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 High-Order Semi-Lagrangian Finite Difference Method for Nonlinear Vlasov and BGK Models

In this paper,we propose a new conservative high-order semi-Lagrangian finite difference(SLFD)method to solve linear advection equation and the nonlinear Vlasov and BGK models.The finite difference scheme has better computational flexibility by working with point values,especially when working with high-dimensional problems in an operator splitting setting.The reconstruction procedure in the proposed SLFD scheme is motivated from the SL finite volume scheme.In particular,we define a new sliding average function,whose cell averages agree with point values of the underlying function.By developing the SL finite volume scheme for the sliding average function,we derive the proposed SLFD scheme,which is high-order accurate,mass conservative and unconditionally stable for linear problems.The performance of the scheme is showcased by linear transport applications,as well as the nonlinear Vlasov-Poisson and BGK models.Furthermore,we apply the Fourier stability analysis to a fully discrete SLFD scheme coupled with diagonally implicit Runge-Kutta(DIRK)method when applied to a stiff two-velocity hyperbolic relaxation system.Numerical stability and asymptotic accuracy properties of DIRK methods are discussed in theoretical and computational aspects.

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.

A High Order Accurate Bound-Preserving Compact Finite Difference Scheme for Two-Dimensional Incompressible Flow

For solving two-dimensional incompressible flow in the vorticity form by the fourth-order compact finite difference scheme and explicit strong stability preserving temporal discretizations,we show that the simple bound-preserving limiter in Li et al.(SIAM J Numer Anal 56:3308–3345,2018)can enforce the strict bounds of the vorticity,if the velocity field satisfies a discrete divergence free constraint.For reducing oscillations,a modified TVB limiter adapted from Cockburn and Shu(SIAM J Numer Anal 31:607–627,1994)is constructed without affecting the bound-preserving property.This bound-preserving finite difference method can be used for any passive convection equation with a divergence free velocity field.

Viscoacoustic prestack reverse time migration based onthe optimal time-space domain high-order finite-difference method

Prestack reverse time migration （RTM） is an accurate imaging method ofsubsurface media. The viscoacoustic prestack RTM is of practical significance because itconsiders the viscosity of the subsurface media. One of the steps of RTM is solving thewave equation and extrapolating the wave field forward and backward; therefore, solvingaccurately and efficiently the wave equation affects the imaging results and the efficiencyof RTM. In this study, we use the optimal time-space domain dispersion high-order finite-difference （FD） method to solve the viscoacoustic wave equation. Dispersion analysis andnumerical simulations show that the optimal time-space domain FD method is more accurateand suppresses the numerical dispersion. We use hybrid absorbing boundary conditions tohandle the boundary reflection. We also use source-normalized cross-correlation imagingconditions for migration and apply Laplace filtering to remove the low-frequency noise.Numerical modeling suggests that the viscoacoustic wave equation RTM has higher imagingresolution than the acoustic wave equation RTM when the viscosity of the subsurface isconsidered. In addition, for the wave field extrapolation, we use the adaptive variable-lengthFD operator to calculate the spatial derivatives and improve the computational efficiencywithout compromising the accuracy of the numerical solution.

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 method of solving the stiffness problem in Biot＇s poroelastic equations using a staggered high-order finite-difference

In modelling elastic wave propagation in a porous medium, when the ratio between the fluid viscosity and the medium permeability is comparatively large, the stiffness problem of Blot＇s poroelastic equations will be encountered. In the paper, a partition method is developed to solve the stiffness problem with a staggered high-order finite-difference. The method splits the Biot equations into two systems. One is stiff, and solved analytically, the other is nonstiff, and solved numerically by using a high-order staggered-grid finite-difference scheme. The time step is determined by the staggered finite-difference algorithm in solving the nonstiff equations, thus a coarse time step may be employed. Therefore, the computation efficiency and computational stability are improved greatly. Also a perfect by matched layer technology is used in the split method as absorbing boundary conditions. The numerical results are compared with the analytical results and those obtained from the conventional staggered-grid finite-difference method in a homogeneous model, respectively. They are in good agreement with each other. Finally, a slightly more complex model is investigated and compared with related equivalent model to illustrate the good performance of the staggered-grid finite-difference scheme in the partition method.

Analyses of the Dispersion Overshoot and Inverse Dissipation of the High-Order Finite Difference Scheme

Analyses were performed on the dispersion overshoot and inverse dissipation of the high-order finite difference scheme using Fourier and precision analysis.Schemes under discussion included the pointwise-and staggered-grid type,and were presented in weighted form using candidate schemes with third-order accuracy and three-point stencil.All of these were commonly used in the construction of difference schemes.Criteria for the dispersion overshoot were presented and their critical states were discussed.Two kinds of instabilities were studied due to inverse dissipation,especially those that occur at lower wave numbers.Criteria for the occurrence were presented and the relationship of the two instabilities was discussed.Comparisons were made between the analytical results and the dispersion/dissipation relations by Fourier transformation of typical schemes.As an example,an application of the criteria was given for the remedy of inverse dissipation in Weirs&Mart´ın’s third-order scheme.

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.

Finite-difference modeling of Maxwell viscoelastic media developed from perfectly matched layer

In numerical simulation of wave propagation,both viscoelastic materials and perfectly matched layers(PMLs)attenuate waves.The wave equations for both the viscoelastic model and the PML contain convolution operators.However,convolution operator is intractable in finite-difference time-domain(FDTD)method.A great deal of progress has been made in using time stepping instead of convolution in FDTD.To incorporate PML into viscoelastic media,more memory variables need to be introduced,which increases the code complexity and computation costs.By modifying the nonsplitting PML formulation,I propose a viscoelastic model,which can be used as a viscoelastic material and/or a PML just by adjusting the parameters.The proposed viscoelastic model is essentially equivalent to a Maxwell model.Compared with existing PML methods,the proposed method requires less memory and its implementation in existing finite-difference codes is much easier.The attenuation and phase velocity of P-and S-waves are frequency independent in the viscoelastic model if the related quality factors(Q)are greater than 10.The numerical examples show that the method is stable for materials with high absorption(Q=1),and for heterogeneous media with large contrast of acoustic impedance and large contrast of viscosity.

Well-Posedness and a Finite Difference Approximation for a Mathematical Model of HPV-Induced Cervical Cancer

We present a first-order finite difference scheme for approximating solutions of a mathematical model of cervical cancer induced by the human papillomavirus (HPV), which consists of four nonlinear partial differential equations and a nonlinear first-order ordinary differential equation. The scheme is analyzed and used to provide an existence-uniqueness result. Numerical simulations are performed in order to demonstrate the first-order rate of convergence. A sensitivity analysis was done in order to compare the effects of two drug types, those that increase the death rate of HPV-infected cells, and those that increase the death rate of the precancerous cell population. The model predicts that treatments that affect the precancerous cell population by directly increasing the corresponding death rate are far more effective than those that increase the death rate of HPV-infected cells.

Efficient Finite Difference/Spectral Method for the Time Fractional Ito Equation Using Fast Fourier Transform Technic

A finite difference/spectral scheme is proposed for the time fractional Ito equation.The mass conservation and stability of the numerical solution are deduced by the energy method in the L^(2)norm form.To reduce the computation costs,the fast Fourier transform technic is applied to a pair of equivalent coupled differential equations.The effectiveness of the proposed algorithm is verified by the first numerical example.The mass conservation property and stability statement are confirmed by two other numerical examples.

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.

A staggered-grid high-order finite-difference modeling for elastic wave field in arbitrary tilt anisotropic media

The paper presents a staggered-grid any even-order accurate finite-difference scheme for two-dimensional (2D), three-component (3C), first-order stress-velocity elastic wave equation and its stability condition in the arbitrary tilt anisotropic media; and derives a perfectly matched absorbing layer (PML) boundary condition and its stag- gered-grid any even-order accurate difference scheme in the 2D arbitrary tilt anisotropic media. The results of nu- merical modeling indicate that the modeling precision is high, the calculation efficiency is satisfactory and the absorbing boundary condition is better. The wave-front shapes of elastic waves are complex in the anisotropic media, and the velocity of qP wave is not always faster than that of qS wave. The wave-front triplication of qS wave and its events in both reflected domain and propagated domain, which are not commonly hyperbola, is a common phenomenon. When the symmetry axis is tilted in the TI media, the phenomenon of S-wave splitting is clearly observed in the snaps of three components and synthetic seismograms, and the events of all kinds of waves are asymmetric.

Perfect plane-wave source for a high-order symplectic finite-difference time-domain scheme

The method of splitting a plane-wave finite-difference time-domain （SP-FDTD） algorithm is presented for the initiation of plane-wave source in the total-field / scattered-field （TF/SF） formulation of high-order symplectic finite- difference time-domain （SFDTD） scheme for the first time. By splitting the fields on one-dimensional grid and using the nature of numerical plane-wave in finite-difference time-domain （FDTD）, the identical dispersion relation can be obtained and proved between the one-dimensional and three-dimensional grids. An efficient plane-wave source is simulated on one-dimensional grid and a perfect match can be achieved for a plane-wave propagating at any angle forming an integer grid cell ratio. Numerical simulations show that the method is valid for SFDTD and the residual field in SF region is shrinked down to -300 dB.

Numerical Study by Imposing the Finite Difference Method for Unsteady Casson Fluid Flow with Heat Flux

This article presents an investigation into the flow and heat transfer characteristics of an impermeable stretching sheet subjected to Magnetohydrodynamic Casson fluid. The study considers the influence of slip velocity, thermal radiation conditions, and heat flux. The investigation is conducted employing a robust numerical method that accounts for the impact of thermal radiation. This category of fluid is apt for characterizing the movement of blood within an industrial artery, where the flow can be regulated by a material designed to manage it. The resolution of the ensuing system of ordinary differential equations (ODEs), representing the described problem, is accomplished through the application of the finite difference method. The examination of flow and heat transfer characteristics, including aspects such as unsteadiness, radiation parameter, slip velocity, Casson parameter, and Prandtl number, is explored and visually presented through tables and graphs to illustrate their impact. On the stretching sheet, calculations, and descriptions of the local skin-friction coefficient and the local Nusselt number are conducted. In conclusion, the findings indicate that the proposed method serves as a straightforward and efficient tool for exploring the solutions of fluid models of this kind.

P-and S-wavefield simulations using both the firstand second-order separated wave equations through a high-order staggered grid finite-difference method

In seismic exploration, it is common practice to separate the P-wavefield from the S-wavefield by the elastic wavefield decomposition technique, for imaging purposes. However, it is sometimes difficult to achieve this, especially when the velocity field is complex. A useful approach in multi-component analysis and modeling is to directly solve the elastic wave equations for the pure P- or S-wavefields, referred as the separate elastic wave equa- tions. In this study, we compare two kinds of such wave equations： the first-order （velocity-stress） and the second- order （displacement-stress） separate elastic wave equa- tions, with the first-order （velocity-stress） and the second- order （displacement-stress） full （or mixed） elastic wave equations using a high-order staggered grid finite-differ- ence method. Comparisons are given of wavefield snap- shots, common-source gather seismic sections, and individual synthetic seismogram. The simulation tests show that equivalent results can be obtained, regardless of whether the first-order or second-order separate elastic wave equations are used for obtaining the pure P- or S-wavefield. The stacked pure P- and S-wavefields are equal to the mixed wave fields calculated using the corre- sponding first-order or second-order full elastic wave equations. These mixed equations are computationallyslightly less expensive than solving the separate equations. The attraction of the separate equations is that they achieve separated P- and S-wavefields which can be used to test the efficacy of wave decomposition procedures in multi-com- ponent processing. The second-order separate elastic wave equations are a good choice because they offer information on the pure P-wave or S-wave displacements.

High-Order Spectral Stochastic Finite Element Analysis of Stochastic Elliptical Partial Differential Equations

This study presents an experiment of improving the performance of spectral stochastic finite element method using high-order elements. This experiment is implemented through a two-dimensional spectral stochastic finite element formulation of an elliptic partial differential equation having stochastic coefficients. Deriving this spectral stochastic finite element formulation couples a two-dimensional deterministic finite element formulation of an elliptic partial differential equation with generalized polynomial chaos expansions of stochastic coefficients. Further inspection of the performance of resulting spectral stochastic finite element formulation with adopting linear and quadratic (9-node or 8-node) quadrilateral elements finds that more accurate standard deviations of unknowns are surprisingly predicted using quadratic quadrilateral elements, especially under high autocorrelation function values of stochastic coefficients. In addition, creating spectral stochastic finite element results using quadratic quadrilateral elements is not unacceptably time-consuming. Therefore, this study concludes that adopting high-order elements can be a lower-cost method to improve the performance of spectral stochastic finite element method.

Finite-difference calculation of traveltimes based on rectangular grid

To the most of velocity fields, the traveltimes of the first break that seismic waves propagate along rays can be computed on a 2-D or 3-D numerical grid by finite-difference extrapolation. Under ensuring accuracy, to improve calculating efficiency and adaptability, the calculation method of first-arrival traveltime of finite-difference is de- rived based on any rectangular grid and a local plane wavefront approximation. In addition, head waves and scat- tering waves are properly treated and shadow and caustic zones cannot be encountered, which appear in traditional ray-tracing. The testes of two simple models and the complex Marmousi model show that the method has higher accuracy and adaptability to complex structure with strong vertical and lateral velocity variation, and Kirchhoff prestack depth migration based on this method can basically achieve the position imaging effects of wave equation prestack depth migration in major structures and targets. Because of not taking account of the later arrivals energy, the effect of its amplitude preservation is worse than that by wave equation method, but its computing efficiency is higher than that by total Green′s function method and wave equation method.

High-Order Spatial FDTD Solver of Maxwell’s Equations for Terahertz Radiation Production

We applied a spatial high-order finite-difference-time-domain (HO-FDTD) scheme to solve 2D Maxwell’s equations in order to develop a fluid model employed to study the production of terahertz radiation by the filamentation of two femtosecond lasers in air plasma. We examined the performance of the applied scheme, in this context, we implemented the developed model to study selected phenomena in terahertz radiation production, such as the excitation energy and conversion efficiency of the produced THz radiation, in addition to the influence of the pulse chirping on properties of the produced radiation. The obtained numerical results have clarified that the applied HO-FDTD scheme is precisely accurate to solve Maxwell’s equations and sufficiently valid to study the production of terahertz radiation by the filamentation of two femtosecond lasers in air plasma.