convergence in the maximum norm are proved for the first order time discretization scheme by the discrete energy method, where an inner product in complex space is introduced. Finally, extensive numerical experiments are carried out to verify the availability and superiority of the algorithms. Also, simulations of the backward fractional Feynman-Kac equation with Dirac delta function as the initial condition are performed to further confirm the effectiveness of the proposed methods.

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.

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.

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.

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.

A Compact Difference Scheme for Multi-point Boundary Value Problems of Heat Equations

In this paper,a compact difference scheme is established for the heat equations with multi-point boundary value conditions.The truncation error of the difference scheme is O(τ2+h^4),where t and h are the temporal step size and the spatial step size.A prior estimate of the difference solution in a weighted norm is obtained.The unique solvability,stability and convergence of the difference scheme are proved by the energy method.The theoretical statements for the solution of the difference scheme are supported by numerical examples.

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.

High Resolution Compact Finite Difference Schemes for Convection Dominated Problems

In this short article, the upwind and central compact finite difference schemes for spatial discretization of the first-order derivative are analyzed. Comparison of the schemes is provided and the best discretization scheme for convection dominated problems is suggested.

A－HIGH－ORDER ACCURACY EXPLICIT DIFFERENCE SCHEME FOR SOLVING THE EQUATION OF TWO－DIMENSIONAL PARABOLIC TYPE

In this paper. a three explicit difference shcemes with high order accuracy for solving the equations of two-dimensional parabolic type is proposed. The stability condition is r=△t/△x￣ 2=△t/△y￣2≤1/4 and the truncation error is O (△t￣2 + △x￣4 ).

Prediction of Better Flow Control Parameters in MHD Flows Using a High Accuracy Finite Difference Scheme

We have successfully attempted to solve the equations of full-MHD model within the framework of &Psi;- &omega;formulation with an objective to evaluate the performance of a new higher order scheme to predict better values of control parameters of the flow. In particular for MHD flows, magnetic field and electrical conductivity are the control parameters. In this work, the results from our efficient high order accurate scheme are compared with the results of second order method and significant discrepancies are noted in separation length, drag coefficient and mean Nusselt number. The governing Navier-Stokes equation is fully nonlinear due to its coupling with Maxwell’s equations. The momentum equation has several highly nonlinear body-force terms due to full-MHD model in cylindrical polar system. Our high accuracy results predict that a relatively lower magnetic field is sufficient to achieve full suppression of boundary layer and this is a favorable result for practical applications. The present computational scheme predicts that a drag-coefficient minimum can be achieved when &beta;=0.4 which is much lower when compared to the value &beta;=1 as given by second order method. For a special value of &beta;=0.65, it is found that the heat transfer rate is independent of electrical conductivity of the fluid. From the numerical values of physical quantities, we establish that the order of accuracy of the computed numerical results is fourth order accurate by using the method of divided differences.

Compact Difference Method for Time-Fractional Neutral Delay Nonlinear Fourth-Order Equation

In this paper, we present a compact finite difference method for a class of fourth-order nonlinear neutral delay sub-diffusion equations in two-dimensional space. The fourth-order problem is first transformed into a second-order system by a reduced-order method. Next by using compact operator to approximate the second order space derivatives and L2-1σ formula to approximate the time fractional derivative, the difference scheme which is fourth order in space and second order in time is obtained. Then, the existence and uniqueness of solution, the convergence rate of and the stability of the scheme are proved. Finally, numerical results are given to verify the accuracy and validity of the scheme.

Stabilized seventh-order dissipative compact scheme using simultaneous approximation terms

To ensure time stability of a seventh-order dissipative compact finite difference scheme, fourth-order boundary closures are used near domain boundaries previously. However, this would reduce the global convergence rate to fifth-order only. In this paper, we elevate the boundary closures to sixth-order to achieve seventh-order global accuracy. To keep the improved scheme time stable, the simultaneous approximation terms (SATs) are used to impose boundary conditions weakly. Eigenvalue analysis shows that the improved scheme is time stable. Numerical experiments for linear advection equations and one-dimensional Euler equations are implemented to validate the new 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.