No Arabic abstract
In this work, new finite difference schemes are presented for dealing with the upper-convected time derivative in the context of the generalized Lie derivative. The upper-convected time derivative, which is usually encountered in the constitutive equation of the popular viscoelastic models, is reformulated in order to obtain approximations of second-order in time for solving a simplified constitutive equation in one and two dimensions. The theoretical analysis of the truncation errors of the methods takes into account the linear and quadratic interpolation operators based on a Lagrangian framework. Numerical experiments illustrating the theoretical results for the model equation defined in one and two dimensions are included. Finally, the finite difference approximations of second-order in time are also applied for solving a two-dimensional Oldroyd-B constitutive equation subjected to a prescribed velocity field at different Weissenberg numbers.
We consider finite difference approximations of the second derivative, exemplified in Poissons equation, the heat equation and the wave equation. The finite difference operators satisfy a summation-by-parts property, which mimics the integration-by-parts. Since the operators approximate the second derivative, they are singular by construction. To impose boundary conditions, these operators are modified using Simultaneous Approximation Terms. This makes the modified matrices non-singular, for most choices of boundary conditions. Recently, inverses of such matrices were derived. However, when considering Neumann boundary conditions on both boundaries, the modified matrix is still singular. For such matrices, we have derived an explicit expression for the Moore-Penrose pseudoinverse, which can be used for solving elliptic problems and some time-dependent problems. The condition for this new pseudoinverse to be valid, is that the modified matrix does not have more than one zero eigenvalue. We have reconstructed the sixth order accurate narrow-stencil operator with a free parameter and show that more than one zero eigenvalue can occur. We have performed a detailed analysis on the free parameter to improve the properties of the second derivative operator. We complement the derivations by numerical experiments to demonstrate the improvements of the new second derivative operator.
In the current work we build a difference analog of the Caputo fractional derivative with generalized memory kernel ($_lambda$L2-1$_sigma$ formula). The fundamental features of this difference operator are studied and on its ground some difference schemes generating approximations of the second order in time for the generalized time-fractional diffusion equation with variable coefficients are worked out. We have proved stability and convergence of the given schemes in the grid $L_2$ - norm with the rate equal to the order of the approximation error. The achieved results are supported by the numerical computations performed for some test problems.
We develop an energy-based finite difference method for the wave equation in second order form. The spatial discretization satisfies a summation-by-parts (SBP) property. With boundary conditions and material interface conditions imposed weakly by the simultaneous-approximation-term (SAT) method, we derive energy estimates for the semi-discretization. In addition, error estimates are derived by the normal mode analysis. The energy-based discretization does not use any mesh-dependent parameter, even in the presence of Dirichlet boundary conditions and material interfaces. Furthermore, similar to upwind discontinuous Galerkin methods, numerical dissipation can be added to the discretization through the boundary conditions. We present numerical experiments that verify convergence and robustness of the proposed method.
We propose a novel method to compute a finite difference stencil for Riesz derivative for artibitrary speed of convergence. This method is based on applying a pre-filter to the Grunwald-Letnikov type central difference stencil. The filter is obtained by solving for the inverse of a symmetric Vandemonde matrix and exploiting the relationship between the Taylors series coefficients and fast Fourier transform. The filter costs Oleft(N^{2}right) operations to evaluate for Oleft(h^{N}right) of convergence, where h is the sampling distance. The higher convergence speed should more than offset the overhead with the requirement of the number of nodal points for a desired error tolerance significantly reduced. The benefit of progressive generation of the stencil coefficients for adaptive grid size for dynamic problems with the Grunwald-Letnikov type difference scheme is also kept because of the application of filtering. The higher convergence rate is verified through numerical experiments.
In this article, a numerical scheme is introduced for solving the fractional partial differential equation (FPDE) arising from electromagnetic waves in dielectric media (EMWDM) by using an efficient class of finite difference methods. The numerical scheme is based on the Hermite formula. The Caputos fractional derivatives in time are discretized by a finite difference scheme of order $mathcal{O}(k^{(4-alpha)})$ & $mathcal{O}(k^{(4-beta)})$, $1<beta <alpha leq 2$. The stability and the convergence analysis of the proposed methods are given by a procedure similar to the standard von Neumann stability analysis under mild conditions. Also for FPDE, accuracy of order $mathcal{O}left( k^{(4-alpha)}+k^{(4-beta)}+h^2right) $ is investigated. Finally, several numerical experiments with different fractional-order derivatives are provided and compared with the exact solutions to illustrate the accuracy and efficiency of the scheme. A comparative numerical study is also done to demonstrate the efficiency of the proposed scheme.