An ADI extrapolated Crank-Nicolson orthogonal spline collocation method for nonlinear reaction-diffusion systems: a computational study

An alternating direction implicit (ADI) orthogonal spline collocation (OSC) method is described for the approximate solution of a class of nonlinear reaction-diffusion systems. Its efficacy is demonstrated on the solution of well-known examples of such systems, specifically the Brusselator, Gray-Scott, Gierer-Meinhardt and Schnakenberg models, and comparisons are made with other numerical techniques considered in the literature. The new ADI method is based on an extrapolated Crank-Nicolson OSC method and is algebraically linear. It is efficient, requiring at each time level only $O({\cal N})$ operations where ${\cal N}$ is the number of unknowns. Moreover,it is shown to produce approximations which are of optimal global accuracy in various norms, and to possess superconvergence properties

Richardson Extrapolation-Based High Accuracy High Efficiency Computation for Partial Differential Equations

In this dissertation, Richardson extrapolation and other computational techniques are used to develop a series of high accuracy high efficiency solution techniques for solving partial differential equations (PDEs). A Richardson extrapolation-based sixth-order method with multiple coarse grid (MCG) updating strategy is developed for 2D and 3D steady-state equations on uniform grids. Richardson extrapolation is applied to explicitly obtain a sixth-order solution on the coarse grid from two fourth-order solutions with different related scale grids. The MCG updating strategy directly computes a sixth-order solution on the fine grid by using various combinations of multiple coarse grids. A multiscale multigrid (MSMG) method is used to solve the linear systems resulting from fourth-order compact (FOC) discretizations. Numerical investigations show that the proposed methods compute high accuracy solutions and have better computational efficiency and scalability than the existing Richardson extrapolation-based sixth order method with iterative operator based interpolation. Completed Richardson extrapolation is explored to compute sixth-order solutions on the entire fine grid. The correction between the fourth-order solution and the extrapolated sixth-order solution rather than the extrapolated sixth-order solution is involved in the interpolation process to compute sixth-order solutions for all fine grid points. The completed Richardson extrapolation does not involve significant computational cost, thus it can reach high accuracy and high efficiency goals at the same time. There are three different techniques worked with Richardson extrapolation for computing fine grid sixth-order solutions, which are the iterative operator based interpolation, the MCG updating strategy and the completed Richardson extrapolation. In order to compare the accuracy of these Richardson extrapolation-based sixth-order methods, truncation error analysis is conducted on solving a 2D Poisson equation. Numerical comparisons are also carried out to verify the theoretical analysis. Richardson extrapolation-based high accuracy high efficiency computation is extended to solve unsteady-state equations. A higher-order alternating direction implicit (ADI) method with completed Richardson extrapolation is developed for solving unsteady 2D convection-diffusion equations. The completed Richardson extrapolation is used to improve the accuracy of the solution obtained from a high-order ADI method in spatial and temporal domains simultaneously. Stability analysis is given to show the effects of Richardson extrapolation on stable numerical solutions from the underlying ADI method

Higher-order in time “quasi-unconditionally stable” ADI solvers for the compressible Navier–Stokes equations in 2D and 3D curvilinear domains

This paper introduces alternating-direction implicit (ADI) solvers of higher order of time-accuracy (orders two to six) for the compressible Navier–Stokes equations in two- and three-dimensional curvilinear domains. The higher-order accuracy in time results from 1) An application of the backward differentiation formulae time-stepping algorithm (BDF) in conjunction with 2) A BDF-like extrapolation technique for certain components of the nonlinear terms (which makes use of nonlinear solves unnecessary), as well as 3) A novel application of the Douglas–Gunn splitting (which greatly facilitates handling of boundary conditions while preserving higher-order accuracy in time). As suggested by our theoretical analysis of the algorithms for a variety of special cases, an extensive set of numerical experiments clearly indicate that all of the BDF-based ADI algorithms proposed in this paper are “quasi-unconditionally stable” in the following sense: each algorithm is stable for all couples (h,Δt)of spatial and temporal mesh sizes in a problem-dependent rectangular neighborhood of the form (0,M_h)×(0,M_t). In other words, for each fixed value of Δt below a certain threshold, the Navier–Stokes solvers presented in this paper are stable for arbitrarily small spatial mesh-sizes. The second-order formulation has further been rigorously shown to be unconditionally stable for linear hyperbolic and parabolic equations in two-dimensional space. Although implicit ADI solvers for the Navier–Stokes equations with nominal second-order of temporal accuracy have been proposed in the past, the algorithms presented in this paper are the first ADI-based Navier–Stokes solvers for which second-order or better accuracy has been verified in practice under non-trivial (non-periodic) boundary conditions

Maximum norm error estimates of efficient difference schemes for second-order wave equations

AbstractThe three-level explicit scheme is efficient for numerical approximation of the second-order wave equations. By employing a fourth-order accurate scheme to approximate the solution at first time level, it is shown that the discrete solution is conditionally convergent in the maximum norm with the convergence order of two. Since the asymptotic expansion of the difference solution consists of odd powers of the mesh parameters (time step and spacings), an unusual Richardson extrapolation formula is needed in promoting the second-order solution to fourth-order accuracy. Extensions of our technique to the classical ADI scheme also yield the maximum norm error estimate of the discrete solution and its extrapolation. Numerical experiments are presented to support our theoretical results

Solution of 3-dimensional time-dependent viscous flows. Part 2: Development of the computer code

There is considerable interest in developing a numerical scheme for solving the time dependent viscous compressible three dimensional flow equations to aid in the design of helicopter rotors. The development of a computer code to solve a three dimensional unsteady approximate form of the Navier-Stokes equations employing a linearized block emplicit technique in conjunction with a QR operator scheme is described. Results of calculations of several Cartesian test cases are presented. The computer code can be applied to more complex flow fields such as these encountered on rotating airfoils

Comparison of Wide and Compact Fourth Order Formulations of the Navier-Stokes Equations

In this study the numerical performances of wide and compact fourth order formulation of the steady 2-D incompressible Navier-Stokes equations will be investigated and compared with each other. The benchmark driven cavity flow problem will be solved using both wide and compact fourth order formulations and the numerical performances of both formulations will be presented and also the advantages and disadvantages of both formulations will be discussed

A Compact ADI Finite Difference Method for 2D Reaction-Diffusion Equations with Variable Diffusion Coefficients

Reaction-diffusion systems on a spatially heterogeneous domain have been widely used to model various biological applications. However, it is rarely possible to solve such partial differential equations (PDEs) analytically. Therefore, efficient and accurate numerical methods for solving such PDEs are desired. In this paper, we apply the well-known Pad\'{e} approximation-based operator splitting (ADI) scheme. The new scheme is compact and fourth-order accurate in space. Combined with the Richardson extrapolation, the method can be improved to fourth-order accurate in time. Stability analysis shows that the method is unconditionally stable; thus, a large time step can be used to improve the overall computational efficiency further, Numerical examples have also demonstrated the new scheme's high efficiency and high-order accuracy