The numerical behavior of high-order finite difference methods

We investigate the numerical behavior of a fourth-order accurate method. The results are compared with those of a second-order method. We have verified the rate of convergence for the numerical solution. As test cases the simple hyperbolic model equationu ₁+u _x =0 and the two-dimensional Euler equations over backward-facing step have been used. The fourth-order method has been implemented on a dataparallel computer, and the difference operators have been designed to minimize the bandwidth. We also derive boundary modified, semidefinite artificial viscosity operators of arbitrary order of accuracy. The viscosity operators are presented in a form that is particularly well-suited for the implementation on dataparallel computers.     

A high-order finite difference scheme for a singularly perturbed fourth-order ordinary differential equation

In this paper a singularly perturbed fourth-order ordinary differential equation is considered. The differential equation is transformed into a coupled system of singularly perturbed equations. A hybrid finite difference scheme on a Vulanovi?–Shishkin mesh is used to discretize the system. This hybrid difference scheme is a combination of a non-equidistant generalization of the Numerov scheme and the central difference scheme based on the relation between the local mesh widths and the perturbation parameter. We will show that the scheme is maximum-norm stable, although the difference scheme may not satisfy the maximum principle. The scheme is proved to be almost fourth-order uniformly convergent in the discrete maximum norm. Numerical results are presented for supporting the theoretical results.     

A numerical method for diffusion-convection equation using high-order difference schemes

In this paper, we propose a simple general form of high-order approximation of O(c²+ch²+h⁴) to solve the two-dimensional parabolic equation αuxx+βuyy=F(x,y,t,u,ux,uy,ut), where α and β are positive constants. We apply the compact form for solving diffusion-convection equation. The results of numerical experiments are presented and compared with analytical solutions to confirm the higher accuracy of the presented scheme.     

A computational study of vortex-airfoil interaction using high-order finite difference methods

Simulations of the interaction between a vortex and a NACA0012 airfoil are performed with a stable, high-order accurate (in space and time), multi-block finite difference solver for the compressible Navier-Stokes equations.We begin by computing a benchmark test case to validate the code. Next, the flow with steady inflow conditions are computed on several different grids. The resolution of the boundary layer as well as the amount of the artificial dissipation is studied to establish the necessary resolution requirements. We propose an accuracy test based on the weak imposition of the boundary conditions that does not require a grid refinement.Finally, we compute the vortex-airfoil interaction and calculate the lift and drag coefficients. It is shown that the viscous terms add the effect of detailed small scale structures to the lift and drag coefficients.     

一种便携式现场电雷管检测仪的设计

在民用爆破中,雷管的正常引爆是安全生产的关键。针对现场检测的需要,介绍便携式电雷管检测仪的软硬件设计,重点分析了设计中节电模式的电源管理,限能电路的设计,分析了测试结果。仪表具有安全防爆功能,使用方便可靠,可以直接测量显示电雷管电阻值以判断雷管是否可正常引爆,在爆破现场具有较好的推广应用价值。     

Preconditioned variational methods on rotated finite difference discretisation

Due to their rapid convergence properties, recent focus on iterative methods in the solution of linear system has seen a flourish on the use of gradient techniques which are primarily based on global minimisation of the residual vectors. In this paper, we conduct an experimental study to investigate the performance of several preconditioned gradient or variational techniques to solve a system arising from the so-called rotated (skewed) finite difference discretisation in the solution of elliptic partial differential equations (PDEs). The preconditioned iterative methods consist of variational accelerators, namely the steepest descent and conjugate gradient methods, applied to a special matrix ‘splitting’ preconditioned system. Several numerical results are presented and discussed.     

Pricing American options using a space-time adaptive finite difference method

American options are priced numerically using a space- and time-adaptive finite difference method. The generalized Black–Scholes operator is discretized on a Cartesian structured but non-equidistant grid in space. The space- and time-discretizations are adjusted such that a predefined tolerance level on the local discretization error is met. An operator splitting technique is used to separately handle the early exercise constraint and the solution of linear systems of equations from the finite difference discretization of the linear complementarity problem. In numerical experiments three variants of the adaptive time-stepping algorithm with and without local time-stepping are compared.     

Monotone methods for a finite difference system of reaction diffusion equation with time delay

The aim of this paper is to present some monotone iterative schemes for computing the solution of a system of nonlinear difference equations which arise from a class of nonlinear reaction-diffusion equations with time delays. The iterative schemes lead to computational algorithms as well as existence, uniqueness, and upper and lower bounds of the solution. An application to a diffusive logistic equation with time delay is given.     

High order finite difference methods for unsteady incompressible flows in multi-connected domains

Using the vorticity and stream function variables is an effective way to compute 2-D incompressible flow due to the facts that the incompressibility constraint for the velocity is automatically satisfied, the pressure variable is eliminated, and high order schemes can be efficiently implemented. However, a difficulty arises in a multi-connected computational domain in determining the constants for the stream function on the boundary of the “holes”. This is an especially challenging task for the calculation of unsteady flows, since these constants vary with time to reflect the total fluxes of the flow in each sub-channel. In this paper, we propose an efficient method in a finite difference setting to solve this problem and present some numerical experiments, including an accuracy check of a Taylor vortex-type flow, flow past a non-symmetric square, and flow in a heat exchanger.     

Free vibration analysis of plates using least-square-based finite difference method

In this paper, we apply the two-dimensional least-square-based finite difference (LSFD) method for solving free vibration problems of isotropic, thin, arbitrarily shaped plates with simply supported and clamped edges. Using the chain rule, we show how the fourth-order derivatives of the plate governing equation can be discretized in two or three steps as well as how the boundary conditions can be implemented directly into the governing equation. By analyzing vibrating plates of various shapes and comparing the solutions obtained against existing results, we clearly demonstrate the effectiveness of LSFD as a mesh-free method for computing vibration frequencies of generally shaped plates accurately.     

Numerical solution of potential flow equations with a predictor-corrector finite difference method

We develop a numerical solution algorithm of the nonlinear potential flow equations with the nonlinear free surface boundary condition.A finite difference method with a predictor-corrector method is applied to solve the nonlinear potential flow equations in a two-dimensional (2D) tank.The irregular tank is mapped onto a fixed square domain with rectangular cells through a proper mapping function.A staggered mesh system is adopted in a 2D tank to capture the wave elevation of the transient fluid.The finite difference method with a predictor-corrector scheme is applied to discretize the nonlinear dynamic boundary condition and nonlinear kinematic boundary condition.We present the numerical results of wave elevations from small to large amplitude waves with free oscillation motion,and the numerical solutions of wave elevation with horizontal excited motion.The beating period and the nonlinear phenomenon are very clear.The numerical solutions agree well with the analytical solutions and previously published results.     

A finite difference continuation method for computing energy levels of Bose-Einstein condensates

We study a finite difference continuation (FDC) method for computing energy levels and wave functions of Bose-Einstein condensates (BEC), which is governed by the Gross-Pitaevskii equation (GPE). We choose the chemical potential λ as the continuation parameter so that the proposed algorithm can compute all energy levels of the discrete GPE. The GPE is discretized using the second-order finite difference method (FDM), which is treated as a special case of finite element methods (FEM) using the piecewise bilinear and linear interpolatory functions. Thus the mathematical theory of FEM for elliptic eigenvalue problems (EEP) also holds for the Schrödinger eigenvalue problem (SEP) associated with the GPE. This guarantees the existence of discrete numerical solutions for the ground-state as well as excited-states of the SEP in the variational form. We also study superconvergence of FDM for solution derivatives of parameter-dependent problems (PDP). It is proved that the superconvergence O(ht) in the discrete H¹ norm is achieved, where t=2 and t=1.5 for rectangular and polygonal domains, respectively, and h is the maximal boundary length of difference grids. Moreover, the FDC algorithm can be implemented very efficiently using a simplified two-grid scheme for computing energy levels of the BEC. Numerical results are reported for the ground-state of two-coupled NLS defined in a large square domain, and in particular, for the second-excited state solutions of the 2D BEC in a periodic potential.     

Combining Monte Carlo and finite difference methods for effective simulation of dam behavior

Monte Carlo simulation provides a probabilistic approach to evaluate the physical behavior of infrastructures. Therefore, the performance could be achieved in a more realistic manner. Within this framework, an innovative software code is developed by combining the Monte Carlo and finite difference methods to predict the behavior of embankment dams after impounding. In order to assess the efficiency of the method, the case study of Chahnimeh-4 dam, located at Southeast of Iran, has been investigated in detail. The behavior of this dam is predicted and compared with the field monitoring by using the Kolmogorov-Smirnov test. The results indicate the robustness of the proposed method and it can be then efficiently used in monitoring the dam responses with respect to the various factors like seepage, piping and settlement.     

The effect of inner products for discrete vector fields on the accuracy of mimetic finite difference methods

The support operators method of discretizing partial differential equations produces discrete analogs of continuum initial boundary value problems that exactly satisfy discrete conservation laws analogous to those satisfied by the continuum system. Thus, the stability of the method is assured, but currently there is no theory that predicts the accuracy of the method on nonuniform grids. In this paper, we numerically investigate how the accuracy, particularly the accuracy of the fluxes, depends on the definition of the inner product for discrete vector fields. We introduce two different discrete inner products, the standard inner product that we have used previously and a new more accurate inner product. The definitions of these inner products are based on interpolation of the fluxes of vector fields. The derivation of the new inner product is closely related to the use of the Piola transform in mixed finite elements. Computing the formulas for the new accurate inner product requires a nontrivial use of computer algebra. From the results of our numerical experiments, we can conclude that using more accurate inner product produces a method with the same order of convergence as the standard inner product, but the constant in error estimate is about three times less. However, the method based on the standard inner product is easier to compute with and less sensitive to grid irregularities, so we recommend its use for rough grids.     

Relativistic theory of mode conversion at plasma frequency – the finite difference time domain simulation

The equations governing the mode conversion between an electromagnetic wave and a plasma wave are derived from the fluid equations for the nonrelativistic case, and from the Vlasov equation for the relativistic case. They are further reduced to involve only two electric field components. Both cases show that the mode conversion has similar magnitude in conversion efficiency and becomes insignificant beyond 45° of incident angle. The finite difference time domain simulation measuring the wave packet of the electromagnetic wave with and without the mode conversion indicates that while the mode efficiency improves with plasma temperature in the nonrelativistic case, it saturates in the relativistic case.