Higher-Order Compact Finite Difference for Certain PDEs in Arbitrary Dimensions

In this paper, we first present the expression of a model of a fourth-order compact finite difference (CFD) scheme for the convection diffusion equation with variable convection coefficient. Then, we also obtain the fourth-order CFD schemes of the diffusion equation with variable diffusion coefficients. In addition, a fine description of the sixth-order CFD schemes is also developed for equations with constant coefficients, which is used to discuss certain partial differential equations (PDEs) with arbitrary dimensions. In this paper, various ways of numerical test calculations are prepared to evaluate performance of the fourth-order CFD and sixth-order CFD schemes, respectively, and the empirical results are proved to verify the effectiveness of the schemes in this paper.

Assessment of turbulence effects on effective solute diffusivity close to a sediment-free fluid interface

Our work is focused on the analysis of solute mixing under the influence of turbulent flow propagating in a porous system across the interface with a free fluid. Such a scenario is representative of solute transport and chemical mixing in the hyporheic zone. The study is motivated by recent experimental results (Chandler et al. Water Res Res 52(5):3493–3509, 2016) which suggested that the effective diffusion parameter is characterized by an exponentially decreasing trend with depth below the sediment-water interface. This result has been recently employed to model numerically downstream solute transport and mixing in streams. Our study provides a quantification of the uncertainty associated with the interpretation of the available experimental data. Our probabilistic analysis relies on a Bayesian inverse modeling approach implemented through an acceptance/rejection algorithm. The stochastic inversion workflow yields depth-resolved posterior (i.e., conditional on solute breakthrough data) probability distributions of the effective diffusion coefficient and enables one to assess the impact on these of (a) the characteristic grain size of the solid matrix associated with the porous medium and (b) the turbulence level at the water-sediment interface. Our results provide quantitative estimates of the uncertainty associated with spatially variable diffusion coefficients. Finally, we discuss possible limitations about the generality of the conclusions one can draw from the considered dataset.

Multilevel Circulant Preconditioner for High-Dimensional Fractional Diffusion Equations

High-dimensional two-sided space fractional diffusion equations with variable diffusion coefficients are discussed. The problems can be solved by an implicit finite difference scheme that is proven to be uniquely solvable, unconditionally stable and first-order convergent in the infinity norm. A nonsingular multilevel circulant pre-conditoner is proposed to accelerate the convergence rate of the Krylov subspace linear system solver efficiently. The preconditoned matrix for fast convergence is a sum of the identity matrix, a matrix with small norm, and a matrix with low rank under certain conditions. Moreover, the preconditioner is practical, with an O(NlogN) operation cost and O(N) memory requirement. Illustrative numerical examples are also presented.

Soret Effect for a Ternary Mixture in Porous Cavity: Modeling With Variable Diffusion Coefficients and Viscosity

A porous cavity filled with methane (C1), n-butane (nC4), and dodecane (C12) at a pressure of 35.0MPa is used to investigate numerically the flow interaction due to the presence of thermodiffusion and buoyancy forces. A lateral heating condition is applied with the left wall maintained at 10°C and the right wall at 50°C. The molecular diffusion and thermal diffusion coefficients are functions of temperature, concentration, and viscosity of mixture components. It has been found that for permeability below 200md the thermodiffusion is dominant; and above this level, buoyancy convection becomes the dominant mechanism. The variation of viscosity plays an important role on the molecular and thermal diffusion.

ERROR ESTIMATES FOR A CLASS OF FINITE DIFFERENCE-QUADRATURE SCHEMES FOR FULLY NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDES

Error estimates are derived for a class of finite difference-quadrature schemes approximating viscosity solutions of nonlinear degenerate parabolic integro-PDEs with variable diffusion coefficients. The relevant equations can be viewed as Bellman equations associated to a class of controlled jump-diffusion (Lévy) processes. The results cover both finite and infinite activity cases.