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A finite-difference scheme for numerical integration of the Schroedinger equation is constructed. Asymptotically (r goes to infinity), the method gives the exact solution correct to terms of order r exp -2.
A high-order accurate finite-difference approach is presented for calculating incompressible turbulent flow. The methods used include a kinetic energy conserving central difference scheme and an upwind difference scheme. The methods are evaluated in test cases for the evolution of small-amplitude disturbances and fully developed turbulent channel flow. It is suggested that the finite-difference approach can be applied to complex geometries more easilty than highly accurate spectral methods. It is concluded that the upwind scheme is a good candidate for direct simulations of turbulent flows over complex geometries.
An over-relaxation procedure is applied to the MacCormack finite-difference scheme in order to reduce the computation time required to obtain a steady-state solution. The implementation of this acceleration procedure to an existing computer program using the regular MacCormack method is extremely simple and does not require additional storage. The over-relaxation procedure does not alter the steady-state solution, which is second-order accurate. The method is first applied to Burgers' equation. A stability condition and an expression for the increase in the rate of convergence are derived. The method is then applied to the calculation of the hypersonic viscous flow over a flat plate, using the complete Navier-Stokes equations, and the inviscid flow over a wedge. Reductions in computing time by factors of 3 and 1.5, respectively, are obtained by over-relaxation.
Engquist and Osher (1980) have introduced a finite difference scheme for solving the transonic small disturbance equation, taking into account cases in which only compression shocks are admitted. Osher et al. (1983) studied a class of schemes for the full potential equation. It is proved that these schemes satisfy a new discrete 'entropy inequality' which rules out expansion shocks. However, the conducted analysis is restricted to steady two-dimensional flows. The present investigation is concerned with the adoption of a heuristic approach. The full potential equation in conservation form is solved with the aid of a modified artificial density method, based on flux biasing. It is shown that, with the current scheme, expansion shocks are not possible.
The effect of reducing the formal order of accuracy of a finite-difference scheme in order to optimize its high-frequency performance is investigated using the I-D nonlinear unsteady inviscid Burgers'equation. It is found that the benefits of optimization do carry over into nonlinear applications. Both explicit and compact schemes are compared to Tam and Webb's explicit 7-point Dispersion Relation Preserving scheme as well as a Spectral-like compact scheme derived following Lele's work. Results are given for the absolute and L2 errors as a function of time.
A general strategy exists for constructing Energy Stable Weighted Essentially Non Oscillatory (ESWENO) finite difference schemes up to eighth-order on periodic domains. These ESWENO schemes satisfy an energy norm stability proof for both continuous and discontinuous solutions of systems of linear hyperbolic equations. Herein, boundary closures are developed for the fourth-order ESWENO scheme that maintain wherever possible the WENO stencil biasing properties, while satisfying the summation-by-parts (SBP) operator convention, thereby ensuring stability in an L2 norm. Second-order, and third-order boundary closures are developed that achieve stability in diagonal and block norms, respectively. The global accuracy for the second-order closures is three, and for the third-order closures is four. A novel set of non-uniform flux interpolation points is necessary near the boundaries to simultaneously achieve 1) accuracy, 2) the SBP convention, and 3) WENO stencil biasing mechanics.
Attention is given to the construction of exact finite difference schemes for the nonlinear unidirectional wave equation that describes the nonlinear propagation of a wave motion in the positive x-direction. The schemes constructed for these equations are compared with those obtained by using the usual procedures of numerical analysis. It is noted that the order of the exact finite difference models is equal to the order of the differential equation.
We derive a high-order finite difference scheme for the Euler equations that satisfies a semi-discrete energy estimate, and present an efficient strategy for the treatment of discontinuities that leads to sharp shock resolution. The formulation of the semi-discrete energy estimate is based on a symmetrization of the Euler equations that preserves the homogeneity of the flux vector, a canonical splitting of the flux derivative vector, and the use of difference operators that satisfy a discrete analogue to the integration by parts procedure used in the continuous energy estimate. Around discontinuities or sharp gradients, refined grids are created on which the discrete equations are solved after adding a newly constructed artificial viscosity. The positioning of the sub-grids and computation of the viscosity are aided by a detection algorithm which is based on a multi-scale wavelet analysis of the pressure grid function. The wavelet theory provides easy to implement mathematical criteria to detect discontinuities, sharp gradients and spurious oscillations quickly and efficiently.
The major research activities of this proposal center on the construction and analysis of nonstandard finite-difference schemes for ordinary and partial differential equations. In particular, we investigate schemes that either have zero truncation errors (exact schemes) or possess other significant features of importance for numerical integration. Our eventual goal is to bring these methods to bear on problems that arise in the modeling of various physical, engineering, and technological systems. At present, these efforts are extended in the direction of understanding the exact nature of these nonstandard procedures and extending their use to more complicated model equations. Our presentation will give a listing (obtained to date) of the nonstandard rules, their application to a number of linear and nonlinear, ordinary and partial differential equations. In certain cases, numerical results will be presented.
An investigation was conducted concerning the response of various finite-difference schemes to the insertion of unweighted data. A simple barotropic model was employed as a forecast model. The Mintz-Arakawa two-level general circulation model was used as a source of data. The schemes tested include a Shuman scheme employing centered time differences and 9-point spatial smoothing. Two other schemes investigated were a Matsuno-TASU scheme and a semiimplicit scheme similar to one proposed by McPherson (1971).
This work presents a combination of cell‐node and cell‐centered compact finite difference scheme for the approximation of third derivatives involved in Korteweg–de Vries (KdV) equations. This approach employs a half‐shifted derivative construction at cell centers, avoiding the need for compact interpolation, thereby removing transfer errors; hence, it improves spectral resolution and maintains high‐order accuracy. Fourier analysis is performed to show the spectral properties of the proposed formulation, which provides higher spectral resolutions as compared to node‐based compact schemes. A filtering strategy is incorporated to suppress high‐frequency oscillations without compromising the accuracy of the numerical scheme, and the total variation diminishing Runge Kutta (TVDRK3) method is applied for time integration. Numerical experiments on linear, nonlinear, and coupled KdV systems are conducted, and a comparative analysis with cell‐node compact schemes confirms that the proposed scheme consistently reduces errors by up to an order of magnitude and achieves high spectral resolution properties.
A representative class of elliptic equations is treated by a dissipative compact finite difference scheme and a general solution technique by relaxation methods is discussed in detail for the Laplace equation.
In this article, we discuss a non-variational V-cycle multigrid algorithm based on the cell-centered finite difference scheme for solving a second-order elliptic problem with discontinuous coefficients. Due to the poor approximation property of piecewise constant spaces and the non-variational nature of our scheme, one step of symmetric linear smoothing in our V-cycle multigrid scheme may fail to be a contraction. Again, because of the simple structure of the piecewise constant spaces, prolongation and restriction are trivial; we save significant computation time with very promising computational results.
We consider a divergence-free non-dissipative fourth-order explicit staggered finite difference scheme for the hyperbolic Maxwell's equations. Special one-sided difference operators are derived in order to implement the scheme near metal boundaries and dielectric interfaces. Numerical results show the scheme is long-time stable, and is fourth-order convergent over complex domains that include dielectric interfaces and perfectly conducting surfaces. We also examine the scheme's behavior near metal surfaces that are not aligned with the grid axes, and compare its accuracy to that obtained by the Yee scheme.
A finite difference for elastic waves is introduced. The model is based on the first order system of equations for the velocities and stresses. The differencing is fourth order accurate on the spatial derivatives and second order accurate in time. The model is tested on a series of examples including the Lamb problem, scattering from plane interf aces and scattering from a fluid-elastic interface. The scheme is shown to be effective for these problems. The accuracy and stability is insensitive to the Poisson ratio. For the class of problems considered here it is found that the fourth order scheme requires for two-thirds to one-half the resolution of a typical second order scheme to give comparable accuracy.
It is pointed out that, in general, dissipative finite difference integration schemes have been found to be quite robust when applied to the Euler equations of gas dynamics. The present investigation considers a modified equation analysis of both implicit and explicit finite difference techniques as applied to the Euler equations. The analysis is used to identify those error terms which contribute most to the observed solution errors. A technique for analytically removing the dominant error terms is demonstrated, resulting in a greatly improved solution for the explicit Lax-Wendroff schemes. It is shown that the nonlinear truncation errors are quite large and distributed quite differently for each of the three conservation equations as applied to a one-dimensional shock tube problem.
We present a systematic method for constructing boundary conditions (numerical and physical) of the required accuracy, for compact (Pade-like) high-order finite-difference schemes for hyperbolic systems. First, a roper summation-by-parts formula is found for the approximate derivative. A 'simultaneous approximation term' (SAT) is then introduced to treat the boundary conditions. This procedure leads to time-stable schemes even in the system case. An explicit construction of the fourth-order compact case is given. Numerical studies are presented to verify the efficacy of the approach.
We present a systematic method for constructing boundary conditions (numerical and physical) of the required accuracy, for compact (Pade-like) high-order finite-difference schemes for hyperbolic systems. First a proper summation-by-parts formula is found for the approximate derivative. A 'simultaneous approximation term' is then introduced to treat the boundary conditions. This procedure leads to time-stable schemes even in the system case. An explicit construction of the fourth-order compact case is given. Numerical studies are presented to verify the efficacy of the approach.