On the solution of the diffusion equations by numerical methods.
Finite difference method solution of diffusion equations, including analyses of stability and truncation errors
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A numerical study of the steady scalar convective diffusion equation for small viscosity
A time-independent convection diffusion equation is studied by means of a compact finite difference scheme and numerical solutions are compared to the analytic inviscid solutions. The correct internal and external boundary layer behavior is observed, due to an inherent feature of the scheme which automatically produces upwind differencing in inviscid regions and the correct viscous behavior in viscous regions.
Giles, M. B.↗
Multigrid techniques for the solution of the passive scalar advection-diffusion equation
The solution of elliptic passive scalar advection-diffusion equations is required in the analysis of many turbulent flow and convective heat transfer problems. The accuracy of the solution may be affected by the presence of regions containing large gradients of the dependent variables. The multigrid concept of local grid refinement is a method for improving the accuracy of the calculations in these problems. In combination with the multilevel acceleration techniques, an accurate and efficient computational procedure is developed. In addition, a robust implementation of the QUICK finite-difference scheme is described. Calculations of a test problem are presented to quantitatively demonstrate the advantages of the multilevel-multigrid method.
Phillips, R. E.↗
A parallel algorithm for nonlinear convection-diffusion equations
A parallel algorithm for the efficient solution of nonlinear time-dependent convection-diffusion equations with small parameter on the diffusion term is presented. The method is based on a physically motivated domain decomposition that is dictated by singular perturbation analysis. The analysis is used to determine regions where certain reduced equations may be solved in place of the full equation. The method is suitable for the solution of problems arising in the simulation of fluid dynamics. Experimental results for a nonlinear equation in two-dimensions are presented.
Scroggs, Jeffrey S.↗
The Galerkin/least-squares method for advective-diffusive equations
Galerkin/least-squares finite-element methods are presented for advective-diffusive equations. Galerkin/least-squares represents a conceptual simplification of streamline-upwind Petrov-Galerkin methods, and is in fact applicable to a wide variety of other problem types. A convergence analysis and error estimates are presented. Some numerical results for compressible Navier-Stokes flows are presented.
Hughes, T. J. R.↗
Multi-Dimensional Asymptotically Stable 4th Order Accurate Schemes for the Diffusion Equation
An algorithm is presented which solves the multi-dimensional diffusion equation on co mplex shapes to 4th-order accuracy and is asymptotically stable in time. This bounded-error result is achieved by constructing, on a rectangular grid, a differentiation matrix whose symmetric part is negative definite. The differentiation matrix accounts for the Dirichlet boundary condition by imposing penalty like terms. Numerical examples in 2-D show that the method is effective even where standard schemes, stable by traditional definitions fail.
Abarbanel, Saul↗
A Two Colorable Fourth Order Compact Difference Scheme and Parallel Iterative Solution of the 3D Convection Diffusion Equation
A new fourth order compact difference scheme for the three dimensional convection diffusion equation with variable coefficients is presented. The novelty of this new difference scheme is that it Only requires 15 grid points and that it can be decoupled with two colors. The entire computational grid can be updated in two parallel subsweeps with the Gauss-Seidel type iterative method. This is compared with the known 19 point fourth order compact differenCe scheme which requires four colors to decouple the computational grid. Numerical results, with multigrid methods implemented on a shared memory parallel computer, are presented to compare the 15 point and the 19 point fourth order compact schemes.
Zhang, Jun↗
A deterministic particle method for one-dimensional reaction-diffusion equations
We derive a deterministic particle method for the solution of nonlinear reaction-diffusion equations in one spatial dimension. This deterministic method is an analog of a Monte Carlo method for the solution of these problems that has been previously investigated by the author. The deterministic method leads to the consideration of a system of ordinary differential equations for the positions of suitably defined particles. We then consider the time explicit and implicit methods for this system of ordinary differential equations and we study a Picard and Newton iteration for the solution of the implicit system. Next we solve numerically this system and study the discretization error both analytically and numerically. Numerical computation shows that this deterministic method is automatically adaptive to large gradients in the solution.
Mascagni, Michael↗
Wave and pseudo-diffusion equations from squeezed states
We show that the probability distributions P(sub n)(q,p;y) := the absolute value squared of (n(p,q;y), which are obtained from squeezed states, obey an interesting partial differential equation, to which we give two intuitive interpretations: as a wave equation in one space dimension; and as a pseudo-diffusion equation. We also study the corresponding Wehrl entropies S(sub n)(y), and we show that they have minima at zero squeezing, y = 0.
Daboul, Jamil↗
Effective diffusion equation in a random velocity field
The effects are studied of assumed random velocity fields on diffusion in a binary fluid. Random velocity fields can result, for example, from the high-frequency components of residual accelerations onboard spacecraft (often called g-jitter). An effective diffusion equation is derived for an average concentration which includes spatial and temporal correlations induced by the fluctuating velocity fields assumed to be Gaussianly distributed. The resulting equation becomes nonlocal, and if correlations between different components of the velocity field exist, it is also anisotropic. The simple limiting case of short correlation times is discussed and an effective diffusivity is obtained which reflects the enhanced mixing caused by the velocity fields. The results obtained in the limit of short correlation times are valid even if the probability distribution of the velocity field is not Gaussian.
Vinals, Jorge↗
Numerical methods for one-dimensional reaction-diffusion equations arising in combustion theory
A review of numerical methods for one-dimensional reaction-diffusion equations arising in combustion theory is presented. The methods reviewed include explicit, implicit, quasi-linearization, time linearization, operator-splitting, random walk and finite-element techniques and methods of lines. Adaptive and nonadaptive procedures are also reviewed. These techniques are applied first to solve two model problems which have exact traveling wave solutions with which the numerical results can be compared. This comparison is performed in terms of both the wave profile and computed wave speed. It is shown that the computed wave speed is not a good indicator of the accuracy of a particular method. A fourth-order time-linearized, Hermitian compact operator technique is found to be the most accurate method for a variety of time and space sizes.
Ramos, J. I.↗
Local multiplicative Schwarz algorithms for convection-diffusion equations
We develop a new class of overlapping Schwarz type algorithms for solving scalar convection-diffusion equations discretized by finite element or finite difference methods. The preconditioners consist of two components, namely, the usual two-level additive Schwarz preconditioner and the sum of some quadratic terms constructed by using products of ordered neighboring subdomain preconditioners. The ordering of the subdomain preconditioners is determined by considering the direction of the flow. We prove that the algorithms are optimal in the sense that the convergence rates are independent of the mesh size, as well as the number of subdomains. We show by numerical examples that the new algorithms are less sensitive to the direction of the flow than either the classical multiplicative Schwarz algorithms, and converge faster than the additive Schwarz algorithms. Thus, the new algorithms are more suitable for fluid flow applications than the classical additive or multiplicative Schwarz algorithms.
Cai, Xiao-Chuan↗
A comparison of implicit numerical methods for solving the transient spherical diffusion equation
Comparative numerical temperature results obtained by using two implicit finite difference procedures for the solution of the transient diffusion equation in spherical coordinates are presented. The validity and accuracy of these solutions are demonstrated by comparison with exact analytical solutions.
Curry, D. M.↗
Compact finite volume methods for the diffusion equation
An approach to treating initial-boundary value problems by finite volume methods is described, in which the parallel between differential and difference arguments is closely maintained. By using intrinsic geometrical properties of the volume elements, it is possible to describe discrete versions of the div, curl, and grad operators which lead, using summation-by-parts techniques, to familiar energy equations as well as the div curl = 0 and curl grad = 0 identities. For the diffusion equation, these operators describe compact schemes whose convergence is assured by the energy equations and which yield both the potential and the flux vector with second order accuracy. A simplified potential form is especially useful for obtaining numerical results by multigrid and alternating direction implicit (ADI) methods. The treatment of general curvilinear coordinates is shown to result from a specialization of these general results.
Rose, Milton E.↗
Compact finite volume methods for the diffusion equation
The paper describes an approach to treating initial-boundary-value problems by finite volume methods in which the parallel between differential and difference arguments is closely maintained. By using intrinsic geometrical properties of the volume elements, it is possible to describe discrete versions of the div, curl, and grad operators which lead, using summation-by-parts techniques, to familiar energy equations as well as the div curl = 0 and curl grad = 0 identities. For the diffusion equation, these operators describe compact schemes whose convergence is assured by the energy equations and which yield both the potential and the flux vector with second-order accuracy. A simplified potential form is especially useful for obtaining numerical results by multigrid and ADI methods.
Rose, Milton E.↗
A Radiation Chemistry Code Based on the Greens Functions of the Diffusion Equation
Ionizing radiation produces several radiolytic species such as.OH, e-aq, and H. when interacting with biological matter. Following their creation, radiolytic species diffuse and chemically react with biological molecules such as DNA. Despite years of research, many questions on the DNA damage by ionizing radiation remains, notably on the indirect effect, i.e. the damage resulting from the reactions of the radiolytic species with DNA. To simulate DNA damage by ionizing radiation, we are developing a step-by-step radiation chemistry code that is based on the Green's functions of the diffusion equation (GFDE), which is able to follow the trajectories of all particles and their reactions with time. In the recent years, simulations based on the GFDE have been used extensively in biochemistry, notably to simulate biochemical networks in time and space and are often used as the "gold standard" to validate diffusion-reaction theories. The exact GFDE for partially diffusion-controlled reactions is difficult to use because of its complex form. Therefore, the radial Green's function, which is much simpler, is often used. Hence, much effort has been devoted to the sampling of the radial Green's functions, for which we have developed a sampling algorithm This algorithm only yields the inter-particle distance vector length after a time step; the sampling of the deviation angle of the inter-particle vector is not taken into consideration. In this work, we show that the radial distribution is predicted by the exact radial Green's function. We also use a technique developed by Clifford et al. to generate the inter-particle vector deviation angles, knowing the inter-particle vector length before and after a time step. The results are compared with those predicted by the exact GFDE and by the analytical angular functions for free diffusion. This first step in the creation of the radiation chemistry code should help the understanding of the contribution of the indirect effect in the formation of DNA damage and double-strand breaks.
Plante, Ianik↗
Computer program VARI-QUIR 3 provides solution of steady-state, multigroup, two-dimensional neutron diffusion equations
Computer program VARI-QUIR 3 provides Gauss-Seidel type of solution with inner and outer iterations for steady-state, multigroup, two-dimensional neutron diffusion equations. The program has no restrictions on any of the input parameters such as the number of groups, regions, or materials.
Collier, G.↗
Adaptive grid relocation algorithms for transonic full potential calculations using one-dimensional or two-dimensional diffusion equation
The effect of solution-adaptive grids using an interpolative grid relocation algorithm on two-dimensional transonic full potential flow calculations is studied with extensions to three dimensions in mind. One-dimensional or two-dimensional diffusion equation is solved to obtain the grid density control function for generating adaptive grids. The results of flow solution for NACA-0012 and Gates-Leajet airfoils show a significant improvement of accuracy in the CP distributions. However, further studies are recommended on the questions (1) what information from the initial flow solution should be passed on to the solution-adaptive grid generation scheme, and (2) how to optimize the accuracy of the solution through the use of adaptive grids.
Nakamura, S.↗