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.

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 three level linearized compact difference scheme for the Cahn-Hilliard equation

This article is devoted to the study of high order accuracy difference methods tor the Cahn-rnmara equation. A three level linearized compact difference scheme is derived. The u^ique solvability and uaconditional convergence of the difference solution are proved. The convergence order is O（T2＋h4） in the maximum norm. The mass conservation and the non-increase of the total energy are also verified. Some numerical examples are given to demonstrate the theoretical results.

A Compact Difference Scheme for an Evolution Equation with a Weakly Singular Kernel

This paper is concerned with a compact difference scheme with the truncation error of order 3/2 for time and order 4 for space to an evolution equation with a weakly singular kernel.The integral term is treated by means of the second order convolution quadrature suggested by Lubich.The stability and convergence are proved by the energy method.A numerical experiment is reported to verify the theoretical predictions.

A Compact Difference Scheme on Graded Meshes for the Nonlinear Fractional Integro-differential Equation with Non-smooth Solutions

In this paper,a compact finite difference scheme for the nonlinear fractional integro-differential equation with weak singularity at the initial time is developed,with O(N^(-(2-α))+M^(-4))accuracy order,where N;M denote the numbers of grids in temporal and spatial direction,α ∈(0,1)is the fractional order.To recover the full accuracy based on the regularity requirement of the solution,we adopt the L1 method and the trapezoidal product integration(PI)rule with graded meshes to discretize the Caputo derivative and the Riemann-Liouville integral,respectively,further handle the nonlinear term carefully by the Newton linearized method.Based on the discrete fractional Gr¨onwall inequality and preserved discrete coefficients of Riemann-Liouville fractional integral,the stability and convergence of the proposed scheme are analyzed by the energy method.Theoretical results are also confirmed by a numerical example.

Linearly Compact Difference Scheme for the Two-Dimensional Kuramoto-Tsuzuki Equation with the Neumann Boundary Condition

In this paper,we analyze and test a high-order compact difference scheme numerically for solving a two-dimensional nonlinear Kuramoto-Tsuzuki equation under the Neumann boundary condition.A three-level average technique is utilized,thereby leading to a linearized difference scheme.The main work lies in the pointwise error estimate in H^(2)-norm.The optimal fourth-order convergence order is proved in combination of induction,the energy method and the embedded inequality.Moreover,we establish the stability of the difference scheme with respect to the initial value under very mild condition,however,does not require any step ratio restriction.Extensive numerical examples with/without exact solutions under diverse cases are implemented to validate the theoretical results.

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.

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.

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.

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.

COMPACT FOURTH-ORDER FINITE DIFFERENCE SCHEMES FOR HELMHOLTZ EQUATION WITH HIGH WAVE NUMBERS

In this paper, two fourth-order accurate compact difference schemes are presented for solving the Helmholtz equation in two space dimensions when the corresponding wave numbers are large. The main idea is to derive and to study a fourth-order accurate compact difference scheme whose leading truncation term, namely, the O（h^4） term, is independent of the wave number and the solution of the Helmholtz equation. The convergence property of the compact schemes are analyzed and the implementation of solving the resulting linear algebraic system based on a FFT approach is considered. Numerical results are presented, which support our theoretical predictions.

OPTIMAL POINT-WISE ERROR ESTIMATE OF A COMPACT FINITE DIFFERENCE SCHEME FOR THE COUPLED NONLINEAR SCHRODINGER EQUATIONS

In this paper, we analyze a compact finite difference scheme for computing a coupled nonlinear SchrSdinger equation. The proposed scheme not only conserves the totM mass and energy in the discrete level but also is decoupled and linearized in practical computa- tion. Due to the difficulty caused by compact difference on the nonlinear term, it is very hard to obtain the optimal error estimate without any restriction on the grid ratio. In order to overcome the difficulty, we transform the compact difference scheme into a special and equivalent vector form, then use the energy method and some important lemmas to obtain the optimal convergent rate, without any restriction on the grid ratio, at the order of O（h4 ＋r2） in the discrete L∞ -norm with time step - and mesh size h. Finally, numerical results are reported to test our theoretical results of the proposed scheme.

Compact Finite Difference Scheme for the Fourth-Order Fractional Subdiffusion System

In this paper,we study a high-order compact difference scheme for the fourth-order fractional subdiffusion system.We consider the situation in which the unknown function and its first-order derivative are given at the boundary.The scheme is shown to have high order convergence.Numerical examples are given to verify the theoretical results.

A Consistent Fourth-Order Compact Finite Difference Scheme for Solving Vorticity-Stream Function Form of Incompressible Navier-Stokes Equations

The inconsistent accuracy and truncation error in the treatment of boundary usually leads to performance defects,such as decreased accuracy and even numerical instability,of the entire computational method,especially for higher order methods.In this work,we construct a consistent fourth-order compact finite difference scheme for solving two-dimensional incompressible Navier-Stokes(N-S)equations.In the pro-posed method,the main truncation error term of the boundary scheme is kept the same as that of the interior compact finite difference scheme.With such a feature,the nu-merical stability and accuracy of the entire computation can be maintained the same as the interior compact finite difference scheme.Numerical examples show the effec-tiveness and accuracy of the present consistent compact high order scheme in L^(∞).Its application to two dimensional lid-driven cavity flow problem further exhibits that un-der the same condition,the computed solution with the present scheme is much close to the benchmark in comparison to those from the 4^(th)order explicit scheme.The compact finite difference method equipped with the present consistent boundary technique im-proves much the stability of the whole computation and shows its potential application to incompressible flow of high Reynolds number.

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.

FOURTH-ORDER COMPACT SCHEMES FOR HELMHOLTZ EQUATIONS WITH PIECEWISE WAVE NUMBERS IN THE POLAR COORDINATES

In this paper, fourth-order compact finite difference schemes are proposed for solving Helmholtz equation with piecewise wave numbers in polar coordinates with axis-symmetric and in some cases that the solution depends both of independent variables. The idea of the immersed interface method is applied to deal with the discontinuities in the wave number and certain derivatives of the solution. Numerical experiments are included to confirm the accuracy and efficiency of the proposed method.

Estimation of 1-dimensional nonlinear stochastic differential equations based on higher-order partial differential equation numerical scheme and its application

A method based on higher-order partial differential equation （PDE） numerical scheme are proposed to obtain the transition cumulative distribution function （CDF） of the diffusion process （numerical differentiation of the transition CDF follows the transition probability density function （PDF））, where a transformation is applied to the Kolmogorov PDEs first, then a new type of PDEs with step function initial conditions and 0, 1 boundary conditions can be obtained. The new PDEs are solved by a fourth-order compact difference scheme and a compact difference scheme with extrapolation algorithm. After extrapolation, the compact difference scheme is extended to a scheme with sixth-order accuracy in space, where the convergence is proved. The results of the numericM tests show that the CDF approach based on the compact difference scheme to be more accurate than the other estimation methods considered; however, the CDF approach is not time-consuming. Moreover, the CDF approach is used to fit monthly data of the Federal funds rate between 1983 and 2000 by CKLS model.

A HIGH-ORDER PAD SCHEME FOR KORTEWEG-DE VRIES EQUATIONS

A high-order finite difference Pade scheme also called compact scheme for solving Korteweg-de Vries （KdV） equations, which preserve energy and mass conservations, was developed in this paper. This structure-preserving algorithm has been widely applied in these years for its advantage of maintaining the inherited properties. For spatial discretization, the authors obtained an implicit compact scheme by which spatial derivative terms may be approximated through combining a few knots. By some numerical examples including propagation of single soliton and interaction of two solitons, the scheme is proved to be effective.

An Efficient Cartesian Grid-Based Method for Scattering Problems with Inhomogeneous Media

Boundary integral equations provide a powerful tool for the solution of scattering problems.However,often a singular kernel arises,in which case the standard quadratures will give rise to unavoidable deteriorations in numerical precision,thus special treatment is needed to handle the singular behavior.Especially,for inhomogeneous media,it is difficult if not impossible to find out an analytical expression for Green’s function.In this paper,an efficient fourth-order accurate Cartesian grid-based method is proposed for the two-dimensional Helmholtz scattering and transmission problems with inhomogeneous media.This method provides an alternative approach to indirect integral evaluation by solving equivalent interface problems on Cartesian grid with a modified fourth-order accurate compact finite difference scheme and a fast Fourier transform preconditioned conjugate gradient(FFT-PCG)solver.A remarkable point of this method is that there is no need to know analytical expressions for Green’s function.Numerical experiments are provided to demonstrate the advantage of the current approach,including its simplicity in implementation,its high accuracy and efficiency.

A STUDY ON NUMERICAL METHOD OF NAVIER-STOKES EQUATION AND NON-LINEAR EVOLUTION OF THE COHERENT STRUCTURES IN A LAMINAR BOUNDARY LAYER

A new method for direct numerical simulation of incompressible Navier-Stokes equations is studied in the paper. The compact finite difference and the non-linear terms upwind compact finite difference schemes on non-uniform meshes in x and y directions are developed respectively. With the Fourier spectral expansion in the spanwise direction, three-dimensional N-S equation are converted to a system of two-dimensional explicit-implicit The treatment of equations. The third-order mixed scheme is employed the three-dimensional for time integration. non-reflecting outflow boundary conditions is presented, which is important for the numerical simulations of the problem of transition in boundary layers, jets, and mixing layer. The numerical results indicate that high accuracy, stabilization and efficiency are achieved by the proposed numerical method. In addition, a theory model for the coherent structure in a laminar boundary layer is also proposed, based on which the numerical method is implemented to the non-linear evolution of coherent structure. It is found that the numerical results of the distribution of Reynolds stress, the formation of high shear layer, and the event of ejection and sweeping, match well with the observed characteristics of the coherent structures in a turbulence boundary layer.