A Finite Difference method for the Wide-Angle `Parabolic' equation in a waveguide with downsloping bottom

We consider the third-order wide-angle `parabolic' equation of underwater acoustics in a cylindrically symmetric fluid medium over a bottom of range-dependent bathymetry. It is known that the initial-boundary-value problem for this equation may not be well posed in the case of (smooth) bottom profiles of arbitrary shape if it is just posed e.g. with a homogeneous Dirichlet bottom boundary condition. In this paper we concentrate on downsloping bottom profiles and propose an additional boundary condition that yields a well posed problem, in fact making it $L^2$-conservative in the case of appropriate real parameters. We solve the problem numerically by a Crank-Nicolson-type finite difference scheme, which is proved to be unconditionally stable and second-order accurate, and simulates accurately realistic underwater acoustic problems.Comment: 2 figure

Supraconvergence and Supercloseness of a Discretisation for Elliptic Third-kind Boundary-value Problems on Polygonal Domains

The third-kind boundary-value problem for a second-order elliptic equation on a polygonal domain with variable coefficients, mixed derivatives, and first-order terms is approximated by a linear finite element method with first-order accurate quadrature. The corresponding bilinear form does not need to be strongly positive. The discretisation is equivalent to a finite difference scheme. Although the discretisation is in general only first-order consistent, supraconvergence, i.e., convergence of higher order, is shown to take place even on nonuniform grids. If neither oblique boundary sections nor mixed derivatives occur, then the optimal order s is achieved. The supraconvergence result is equivalent to the supercloseness of the gradient

Method of lines and finite difference schemes with the exact spectrum for solution the hyperbolic heat conduction equation

This paper is concerning with the 1-D initial–boundary value problem for the hyperbolic heat conduction equation. Numerical solutions are obtained using two discretizations methods – the finite difference scheme (FDS) and the difference scheme with the exact spectrum (FDSES). Hyperbolic heat conduction problem with boundary conditions of the third kind is solved by the spectral method. Method of lines and the Fourier method are considered for the time discretization. Finite difference schemes with central difference and exact spectrum are analyzed. A novel method for solving the discrete spectral problem is used. Special matrix with orthonormal eigenvectors is formed. Numerical results are obtained for steel quenching problem in the plate and in the sphere with holes. The hyperbolic heat conduction problem in the sphere with holes is reduced to the problem in the plate. Some examples and numerical results for two typical problems related to hyperbolic heat conduction equation are presented

A computational study of three numerical methods for some advection-diffusion problems

Three numerical methods have been used to solve two problems described by advection-diffusion equations with specified initial and boundary conditions. The methods used are the third order upwind scheme [4], fourth order upwind scheme [4] and Non-Standard Finite Difference scheme (NSFD) [9]. We considered two test problems. The first test problem has steep boundary layers near x = 1 and this is challenging problem as many schemes are plagued by non-physical oscillation near steep boundaries [15]. Many methods suffer from computational noise when modelling the second test problem especially when the coefficient of diffusivity is very small for instance 0.01. We compute some errors, namely L2 and L1 errors, dissipation and dispersion errors, total variation and the total mean square error for both problems and compare the computational time when the codes are run on a matlab platform. We then use the optimization technique devised by Appadu [1] to find the optimal value of the time step at a given value of the spatial step which minimizes the dispersion error and this is validated by some numerical experiments.Research Development Programme of the University of Pretoria and the DST/NRF SARChI Chair in Mathematical Models and Methods in Bioengineering and Biosciences. Incentive fund N00 401 Project 85796, University of Pretoria, African Institute for Mathematical Sciences (AIMS)-South Africa and Aksum University (Ethiopia).http://www.elsevier.com/locate/amc2017-01-31hb201

On supraconvergence phenomenon for second order centered finite differences on non-uniform grids

In the present study we consider an example of a boundary value problem for a simple second order ordinary differential equation, which may exhibit a boundary layer phenomenon. We show that usual central finite differences, which are second order accurate on a uniform grid, can be substantially upgraded to the fourth order by a suitable choice of the underlying non-uniform grid. This example is quite pedagogical and may give some ideas for more complex problems.Comment: 26 pages, 2 figures, 2 tables, 37 references. Other author's papers can be downloaded at http://www.denys-dutykh.com

Stable higher order finite-difference schemes for stellar pulsation calculations

Context: Calculating stellar pulsations requires a sufficient accuracy to match the quality of the observations. Many current pulsation codes apply a second order finite-difference scheme, combined with Richardson extrapolation to reach fourth order accuracy on eigenfunctions. Although this is a simple and robust approach, a number of drawbacks exist thus making fourth order schemes desirable. A robust and simple finite-difference scheme, which can easily be implemented in either 1D or 2D stellar pulsation codes is therefore required. Aims: One of the difficulties in setting up higher order finite-difference schemes for stellar pulsations is the so-called mesh-drift instability. Current ways of dealing with this defect include introducing artificial viscosity or applying a staggered grids approach. However these remedies are not well-suited to eigenvalue problems, especially those involving non-dissipative systems, because they unduly change the spectrum of the operator, introduce supplementary free parameters, or lead to complications when applying boundary conditions. Methods: We propose here a new method, inspired from the staggered grids strategy, which removes this instability while bypassing the above difficulties. Furthermore, this approach lends itself to superconvergence, a process in which the accuracy of the finite differences is boosted by one order. Results: This new approach is shown to be accurate, flexible with respect to the underlying grid, and able to remove mesh-drift.Comment: 15 pages, 11 figures, accepted for publication in A&