Efficient Finite Difference WENO Scheme for Hyperbolic Systems withNon-conservativeProducts

Higher order finite difference weighted essentially non-oscillatory(WENO)schemes have been constructed for conservation laws.For multidimensional problems,they offer a high order accuracy at a fraction of the cost of a finite volume WENO or DG scheme of the comparable accuracy.This makes them quite attractive for several science and engineering applications.But,to the best of our knowledge,such schemes have not been extended to non-linear hyperbolic systems with non-conservative products.In this paper,we perform such an extension which improves the domain of the applicability of such schemes.The extension is carried out by writing the scheme in fluctuation form.We use the HLLI Riemann solver of Dumbser and Balsara(J.Comput.Phys.304:275-319,2016)as a building block for carrying out this extension.Because of the use of an HLL building block,the resulting scheme has a proper supersonic limit.The use of anti-diffusive fluxes ensures that stationary discontinuities can be preserved by the scheme,thus expanding its domain of the applicability.Our new finite difference WENO formulation uses the same WENO reconstruction that was used in classical versions,making it very easy for users to transition over to the present formulation.For conservation laws,the new finite difference WENO is shown to perform as well as the classical version of finite difference WENO,with two major advantages:(i)It can capture jumps in stationary linearly degenerate wave families exactly.(i)It only requires the reconstruction to be applied once.Several examples from hyperbolic PDE systems with non-conservative products are shown which indicate that the scheme works and achieves its design order of the accuracy for smooth multidimensional flows.Stringent Riemann problems and several novel multidimensional problems that are drawn from compressible Baer-Nunziato multiphase flow,multiphase debris flow and twolayer shallow water equations are also shown to document the robustness of the method.For some test problems that require well-balancing we have even been able to apply the scheme without any modification and obtain good results.Many useful PDEs may have stiff relaxation source terms for which the finite difference formulation of WENO is shown to provide some genuine advantages.

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.

New Finite Difference Mapped WENO Schemes with Increasingly High Order of Accuracy

In this paper,a new type of finite difference mapped weighted essentially non-oscillatory(MWENO)schemes with unequal-sized stencils,such as the seventh-order and ninthorder versions,is constructed for solving hyperbolic conservation laws.For the purpose of designing increasingly high-order finite difference WENO schemes,the equal-sized stencils are becoming more and more wider.The more we use wider candidate stencils,the bigger the probability of discontinuities lies in all stencils.Therefore,one innovation of these new WENO schemes is to introduce a new splitting stencil methodology to divide some fourpoint or five-point stencils into several smaller three-point stencils.By the usage of this new methodology in high-order spatial reconstruction procedure,we get different degree polynomials defined on these unequal-sized stencils,and calculate the linear weights,smoothness indicators,and nonlinear weights as specified in Jiang and Shu(J.Comput.Phys.126:202228,1996).Since the difference between the nonlinear weights and the linear weights is too big to keep the optimal order of accuracy in smooth regions,another crucial innovation is to present the new mapping functions which are used to obtain the mapped nonlinear weights and decrease the difference quantity between the mapped nonlinear weights and the linear weights,so as to keep the optimal order of accuracy in smooth regions.These new MWENO schemes can also be applied to compute some extreme examples,such as the double rarefaction wave problem,the Sedov blast wave problem,and the Leblanc problem with a normal CFL number.Extensive numerical results are provided to illustrate the good performance of the new finite difference MWENO schemes.

AWeighted Average Finite Difference Scheme for the Numerical Solution of Stochastic Parabolic Partial Differential Equations

In the present paper,the numerical solution of It?type stochastic parabolic equation with a timewhite noise process is imparted based on a stochastic finite difference scheme.At the beginning,an implicit stochastic finite difference scheme is presented for this equation.Some mathematical analyses of the scheme are then discussed.Lastly,to ascertain the efficacy and accuracy of the suggested technique,the numerical results are discussed and compared with the exact solution.

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 Approach for Estimating the Thermal Conductivity by 6-point Crank-Nicolson Scheme

Based on inverse heat conduction theory, a theoretical model using 6-point Crank-Nicolson finite difference scheme was used to calculate the thermal conductivity from temperature distribution, which can be measured experimentally. The method is a direct approach of second-order and the key advantage of the present method is that it is not required a priori knowledge of the functional form of the unknown thermal conductivity in the calculation and the thermal parameters are estimated only according to the known temperature distribution. Two cases were numerically calculated and the influence of experimental deviation on the precision of this method was discussed. The comparison of numerical and analytical results showed good agreement.

The Stability Research for the Finite Difference Scheme of a Nonlinear Reaction-diffusion Equation

In the article, the fully discrete finite difference scheme for a type of nonlinear reaction-diffusion equation is established. Then the new function space is introduced and the stability problem for the finite difference scheme is discussed by means of variational approximation method in this function space. The approach used is of a simple characteristic in gaining the stability condition of the scheme.

Optimized finite difference iterative scheme based on POD technique for 2D viscoelastic wave equation

This study develops an optimized finite difference iterative （OFDI） scheme for the two-dimensional （2D） viscoelastic wave equation. The OFDI scheme is obtained using a proper orthogonal decomposition （POD） method. It has sufficiently high accuracy with very few unknowns for the 2D viscoelastic wave equation. Existence, stability, and convergence of the OFDI solutions are analyzed. Numerical simulations verify efficiency and feasibility of the proposed scheme.

Analysis of an Implicit Finite Difference Scheme for Time Fractional Diffusion Equation

Time fractional diffusion equation is usually used to describe the problems involving non-Markovian random walks. This kind of equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α∈(0, 1). In this paper, an implicit finite difference scheme for solving the time fractional diffusion equation with source term is presented and analyzed, where the fractional derivative is described in the Caputo sense. Stability and convergence of this scheme are rigorously established by a Fourier analysis. And using numerical experiments illustrates the accuracy and effectiveness of the scheme mentioned in this paper.

Mean Square Convergent Finite Difference Scheme for Stochastic Parabolic PDEs

Stochastic partial differential equations (SPDEs) describe the dynamics of stochastic processes depending on space-time continuum. These equations have been widely used to model many applications in engineering and mathematical sciences. In this paper we use three finite difference schemes in order to approximate the solution of stochastic parabolic partial differential equations. The conditions of the mean square convergence of the numerical solution are studied. Some case studies are discussed.

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.

The Best Finite-Difference Scheme for the Helmholtz Equation

The best finite-difference scheme for the Helmholtz equation is suggested. A method of solving obtained finite-difference scheme is developed. The efficiency and accuracy of method were tested on several examples.

DIFFERENCE SCHEME AND NUMERICAL SIMULATION BASED ON MIXED FINITE ELEMENT METHOD FOR NATURAL CONVECTION PROBLEM

The non_stationary natural convection problem is studied. A lowest order finite difference scheme based on mixed finite element method for non_stationary natural convection problem, by the spatial variations discreted with finite element method and time with finite difference scheme was derived, where the numerical solution of velocity, pressure, and temperature can be found together, and a numerical example to simulate the close square cavity is given, which is of practical importance.

Reduced finite difference scheme and error estimates based on POD method for non-stationary Stokes equation

The proper orthogonal decomposition （POD） is a model reduction technique for the simulation Of physical processes governed by partial differential equations （e.g., fluid flows）. It has been successfully used in the reduced-order modeling of complex systems. In this paper, the applications of the POD method are extended, i.e., the POD method is applied to a classical finite difference （FD） scheme for the non-stationary Stokes equation with a real practical applied background. A reduced FD scheme is established with lower dimensions and sufficiently high accuracy, and the error estimates are provided between the reduced and the classical FD solutions. Some numerical examples illustrate that the numerical results are consistent with theoretical conclusions. Moreover, it is shown that the reduced FD scheme based on the POD method is feasible and efficient in solving the FD scheme for the non-stationary Stokes equation.

A TVD-WAF-based hybrid finite volume and finite difference scheme for nonlinearly dispersive wave equations

A total variation diminishing-weighted average flux （TVD-WAF）-based hybrid numerical scheme for the enhanced version of nonlinearly dispersive Boussinesq-type equations was developed. The one-dimensional governing equations were rewritten in the conservative form and then discretized on a uniform grid. The finite volume method was used to discretize the flux term while the remaining terms were approximated with the finite difference method. The second-order TVD-WAF method was employed in conjunction with the Harten-Lax-van Leer （HLL） Riemann solver to calculate the numerical flux, and the variables at the cell interface for the local Riemann problem were reconstructed via the fourth- order monotone upstream-centered scheme for conservation laws （MUSCL）. The time marching scheme based on the third-order TVD Runge- Kutta method was used to obtain numerical solutions. The model was validated through a series of numerical tests, in which wave breaking and a moving shoreline were treated. The good agreement between the computed results, documented analytical solutions, and experimental data demonstrates the correct discretization of the governing equations and high accuracy of the proposed scheme, and also conforms the advantages of the proposed shock-capturing scheme for the enhanced version of the Boussinesq model, including the convenience in the treatment of wave breaking and moving shorelines and without the need for a numerical filter.

On the Conservative Finite Difference Scheme for the Generalized Novikov Equation

In this paper, we investigate a numerical method for the generalized Novikov equation. We propose a conservative finite difference scheme and use Brouwer fixed point theorem to obtain the existence of the solution of the corresponding difference equation. We also prove the convergence and stability of the solution by using the discrete energy method. Moreover, we obtain the truncation error of the difference scheme which is .

THE REMAINDER－EFFECT ANALYSIS OF FINITE DIFFERENCE SCHEMES AND THE APPLICATIONS

In the present paper two contents are enclosed .First ,the Fourier analysis approach of the dispersion relation and group velocity effect of finite difference schemes is discussed.the defects of the approach is pointed out and the correction is made;Second,a new systematic analysis method -remaider -effect analysis (abbr.REAM)is proposed by means of the modified partial differential equations (abbr MPDE)of finite difference schemes.The analysis is based on the synthetical study of the rational dispersion-and dissipation relations of finite difference schemes.And the method clearly possesses constructivity

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.

LARGE TIME STEP GENERALIZATION OF RANDOM CHOICE FINITE DIFFERENCE SCHEME FOR HYPERBOLIC CONSERVATION LAWS

A natural generalization of random choice finite difference scheme of Harten and Lax for Courant number larger than 1 is obtained. We handle interactions between neighboring Riemann solvers by linear superposition of their conserved quantities. We show consistency of the scheme for arbitrarily large Courant numbers. For scalar problems the scheme is total variation diminishing.A brief discussion is given for entropy condition.

A Finite Difference Scheme for a Semiconductor Device Problem on Grids with Local Refinement in Time and Space

The momentary state of a semiconductor device is described by a system of three nonlinear partial differential equations. A finite difference scheme for simulating transient behaviors of a semiconductor device on grids with local refinement in time and space is constructed and studied. Error analysis is presented and is illustrated by numerical examples.