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

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.

2020 ◽  
Vol 20 (4) ◽  
pp. 717-725 ◽  
Author(s):  
Vidar Thomée

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.


2019 ◽  
Vol 19 (2) ◽  
pp. 283-293 ◽  
Author(s):  
Vidar Thomée ◽  
A. S. Vasudeva Murthy

AbstractWe analyze a second-order accurate finite difference method for a spatially periodic convection-diffusion problem. The method is a time stepping method based on the Strang splitting of the spatially semidiscrete solution, in which the diffusion part uses the Crank–Nicolson method and the convection part the explicit forward Euler approximation on a shorter time interval. When the diffusion coefficient is small, the forward Euler method may be used also for the diffusion term.


2013 ◽  
Vol 2013 ◽  
pp. 1-10
Author(s):  
Wenlong Xu ◽  
Xiaofang Liu ◽  
Xia Li

Parallel imaging is a rapid magnetic resonance imaging technique. For the ill-conditioned problem, noise and aliasing artifacts are amplified during the reconstruction process and are serious especially for high accelerating imaging. In this paper, a sparse constrained reconstruction problem is proposed for parallel imaging, and an effective solution based on the variable splitting method is contrived. First-order and second-order norm optimization problems are first split, and then they are transferred to unconstrained minimization problem by the augmented Lagrangian method. At last, first-order norm and second-order norm optimization problems are alternatively resolved by different methods. With a discrepancy principle as the stopping criterion, analysis of simulated and actual parallel magnetic resonance image reconstruction is presented and discussed. Compared with the routine parallel imaging reconstruction methods, the results show that the noise and aliasing artifacts in the reconstructed image are evidently reduced at large acceleration factors.


2010 ◽  
Vol 138 (12) ◽  
pp. 4497-4508 ◽  
Author(s):  
William C. Skamarock ◽  
Maximo Menchaca

Abstract The finite-volume transport scheme of Miura, for icosahedral–hexagonal meshes on the sphere, is extended by using higher-order reconstructions of the transported scalar within the formulation. The use of second- and fourth-order reconstructions, in contrast to the first-order reconstruction used in the original scheme, results in significantly more accurate solutions at a given mesh density, and better phase and amplitude error characteristics in standard transport tests. The schemes using the higher-order reconstructions also exhibit much less dependence of the solution error on the time step compared to the original formulation. The original scheme of Miura was only tested using a nondeformational time-independent flow. The deformational time-dependent flow test used to examine 2D planar transport in Blossey and Durran is adapted to the sphere, and the schemes are subjected to this test. The results largely confirm those generated using the simpler tests. The results also indicate that the scheme using the second-order reconstruction is most efficient and its use is recommended over the scheme using the first-order reconstruction. The second-order reconstruction uses the same computational stencil as the first-order reconstruction and thus does not create any additional parallelization issues.


1984 ◽  
Vol 7 (1) ◽  
pp. 159-169
Author(s):  
Sikha Bhattacharyya ◽  
R. K. Roy Choudhury

We use the Lie series averaging method to obtain a complete second order solution for motion of a charged particle in a spatially periodic magnetic field. A comparison is made with the first order solution obtained previously by Coffey.


2019 ◽  
Vol 17 (08) ◽  
pp. 1950058 ◽  
Author(s):  
Jingwei Li ◽  
Zhiming Gao ◽  
Xinlong Feng ◽  
Yinnian He

A novel method of order reduction is proposed to the high-dimensional convection-diffusion-reaction equation with Robin boundary condition based on the multiquadric radial basis function-generated finite difference method (MQ RBF-FD). The main motivation is to get not only a second-order accurate solution but also a second-order accurate gradient. Key to the proposed method is introducing the intermediate variables representing the first-order derivatives to reduce the original second-order problem into an equivalent system of first-order partial differential equations. Then a discrete scheme for the latter is constructed, in which MQ RBF-FD method is applied to approximate the first-order derivatives of the original variable at the center point with decoupled method. Moreover, we can obtain an equivalent discrete scheme about the original variable and intermediate variables which can be proven all second-order convergent, that is, the convergence rate of the gradient of solution is also second-order. Finally numerical examples are presented to show the efficiency and accuracy of the proposed method.


2010 ◽  
Vol 2010 ◽  
pp. 1-17 ◽  
Author(s):  
Musa Çakır ◽  
Gabil M. Amiraliyev

The purpose of this paper is to present a uniform finite difference method for numerical solution of nonlinear singularly perturbed convection-diffusion problem with nonlocal and third type boundary conditions. The numerical method is constructed on piecewise uniform Shishkin type mesh. The method is shown to be convergent, uniformly in the diffusion parameterε, of first order in the discrete maximum norm. Some numerical experiments illustrate in practice the result of convergence proved theoretically.


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