The non-standard finite difference scheme for linear fractional PDEs in fluid mechanics

AbstractA non-standard finite difference scheme is developed to solve the linear partial differential equations with time- and space-fractional derivatives. The Grunwald–Letnikov method is used to approximate the fractional derivatives. Numerical illustrations that include the linear inhomogeneous time-fractional equation, linear space-fractional telegraph equation, linear inhomogeneous fractional Burgers equation and the fractional wave equation are investigated to show the pertinent features of the technique. Numerical results are presented graphically and reveal that the non-standard finite difference scheme is very effective and convenient for solving linear partial differential equations of fractional order

On Meshfree GFDM Solvers for the Incompressible Navier-Stokes Equations

Meshfree solution schemes for the incompressible Navier--Stokes equations are usually based on algorithms commonly used in finite volume methods, such as projection methods, SIMPLE and PISO algorithms. However, drawbacks of these algorithms that are specific to meshfree methods have often been overlooked. In this paper, we study the drawbacks of conventionally used meshfree Generalized Finite Difference Method~(GFDM) schemes for Lagrangian incompressible Navier-Stokes equations, both operator splitting schemes and monolithic schemes. The major drawback of most of these schemes is inaccurate local approximations to the mass conservation condition. Further, we propose a new modification of a commonly used monolithic scheme that overcomes these problems and shows a better approximation for the velocity divergence condition. We then perform a numerical comparison which shows the new monolithic scheme to be more accurate than existing schemes

Solving Nonlinear Parabolic Equations by a Strongly Implicit Finite-Difference Scheme

We discuss the numerical solution of nonlinear parabolic partial differential equations, exhibiting finite speed of propagation, via a strongly implicit finite-difference scheme with formal truncation error $\mathcal{O}\left[(\Delta x)^2 + (\Delta t)^2 \right]$. Our application of interest is the spreading of viscous gravity currents in the study of which these type of differential equations arise. Viscous gravity currents are low Reynolds number (viscous forces dominate inertial forces) flow phenomena in which a dense, viscous fluid displaces a lighter (usually immiscible) fluid. The fluids may be confined by the sidewalls of a channel or propagate in an unconfined two-dimensional (or axisymmetric three-dimensional) geometry. Under the lubrication approximation, the mathematical description of the spreading of these fluids reduces to solving the so-called thin-film equation for the current's shape $h(x,t)$. To solve such nonlinear parabolic equations we propose a finite-difference scheme based on the Crank--Nicolson idea. We implement the scheme for problems involving a single spatial coordinate (i.e., two-dimensional, axisymmetric or spherically-symmetric three-dimensional currents) on an equispaced but staggered grid. We benchmark the scheme against analytical solutions and highlight its strong numerical stability by specifically considering the spreading of non-Newtonian power-law fluids in a variable-width confined channel-like geometry (a "Hele-Shaw cell") subject to a given mass conservation/balance constraint. We show that this constraint can be implemented by re-expressing it as nonlinear flux boundary conditions on the domain's endpoints. Then, we show numerically that the scheme achieves its full second-order accuracy in space and time. We also highlight through numerical simulations how the proposed scheme accurately respects the mass conservation/balance constraint.Comment: 36 pages, 9 figures, Springer book class; v2 includes improvements and corrections; to appear as a contribution in "Applied Wave Mathematics II

A fast immersed boundary method for external incompressible viscous flows using lattice Green's functions

A new parallel, computationally efficient immersed boundary method for solving three-dimensional, viscous, incompressible flows on unbounded domains is presented. Immersed surfaces with prescribed motions are generated using the interpolation and regularization operators obtained from the discrete delta function approach of the original (Peskin's) immersed boundary method. Unlike Peskin's method, boundary forces are regarded as Lagrange multipliers that are used to satisfy the no-slip condition. The incompressible Navier-Stokes equations are discretized on an unbounded staggered Cartesian grid and are solved in a finite number of operations using lattice Green's function techniques. These techniques are used to automatically enforce the natural free-space boundary conditions and to implement a novel block-wise adaptive grid that significantly reduces the run-time cost of solutions by limiting operations to grid cells in the immediate vicinity and near-wake region of the immersed surface. These techniques also enable the construction of practical discrete viscous integrating factors that are used in combination with specialized half-explicit Runge-Kutta schemes to accurately and efficiently solve the differential algebraic equations describing the discrete momentum equation, incompressibility constraint, and no-slip constraint. Linear systems of equations resulting from the time integration scheme are efficiently solved using an approximation-free nested projection technique. The algebraic properties of the discrete operators are used to reduce projection steps to simple discrete elliptic problems, e.g. discrete Poisson problems, that are compatible with recent parallel fast multipole methods for difference equations. Numerical experiments on low-aspect-ratio flat plates and spheres at Reynolds numbers up to 3,700 are used to verify the accuracy and physical fidelity of the formulation.Comment: 32 pages, 9 figures; preprint submitted to Journal of Computational Physic

Multigrid waveform relaxation for the time-fractional heat equation

In this work, we propose an efficient and robust multigrid method for solving the time-fractional heat equation. Due to the nonlocal property of fractional differential operators, numerical methods usually generate systems of equations for which the coefficient matrix is dense. Therefore, the design of efficient solvers for the numerical simulation of these problems is a difficult task. We develop a parallel-in-time multigrid algorithm based on the waveform relaxation approach, whose application to time-fractional problems seems very natural due to the fact that the fractional derivative at each spatial point depends on the values of the function at this point at all earlier times. Exploiting the Toeplitz-like structure of the coefficient matrix, the proposed multigrid waveform relaxation method has a computational cost of $O(N M \log(M))$ operations, where $M$ is the number of time steps and $N$ is the number of spatial grid points. A semi-algebraic mode analysis is also developed to theoretically confirm the good results obtained. Several numerical experiments, including examples with non-smooth solutions and a nonlinear problem with applications in porous media, are presented