138,384 research outputs found
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
High-order numerical methods for 2D parabolic problems in single and composite domains
In this work, we discuss and compare three methods for the numerical
approximation of constant- and variable-coefficient diffusion equations in both
single and composite domains with possible discontinuity in the solution/flux
at interfaces, considering (i) the Cut Finite Element Method; (ii) the
Difference Potentials Method; and (iii) the summation-by-parts Finite
Difference Method. First we give a brief introduction for each of the three
methods. Next, we propose benchmark problems, and consider numerical tests-with
respect to accuracy and convergence-for linear parabolic problems on a single
domain, and continue with similar tests for linear parabolic problems on a
composite domain (with the interface defined either explicitly or implicitly).
Lastly, a comparative discussion of the methods and numerical results will be
given.Comment: 45 pages, 12 figures, in revision for Journal of Scientific Computin
On the fourth-order accurate compact ADI scheme for solving the unsteady Nonlinear Coupled Burgers' Equations
The two-dimensional unsteady coupled Burgers' equations with moderate to
severe gradients, are solved numerically using higher-order accurate finite
difference schemes; namely the fourth-order accurate compact ADI scheme, and
the fourth-order accurate Du Fort Frankel scheme. The question of numerical
stability and convergence are presented. Comparisons are made between the
present schemes in terms of accuracy and computational efficiency for solving
problems with severe internal and boundary gradients. The present study shows
that the fourth-order compact ADI scheme is stable and efficient
Convergence of summation-by-parts finite difference methods for the wave equation
In this paper, we consider finite difference approximations of the second
order wave equation. We use finite difference operators satisfying the
summation-by-parts property to discretize the equation in space. Boundary
conditions and grid interface conditions are imposed by the
simultaneous-approximation-term technique. Typically, the truncation error is
larger at the grid points near a boundary or grid interface than that in the
interior. Normal mode analysis can be used to analyze how the large truncation
error affects the convergence rate of the underlying stable numerical scheme.
If the semi-discretized equation satisfies a determinant condition, two orders
are gained from the large truncation error. However, many interesting second
order equations do not satisfy the determinant condition. We then carefully
analyze the solution of the boundary system to derive a sharp estimate for the
error in the solution and acquire the gain in convergence rate. The result
shows that stability does not automatically yield a gain of two orders in
convergence rate. The accuracy analysis is verified by numerical experiments.Comment: In version 2, we have added a new section on the convergence analysis
of the Neumann problem, and have improved formulations in many place
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