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.     

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.     

A CCD–ADI method for unsteady convection–diffusion equations

With a combined compact difference scheme for the spatial discretization and the Crank–Nicolson scheme for the temporal discretization, respectively, a high-order alternating direction implicit method (ADI) is proposed for solving unsteady two dimensional convection–diffusion equations. The method is sixth-order accurate in space and second-order accurate in time. The resulting matrix at each ADI computation step corresponds to a triple-tridiagonal system which can be effectively solved with a considerable saving in computing time. In practice, Richardson extrapolation is exploited to increase the temporal accuracy. The unconditional stability is proved by means of Fourier analysis for two dimensional convection–diffusion problems with periodic boundary conditions. Numerical experiments are conducted to demonstrate the efficiency of the proposed method. Moreover, the present method preserves the higher order accuracy for convection-dominated problems.     

A spatially second order alternating direction implicit (ADI) method for solving three dimensional parabolic interface problems

A new matched alternating direction implicit (ADI) method is proposed in this paper for solving three-dimensional (3D) parabolic interface problems with discontinuous jumps and complex interfaces. This scheme inherits the merits of its ancestor for two-dimensional problems, while possesses several novel features, such as a non-orthogonal local coordinate system for decoupling the jump conditions, two-side estimation of tangential derivatives at an interface point, and a new Douglas–Rachford ADI formulation that minimizes the number of perturbation terms, to attack more challenging 3D problems. In time discretization, this new ADI method is found to be of first order and stable in various experiments. In space discretization, the matched ADI method achieves the second order accuracy based on simple Cartesian grids for various irregularly-shaped surfaces and spatial–temporal dependent jumps. Computationally, the matched ADI method is as efficient as the fastest implicit scheme based on the geometrical multigrid for solving 3D parabolic equations, in the sense that its complexity in each time step scales linearly with respect to the spatial degree of freedom $N$, i.e., $O\left(N\right)$. Furthermore, unlike iterative methods, the ADI method is an exact or non-iterative algebraic solver which guarantees to stop after a certain number of computations for a fixed $N$. Therefore, the proposed matched ADI method provides a very promising tool for solving 3D parabolic interface problems.     

Application of a fourth-order compact ADI method to solve a two-dimensional linear hyperbolic equation

In this paper, a compact alternating direction implicit method is developed for solving a linear hyperbolic equation with constant coefficients. Its stability criterion is determined by using von Neumann method. It is shown through a discrete energy method that this method can attain fourth-order accuracy in both time and space with respect to H ¹- and L ²-norms provided the stability condition is fulfilled. Its solvability is also analysed in detail. Numerical results confirm the convergence orders and efficiency of our algorithm.     

二维波动方程的一种高精度紧致差分方法

提出了一种求解二维波动方程的高精度紧致差分方法,该方法首先利用紧交替方向隐式差分格式,其截断误差为O(τ2+h4),分别在粗网格和细网格上对原方程进行求解,然后利用Richardson外推计算一次,进一步提高精度,得到了二维波动方程具有O(τ4+h6)精度的数值解。数值实验验证了该方法的可靠性、有效性和精确性。     

A new unconditionally stable ADI compact scheme for the two-space-dimensional linear hyperbolic equation

We formulate a new alternating direction implicit compact scheme of O(τ²+h ⁴) for the linear hyperbolic equation u _tt +2α u _t +β² u=u _xx +u _yy +f(x, y, t), 0<x, y<1, 0<t≤T, subject to appropriate initial and Dirichlet boundary conditions, where α>0 and β≥0 are real numbers. In this article, we show the method is unconditionally stable by the Von Neumann method. At last, numerical demonstrations are given to illustrate our result.     

A new coupled high-order compact method for the three-dimensional nonlinear biharmonic equations

This paper presents a new family of fourth- compact finite difference schemes for the numerical solution of three-dimensional nonlinear biharmonic equations using coupled approach. The numerical solutions of unknown variable and its first- derivatives as well as v(=Δ u) are obtained not only in the interior but also at the boundary. A prominent contribution of this work is that the boundary conditions for the variable v are approximated more accurately, which plays an important role for the efficiency of calculation. Finally, numerical experiments are conducted to verify the feasibility of this new method and the high accuracy of these schemes, including the steady Navier–Stokes equation in terms of vorticity-stream function formulation.     

A high-order ADI scheme for the two-dimensional time fractional diffusion-wave equation

In this paper, a compact alternating direction implicit finite difference scheme for the two-dimensional time fractional diffusion-wave equation is developed, with temporal and spatial accuracy order equal to two and four, respectively. The second-order accuracy in the time direction has not been achieved in previous studies.     

A compact ADI method and its extrapolation for time fractional sub-diffusion equations with nonhomogeneous Neumann boundary conditions

A compact alternating direction implicit (ADI) finite difference method is proposed for two-dimensional time fractional sub-diffusion equations with nonhomogeneous Neumann boundary conditions. The unconditional stability and convergence of the method is proved. The error estimates in the weighted $L^2$- and $L^{\infty }$-norms are obtained. The proposed method has the fourth-order spatial accuracy and the temporal accuracy of order $min\{2?\alpha ,1+\alpha \}$, where $\alpha \in (0,1)$ is the order of the fractional derivative. In order to further improve the temporal accuracy, two Richardson extrapolation algorithms are presented. Numerical results demonstrate the accuracy of the compact ADI method and the high efficiency of the extrapolation algorithms.     

Unconditionally stable ADI scheme of higher-order for linear hyperbolic equations

An unconditionally stable alternating direction implicit (ADI) method of higher-order in space is proposed for solving two- and three-dimensional linear hyperbolic equations. The method is fourth-order in space and second-order in time. The solution procedure consists of a multiple use of one-dimensional matrix solver which produces a computational cost effective solver. Numerical experiments are conducted to compare the new scheme with the existing scheme based on second-order spatial discretization. The effectiveness of the new scheme is exhibited from the numerical results.     

A CCD-ADI method for two-dimensional linear and nonlinear hyperbolic telegraph equations with variable coefficients

In this paper, a combined compact finite difference method (CCD) together with alternating direction implicit (ADI) scheme is developed for two-dimensional linear and nonlinear hyperbolic telegraph equations with variable coefficients. The proposed CCD-ADI method is second-order accurate in time variable and sixth-order accurate in space variable. For the linear hyperbolic equation, the CCD-ADI method is shown to be unconditionally stable by using the Von Neumann stability analysis. Numerical results for both linear and nonlinear hyperbolic equations are presented to illustrate the high accuracy of the proposed method.     

New characteristic difference method with adaptive mesh for one-dimensional unsteady convection-dominated diffusion equations

This article presents a kind of characteristic difference method with adaptive mesh for one-dimensional convection-dominated diffusion equations. The method can adaptively adjust the computational mesh according to the gradient of the solutions. Furthermore, the method in this article has second order accuracy for convective term and first order accuracy for diffusive term, which completely fits with the property of strong convection and weak diffusion for convection-dominated diffusion equations. Compared with the uniform mesh method, the method in this article has higher computational efficiency for linear and nonlinear convection-dominated diffusion equations.     

Time-splitting pseudo-spectral domain decomposition method for the soliton solutions of the one- and multi-dimensional nonlinear Schrödinger equations

In this paper, we study the simulation of nonlinear Schrödinger equation in one, two and three dimensions. The proposed method is based on a time-splitting method that decomposes the original problem into two parts, a linear equation and a nonlinear equation. The linear equation in one dimension is approximated with the Chebyshev pseudo-spectral collocation method in space variable and the Crank–Nicolson method in time; while the nonlinear equation with constant coefficients can be solved exactly. As the goal of the present paper is to study the nonlinear Schrödinger equation in the large finite domain, we propose a domain decomposition method. In comparison with the single-domain, the multi-domain methods can produce a sparse differentiation matrix with fewer memory space and less computations. In this study, we choose an overlapping multi-domain scheme. By applying the alternating direction implicit technique, we extend this efficient method to solve the nonlinear Schrödinger equation both in two and three dimensions, while for the solution at each time step, it only needs to solve a sequence of linear partial differential equations in one dimension, respectively. Several examples for one- and multi-dimensional nonlinear Schrödinger equations are presented to demonstrate high accuracy and capability of the proposed method. Some numerical experiments are reported which show that this scheme preserves the conservation laws of charge and energy.     

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.     

A higher-order compact ADI method with monotone iterative procedure for systems of reaction-diffusion equations

This paper is concerned with an existing compact finite difference ADI method, published in the paper by Liao et al. (2002) [3], for solving systems of two-dimensional reaction-diffusion equations with nonlinear reaction terms. This method has an accuracy of fourth-order in space and second-order in time. The existence and uniqueness of its solution are investigated by the method of upper and lower solutions, without any monotone requirement on the nonlinear reaction terms. The convergence of the finite difference solution to the continuous solution is proved. An efficient monotone iterative algorithm is presented for solving the resulting discrete system, and some techniques for the construction of upper and lower solutions are discussed. An application using a model problem gives numerical results that demonstrate the high efficiency and advantages of the method.     

Parallel computation of unsteady three-dimensional incompressible viscous flow using an unstructured multigrid method

The development and validation of a parallel unstructured tetrahedral non-nested multigrid (MG) method for simulation of unsteady 3D incompressible viscous flow is presented. The Navier-Stokes solver is based on the artificial compressibility method (ACM) and a higher-order characteristics-based finite-volume scheme on unstructured MG. Unsteady flow is calculated with an implicit dual time stepping scheme. The parallelization of the solver is achieved by a MG domain decomposition approach (MG-DD), using the Single Program Multiple Data (SPMD) programming paradigm. The Message-Passing Interface (MPI) Library is used for communication of data and loop arrays are decomposed using the OpenMP standard. The parallel codes using single grid and MG are used to simulate steady and unsteady incompressible viscous flows for a 3D lid-driven cavity flow for validation and performance evaluation purposes. The speedups and efficiencies obtained by both the parallel single grid and MG solvers are reasonably good for all test cases, using up to 32 processors on the SGI Origin 3400. The parallel results obtained agree well with those of serial solvers and with numerical solutions obtained by other researchers, as well as experimental measurements.     

Fast algorithms for high-order numerical methods for space-fractional diffusion equations

In this paper, fast numerical methods for solving space-fractional diffusion equations are studied in two stages. Firstly, a fast direct solver for an implicit finite difference scheme proposed by Hao et al. [A fourth-order approximation of fractional derivatives with its applications, J. Comput. Phys. 281 (2015), pp. 787–805], which is fourth-order accurate in space and second-order accurate in time, is developed based on a circulant-and-skew-circulant (CS) representation of Toeplitz matrix inversion. Secondly, boundary value method with spatial discretization of Hao et al. [A fourth-order approximation of fractional derivatives with its applications, J. Comput. Phys. 281 (2015), pp. 787–805] is adopted to produce a numerical solution with higher order accuracy in time. Particularly, a method with fourth-order accuracy in both space and time can be achieved. GMRES method is employed for solving the discretized linear system with two preconditioners. Based on the CS representation of Toeplitz matrix inversion, the two preconditioners can be applied efficiently, and the convergence rate of the preconditioned GMRES method is proven to be fast. Numerical examples are given to support the theoretical analysis.     

A compact split-step finite difference method for solving the nonlinear Schrödinger equations with constant and variable coefficients

We propose a compact split-step finite difference method to solve the nonlinear Schrödinger equations with constant and variable coefficients. This method improves the accuracy of split-step finite difference method by introducing a compact scheme for discretization of space variable while this improvement does not reduce the stability range and does not increase the computational cost. This method also preserves some conservation laws. Numerical tests are presented to confirm the theoretical results for the new numerical method by using the cubic nonlinear Schrödinger equation with constant and variable coefficients and Gross-Pitaevskii equation.