scholarly journals Uniform second-order pointwise convergence of a central difference approximation for a quasilinear convection-diffusion problem

2001 ◽  
Vol 137 (2) ◽  
pp. 257-267 ◽  
Author(s):  
Natalia Kopteva ◽  
Torsten Linß
Keyword(s):  
Pointwise Convergence ◽  
Diffusion Problem ◽  
Second Order ◽  
Difference Approximation ◽  
Central Difference ◽  
Convection Diffusion

scholarly journals Numerical Analysis of Convection–Diffusion Using a Modified Upwind Approach in the Finite Volume Method

Mathematics ◽  
2020 ◽  
Vol 8 (11) ◽  
pp. 1869
Author(s):  
Arafat Hussain ◽  
Zhoushun Zheng ◽  
Eyaya Fekadie Anley
Keyword(s):  
Finite Volume Method ◽  
Finite Volume ◽  
Numerical Scheme ◽  
Diffusion Problem ◽  
Second Order ◽  
Order Accuracy ◽  
Central Difference ◽  
Convection Diffusion ◽  
Volume Method ◽  
And Diffusion

The main focus of this study was to develop a numerical scheme with new expressions for interface flux approximations based on the upwind approach in the finite volume method. Our new proposed numerical scheme is unconditionally stable with second-order accuracy in both space and time. The method is based on the second-order formulation for the temporal approximation, and an upwind approach of the finite volume method is used for spatial interface approximation. Some numerical experiments have been conducted to illustrate the performance of the new numerical scheme for a convection–diffusion problem. For the phenomena of convection dominance and diffusion dominance, we developed a comparative study of this new upwind finite volume method with an existing upwind form and central difference scheme of the finite volume method. The modified numerical scheme shows highly accurate results as compared to both numerical schemes.

scholarly journals A First-Order Explicit-Implicit Splitting Method for a Convection-Diffusion Problem

2020 ◽  
Vol 20 (4) ◽  
pp. 769-782
Author(s):  
Amiya K. Pani ◽  
Vidar Thomée ◽  
A. S. Vasudeva Murthy
Keyword(s):  
Splitting Method ◽  
Diffusion Problem ◽  
Euler Method ◽  
Second Order ◽  
Time Step ◽  
Convection Diffusion ◽  
First Order ◽  
Backward Euler ◽  
Strang Splitting ◽  
Spatially Periodic

AbstractWe analyze a second-order in space, first-order in time accurate finite difference method for a spatially periodic convection-diffusion problem. This method is a time stepping method based on the first-order Lie splitting of the spatially semidiscrete solution. In each time step, on an interval of length k, of this solution, the method uses the backward Euler method for the diffusion part, and then applies a stabilized explicit forward Euler approximation on {m\geq 1} intervals of length {\frac{k}{m}} for the convection part. With h the mesh width in space, this results in an error bound of the form {C_{0}h^{2}+C_{m}k} for appropriately smooth solutions, where {C_{m}\leq C^{\prime}+\frac{C^{\prime\prime}}{m}}. This work complements the earlier study [V. Thomée and A. S. Vasudeva Murthy, An explicit-implicit splitting method for a convection-diffusion problem, Comput. Methods Appl. Math. 19 2019, 2, 283–293] based on the second-order Strang splitting.

scholarly journals A Second Order Weighted Numerical Scheme on Nonuniform Meshes for Convection Diffusion Parabolic Problems

2020 ◽  
Author(s):  
Lolugu Govindarao ◽  
Jugal Mohapatra
Keyword(s):  
Time Derivative ◽  
Perturbation Parameter ◽  
Rectangular Domain ◽  
Shishkin Mesh ◽  
Second Order ◽  
Parabolic Problems ◽  
Uniform Mesh ◽  
Central Difference ◽  
Convection Diffusion ◽  
Convection Diffusion Equation

In this article, a singularly perturbed parabolic convection-diffusion equation on a rectangular domain is considered. The solution of the problem possesses regular boundary layer which appears in the spatial variable. To discretize the time derivative, we use two type of schemes, first the implicit Euler scheme and second the implicit trapezoidal scheme on a uniform mesh. For approximating the spatial derivatives, we use the monotone hybrid scheme, which is a combination of midpoint upwind scheme and central difference scheme with variable weights on Shishkin-type meshes (standard Shishkin mesh, Bakhvalov-Shishkin mesh and modified Bakhvalov-Shishkin mesh). We prove that both numerical schemes converge uniformly with respect to the perturbation parameter and are of second order accurate. Thomas algorithm is used to solve the tri-diagonal system. Finally, to support the theoretical results, we present a numerical experiment by using the proposed methods.

scholarly journals Finite Difference Method for Two-Sided Two Dimensional Space Fractional Convection-Diffusion Problem with Source Term

Mathematics ◽  
2020 ◽  
Vol 8 (11) ◽  
pp. 1878
Author(s):  
Eyaya Fekadie Anley ◽  
Zhoushun Zheng
Keyword(s):  
Diffusion Equation ◽  
Source Term ◽  
Diffusion Problem ◽  
Stability And Convergence ◽  
Difference Approximation ◽  
Finite Domain ◽  
Two Dimensional ◽  
Convection Diffusion ◽  
Nicolson Scheme ◽  
Crank Nicolson

In this paper, we have considered a numerical difference approximation for solving two-dimensional Riesz space fractional convection-diffusion problem with source term over a finite domain. The convection and diffusion equation can depend on both spatial and temporal variables. Crank-Nicolson scheme for time combined with weighted and shifted Grünwald-Letnikov difference operator for space are implemented to get second order convergence both in space and time. Unconditional stability and convergence order analysis of the scheme are explained theoretically and experimentally. The numerical tests are indicated that the Crank-Nicolson scheme with weighted shifted Grünwald-Letnikov approximations are effective numerical methods for two dimensional two-sided space fractional convection-diffusion equation.

Uniform Second-Order Hybrid Schemes on Bakhvalov-Shishkin Mesh for Quasi-Linear Convection-Diffusion Problems

2013 ◽  
Vol 871 ◽  
pp. 135-140 ◽  
Author(s):  
Quan Zheng ◽  
Xue Zheng Li ◽  
Yu Feng Liu
Keyword(s):  
Shishkin Mesh ◽  
Second Order ◽  
Order Estimate ◽  
Central Difference ◽  
Hybrid Schemes ◽  
Central Difference Scheme ◽  
Convection Diffusion ◽  
Second Order Convergence ◽  
The Stability ◽  
Diffusion Problems

In this paper, we propose a class of hybrid difference schemes combining the central difference scheme and the midpoint upwind scheme on the Bakhvalov-Shishkin mesh for solving quasi-linear singularly perturbed convection-diffusion boundary value problems. Point-wise second-order convergence uniform in the perturbation is proved clearly by using the-stability. The numerical experiments support the schemes and the uniform second-order estimate.

scholarly journals Performance of similarity explicit group iteration for solving 2D unsteady convection-diffusion equation

2021 ◽  
Vol 23 (1) ◽  
pp. 471
Author(s):  
Nur Afza Mat Ali ◽  
Jumat Sulaiman ◽  
Azali Saudi ◽  
Nor Syahida Mohamad
Keyword(s):  
Diffusion Equation ◽  
Large Scale ◽  
Diffusion Problem ◽  
Second Order ◽  
Parabolic Partial Differential Equation ◽  
Problem Structuring ◽  
Similarity Equation ◽  
Convection Diffusion ◽  
Convection Diffusion Equation ◽  
Wave Variables

In this paper, a similarity finite difference (SFD) solution is addressed for thetwo-dimensional (2D) parabolic partial differential equation (PDE), specifically on the unsteady convection-diffusion problem. Structuring the similarity transformation using wave variables, we reduce the parabolic PDE into elliptic PDE. The numerical solution of the corresponding similarity equation is obtained using a second-order central SFD discretization schemeto get the second-order SFD approximation equation. We propose a four-point similarity explicit group (4-point SEG) iterative methodasa numericalsolution of the large-scale and sparse linear systems derived from SFD discretization of 2D unsteady convection-diffusion equation (CDE). To showthe 4-point SEG iteration efficiency, two iterative methods, such as Jacobiand Gauss-Seidel (GS) iterations, are also considered. The numerical experiments are carried out using three different problems to illustrate our proposed iterative method's performance. Finally, the numerical results showed that our proposed iterative method is more efficient than the Jacobiand GS iterations in terms of iteration number and execution time.

scholarly journals A Finite Element Splitting Method for a Convection-Diffusion Problem

2020 ◽  
Vol 20 (4) ◽  
pp. 717-725 ◽  
Author(s):  
Vidar Thomée
Keyword(s):  
Finite Element ◽  
Splitting Method ◽  
Diffusion Problem ◽  
Euler Method ◽  
Euler Approximation ◽  
Convection Diffusion ◽  
Time Stepping ◽  
Backward Euler ◽  
Spatially Periodic ◽  
Forward Euler

AbstractFor a spatially periodic convection-diffusion problem, we analyze a time stepping method based on Lie splitting of a spatially semidiscrete finite element solution on time steps of length k, using the backward Euler method for the diffusion part and a stabilized explicit forward Euler approximation on {m\geq 1} intervals of length {k/m} for the convection part. This complements earlier work on time splitting of the problem in a finite difference context.

scholarly journals Stable and Efficient Modeling of Anelastic Attenuation in Seismic Wave Propagation

2012 ◽  
Vol 12 (1) ◽  
pp. 193-225 ◽  
Author(s):  
N. Anders Petersson ◽  
Björn Sjögreen
Keyword(s):  
Wave Equation ◽  
Finite Difference ◽  
Half Space ◽  
Material Model ◽  
Second Order ◽  
Finite Difference Approximation ◽  
Difference Approximation ◽  
Space Problem ◽  
Standard Linear Solid ◽  
Standard Linear

AbstractWe develop a stable finite difference approximation of the three-dimensional viscoelastic wave equation. The material model is a super-imposition of N standard linear solid mechanisms, which commonly is used in seismology to model a material with constant quality factor Q. The proposed scheme discretizes the governing equations in second order displacement formulation using 3N memory variables, making it significantly more memory efficient than the commonly used first order velocity-stress formulation. The new scheme is a generalization of our energy conserving finite difference scheme for the elastic wave equation in second order formulation [SIAM J. Numer. Anal., 45 (2007), pp. 1902-1936]. Our main result is a proof that the proposed discretization is energy stable, even in the case of variable material properties. The proof relies on the summation-by-parts property of the discretization. The new scheme is implemented with grid refinement with hanging nodes on the interface. Numerical experiments verify the accuracy and stability of the new scheme. Semi-analytical solutions for a half-space problem and the LOH.3 layer over half-space problem are used to demonstrate how the number of viscoelastic mechanisms and the grid resolution influence the accuracy. We find that three standard linear solid mechanisms usually are sufficient to make the modeling error smaller than the discretization error.

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