skip to main content


Title: On the stability of explicit finite difference methods for advection–diffusion equations
Abstract

In this article we study the stability of explicit finite difference discretization of advection–diffusion equations (ADE) with arbitrary order of accuracy in the context of method of lines. The analysis first focuses on the stability of the system of ordinary differential equations that is obtained by discretizing the ADE in space and then extends to fully discretized methods in combination with explicit Runge–Kutta methods. In particular, we prove that all stable semi‐discretization of the ADE leads to a conditionally stable fully discretized method as long as the time‐integrator is at least first‐order accurate, whereas high‐order spatial discretization of the advection equation cannot yield a stable method if the temporal order is too low. In the second half of the article, the analysis and the stability results are extended to a partially dissipative wave system, which serves as a model for common practice in many fluid mechanics applications that incorporate a viscous stress in the momentum equation but no heat dissipation in the energy equation. Finally, the major theoretical predictions are verified by numerical examples.

 
more » « less
Award ID(s):
2302080 2137934
NSF-PAR ID:
10444035
Author(s) / Creator(s):
 ;  
Publisher / Repository:
Wiley Blackwell (John Wiley & Sons)
Date Published:
Journal Name:
Numerical Methods for Partial Differential Equations
Volume:
39
Issue:
1
ISSN:
0749-159X
Page Range / eLocation ID:
p. 421-446
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. The thermal radiative transfer (TRT) equations form an integro-differential system that describes the propagation and collisional interactions of photons. Computing accurate and efficient numerical solutions TRT are challenging for several reasons, the first of which is that TRT is defined on a high-dimensional phase space that includes the independent variables of time, space, and velocity. In order to reduce the dimensionality of the phase space, classical approaches such as the P$_N$ (spherical harmonics) or the S$_N$ (discrete ordinates) ansatz are often used in the literature. In this work, we introduce a novel approach: the hybrid discrete (H$^T_N$) approximation to the radiative thermal transfer equations. This approach acquires desirable properties of both P$_N$ and S$_N$, and indeed reduces to each of these approximations in various limits: H$^1_N$ $\equiv$ P$_N$ and H$^T_0$ $\equiv$ S$_T$. We prove that H$^T_N$ results in a system of hyperbolic partial differential equations for all $T\ge 1$ and $N\ge 0$. Another challenge in solving the TRT system is the inherent stiffness due to the large timescale separation between propagation and collisions, especially in the diffusive (i.e., highly collisional) regime. This stiffness challenge can be partially overcome via implicit time integration, although fully implicit methods may become computationally expensive due to the strong nonlinearity and system size. On the other hand, explicit time-stepping schemes that are not also asymptotic-preserving in the highly collisional limit require resolving the mean-free path between collisions, making such schemes prohibitively expensive. In this work we develop a numerical method that is based on a nodal discontinuous Galerkin discretization in space, coupled with a semi-implicit discretization in time. In particular, we make use of a second order explicit Runge-Kutta scheme for the streaming term and an implicit Euler scheme for the material coupling term. Furthermore, in order to solve the material energy equation implicitly after each predictor and corrector step, we linearize the temperature term using a Taylor expansion; this avoids the need for an iterative procedure, and therefore improves efficiency. In order to reduce unphysical oscillation, we apply a slope limiter after each time step. Finally, we conduct several numerical experiments to verify the accuracy, efficiency, and robustness of the H$^T_N$ ansatz and the numerical discretizations. 
    more » « less
  2. 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 ofin 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 fromrequired by traditional methods towithout using any lossy compression, whereandτis the size of time step,andhis 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.

     
    more » « less
  3. In this article, we develop several first order fully discrete Galerkin finite element schemes for the Oldroyd model and establish the corresponding stability results for these numerical schemes with smooth and nonsmooth initial data. The stable mixed finite element method is used to the spatial discretization, and the temporal treatments of the spatial discrete Oldroyd model include the first order implicit, semi‐implicit, implicit/explicit, and explicit schemes. The‐stability results of the different numerical schemes are provided, where the first‐order implicit and semi‐implicit schemes are the‐unconditional stable, the implicit/explicit scheme is the‐almost unconditional stable, and the first order explicit scheme is the‐conditional stable. Finally, some numerical investigations of the‐stability results of the considered numerical schemes for the Oldroyd model are provided to verify the established theoretical findings.

     
    more » « less
  4. Abstract

    We propose a new fully‐discretized finite difference scheme for a quantum diffusion equation, in both one and two dimensions. This is the first fully‐discretized scheme with proven positivity‐preserving and energy stable properties using only standard finite difference discretization. The difficulty in proving the positivity‐preserving property lies in the lack of a maximum principle for fourth order partial differential equations. To overcome this difficulty, we reformulate the scheme as an optimization problem based on a variational structure and use the singular nature of the energy functional near the boundary values to exclude the possibility of non‐positive solutions. The scheme is also shown to be mass conservative and consistent.

     
    more » « less
  5. In this paper, we consider the numerical approximation for a phase field model of the coupled two-phase free flow and two-phase porous media flow. This model consists of Cahn– Hilliard–Navier–Stokes equations in the free flow region and Cahn–Hilliard–Darcy equations in the porous media region that are coupled by seven interface conditions. The coupled system is decoupled based on the interface conditions and the solution values on the interface from the previous time step. A fully discretized scheme with finite elements for the spatial discretization is developed to solve the decoupled system. In order to deal with the difficulties arising from the interface conditions, the decoupled scheme needs to be constructed appropriately for the interface terms, and a modified discrete energy is introduced with an interface component. Furthermore, the scheme is linearized and energy stable. Hence, at each time step one need only solve a linear elliptic system for each of the two decoupled equations. Stability of the model and the proposed method is rigorously proved. Numerical experiments are presented to illustrate the features of the proposed numerical method and verify the theoretical conclusions. 
    more » « less