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- Journal of scientific computing
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Abstract In this work we introduce semi-implicit or implicit finite difference schemes for the continuity equation with a gradient flow structure. Examples of such equations include the linear Fokker–Planck equation and the Keller–Segel equations. The two proposed schemes are first-order accurate in time, explicitly solvable, and second-order and fourth-order accurate in space, which are obtained via finite difference implementation of the classical continuous finite element method. The fully discrete schemes are proved to be positivity preserving and energy dissipative: the second-order scheme can achieve so unconditionally while the fourth-order scheme only requires a mild time step and mesh size constraint. In particular, the fourth-order scheme is the first high order spatial discretization that can achieve both positivity and energy decay properties, which is suitable for long time simulation and to obtain accurate steady state solutions.more » « less
The Cable equation is one of the most fundamental equations for modeling neuronal dynamics. In this article, we consider a high order compact finite difference numerical solution for the fractional Cable equation, which is a generalization of the classical Cable equation by taking into account the anomalous diffusion in the movement of the ions in neuronal system. The resulting finite difference scheme is unconditionally stable and converges with the convergence order of
in maximum norm, 1‐norm and 2‐norm. Furthermore, we present a fast solution technique to accelerate Toeplitz matrix‐vector multiplications arising from finite difference discretization. This fast solution technique is based on a fast Fourier transform and depends on the special structure of coefficient matrices, and it helps to reduce the computational work from required by traditional methods to without using any lossy compression, where and τis the size of time step, and his the size of space step. Moreover, we give a compact finite difference scheme and consider its stability analysis for two‐dimensional fractional Cable equation. The applicability and accuracy of the scheme are demonstrated by numerical experiments to support our theoretical analysis.
This article establishes a discrete maximum principle (DMP) for the approximate solution of convection–diffusion–reaction problems obtained from the weak Galerkin (WG) finite element method on nonuniform rectangular partitions. The DMP analysis is based on a simplified formulation of the WG involving only the approximating functions defined on the boundary of each element. The simplified weak Galerkin (SWG) method has a reduced computational complexity over the usual WG, and indeed provides a discretization scheme different from the WG when the reaction terms are present. An application of the SWG on uniform rectangular partitions yields some 5‐ and 7‐point finite difference schemes for the second order elliptic equation. Numerical experiments are presented to verify the DMP and the accuracy of the scheme, particularly the finite difference scheme.
Simulation of flow and transport in petroleum reservoirs involves solving coupled systems of advection-diffusion-reaction equations with nonlinear flux functions, diffusion coefficients, and reactions/wells. It is important to develop numerical schemes that can approximate all three processes at once, and to high order, so that the physics can be well resolved. In this paper, we propose an approach based on high order, finite volume, implicit, Weighted Essentially NonOscillatory (iWENO) schemes. The resulting schemes are locally mass conservative and, being implicit, suited to systems of advection-diffusion-reaction equations. Moreover, our approach gives unconditionally L-stable schemes for smooth solutions to the linear advection-diffusion-reaction equation in the sense of a von Neumann stability analysis. To illustrate our approach, we develop a third order iWENO scheme for the saturation equation of two-phase flow in porous media in two space dimensions. The keys to high order accuracy are to use WENO reconstruction in space (which handles shocks and steep fronts) combined with a two-stage Radau-IIA Runge-Kutta time integrator. The saturation is approximated by its averages over the mesh elements at the current time level and at two future time levels; therefore, the scheme uses two unknowns per grid block per variable, independent of the spatial dimension. This makes the scheme fairly computationally efficient, both because reconstructions make use of local information that can fit in cache memory, and because the global system has about as small a number of degrees of freedom as possible. The scheme is relatively simple to implement, high order accurate, maintains local mass conservation, applies to general computational meshes, and appears to be robust. Preliminary computational tests show the potential of the scheme to handle advection-diffusion-reaction processes on meshes of quadrilateral gridblocks, and to do so to high order accuracy using relatively long time steps. The new scheme can be viewed as a generalization of standard cell-centered finite volume (or finite difference) methods. It achieves high order in both space and time, and it incorporates WENO slope limiting.more » « less
Abstract We present a discontinuity aware quadrature (DAQ) rule and use it to develop implicit self-adaptive theta (SATh) schemes for the approximation of scalar hyperbolic conservation laws. Our SATh schemes require the solution of a system of two equations, one controlling the cell averages of the solution at the time levels, and the other controlling the space-time averages of the solution. These quantities are used within the DAQ rule to approximate the time integral of the hyperbolic flux function accurately, even when the solution may be discontinuous somewhere over the time interval. The result is a finite volume scheme using the theta time stepping method, with theta defined implicitly (or self-adaptively). Two schemes are developed, self-adaptive theta upstream weighted (SATh-up) for a monotone flux function using simple upstream stabilization, and self-adaptive theta Lax–Friedrichs (SATh-LF) using the Lax–Friedrichs numerical flux. We prove that DAQ is accurate to second order when there is a discontinuity in the solution and third order when it is smooth. We prove that SATh-up is unconditionally stable, provided that theta is set to be at least 1/2 (which means that SATh can be only first order accurate in general). We also prove that SATh-up satisfies the maximum principle, and is total variation diminishing under appropriate monotonicity and boundary conditions. General flux functions require the SATh-LF scheme, so we assess its accuracy through numerical examples in one and two space dimensions. These results suggest that SATh-LF is also stable and satisfies the maximum principle (at least at reasonable Courant-Friedrichs-Lewy numbers). Compared to the solutions of finite volume schemes using Crank–Nicolson and backward Euler time stepping, SATh-LF solutions often approach the accuracy of the former, but without oscillation, and they are numerically less diffuse than the latter.more » « less