Numerical study of fourth-order linearized compact schemes for generalized NLS equations

The fourth-order compact approximation for the spatial second-derivative and several linearized approaches, including the time-lagging method of Zhang et al. (1995), the local-extrapolation technique of Chang et al. (1999) and the recent scheme of Dahlby et al. (2009), are considered in constructing fourth-order linearized compact difference (FLCD) schemes for generalized NLS equations. By applying a new time-lagging linearized approach, we propose a symmetric fourth-order linearized compact difference (SFLCD) scheme, which is shown to be more robust in long-time simulations of plane wave, breather, periodic traveling-wave and solitary wave solutions. Numerical experiments suggest that the SFLCD scheme is a little more accurate than some other FLCD schemes and the split-step compact difference scheme of Dehghan and Taleei (2010). Compared with the time-splitting pseudospectral method of Bao et al. (2003), our SFLCD method is more suitable for oscillating solutions or the problems with a rapidly varying potential.     

A 15-point high-order compact scheme with multigrid computation for solving 3D convection diffusion equations

We propose a method with sixth-order accuracy to solve the three-dimensional (3D) convection diffusion equation. We first use a 15-point fourth-order compact discretization scheme to obtain fourth-order solutions on both fine and coarse grids using the multigrid method. Then an iterative mesh refinement technique combined with Richardson extrapolation is used to approximate the sixth-order accurate solution on the fine grid. Numerical results are presented for a variety of test cases to demonstrate the efficiency and accuracy of the proposed method, compared with the standard fourth-order compact scheme.     

Fourth-order central compact scheme for the numerical solution of incompressible Navier–Stokes equations

This paper provides an implicit central compact scheme for the numerical solution of incompressible Navier–Stokes equations. The solution procedure is based on the artificial compressibility method that transforms the governing equations into a hyperbolic-parabolic form. A fourth-order central compact scheme with a sixth-order numerical filtering is used for the discretization of convective terms and fourth-order central compact scheme for the viscous terms. Dual-time stepping approach is applied to time discretization with backward Euler difference scheme to the pseudo-time derivative, and three point second-order backward difference scheme to the physical time derivative. An approximate factorization-based alternating direction implicit scheme is used to solve the resulting block tridiagonal system of equations. The accuracy and efficiency of the proposed numerical method is verified by simulating several two-dimensional steady and unsteady benchmark problems.     

一维对流扩散反应方程的高精度数值方法

通过将原方程变换为对流扩散方程,将所得方程的对流项采用四阶组合紧致迎风格式离散,扩散项采用四阶对称紧致格式离散之后,对得到的空间半离散格式采用四阶龙格库塔方法进行时间推进,得到了一种求解非定常对流扩散反应问题的高精度方法,其收敛阶为O(h4+τ4).经数值实验并与文献结果进行对比,表明该格式适用于对流占优问题的数值模拟,验证了格式的良好性能.     

基于非等距网格高阶紧致差分格式的多重网格算法研究

本文结合非等距网格高精度紧致差分格式的优越性与多重网格方法的快速收敛性,求解二维对流扩散方程。研究结果表明,对于处理物理量在不同的空间方向呈现不同的性态特征或不同变化规律的物理问题时,用非等距网格离散的四阶紧致格式的多重网格算法和二阶中心差分格式的多重网格算法都比等距网格离散得高效。同时,在非等距网格下下,部分半粗化多重网格算法比完全粗化多重网格算法具有更高的计算效率。针对不同的松弛算子对误差残量的磨光效果比较研究表明,线松弛算子是最高效的。而且,非等距网格离散的高精度紧致格式的多重网格算法对于对流扩散问题中大网格雷诺数情形也是收敛的。     

A sixth-order finite difference WENO scheme for Hamilton–Jacobi equations

In this paper, a sixth-order finite difference weighted essentially non-oscillatory (WENO) scheme is developed to approximate the viscosity solution of the Hamilton–Jacobi equations. This new WENO scheme has the same spatial nodes as the classical fifth-order WENO scheme proposed by Jiang and Peng [Weighted ENO schemes for Hamilton–Jacobi equations, SIAM. J. Sci. Comput. 21 (2000), pp. 2126–2143] but can be as high as sixth-order accurate in smooth region while keeping sharp discontinuous transitions with no spurious oscillations near discontinuities. Extensive numerical experiments in one- and two-dimensional cases are carried out to illustrate the capability of the proposed scheme.     

A compact ADI Crank–Nicolson difference scheme for the two-dimensional time fractional subdiffusion equation

In this paper, a compact alternating direction implicit (ADI) Crank–Nicolson difference scheme is proposed and analysed for the solution of two-dimensional time fractional subdiffusion equation. The Riemann–Liouville time fractional derivative is approximated by the weighted and shifted Grünwald difference operator and the spatial derivative is discretized by a fourth-order compact finite difference method. The stability and convergence of the difference scheme are discussed and theoretically proven by using the energy method. Finally, numerical experiments are carried out to show that the numerical results are in good agreement with the theoretical analysis.     

A compact finite difference scheme for the fourth-order fractional diffusion-wave system

A high-order compact finite difference scheme combined with the temporal extrapolation technique is investigated for the fourth-order fractional diffusion-wave system in this paper. The solvability, stability and convergence of the scheme are analyzed simultaneously by the energy method. Numerical experiments show that the proposed compact scheme is more accurate and efficient than the Crank–Nicolson scheme.     

A high-order compact scheme for the one-dimensional Helmholtz equation with a discontinuous coefficient

In this paper, based on the idea of the immersed interface method, a fourth-order compact finite difference scheme is proposed for solving one-dimensional Helmholtz equation with discontinuous coefficient, jump conditions are given at the interface. The Dirichlet boundary condition and the Neumann boundary condition are considered. The Neumann boundary condition is treated with a fourth-order scheme. Numerical experiments are included to confirm the accuracy and efficiency of the proposed method.     

一维非定常对流扩散方程的高阶组合紧致迎风格式

通过将对流项采用四五阶组合迎风紧致格式离散,扩散项采用四阶对称紧致格式离散之后,对得到的半离散格式在时间方向采用四阶龙格库塔方法求解,从而得到了一种求解非定常对流扩散方程问题的高精度组合紧致有限差分格式,其收敛阶为O(h~4+τ~4).经Fourier精度分析和数值验证,证实了格式的良好性能.三个数值算例包括线性常系数问题,矩形波问题和非线性问题,数值结果表明:该格式具有很高的分辨率,且适用于对高雷诺数问题的数值模拟.     

A comparison of second- and sixth-order methods for large-eddy simulations

Large-eddy simulations of spatially developing planar turbulent jets are performed using a compact finite-difference scheme of sixth-order and an advective upstream splitting method-based method of second-order accuracy. The applicability of these solution schemes with different subgrid scale models and their performance for realistic turbulent flow problems are investigated. Solutions of the turbulent channel flow are used as an inflow condition for the turbulent jets. The results compare well with each other and with analytical and experimental data. For both solution schemes, however, the influence of the subgrid scale model on the time averaged turbulence statistics is small. This is known to be the case for upwind schemes with a dissipative truncation error, but here it is also observed for the high-order compact scheme. The reason is found to be the application of a compact high-frequency filter, which has to be used with strongly stretched computational grids to suppress high-frequency oscillations. The comparison of the results of the two schemes shows hardly any difference in the quality of the solutions. The second-order scheme, however, is computationally more efficient.     

Energy stable and large time-stepping methods for the Cahn–Hilliard equation

We present the numerical methods for the Cahn–Hilliard equation, which describes phase separation phenomenon. The goal of this paper is to construct high-order, energy stable and large time-stepping methods by using Eyre's convex splitting technique. The equation is discretized by using a fourth-order compact difference scheme in space and first-order, second-order or third-order implicit–explicit Runge–Kutta schemes in time. The energy stability for the first-order scheme is proved. Numerical experiments are given to demonstrate the performance of the proposed methods.     

A new fourth-order difference scheme for solving an N-carrier system with Neumann boundary conditions

In this paper, a numerical method is developed to solve an N-carrier system with Neumann boundary conditions. First, we apply the compact finite difference scheme of fourth order for discretizing spatial derivatives at the interior points. Then, we develop a new combined compact finite difference scheme for the boundary, which also has fourth-order accuracy. Lastly, by using a Padé approximation method for the resulting linear system of ordinary differential equations, a new compact finite difference scheme is obtained. The present scheme has second-order accuracy in time direction and fourth-order accuracy in space direction. It is shown that the scheme is unconditionally stable. The present scheme is tested by two numerical examples, which show that the convergence rate with respect to the spatial variable from the new scheme is higher and the solution is much more accurate when compared with those obtained by using other previous methods.     

High-order compact ADI (HOC-ADI) method for solving unsteady 2D Schrödinger equation

In this paper, a high-order compact (HOC) alternating direction implicit (ADI) method is proposed for the solution of the unsteady two-dimensional Schrödinger equation. The present method uses the fourth-order Padé compact difference approximation for the spatial discretization and the Crank-Nicolson scheme for the temporal discretization. The proposed HOC-ADI method has fourth-order accuracy in space and second-order accuracy in time. The resulting scheme in each ADI computation step corresponds to a tridiagonal system which can be solved by using the one-dimensional tridiagonal algorithm with a considerable saving in computing time. Numerical experiments are conducted to demonstrate its efficiency and accuracy and to compare it with analytic solutions and numerical results established by some other methods in the literature. The results show that the present HOC-ADI scheme gives highly accurate results with much better computational efficiency.     

High-order Compact Schemes for Nonlinear Dispersive Waves

High-order compact finite difference schemes coupled with high-order low-pass filter and the classical fourth-order Runge–Kutta scheme are applied to simulate nonlinear dispersive wave propagation problems described the Korteweg-de Vries (KdV)-like equations, which involve a third derivative term. Several examples such as KdV equation, and KdV-Burgers equation are presented and the solutions obtained are compared with some other numerical methods. Computational results demonstrate that high-order compact schemes work very well for problems involving a third derivative term.     

A conservative compact difference scheme for the Zakharov equations in one space dimension

In this paper, we present a conservative fourth-order compact difference scheme for the initial-boundary value problem of the Zakharov equations. Discrete conservation laws, convergence and stability of the new scheme are proved by energy method. Several numerical results are reported to support our theoretical analysis.     

An upwind compact difference scheme for solving the streamfunction–velocity formulation of the unsteady incompressible Navier–Stokes equation

In this paper, an upwind compact difference method with second-order accuracy both in space and time is proposed for the streamfunction–velocity formulation of the unsteady incompressible Navier–Stokes equations. The first derivatives of streamfunction (velocities) are discretized by two type compact schemes, viz. the third-order upwind compact schemes suggested with the characteristic of low dispersion error are used for the advection terms and the fourth-order symmetric compact scheme is employed for the biharmonic term. As a result, a five point constant coefficient second-order compact scheme is established, in which the computational stencils for streamfunction only require grid values at five points at both $\left(n\right)$th and $(n+1)$th time levels. The new scheme can suppress non-physical oscillations. Moreover, the unconditional stability of the scheme for the linear model is proved by means of the discrete von Neumann analysis. Four numerical experiments involving a test problem with the analytic solution, doubly periodic double shear layer flow problem, lid driven square cavity flow problem and two-sided non-facing lid driven square cavity flow problem are solved numerically to demonstrate the accuracy and efficiency of the newly proposed scheme. The present scheme not only shows the good numerical performance for the problems with sharp gradients, but also proves more effective than the existing second-order compact scheme of the streamfunction–velocity formulation in the aspect of computational cost.     

Sixth-order symplectic and symmetric explicit ERKN schemes for solving multi-frequency oscillatory nonlinear Hamiltonian equations

This paper is devoted to the analysis of the sixth-order symplectic and symmetric explicit extended Runge–Kutta–Nyström (ERKN) schemes for solving multi-frequency oscillatory nonlinear Hamiltonian equations. Fourteen practical sixth-order symplectic and symmetric explicit ERKN schemes are constructed, and their phase properties are investigated. The paper is accompanied by five numerical experiments, including a nonlinear two-dimensional wave equation. The numerical results in comparison with the sixth-order symplectic and symmetric Runge–Kutta–Nyström methods and a Gautschi-type method demonstrate the efficiency and robustness of the new explicit schemes for solving multi-frequency oscillatory nonlinear Hamiltonian equations.     

On the convergence of compact difference schemes

Difference schemes that are compact in space, i.e., schemes constructed on a two- or three-point stencil in each spatial direction, are more efficient and convenient for boundary condition formulation than other high-order accurate schemes. Originally, these schemes were developed primarily to obtain smooth solutions. In the last two decades, compact schemes have been actively used to compute gas dynamic flows with shock waves. However, when a numerical solution with guaranteed accuracy is desired, the actual properties of difference schemes have to be known in the calculation of solutions with discontinuities. For some widely used compact schemes, this issue has not yet been well studied. The properties of compact schemes constructed by the method of lines are examined in this paper. An initial-boundary value problem for the linear heat equation with discontinuous initial data is used as a test problem. In the method of lines, the spatial derivative in the heat equation is approximated on a two-point stencil according to a fourth-order accurate compact differentiation formula. The resulting evolution system of ordinary differential equations is solved using various implicit one-step two- and three-stage schemes of the second and third order of accuracy. The relation between the properties of the stability function of a scheme and the spatial monotonicity of the numerical solution is analyzed. In computations over long time intervals, the compact schemes are shown to be superior to traditional schemes based on the second-order accurate three-point approximation of the spatial derivative.     

An optimal compact sixth-order finite difference scheme for the Helmholtz equation

In this paper, we present an optimal compact finite difference scheme for solving the 2D Helmholtz equation. A convergence analysis is given to show that the scheme is sixth-order in accuracy. Based on minimizing the numerical dispersion, a refined optimization rule for choosing the scheme’s weight parameters is proposed. Numerical results are presented to demonstrate the efficiency and accuracy of the compact finite difference scheme with refined parameters.