Nonstandard finite difference schemes
NASA Technical Reports Server (NTRS)
Mickens, Ronald E.
1995-01-01
The major research activities of this proposal center on the construction and analysis of nonstandard finite-difference schemes for ordinary and partial differential equations. In particular, we investigate schemes that either have zero truncation errors (exact schemes) or possess other significant features of importance for numerical integration. Our eventual goal is to bring these methods to bear on problems that arise in the modeling of various physical, engineering, and technological systems. At present, these efforts are extended in the direction of understanding the exact nature of these nonstandard procedures and extending their use to more complicated model equations. Our presentation will give a listing (obtained to date) of the nonstandard rules, their application to a number of linear and nonlinear, ordinary and partial differential equations. In certain cases, numerical results will be presented.
Finite-difference schemes for anisotropic diffusion
Es, Bram van; Koren, Barry; Blank, Hugo J. de
2014-09-01
In fusion plasmas diffusion tensors are extremely anisotropic due to the high temperature and large magnetic field strength. This causes diffusion, heat conduction, and viscous momentum loss, to effectively be aligned with the magnetic field lines. This alignment leads to different values for the respective diffusive coefficients in the magnetic field direction and in the perpendicular direction, to the extent that heat diffusion coefficients can be up to 10{sup 12} times larger in the parallel direction than in the perpendicular direction. This anisotropy puts stringent requirements on the numerical methods used to approximate the MHD-equations since any misalignment of the grid may cause the perpendicular diffusion to be polluted by the numerical error in approximating the parallel diffusion. Currently the common approach is to apply magnetic field-aligned coordinates, an approach that automatically takes care of the directionality of the diffusive coefficients. This approach runs into problems at x-points and at points where there is magnetic re-connection, since this causes local non-alignment. It is therefore useful to consider numerical schemes that are tolerant to the misalignment of the grid with the magnetic field lines, both to improve existing methods and to help open the possibility of applying regular non-aligned grids. To investigate this, in this paper several discretization schemes are developed and applied to the anisotropic heat diffusion equation on a non-aligned grid.
Conservative properties of finite difference schemes for incompressible flow
NASA Technical Reports Server (NTRS)
Morinishi, Youhei
1995-01-01
The purpose of this research is to construct accurate finite difference schemes for incompressible unsteady flow simulations such as LES (large-eddy simulation) or DNS (direct numerical simulation). In this report, conservation properties of the continuity, momentum, and kinetic energy equations for incompressible flow are specified as analytical requirements for a proper set of discretized equations. Existing finite difference schemes in staggered grid systems are checked for satisfaction of the requirements. Proper higher order accurate finite difference schemes in a staggered grid system are then proposed. Plane channel flow is simulated using the proposed fourth order accurate finite difference scheme and the results compared with those of the second order accurate Harlow and Welch algorithm.
A New Class of Finite Difference Schemes
NASA Technical Reports Server (NTRS)
Mahesh, K.
1996-01-01
Fluid flows in the transitional and turbulent regimes possess a wide range of length and time scales. The numerical computation of these flows therefore requires numerical methods that can accurately represent the entire, or at least a significant portion, of this range of scales. The inaccurate representation of small scales is inherent to non-spectral schemes. This can be detrimental to computations where the energy in the small scales is comparable to that in the larger scales, e.g. large-eddy simulations of high Reynolds number turbulence. The inaccurate numerical representation of the small scales in these large-eddy simulations can result in the numerical error overwhelming the contribution of the subgrid-scale model.
Finite difference schemes for long-time integration
NASA Technical Reports Server (NTRS)
Haras, Zigo; Taasan, Shlomo
1993-01-01
Finite difference schemes for the evaluation of first and second derivatives are presented. These second order compact schemes were designed for long-time integration of evolution equations by solving a quadratic constrained minimization problem. The quadratic cost function measures the global truncation error while taking into account the initial data. The resulting schemes are applicable for integration times fourfold, or more, longer than similar previously studied schemes. A similar approach was used to obtain improved integration schemes.
Dispersion-relation-preserving finite difference schemes for computational acoustics
NASA Technical Reports Server (NTRS)
Tam, Christopher K. W.; Webb, Jay C.
1993-01-01
Time-marching dispersion-relation-preserving (DRP) schemes can be constructed by optimizing the finite difference approximations of the space and time derivatives in wave number and frequency space. A set of radiation and outflow boundary conditions compatible with the DRP schemes is constructed, and a sequence of numerical simulations is conducted to test the effectiveness of the DRP schemes and the radiation and outflow boundary conditions. Close agreement with the exact solutions is obtained.
Compact finite difference schemes with spectral-like resolution
NASA Technical Reports Server (NTRS)
Lele, Sanjiva K.
1992-01-01
The present finite-difference schemes for the evaluation of first-order, second-order, and higher-order derivatives yield improved representation of a range of scales and may be used on nonuniform meshes. Various boundary conditions may be invoked, and both accurate interpolation and spectral-like filtering can be accomplished by means of schemes for derivatives at mid-cell locations. This family of schemes reduces to the Pade schemes when the maximal formal accuracy constraint is imposed with a specific computational stencil. Attention is given to illustrative applications of these schemes in fluid dynamics.
Parallelization of implicit finite difference schemes in computational fluid dynamics
NASA Technical Reports Server (NTRS)
Decker, Naomi H.; Naik, Vijay K.; Nicoules, Michel
1990-01-01
Implicit finite difference schemes are often the preferred numerical schemes in computational fluid dynamics, requiring less stringent stability bounds than the explicit schemes. Each iteration in an implicit scheme involves global data dependencies in the form of second and higher order recurrences. Efficient parallel implementations of such iterative methods are considerably more difficult and non-intuitive. The parallelization of the implicit schemes that are used for solving the Euler and the thin layer Navier-Stokes equations and that require inversions of large linear systems in the form of block tri-diagonal and/or block penta-diagonal matrices is discussed. Three-dimensional cases are emphasized and schemes that minimize the total execution time are presented. Partitioning and scheduling schemes for alleviating the effects of the global data dependencies are described. An analysis of the communication and the computation aspects of these methods is presented. The effect of the boundary conditions on the parallel schemes is also discussed.
ADI Finite Difference Discretization of the Heston-Hull-White PDE
NASA Astrophysics Data System (ADS)
Haentjens, Tinne; Hout, Karel in't.
2010-09-01
This paper concerns the efficient numerical solution of the time-dependent, three-dimensional Heston-Hull-White PDE for the fair prices of European call options. The numerical solution method described in this paper consists of a finite difference discretization on non-uniform spatial grids followed by an Alternating Direction Implicit scheme for the time discretization and extends the method recently proved effective by In't Hout & Foulon (2010) for the simpler, two-dimensional Heston PDE.
An optimized finite-difference scheme for wave propagation problems
NASA Technical Reports Server (NTRS)
Zingg, D. W.; Lomax, H.; Jurgens, H.
1993-01-01
Two fully-discrete finite-difference schemes for wave propagation problems are presented, a maximum-order scheme and an optimized (or spectral-like) scheme. Both combine a seven-point spatial operator and an explicit six-stage time-march method. The maximum-order operator is fifth-order in space and is sixth-order in time for a linear problem with periodic boundary conditions. The phase and amplitude errors of the schemes obtained using Fourier analysis are given and compared with a second-order and a fourth-order method. Numerical experiments are presented which demonstrate the usefulness of the schemes for a range of problems. For some problems, the optimized scheme leads to a reduction in global error compared to the maximum-order scheme with no additional computational expense.
Improved finite difference schemes for transonic potential calculations
NASA Technical Reports Server (NTRS)
Hafez, M.; Osher, S.; Whitlow, W., Jr.
1984-01-01
Engquist and Osher (1980) have introduced a finite difference scheme for solving the transonic small disturbance equation, taking into account cases in which only compression shocks are admitted. Osher et al. (1983) studied a class of schemes for the full potential equation. It is proved that these schemes satisfy a new discrete 'entropy inequality' which rules out expansion shocks. However, the conducted analysis is restricted to steady two-dimensional flows. The present investigation is concerned with the adoption of a heuristic approach. The full potential equation in conservation form is solved with the aid of a modified artificial density method, based on flux biasing. It is shown that, with the current scheme, expansion shocks are not possible.
Optimizations on Designing High-Resolution Finite-Difference Schemes
NASA Technical Reports Server (NTRS)
Liu, Yen; Koomullil, George; Kwak, Dochan (Technical Monitor)
1994-01-01
We describe a general optimization procedure for both maximizing the resolution characteristics of existing finite differencing schemes as well as designing finite difference schemes that will meet the error tolerance requirements of numerical solutions. The procedure is based on an optimization process. This is a generalization of the compact scheme introduced by Lele in which the resolution is improved for single, one-dimensional spatial derivative, whereas in the present approach the complete scheme, after spatial and temporal discretizations, is optimized on a range of parameters of the scheme and the governing equations. The approach is to linearize and Fourier analyze the discretized equations to check the resolving power of the scheme for various wave number ranges in the solution and optimize the resolution to satisfy the requirements of the problem. This represents a constrained nonlinear optimization problem which can be solved to obtain the nodal weights of discretization. An objective function is defined in the parametric space of wave numbers, Courant number, Mach number and other quantities of interest. Typical criterion for defining the objective function include the maximization of the resolution of high wave numbers for acoustic and electromagnetic wave propagations and turbulence calculations. The procedure is being tested on off-design conditions of non-uniform mesh, non-periodic boundary conditions, and non-constant wave speeds for scalar and system of equations. This includes the solution of wave equations and Euler equations using a conventional scheme with and without optimization and the design of an optimum scheme for the specified error tolerance.
Asymptotically Correct Finite Difference Schemes for Highly Oscillatory ODEs
Arnold, Anton; Geier, Jens
2010-09-30
We are concerned with the numerical integration of ODE-initial value problems of the form {epsilon}{sup 2{phi}}{sub xx}+a(x){phi} = 0 with given a(x){>=}a{sub 0}>0 in the highly oscillatory regime 0<{epsilon}(appearing as a stationary Schroedinger equation, e.g.). In two steps we derive an accurate finite difference scheme that does not need to resolve each oscillation: With a WKB-ansatz the dominant oscillations are ''transformed out'', yielding a much smoother ODE. For the resulting oscillatory integrals we devise an asymptotic expansion both in {epsilon} and h. The resulting scheme typically has a step size restriction of h = o({radical}({epsilon})). If the phase of the WKB-transformation can be computed explicitly, then the scheme is asymptotically correct with an error bound of the order o({epsilon}{sup 3}h{sup 2}). As an application we present simulations of a 1D-model for ballistic quantum transport in a MOSFET (metal oxide semiconductor field-effect transistor).
Scheme For Finite-Difference Computations Of Waves
NASA Technical Reports Server (NTRS)
Davis, Sanford
1992-01-01
Compact algorithms generating and solving finite-difference approximations of partial differential equations for propagation of waves obtained by new method. Based on concept of discrete dispersion relation. Used in wave propagation to relate frequency to wavelength and is key measure of wave fidelity.
NASA Technical Reports Server (NTRS)
Abramopoulos, Frank
1988-01-01
The conditions under which finite difference schemes for the shallow water equations can conserve both total energy and potential enstrophy are considered. A method of deriving such schemes using operator formalism is developed. Several such schemes are derived for the A-, B- and C-grids. The derived schemes include second-order schemes and pseudo-fourth-order schemes. The simplest B-grid pseudo-fourth-order schemes are presented.
High-Order Entropy Stable Finite Difference Schemes for Nonlinear Conservation Laws: Finite Domains
NASA Technical Reports Server (NTRS)
Fisher, Travis C.; Carpenter, Mark H.
2013-01-01
Developing stable and robust high-order finite difference schemes requires mathematical formalism and appropriate methods of analysis. In this work, nonlinear entropy stability is used to derive provably stable high-order finite difference methods with formal boundary closures for conservation laws. Particular emphasis is placed on the entropy stability of the compressible Navier-Stokes equations. A newly derived entropy stable weighted essentially non-oscillatory finite difference method is used to simulate problems with shocks and a conservative, entropy stable, narrow-stencil finite difference approach is used to approximate viscous terms.
Finite-difference scheme for the numerical solution of the Schroedinger equation
NASA Technical Reports Server (NTRS)
Mickens, Ronald E.; Ramadhani, Issa
1992-01-01
A finite-difference scheme for numerical integration of the Schroedinger equation is constructed. Asymptotically (r goes to infinity), the method gives the exact solution correct to terms of order r exp -2.
Exact finite difference schemes for the non-linear unidirectional wave equation
NASA Technical Reports Server (NTRS)
Mickens, R. E.
1985-01-01
Attention is given to the construction of exact finite difference schemes for the nonlinear unidirectional wave equation that describes the nonlinear propagation of a wave motion in the positive x-direction. The schemes constructed for these equations are compared with those obtained by using the usual procedures of numerical analysis. It is noted that the order of the exact finite difference models is equal to the order of the differential equation.
Nonlinear wave propagation using three different finite difference schemes (category 2 application)
NASA Technical Reports Server (NTRS)
Pope, D. Stuart; Hardin, J. C.
1995-01-01
Three common finite difference schemes are used to examine the computation of one-dimensional nonlinear wave propagation. The schemes are studied for their responses to numerical parameters such as time step selection, boundary condition implementation, and discretization of governing equations. The performance of the schemes is compared and various numerical phenomena peculiar to each is discussed.
Projection methods for incompressible flow problems with WENO finite difference schemes
NASA Astrophysics Data System (ADS)
de Frutos, Javier; John, Volker; Novo, Julia
2016-03-01
Weighted essentially non-oscillatory (WENO) finite difference schemes have been recommended in a competitive study of discretizations for scalar evolutionary convection-diffusion equations [20]. This paper explores the applicability of these schemes for the simulation of incompressible flows. To this end, WENO schemes are used in several non-incremental and incremental projection methods for the incompressible Navier-Stokes equations. Velocity and pressure are discretized on the same grid. A pressure stabilization Petrov-Galerkin (PSPG) type of stabilization is introduced in the incremental schemes to account for the violation of the discrete inf-sup condition. Algorithmic aspects of the proposed schemes are discussed. The schemes are studied on several examples with different features. It is shown that the WENO finite difference idea can be transferred to the simulation of incompressible flows. Some shortcomings of the methods, which are due to the splitting in projection schemes, become also obvious.
NASA Technical Reports Server (NTRS)
Mickens, R. E.
1984-01-01
Work on the construction of finite difference models of differential equations having zero truncation errors is summarized. Both linear and nonlinear unidirectional wave equations are discussed. Results regarding the construction of zero truncation error schemes for the full wave equation and Burger's equation are also briefly reported.
NASA Astrophysics Data System (ADS)
Cunha, G.; Redonnet, S.
2014-04-01
The present article aims at highlighting the strengths and weaknesses of the so-called spectral-like optimized (explicit central) finite-difference schemes, when the latter are used for numerically approximating spatial derivatives in aeroacoustics evolution problems. With that view, we first remind how differential operators can be approximated using explicit central finite-difference schemes. The possible spectral-like optimization of the latter is then discussed, the advantages and drawbacks of such an optimization being theoretically studied, before they are numerically quantified. For doing so, two popular spectral-like optimized schemes are assessed via a direct comparison against their standard counterparts, such a comparative exercise being conducted for several academic test cases. At the end, general conclusions are drawn, which allows us discussing the way spectral-like optimized schemes shall be preferred (or not) to standard ones, when it comes to simulate real-life aeroacoustics problems.
Nonlinear Comparison of High-Order and Optimized Finite-Difference Schemes
NASA Technical Reports Server (NTRS)
Hixon, R.
1998-01-01
The effect of reducing the formal order of accuracy of a finite-difference scheme in order to optimize its high-frequency performance is investigated using the I-D nonlinear unsteady inviscid Burgers'equation. It is found that the benefits of optimization do carry over into nonlinear applications. Both explicit and compact schemes are compared to Tam and Webb's explicit 7-point Dispersion Relation Preserving scheme as well as a Spectral-like compact scheme derived following Lele's work. Results are given for the absolute and L2 errors as a function of time.
Mixed finite-difference scheme for free vibration analysis of noncircular cylinders
NASA Technical Reports Server (NTRS)
Noor, A. K.; Stephens, W. B.
1973-01-01
A mixed finite-difference scheme is presented for the free-vibration analysis of simply supported closed noncircular cylindrical shells. The problem is formulated in terms of eight first-order differential equations in the circumferential coordinate which possess a symmetric coefficient matrix and are free of the derivatives of the elastic and geometric characteristics of the shell. In the finite-difference discretization, two interlacing grids are used for the different fundamental unknowns in such a way as to avoid averaging in the difference-quotient expressions used for the first derivative. The resulting finite-difference equations are symmetric. The inverse-power method is used for obtaining the eigenvalues and eigenvectors.
A multigrid algorithm for the cell-centered finite difference scheme
NASA Technical Reports Server (NTRS)
Ewing, Richard E.; Shen, Jian
1993-01-01
In this article, we discuss a non-variational V-cycle multigrid algorithm based on the cell-centered finite difference scheme for solving a second-order elliptic problem with discontinuous coefficients. Due to the poor approximation property of piecewise constant spaces and the non-variational nature of our scheme, one step of symmetric linear smoothing in our V-cycle multigrid scheme may fail to be a contraction. Again, because of the simple structure of the piecewise constant spaces, prolongation and restriction are trivial; we save significant computation time with very promising computational results.
NASA Astrophysics Data System (ADS)
Kumar, Vivek; Raghurama Rao, S. V.
2008-04-01
Non-standard finite difference methods (NSFDM) introduced by Mickens [ Non-standard Finite Difference Models of Differential Equations, World Scientific, Singapore, 1994] are interesting alternatives to the traditional finite difference and finite volume methods. When applied to linear hyperbolic conservation laws, these methods reproduce exact solutions. In this paper, the NSFDM is first extended to hyperbolic systems of conservation laws, by a novel utilization of the decoupled equations using characteristic variables. In the second part of this paper, the NSFDM is studied for its efficacy in application to nonlinear scalar hyperbolic conservation laws. The original NSFDMs introduced by Mickens (1994) were not in conservation form, which is an important feature in capturing discontinuities at the right locations. Mickens [Construction and analysis of a non-standard finite difference scheme for the Burgers-Fisher equations, Journal of Sound and Vibration 257 (4) (2002) 791-797] recently introduced a NSFDM in conservative form. This method captures the shock waves exactly, without any numerical dissipation. In this paper, this algorithm is tested for the case of expansion waves with sonic points and is found to generate unphysical expansion shocks. As a remedy to this defect, we use the strategy of composite schemes [R. Liska, B. Wendroff, Composite schemes for conservation laws, SIAM Journal of Numerical Analysis 35 (6) (1998) 2250-2271] in which the accurate NSFDM is used as the basic scheme and localized relaxation NSFDM is used as the supporting scheme which acts like a filter. Relaxation schemes introduced by Jin and Xin [The relaxation schemes for systems of conservation laws in arbitrary space dimensions, Communications in Pure and Applied Mathematics 48 (1995) 235-276] are based on relaxation systems which replace the nonlinear hyperbolic conservation laws by a semi-linear system with a stiff relaxation term. The relaxation parameter ( λ) is chosen locally
NASA Astrophysics Data System (ADS)
Wei, Xiao-Kun; Shao, Wei; Shi, Sheng-Bing; Zhang, Yong; Wang, Bing-Zhong
2015-07-01
An efficient conformal locally one-dimensional finite-difference time-domain (LOD-CFDTD) method is presented for solving two-dimensional (2D) electromagnetic (EM) scattering problems. The formulation for the 2D transverse-electric (TE) case is presented and its stability property and numerical dispersion relationship are theoretically investigated. It is shown that the introduction of irregular grids will not damage the numerical stability. Instead of the staircasing approximation, the conformal scheme is only employed to model the curve boundaries, whereas the standard Yee grids are used for the remaining regions. As the irregular grids account for a very small percentage of the total space grids, the conformal scheme has little effect on the numerical dispersion. Moreover, the proposed method, which requires fewer arithmetic operations than the alternating-direction-implicit (ADI) CFDTD method, leads to a further reduction of the CPU time. With the total-field/scattered-field (TF/SF) boundary and the perfectly matched layer (PML), the radar cross section (RCS) of two 2D structures is calculated. The numerical examples verify the accuracy and efficiency of the proposed method. Project supported by the National Natural Science Foundation of China (Grant Nos. 61331007 and 61471105).
Application of the symplectic finite-difference time-domain scheme to electromagnetic simulation
Sha, Wei . E-mail: ws108@ahu.edu.cn; Huang, Zhixiang; Wu, Xianliang; Chen, Mingsheng
2007-07-01
An explicit fourth-order finite-difference time-domain (FDTD) scheme using the symplectic integrator is applied to electromagnetic simulation. A feasible numerical implementation of the symplectic FDTD (SFDTD) scheme is specified. In particular, new strategies for the air-dielectric interface treatment and the near-to-far-field (NFF) transformation are presented. By using the SFDTD scheme, both the radiation and the scattering of three-dimensional objects are computed. Furthermore, the energy-conserving characteristic hold for the SFDTD scheme is verified under long-term simulation. Numerical results suggest that the SFDTD scheme is more efficient than the traditional FDTD method and other high-order methods, and can save computational resources.
Ceotto, Michele; Zhuang, Yu; Hase, William L
2013-02-01
This paper shows how a compact finite difference Hessian approximation scheme can be proficiently implemented into semiclassical initial value representation molecular dynamics. Effects of the approximation on the monodromy matrix calculation are tested by propagating initial sampling distributions to determine power spectra for analytic potential energy surfaces and for "on the fly" carbon dioxide direct dynamics. With the approximation scheme the computational cost is significantly reduced, making ab initio direct semiclassical dynamics computationally more feasible and, at the same time, properly reproducing important quantum effects inherent in the monodromy matrix and the pre-exponential factor of the semiclassical propagator. PMID:23406107
Real-space finite difference scheme for the von Neumann equation with the Dirac Hamiltonian
NASA Astrophysics Data System (ADS)
Schreilechner, Magdalena; Pötz, Walter
2016-07-01
A finite difference scheme for the numerical treatment of the von Neumann equation for the (2+1)D Dirac Hamiltonian is presented. It is based on a sequential left-right (ket-bra) application of a staggered space-time scheme for the pure-state Dirac equation and offers a numerical treatment of the general mixed-state dynamics of an isolated quantum system within the von Neumann equation. Thereby this direct scheme inherits all the favorable features of the finite-difference scheme for the pure-state Dirac equation, such as the single-cone energy-momentum dispersion, convergence conditions, and scaling behavior. A conserved functional is identified. Moreover this scheme is shown to conserve both Hermiticity and positivity. Numerical tests comprise a numerical analysis of stability, as well as the simulation of a mixed-state time-evolution of Gaussian wave functions, illustrating Zitterbewegung and transverse current oscillations. Imaginary-potential absorbing boundary conditions and parameters which pertain to topological insulator surface states were used in the numerical simulations.
Optimal rotated staggered-grid finite-difference schemes for elastic wave modeling in TTI media
NASA Astrophysics Data System (ADS)
Yang, Lei; Yan, Hongyong; Liu, Hong
2015-11-01
The rotated staggered-grid finite-difference (RSFD) is an effective approach for numerical modeling to study the wavefield characteristics in tilted transversely isotropic (TTI) media. But it surfaces from serious numerical dispersion, which directly affects the modeling accuracy. In this paper, we propose two different optimal RSFD schemes based on the sampling approximation (SA) method and the least-squares (LS) method respectively to overcome this problem. We first briefly introduce the RSFD theory, based on which we respectively derive the SA-based RSFD scheme and the LS-based RSFD scheme. Then different forms of analysis are used to compare the SA-based RSFD scheme and the LS-based RSFD scheme with the conventional RSFD scheme, which is based on the Taylor-series expansion (TE) method. The contrast in numerical accuracy analysis verifies the greater accuracy of the two proposed optimal schemes, and indicates that these schemes can effectively widen the wavenumber range with great accuracy compared with the TE-based RSFD scheme. Further comparisons between these two optimal schemes show that at small wavenumbers, the SA-based RSFD scheme performs better, while at large wavenumbers, the LS-based RSFD scheme leads to a smaller error. Finally, the modeling results demonstrate that for the same operator length, the SA-based RSFD scheme and the LS-based RSFD scheme can achieve greater accuracy than the TE-based RSFD scheme, while for the same accuracy, the optimal schemes can adopt shorter difference operators to save computing time.
NASA Astrophysics Data System (ADS)
Deng, Xiaogang; Mao, Meiliang; Tu, Guohua; Liu, Huayong; Zhang, Hanxin
2011-02-01
The geometric conservation law (GCL) includes the volume conservation law (VCL) and the surface conservation law (SCL). Though the VCL is widely discussed for time-depending grids, in the cases of stationary grids the SCL also works as a very important role for high-order accurate numerical simulations. The SCL is usually not satisfied on discretized grid meshes because of discretization errors, and the violation of the SCL can lead to numerical instabilities especially when high-order schemes are applied. In order to fulfill the SCL in high-order finite difference schemes, a conservative metric method (CMM) is presented. This method is achieved by computing grid metric derivatives through a conservative form with the same scheme applied for fluxes. The CMM is proven to be a sufficient condition for the SCL, and can ensure the SCL for interior schemes as well as boundary and near boundary schemes. Though the first-level difference operators δ3 have no effects on the SCL, no extra errors can be introduced as δ3 = δ2. The generally used high-order finite difference schemes are categorized as central schemes (CS) and upwind schemes (UPW) based on the difference operator δ1 which are used to solve the governing equations. The CMM can be applied to CS and is difficult to be satisfied by UPW. Thus, it is critical to select the difference operator δ1 to reduce the SCL-related errors. Numerical tests based on WCNS-E-5 show that the SCL plays a very important role in ensuring free-stream conservation, suppressing numerical oscillations, and enhancing the robustness of the high-order scheme in complex grids.
Single-cone real-space finite difference scheme for the time-dependent Dirac equation
NASA Astrophysics Data System (ADS)
Hammer, René; Pötz, Walter; Arnold, Anton
2014-05-01
A finite difference scheme for the numerical treatment of the (3+1)D Dirac equation is presented. Its staggered-grid intertwined discretization treats space and time coordinates on equal footing, thereby avoiding the notorious fermion doubling problem. This explicit scheme operates entirely in real space and leads to optimal linear scaling behavior for the computational effort per space-time grid-point. It allows for an easy and efficient parallelization. A functional for a norm on the grid is identified. It can be interpreted as probability density and is proved to be conserved by the scheme. The single-cone dispersion relation is shown and exact stability conditions are derived. Finally, a single-cone scheme for the two-component (2+1)D Dirac equation, its properties, and a simulation of scattering at a Klein step are presented.
Convergence properties of finite-difference hydrodynamics schemes in the presence of shocks
NASA Technical Reports Server (NTRS)
Kimoto, Paul A.; Chernoff, David F.
1995-01-01
We investigate the asymptotic convergence of finite-difference schemes for the Euler equations when the limiting solution contains shocks. The Lax-Wendroff theorem guarantees that certain conservative schemes converge to correct, physically valid solutions. We focus on two one-dimensional operator-split schemes with explicit artificial-viscosity terms. One, an internal-energy scheme, does not satisfy the assumptions of Lax-Wendroff; the other, a conservative total-energy scheme, does. With viscous lengths chosen proportional to the grid size, we find that both schemes converge to their zero-grid-size limits at the theoretically expected rate, but only the conversative scheme converges toward correct solutions of the inviscid fluid equations. We show that the difference in their behaviors results directly from the presence of shocks in the limiting solution. Empirically, we find that when the viscous lenghts tend toward zero more slowly than the grid size, however the nonconservative scheme also converges toward correct solutions. We characterize the asymptotic behavior of the total-energy scheme in a particular problem in which a shock forms. As the grid is refined, a Cauchy error approaches the expected rate of change slowly. We show that the changes in the artificial viscosity alter the diffusion of small-amplitude waves. The differences associated with such waves make the dominant contribution to the Cauchy error. We formulate an analytic model to relate the rate of approach to the effect of varying diffusion in waves and find quantitative agreement with our numerical results.
NASA Technical Reports Server (NTRS)
Fisher, Travis C.; Carpenter, Mark H.; Yamaleev, Nail K.; Frankel, Steven H.
2009-01-01
A general strategy exists for constructing Energy Stable Weighted Essentially Non Oscillatory (ESWENO) finite difference schemes up to eighth-order on periodic domains. These ESWENO schemes satisfy an energy norm stability proof for both continuous and discontinuous solutions of systems of linear hyperbolic equations. Herein, boundary closures are developed for the fourth-order ESWENO scheme that maintain wherever possible the WENO stencil biasing properties, while satisfying the summation-by-parts (SBP) operator convention, thereby ensuring stability in an L2 norm. Second-order, and third-order boundary closures are developed that achieve stability in diagonal and block norms, respectively. The global accuracy for the second-order closures is three, and for the third-order closures is four. A novel set of non-uniform flux interpolation points is necessary near the boundaries to simultaneously achieve 1) accuracy, 2) the SBP convention, and 3) WENO stencil biasing mechanics.
A fourth order accurate finite difference scheme for the computation of elastic waves
NASA Technical Reports Server (NTRS)
Bayliss, A.; Jordan, K. E.; Lemesurier, B. J.; Turkel, E.
1986-01-01
A finite difference for elastic waves is introduced. The model is based on the first order system of equations for the velocities and stresses. The differencing is fourth order accurate on the spatial derivatives and second order accurate in time. The model is tested on a series of examples including the Lamb problem, scattering from plane interf aces and scattering from a fluid-elastic interface. The scheme is shown to be effective for these problems. The accuracy and stability is insensitive to the Poisson ratio. For the class of problems considered here it is found that the fourth order scheme requires for two-thirds to one-half the resolution of a typical second order scheme to give comparable accuracy.
An unconditionally energy stable finite difference scheme for a stochastic Cahn-Hilliard equation
NASA Astrophysics Data System (ADS)
Li, Xiao; Qiao, ZhongHua; Zhang, Hui
2016-09-01
In this work, the MMC-TDGL equation, a stochastic Cahn-Hilliard equation is solved numerically by using the finite difference method in combination with a convex splitting technique of the energy functional. For the non-stochastic case, we develop an unconditionally energy stable difference scheme which is proved to be uniquely solvable. For the stochastic case, by adopting the same splitting of the energy functional, we construct a similar and uniquely solvable difference scheme with the discretized stochastic term. The resulted schemes are nonlinear and solved by Newton iteration. For the long time simulation, an adaptive time stepping strategy is developed based on both first- and second-order derivatives of the energy. Numerical experiments are carried out to verify the energy stability, the efficiency of the adaptive time stepping and the effect of the stochastic term.
NASA Astrophysics Data System (ADS)
Wu, Kailiang; Tang, Huazhong
2015-10-01
The paper develops high-order accurate physical-constraints-preserving finite difference WENO schemes for special relativistic hydrodynamical (RHD) equations, built on the local Lax-Friedrichs splitting, the WENO reconstruction, the physical-constraints-preserving flux limiter, and the high-order strong stability preserving time discretization. They are extensions of the positivity-preserving finite difference WENO schemes for the non-relativistic Euler equations [20]. However, developing physical-constraints-preserving methods for the RHD system becomes much more difficult than the non-relativistic case because of the strongly coupling between the RHD equations, no explicit formulas of the primitive variables and the flux vectors with respect to the conservative vector, and one more physical constraint for the fluid velocity in addition to the positivity of the rest-mass density and the pressure. The key is to prove the convexity and other properties of the admissible state set and discover a concave function with respect to the conservative vector instead of the pressure which is an important ingredient to enforce the positivity-preserving property for the non-relativistic case. Several one- and two-dimensional numerical examples are used to demonstrate accuracy, robustness, and effectiveness of the proposed physical-constraints-preserving schemes in solving RHD problems with large Lorentz factor, or strong discontinuities, or low rest-mass density or pressure etc.
NASA Astrophysics Data System (ADS)
Guan, Zhen; Heinonen, Vili; Lowengrub, John; Wang, Cheng; Wise, Steven M.
2016-09-01
In this paper we construct an energy stable finite difference scheme for the amplitude expansion equations for the two-dimensional phase field crystal (PFC) model. The equations are formulated in a periodic hexagonal domain with respect to the reciprocal lattice vectors to achieve a provably unconditionally energy stable and solvable scheme. To our knowledge, this is the first such energy stable scheme for the PFC amplitude equations. The convexity of each part in the amplitude equations is analyzed, in both the semi-discrete and fully-discrete cases. Energy stability is based on a careful convexity analysis for the energy (in both the spatially continuous and discrete cases). As a result, unique solvability and unconditional energy stability are available for the resulting scheme. Moreover, we show that the scheme is point-wise stable for any time and space step sizes. An efficient multigrid solver is devised to solve the scheme, and a few numerical experiments are presented, including grain rotation and shrinkage and grain growth studies, as examples of the strength and robustness of the proposed scheme and solver.
A new fifth order finite difference WENO scheme for solving hyperbolic conservation laws
NASA Astrophysics Data System (ADS)
Zhu, Jun; Qiu, Jianxian
2016-08-01
In this paper a new simple fifth order weighted essentially non-oscillatory (WENO) scheme is presented in the finite difference framework for solving the hyperbolic conservation laws. The new WENO scheme is a convex combination of a fourth degree polynomial with two linear polynomials in a traditional WENO fashion. This new fifth order WENO scheme uses the same five-point information as the classical fifth order WENO scheme [14,20], could get less absolute truncation errors in L1 and L∞ norms, and obtain the same accuracy order in smooth region containing complicated numerical solution structures simultaneously escaping nonphysical oscillations adjacent strong shocks or contact discontinuities. The associated linear weights are artificially set to be any random positive numbers with the only requirement that their sum equals one. New nonlinear weights are proposed for the purpose of sustaining the optimal fifth order accuracy. The new WENO scheme has advantages over the classical WENO scheme [14,20] in its simplicity and easy extension to higher dimensions. Some benchmark numerical tests are performed to illustrate the capability of this new fifth order WENO scheme.
On a family of monotone finite-difference schemes of the second order of approximation
NASA Astrophysics Data System (ADS)
Gushchin, Valentin A.
2015-11-01
Using a simple model of a linear transport equation a family of hybrid monotone finite difference schemes has been constructed. By the analysis of the differential approximation it was shown that the resulting family has a secondorder approximation in the spatial variable, has minimal scheme viscosity and dispersion and monotonous. It is shown that the region of operability of the base schemes (Modified Central Difference Schemes (MCDS) and Modified Upwind Difference Schemes (MUDS)) is a non-empty set. The local criterion for switching between the base schemes is based on the sign of the product of the velocity, the first and second differences of the transferred functions at the considered point. On the solution of the Cauchy problem provides a graphical comparison of the calculation results obtained using the known schemes of the first, second and third order approximation. This work has been partly supported by Russian Foundation for Basic Research (grants No. 14-01-00428, 15-51-50023), by the program of the Presidium of RAS No. 8 and by the program No. 3 of the Department of Mathematical Sciences of RAS.
NASA Technical Reports Server (NTRS)
Noor, A. K.; Stephens, W. B.
1973-01-01
Several finite difference schemes are applied to the stress and free vibration analysis of homogeneous isotropic and layered orthotropic shells of revolution. The study is based on a form of the Sanders-Budiansky first-approximation linear shell theory modified such that the effects of shear deformation and rotary inertia are included. A Fourier approach is used in which all the shell stress resultants and displacements are expanded in a Fourier series in the circumferential direction, and the governing equations reduce to ordinary differential equations in the meridional direction. While primary attention is given to finite difference schemes used in conjunction with first order differential equation formulation, comparison is made with finite difference schemes used with other formulations. These finite difference discretization models are compared with respect to simplicity of application, convergence characteristics, and computational efficiency. Numerical studies are presented for the effects of variations in shell geometry and lamination parameters on the accuracy and convergence of the solutions obtained by the different finite difference schemes. On the basis of the present study it is shown that the mixed finite difference scheme based on the first order differential equation formulation and two interlacing grids for the different fundamental unknowns combines a number of advantages over other finite difference schemes previously reported in the literature.
NASA Astrophysics Data System (ADS)
Shokri, Ali; Afshari, Fatemeh
2015-12-01
In this article, a high-order compact alternating direction implicit (HOC-ADI) finite difference scheme is applied to numerical solution of the complex Ginzburg-Landau (GL) equation in two spatial dimensions with periodical boundary conditions. The GL equation has been used as a mathematical model for various pattern formation systems in mechanics, physics, and chemistry. The proposed HOC-ADI method has fourth-order accuracy in space and second-order accuracy in time. To avoid solving the nonlinear system and to increase the accuracy and efficiency of the method, we proposed the predictor-corrector scheme. Validation of the present numerical solutions has been conducted by comparing with the exact and other methods results and evidenced a good agreement.
Converged accelerated finite difference scheme for the multigroup neutron diffusion equation
Terranova, N.; Mostacci, D.; Ganapol, B. D.
2013-07-01
Computer codes involving neutron transport theory for nuclear engineering applications always require verification to assess improvement. Generally, analytical and semi-analytical benchmarks are desirable, since they are capable of high precision solutions to provide accurate standards of comparison. However, these benchmarks often involve relatively simple problems, usually assuming a certain degree of abstract modeling. In the present work, we show how semi-analytical equivalent benchmarks can be numerically generated using convergence acceleration. Specifically, we investigate the error behavior of a 1D spatial finite difference scheme for the multigroup (MG) steady-state neutron diffusion equation in plane geometry. Since solutions depending on subsequent discretization can be envisioned as terms of an infinite sequence converging to the true solution, extrapolation methods can accelerate an iterative process to obtain the limit before numerical instability sets in. The obtained results have been compared to the analytical solution to the 1D multigroup diffusion equation when available, using FORTRAN as the computational language. Finally, a slowing down problem has been solved using a cascading source update, showing how a finite difference scheme performs for ultra-fine groups (104 groups) in a reasonable computational time using convergence acceleration. (authors)
NASA Astrophysics Data System (ADS)
Tsai, T. C.; Yu, H.-S.; Hsieh, M.-S.; Lai, S. H.; Yang, Y.-H.
2015-11-01
Nowadays most of supercomputers are based on the frame of PC cluster; therefore, the efficiency of parallel computing is of importance especially with the increasing computing scale. This paper proposes a high-order implicit predictor-corrector central finite difference (iPCCFD) scheme and demonstrates its high efficiency in parallel computing. Of special interests are the large scale numerical studies such as the magnetohydrodynamic (MHD) simulations in the planetary magnetosphere. An iPCCFD scheme is developed based on fifth-order central finite difference method and fourth-order implicit predictor-corrector method in combination with elimination-of-the-round-off-errors (ERE) technique. We examine several numerical studies such as one-dimensional Brio-Wu shock tube problem, two-dimensional Orszag-Tang vortex system, vortex type K-H instability, kink type K-H instability, field loop advection, and blast wave. All the simulation results are consistent with many literatures. iPCCFD can minimize the numerical instabilities and noises along with the additional diffusion terms. All of our studies present relatively small numerical errors without employing any divergence-free reconstruction. In particular, we obtain fairly stable results in the two-dimensional Brio-Wu shock tube problem which well conserves ∇ ṡ B = 0 throughout the simulation. The ERE technique removes the accumulation of roundoff errors in the uniform or non-disturbed system. We have also shown that iPCCFD is characterized by the high order of accuracy and the low numerical dissipation in the circularly polarized Alfvén wave tests. The proposed iPCCFD scheme is a parallel-efficient and high precision numerical scheme for solving the MHD equations in hyperbolic conservation systems.
NASA Astrophysics Data System (ADS)
Gao, Junhui
2013-05-01
Overlap grid is usually used in numerical simulation of flow with complex geometry by high order finite difference scheme. It is difficult to generate overlap grid and the connectivity information between adjacent blocks, especially when interpolation is required for non-coincident overlap grids. In this study, an interface flux reconstruction (IFR) method is proposed for numerical simulation using high order finite difference scheme with multi-block structured grids. In this method the neighboring blocks share a common face, and the fluxes on each block are matched to set the boundary conditions for each interior block. Therefore this method has the promise of allowing discontinuous grids on either side of an interior block interface. The proposed method is proven to be stable for 7-point central DRP scheme coupled with 4-point and 5-point boundary closure schemes, as well as the 4th order compact scheme coupled with 3rd order boundary closure scheme. Four problems are numerically solved with the developed code to validate the interface flux reconstruction method in this study. The IFR method coupled with the 4th order DRP scheme or compact scheme is validated to be 4th order accuracy with one and two dimensional waves propagation problems. Two dimensional pulse propagation in mean flow is computed with wavy mesh to demonstrate the ability of the proposed method for non-uniform grid. To demonstrate the ability of the proposed method for complex geometry, sound scattering by two cylinders is simulated and the numerical results are compared with the analytical data. It is shown that the numerical results agree well with the analytical data. Finally the IFR method is applied to simulate viscous flow pass a cylinder at Reynolds number 150 to show its capability for viscous problem. The computed pressure coefficient on the cylinder surface, the frequency of vortex shedding, the lift and drag coefficients are presented. The numerical results are compared with the data
Implicit Predictor-Corrector finite difference scheme for the ideal MHD simulations
NASA Astrophysics Data System (ADS)
Tsai, T.; Yu, H.; Lai, S.
2012-12-01
A innovative simulation code for ideal magnetohydrodynamics (MHD) is developed. We present a multiple-dimensional MHD code based on high-order implicit predictor-corrector finite difference scheme (high-order IPCFD scheme). High-order IPCFD scheme adopts high-order predictor-corrector scheme for the time integration and high-order central difference method as the spatial derivative solver. We use Elimination-of-the-Runoff-Errors (ERE) technology to avoid the numerical oscillations and numerical instability in the simulation results. In one-dimensional MHD problem, our simulation results show good agreement with the Brio & Wu MHD shock tube problem. The divergent B constraint remains fully satisfied, that is the divergent B equals to zero throughout the simulation. When solving the two-dimensional (2D) linear wave in MHD plasma, we clearly obtain the group-velocity Friedrichs diagrams of the MHD waves. Here we demonstrate 2D simulation results of rotor problem, Orszag-Tang vortex system, vortex type K-H instability, and kink type K-H instability by using our IPCFD MHD code and discuss the advantage of our simulation code.
High-order conservative finite difference GLM-MHD schemes for cell-centered MHD
NASA Astrophysics Data System (ADS)
Mignone, Andrea; Tzeferacos, Petros; Bodo, Gianluigi
2010-08-01
We present and compare third- as well as fifth-order accurate finite difference schemes for the numerical solution of the compressible ideal MHD equations in multiple spatial dimensions. The selected methods lean on four different reconstruction techniques based on recently improved versions of the weighted essentially non-oscillatory (WENO) schemes, monotonicity preserving (MP) schemes as well as slope-limited polynomial reconstruction. The proposed numerical methods are highly accurate in smooth regions of the flow, avoid loss of accuracy in proximity of smooth extrema and provide sharp non-oscillatory transitions at discontinuities. We suggest a numerical formulation based on a cell-centered approach where all of the primary flow variables are discretized at the zone center. The divergence-free condition is enforced by augmenting the MHD equations with a generalized Lagrange multiplier yielding a mixed hyperbolic/parabolic correction, as in Dedner et al. [J. Comput. Phys. 175 (2002) 645-673]. The resulting family of schemes is robust, cost-effective and straightforward to implement. Compared to previous existing approaches, it completely avoids the CPU intensive workload associated with an elliptic divergence cleaning step and the additional complexities required by staggered mesh algorithms. Extensive numerical testing demonstrate the robustness and reliability of the proposed framework for computations involving both smooth and discontinuous features.
A free surface capturing discretization for the staggered grid finite difference scheme
NASA Astrophysics Data System (ADS)
Duretz, T.; May, D. A.; Yamato, P.
2016-03-01
The coupling that exists between surface processes and deformation within both the shallow crust and the deeper mantle-lithosphere has stimulated the development of computational geodynamic models that incorporate a free surface boundary condition. We introduce a treatment of this boundary condition that is suitable for staggered grid, finite difference schemes employing a structured Eulerian mesh. Our interface capturing treatment discretizes the free surface boundary condition via an interface that conforms with the edges of control volumes (e.g. a `staircase' representation) and requires only local stencil modifications to be performed. Comparisons with analytic solutions verify that the method is first-order accurate. Additional intermodel comparisons are performed between known reference models to further validate our free surface approximation. Lastly, we demonstrate the applicability of a multigrid solver to our free surface methodology and demonstrate that the local stencil modifications do not strongly influence the convergence of the iterative solver.
NASA Astrophysics Data System (ADS)
Bhattacharya, Amitabh
2013-11-01
An efficient algorithm for simulating Stokes flow around particles is presented here, in which a second order Finite Difference method (FDM) is coupled to a Boundary Integral method (BIM). This method utilizes the strong points of FDM (i.e. localized stencil) and BIM (i.e. accurate representation of particle surface). Specifically, in each iteration, the flow field away from the particles is solved on a Cartesian FDM grid, while the traction on the particle surface (given the the velocity of the particle) is solved using BIM. The two schemes are coupled by matching the solution in an intermediate region between the particle and surrounding fluid. We validate this method by solving for flow around an array of cylinders, and find good agreement with Hasimoto's (J. Fluid Mech. 1959) analytical results.
Bensa, Julien; Bilbao, Stefan; Kronland-Martinet, Richard; Smith, Julius O
2003-08-01
A model of transverse piano string vibration, second order in time, which models frequency-dependent loss and dispersion effects is presented here. This model has many desirable properties, in particular that it can be written as a well-posed initial-boundary value problem (permitting stable finite difference schemes) and that it may be directly related to a digital waveguide model, a digital filter-based algorithm which can be used for musical sound synthesis. Techniques for the extraction of model parameters from experimental data over the full range of the grand piano are discussed, as is the link between the model parameters and the filter responses in a digital waveguide. Simulations are performed. Finally, the waveguide model is extended to the case of several coupled strings. PMID:12942987
Nonstandard finite difference scheme for SIRS epidemic model with disease-related death
NASA Astrophysics Data System (ADS)
Fitriah, Z.; Suryanto, A.
2016-04-01
It is well known that SIRS epidemic with disease-related death can be described by a system of nonlinear ordinary differential equations (NL ODEs). This model has two equilibrium points where their existence and stability properties are determined by the basic reproduction number [1]. Besides the qualitative properties, it is also often needed to solve the system of NL ODEs. Euler method and 4th order Runge-Kutta (RK4) method are often used to solve the system of NL ODEs. However, both methods may produce inconsistent qualitative properties of the NL ODEs such as converging to wrong equilibrium point, etc. In this paper we apply non-standard finite difference (NSFD) scheme (see [2,3]) to approximate the solution of SIRS epidemic model with disease-related death. It is shown that the discrete system obtained by NSFD scheme is dynamically consistent with the continuous model. By our numerical simulations, we find that the solutions of NSFD scheme are always positive, bounded and convergent to the correct equilibrium point for any step size of integration (h), while those of Euler or RK4 method have the same properties only for relatively small h.
NASA Astrophysics Data System (ADS)
Christlieb, Andrew J.; Rossmanith, James A.; Tang, Qi
2014-07-01
In this work we develop a class of high-order finite difference weighted essentially non-oscillatory (FD-WENO) schemes for solving the ideal magnetohydrodynamic (MHD) equations in 2D and 3D. The philosophy of this work is to use efficient high-order WENO spatial discretizations with high-order strong stability-preserving Runge-Kutta (SSP-RK) time-stepping schemes. Numerical results have shown that with such methods we are able to resolve solution structures that are only visible at much higher grid resolutions with lower-order schemes. The key challenge in applying such methods to ideal MHD is to control divergence errors in the magnetic field. We achieve this by augmenting the base scheme with a novel high-order constrained transport approach that updates the magnetic vector potential. The predicted magnetic field from the base scheme is replaced by a divergence-free magnetic field that is obtained from the curl of this magnetic potential. The non-conservative weakly hyperbolic system that the magnetic vector potential satisfies is solved using a version of FD-WENO developed for Hamilton-Jacobi equations. The resulting numerical method is endowed with several important properties: (1) all quantities, including all components of the magnetic field and magnetic potential, are treated as point values on the same mesh (i.e., there is no mesh staggering); (2) both the spatial and temporal orders of accuracy are fourth-order; (3) no spatial integration or multidimensional reconstructions are needed in any step; and (4) special limiters in the magnetic vector potential update are used to control unphysical oscillations in the magnetic field. Several 2D and 3D numerical examples are presented to verify the order of accuracy on smooth test problems and to show high-resolution on test problems that involve shocks.
High-order entropy stable finite difference schemes for nonlinear conservation laws: Finite domains
NASA Astrophysics Data System (ADS)
Fisher, Travis C.; Carpenter, Mark H.
2013-11-01
Nonlinear entropy stability is used to derive provably stable high-order finite difference operators including boundary closure stencils, for the compressible Navier-Stokes equations. A comparison technique is used to derive a new Entropy Stable Weighted Essentially Non-Oscillatory (SSWENO) finite difference method, appropriate for simulations of problems with shocks. Viscous terms are approximated using conservative, entropy stable, narrow-stencil finite difference operators. The efficacy of the new discrete operators is demonstrated using both smooth and discontinuous test cases.
Finite difference elastic wave modeling with an irregular free surface using ADER scheme
NASA Astrophysics Data System (ADS)
Almuhaidib, Abdulaziz M.; Nafi Toksöz, M.
2015-06-01
In numerical modeling of seismic wave propagation in the earth, we encounter two important issues: the free surface and the topography of the surface (i.e. irregularities). In this study, we develop a 2D finite difference solver for the elastic wave equation that combines a 4th- order ADER scheme (Arbitrary high-order accuracy using DERivatives), which is widely used in aeroacoustics, with the characteristic variable method at the free surface boundary. The idea is to treat the free surface boundary explicitly by using ghost values of the solution for points beyond the free surface to impose the physical boundary condition. The method is based on the velocity-stress formulation. The ultimate goal is to develop a numerical solver for the elastic wave equation that is stable, accurate and computationally efficient. The solver treats smooth arbitrary-shaped boundaries as simple plane boundaries. The computational cost added by treating the topography is negligible compared to flat free surface because only a small number of grid points near the boundary need to be computed. In the presence of topography, using 10 grid points per shortest shear-wavelength, the solver yields accurate results. Benchmark numerical tests using several complex models that are solved by our method and other independent accurate methods show an excellent agreement, confirming the validity of the method for modeling elastic waves with an irregular free surface.
Landing-gear noise prediction using high-order finite difference schemes
NASA Astrophysics Data System (ADS)
Liu, Wen; Wook Kim, Jae; Zhang, Xin; Angland, David; Caruelle, Bastien
2013-07-01
Aerodynamic noise from a generic two-wheel landing-gear model is predicted by a CFD/FW-H hybrid approach. The unsteady flow-field is computed using a compressible Navier-Stokes solver based on high-order finite difference schemes and a fully structured grid. The calculated time history of the surface pressure data is used in an FW-H solver to predict the far-field noise levels. Both aerodynamic and aeroacoustic results are compared to wind tunnel measurements and are found to be in good agreement. The far-field noise was found to vary with the 6th power of the free-stream velocity. Individual contributions from three components, i.e. wheels, axle and strut of the landing-gear model are also investigated to identify the relative contribution to the total noise by each component. It is found that the wheels are the dominant noise source in general. Strong vortex shedding from the axle is the second major contributor to landing-gear noise. This work is part of Airbus LAnding Gear nOise database for CAA validatiON (LAGOON) program with the general purpose of evaluating current CFD/CAA and experimental techniques for airframe noise prediction.
Fuzzy logic to improve efficiency of finite element and finite difference schemes
Garcia, M.D.; Heger, A.S.
1994-05-01
This paper explores possible applications of logic in the areas of finite element and finite difference methods applied to engineering design problems. The application of fuzzy logic to both front-end selection of computational options and within the numerical computation itself are proposed. Further, possible methods of overcoming these limitations through the application of methods are explored. Decision strategy is a fundamental limitation in performing finite element calculations, such as selecting the optimum coarseness of the grid, numerical integration algorithm, element type, implicit versus explicit schemes, and the like. This is particularly true of novice analysts who are confronted with a myriad of choices in performing a calculation. The advantage of having the myriad of options available to the analyst is, however, that it improves and optimizes the design process if the appropriate ones are selected. Unfortunately, the optimum choices are not always apparent and only through the process of elimination or prior extensive experience can the optimum choices or combination of choices be selected. The knowledge of expert analysts could be integrated into a fuzzy ``front-end`` rule-based package to optimize the design process. The use of logic to capture the heuristic and human knowledge for selecting optimum solution strategies sets the framework for these proposed strategies.
A High Order Finite Difference Scheme with Sharp Shock Resolution for the Euler Equations
NASA Technical Reports Server (NTRS)
Gerritsen, Margot; Olsson, Pelle
1996-01-01
We derive a high-order finite difference scheme for the Euler equations that satisfies a semi-discrete energy estimate, and present an efficient strategy for the treatment of discontinuities that leads to sharp shock resolution. The formulation of the semi-discrete energy estimate is based on a symmetrization of the Euler equations that preserves the homogeneity of the flux vector, a canonical splitting of the flux derivative vector, and the use of difference operators that satisfy a discrete analogue to the integration by parts procedure used in the continuous energy estimate. Around discontinuities or sharp gradients, refined grids are created on which the discrete equations are solved after adding a newly constructed artificial viscosity. The positioning of the sub-grids and computation of the viscosity are aided by a detection algorithm which is based on a multi-scale wavelet analysis of the pressure grid function. The wavelet theory provides easy to implement mathematical criteria to detect discontinuities, sharp gradients and spurious oscillations quickly and efficiently.
NASA Astrophysics Data System (ADS)
Shishkin, G. I.
2013-04-01
For a singularly perturbed parabolic convection-diffusion equation, the conditioning and stability of finite difference schemes on uniform meshes are analyzed. It is shown that a convergent standard monotone finite difference scheme on a uniform mesh is not ɛ-uniformly well conditioned or ɛ-uniformly stable to perturbations of the data of the grid problem (here, ɛ is a perturbation parameter, ɛ ∈ (0, 1]). An alternative finite difference scheme is proposed, namely, a scheme in which the discrete solution is decomposed into regular and singular components that solve grid subproblems considered on uniform meshes. It is shown that this solution decomposition scheme converges ɛ-uniformly in the maximum norm at an O( N -1ln N + N {0/-1}) rate, where N + 1 and N 0 + 1 are the numbers of grid nodes in x and t, respectively. This scheme is ɛ-uniformly well conditioned and ɛ-uniformly stable to perturbations of the data of the grid problem. The condition number of the solution decomposition scheme is of order O(δ-2lnδ-1 + δ{0/-1}); i.e., up to a logarithmic factor, it is the same as that of a classical scheme on uniform meshes in the case of a regular problem. Here, δ = N -1ln N and δ0 = N {0/-1} are the accuracies of the discrete solution in x and t, respectively.
NASA Technical Reports Server (NTRS)
Yefet, Amir; Petropoulos, Peter G.
1999-01-01
We consider a divergence-free non-dissipative fourth-order explicit staggered finite difference scheme for the hyperbolic Maxwell's equations. Special one-sided difference operators are derived in order to implement the scheme near metal boundaries and dielectric interfaces. Numerical results show the scheme is long-time stable, and is fourth-order convergent over complex domains that include dielectric interfaces and perfectly conducting surfaces. We also examine the scheme's behavior near metal surfaces that are not aligned with the grid axes, and compare its accuracy to that obtained by the Yee scheme.
NASA Technical Reports Server (NTRS)
Mickens, Ronald E.
1989-01-01
A family of conditionally stable, forward Euler finite difference equations can be constructed for the simplest equation of Schroedinger type, namely u sub t - iu sub xx. Generalization of this result to physically realistic Schroedinger type equations is presented.
NASA Astrophysics Data System (ADS)
Volders, Kim
2010-09-01
This paper deals with stability in the numerical solution of general one-dimensional partial differential equations with variable coefficients. We will generalize stability results for central finite difference schemes on non-uniform grids that were obtained by In't Hout & Volders (2009) for the Black-Scholes equation. Subsequently we will apply our stability results to the CEV model.
A staggered mesh finite difference scheme for the computation of compressible flows
NASA Technical Reports Server (NTRS)
Sanders, Richard
1992-01-01
A simple high resolution finite difference technique is presented to approximate weak solutions to hyperbolic systems of conservation laws. The method does not rely on Riemann problem solvers and is therefore easy to extend to a wide variety of problems. The overall performance (resolution and CPU requirements) is competitive, with other state-of-the-art techniques offering sharp nonoscillatory shocks and contacts. Theoretical results confirm the reliability of the approach for linear systems and nonlinear scalar equations.
Direct Simulations of Transition and Turbulence Using High-Order Accurate Finite-Difference Schemes
NASA Technical Reports Server (NTRS)
Rai, Man Mohan
1997-01-01
In recent years the techniques of computational fluid dynamics (CFD) have been used to compute flows associated with geometrically complex configurations. However, success in terms of accuracy and reliability has been limited to cases where the effects of turbulence and transition could be modeled in a straightforward manner. Even in simple flows, the accurate computation of skin friction and heat transfer using existing turbulence models has proved to be a difficult task, one that has required extensive fine-tuning of the turbulence models used. In more complex flows (for example, in turbomachinery flows in which vortices and wakes impinge on airfoil surfaces causing periodic transitions from laminar to turbulent flow) the development of a model that accounts for all scales of turbulence and predicts the onset of transition may prove to be impractical. Fortunately, current trends in computing suggest that it may be possible to perform direct simulations of turbulence and transition at moderate Reynolds numbers in some complex cases in the near future. This seminar will focus on direct simulations of transition and turbulence using high-order accurate finite-difference methods. The advantage of the finite-difference approach over spectral methods is that complex geometries can be treated in a straightforward manner. Additionally, finite-difference techniques are the prevailing methods in existing application codes. In this seminar high-order-accurate finite-difference methods for the compressible and incompressible formulations of the unsteady Navier-Stokes equations and their applications to direct simulations of turbulence and transition will be presented.
Ackleh, Azmy S; Ma, Baoling; Thibodeaux, Jeremy J
2013-09-01
We develop a second-order high-resolution finite difference scheme to approximate the solution of a mathematical model describing the within-host dynamics of malaria infection. The model consists of two nonlinear partial differential equations coupled with three nonlinear ordinary differential equations. Convergence of the numerical method to the unique weak solution with bounded total variation is proved. Numerical simulations demonstrating the achievement of the designed accuracy are presented. PMID:23541675
A staggered mesh finite difference scheme for the computation of hypersonic Euler flows
NASA Technical Reports Server (NTRS)
Sanders, Richard
1991-01-01
A shock capturing finite difference method for systems of hyperbolic conservation laws is presented which avoids the need to solve Riemann problems while being competitive in performance with other current methods. A staggered spatial mesh is employed, so that complicated nonlinear waves generated at cell interfaces are averaged over cell interiors at the next time level. The full method combines to form a conservative version of the modified method of characteristics. The advantages of the method are discussed, and numerical results are presented for the two-dimensional double ellipse problem.
NASA Astrophysics Data System (ADS)
Li, Y.; Han, B.; Métivier, L.; Brossier, R.
2016-09-01
We investigate an optimal fourth-order staggered-grid finite-difference scheme for 3D frequency-domain viscoelastic wave modeling. An anti-lumped mass strategy is incorporated to minimize the numerical dispersion. The optimal finite-difference coefficients and the mass weighting coefficients are obtained by minimizing the misfit between the normalized phase velocities and the unity. An iterative damped least-squares method, the Levenberg-Marquardt algorithm, is utilized for the optimization. Dispersion analysis shows that the optimal fourth-order scheme presents less grid dispersion and anisotropy than the conventional fourth-order scheme with respect to different Poisson's ratios. Moreover, only 3.7 grid-points per minimum shear wavelength are required to keep the error of the group velocities below 1%. The memory cost is then greatly reduced due to a coarser sampling. A parallel iterative method named CARP-CG is used to solve the large ill-conditioned linear system for the frequency-domain modeling. Validations are conducted with respect to both the analytic viscoacoustic and viscoelastic solutions. Compared with the conventional fourth-order scheme, the optimal scheme generates wavefields having smaller error under the same discretization setups. Profiles of the wavefields are presented to confirm better agreement between the optimal results and the analytic solutions.
NASA Astrophysics Data System (ADS)
Appadu, A. R.
2016-06-01
An unconditionally positive definite scheme has been derived in [1] to approximate a linear advection-diffusion-reaction equation which models exponential travelling waves and the coefficients of advective, diffusive and reactive terms have been chosen as one. The scheme has been baptised as Unconditionally Positive Finite Difference (UPFD). In this work, we use the UPFD scheme to solve the advection-diffusion-reaction problem in [1] and we also extend our study to three other important regimes involved in this model. The temporal step size is varied while fixing the spatial step size. We compute some errors namely; L1 error, dispersion, dissipation errors. We also study the variation of the modulus of the exact amplification factor, modulus of amplification factor of the scheme and relative phase error, all vs the phase angle for the four different regimes.
NASA Astrophysics Data System (ADS)
Tan, Sirui; Huang, Lianjie
2014-11-01
For modeling scalar-wave propagation in geophysical problems using finite-difference schemes, optimizing the coefficients of the finite-difference operators can reduce numerical dispersion. Most optimized finite-difference schemes for modeling seismic-wave propagation suppress only spatial but not temporal dispersion errors. We develop a novel optimized finite-difference scheme for numerical scalar-wave modeling to control dispersion errors not only in space but also in time. Our optimized scheme is based on a new stencil that contains a few more grid points than the standard stencil. We design an objective function for minimizing relative errors of phase velocities of waves propagating in all directions within a given range of wavenumbers. Dispersion analysis and numerical examples demonstrate that our optimized finite-difference scheme is computationally up to 2.5 times faster than the optimized schemes using the standard stencil to achieve the similar modeling accuracy for a given 2D or 3D problem. Compared with the high-order finite-difference scheme using the same new stencil, our optimized scheme reduces 50 percent of the computational cost to achieve the similar modeling accuracy. This new optimized finite-difference scheme is particularly useful for large-scale 3D scalar-wave modeling and inversion.
Tan, Sirui; Huang, Lianjie
2014-11-01
For modeling scalar-wave propagation in geophysical problems using finite-difference schemes, optimizing the coefficients of the finite-difference operators can reduce numerical dispersion. Most optimized finite-difference schemes for modeling seismic-wave propagation suppress only spatial but not temporal dispersion errors. We develop a novel optimized finite-difference scheme for numerical scalar-wave modeling to control dispersion errors not only in space but also in time. Our optimized scheme is based on a new stencil that contains a few more grid points than the standard stencil. We design an objective function for minimizing relative errors of phase velocities of waves propagating in all directions within a given range of wavenumbers. Dispersion analysis and numerical examples demonstrate that our optimized finite-difference scheme is computationally up to 2.5 times faster than the optimized schemes using the standard stencil to achieve the similar modeling accuracy for a given 2D or 3D problem. Compared with the high-order finite-difference scheme using the same new stencil, our optimized scheme reduces 50 percent of the computational cost to achieve the similar modeling accuracy. This new optimized finite-difference scheme is particularly useful for large-scale 3D scalar-wave modeling and inversion.
A simple parallel prefix algorithm for compact finite-difference schemes
NASA Technical Reports Server (NTRS)
Sun, Xian-He; Joslin, Ronald D.
1993-01-01
A compact scheme is a discretization scheme that is advantageous in obtaining highly accurate solutions. However, the resulting systems from compact schemes are tridiagonal systems that are difficult to solve efficiently on parallel computers. Considering the almost symmetric Toeplitz structure, a parallel algorithm, simple parallel prefix (SPP), is proposed. The SPP algorithm requires less memory than the conventional LU decomposition and is highly efficient on parallel machines. It consists of a prefix communication pattern and AXPY operations. Both the computation and the communication can be truncated without degrading the accuracy when the system is diagonally dominant. A formal accuracy study was conducted to provide a simple truncation formula. Experimental results were measured on a MasPar MP-1 SIMD machine and on a Cray 2 vector machine. Experimental results show that the simple parallel prefix algorithm is a good algorithm for the compact scheme on high-performance computers.
Temporal and spatial inconsistencies of time-split finite-difference schemes
NASA Technical Reports Server (NTRS)
Dwoyer, D. L.; Thames, F. C.
1981-01-01
The properties of an implicit time-split algorithm, which utilizes locally one dimensional spatial steps, are examined using the two-dimensional heat conduction equation as the test problem. Both temporal and spatial inconsistencies inherent in the scheme are identified. A consistent, implicit splitting approach is developed. The relationship between this method and other time-split implicit schemes is explained, and stability problems encountered with the method in three dimensions are discussed.
A convergent 2D finite-difference scheme for the Dirac–Poisson system and the simulation of graphene
Brinkman, D.; Heitzinger, C.; Markowich, P.A.
2014-01-15
We present a convergent finite-difference scheme of second order in both space and time for the 2D electromagnetic Dirac equation. We apply this method in the self-consistent Dirac–Poisson system to the simulation of graphene. The model is justified for low energies, where the particles have wave vectors sufficiently close to the Dirac points. In particular, we demonstrate that our method can be used to calculate solutions of the Dirac–Poisson system where potentials act as beam splitters or Veselago lenses.
Numerical pricing of options using high-order compact finite difference schemes
NASA Astrophysics Data System (ADS)
Tangman, D. Y.; Gopaul, A.; Bhuruth, M.
2008-09-01
We consider high-order compact (HOC) schemes for quasilinear parabolic partial differential equations to discretise the Black-Scholes PDE for the numerical pricing of European and American options. We show that for the heat equation with smooth initial conditions, the HOC schemes attain clear fourth-order convergence but fail if non-smooth payoff conditions are used. To restore the fourth-order convergence, we use a grid stretching that concentrates grid nodes at the strike price for European options. For an American option, an efficient procedure is also described to compute the option price, Greeks and the optimal exercise curve. Comparisons with a fourth-order non-compact scheme are also done. However, fourth-order convergence is not experienced with this strategy. To improve the convergence rate for American options, we discuss the use of a front-fixing transformation with the HOC scheme. We also show that the HOC scheme with grid stretching along the asset price dimension gives accurate numerical solutions for European options under stochastic volatility.
Accuracy and stability of time-split finite-difference schemes
NASA Technical Reports Server (NTRS)
Dwoyer, D. L.; Thames, F. C.
1981-01-01
In a recently published work by Abarbanel and Gottlieb (1980), a new class of explicit time-split algorithms designed for application to the compressible Navier-Stokes equations was developed. These algorithms, which utilize locally-one-dimensional (LOD) spatial steps, were shown to possess stability characteristics superior to those of other time-split schemes. In the present work, the properties of an implicit LOD method, analogous to the Abarbanel-Gottlieb algorithm, are examined using the two-dimensional heat conduction equation as the test problem. Both temporal and spatial inconsistencies inherent in the scheme are identified, and a new consistent, implicit splitting approach is developed and applied to the linear Burgers' equation. The relationship between this new method and other time-split implicit schemes is explained and stability problems encountered with the method in three dimensions are discussed.
A finite difference scheme for the equilibrium equations of elastic bodies
NASA Technical Reports Server (NTRS)
Phillips, T. N.; Rose, M. E.
1984-01-01
A compact difference scheme is described for treating the first-order system of partial differential equations which describe the equilibrium equations of an elastic body. An algebraic simplification enables the solution to be obtained by standard direct or iterative techniques.
NASA Astrophysics Data System (ADS)
Liu, Yang; Sen, Mrinal K.
2011-09-01
Most conventional finite-difference methods adopt second-order temporal and (2M)th-order spatial finite-difference stencils to solve the 3D acoustic wave equation. When spatial finite-difference stencils devised from the time-space domain dispersion relation are used to replace these conventional spatial finite-difference stencils devised from the space domain dispersion relation, the accuracy of modelling can be increased from second-order along any directions to (2M)th-order along 48 directions. In addition, the conventional high-order spatial finite-difference modelling accuracy can be improved by using a truncated finite-difference scheme. In this paper, we combine the time-space domain dispersion-relation-based finite difference scheme and the truncated finite-difference scheme to obtain optimised spatial finite-difference coefficients and thus to significantly improve the modelling accuracy without increasing computational cost, compared with the conventional space domain dispersion-relation-based finite difference scheme. We developed absorbing boundary conditions for the 3D acoustic wave equation, based on predicting wavefield values in a transition area by weighing wavefield values from wave equations and one-way wave equations. Dispersion analyses demonstrate that high-order spatial finite-difference stencils have greater accuracy than low-order spatial finite-difference stencils for high frequency components of wavefields, and spatial finite-difference stencils devised in the time-space domain have greater precision than those devised in the space domain under the same discretisation. The modelling accuracy can be improved further by using the truncated spatial finite-difference stencils. Stability analyses show that spatial finite-difference stencils devised in the time-space domain have better stability condition. Numerical modelling experiments for homogeneous, horizontally layered and Society of Exploration Geophysicists/European Association of
NASA Technical Reports Server (NTRS)
Harten, A.; Tal-Ezer, H.
1981-01-01
An implicit finite difference method of fourth order accuracy in space and time is introduced for the numerical solution of one-dimensional systems of hyperbolic conservation laws. The basic form of the method is a two-level scheme which is unconditionally stable and nondissipative. The scheme uses only three mesh points at level t and three mesh points at level t + delta t. The dissipative version of the basic method given is conditionally stable under the CFL (Courant-Friedrichs-Lewy) condition. This version is particularly useful for the numerical solution of problems with strong but nonstiff dynamic features, where the CFL restriction is reasonable on accuracy grounds. Numerical results are provided to illustrate properties of the proposed method.
NASA Astrophysics Data System (ADS)
Abedian, Rooholah; Adibi, Hojatollah; Dehghan, Mehdi
2013-08-01
In this paper, we propose a new WENO finite difference procedure for nonlinear degenerate parabolic equations which may contain discontinuous solutions. Our scheme is based on the method of lines, with a high-order accurate conservative approximation to each of the diffusion terms based on an idea that has been recently presented by Liu et al. [Y. Liu, C.-W. Shu, M. Zhang, High order finite difference WENO schemes for non-linear degenerate parabolic equations, SIAM J. Sci. Comput. 33 (2011) 939-965]. Our scheme tries to circumvent the negative ideal weights that appear when applying the standard WENO idea, as is done in Liu et al. (2011) [13]. In one-dimensional case, first we obtain an optimum polynomial on a six-points stencil. This optimum polynomial is sixth-order accurate in regions of smoothness. Then, we consider this optimum polynomial as a symmetric and convex combination of four polynomials with ideal weights. Following the methodology of the classic WENO procedure, then we calculate the non-oscillatory weights with the ideal weights. Numerical examples are provided to demonstrate the resolution power and accuracy of the scheme. Finally, the new method is extended to multi-dimensional problems by dimension-by-dimension approach. More examples of multi-dimension problems are presented to show that our method remains non-oscillatory while giving good resolution of discontinuities. Finally, we would like to mention that this paper combines and extends the techniques proposed in [13] and Levy et al. (2000) [24].
Implementation of ADI: Schemes on MIMD parallel computers
NASA Technical Reports Server (NTRS)
Vanderwijngaart, Rob F.
1993-01-01
In order to simulate the effects of the impingement of hot exhaust jets of High Performance Aircraft on landing surfaces a multi-disciplinary computation coupling flow dynamics to heat conduction in the runway needs to be carried out. Such simulations, which are essentially unsteady, require very large computational power in order to be completed within a reasonable time frame of the order of an hour. Such power can be furnished by the latest generation of massively parallel computers. These remove the bottleneck of ever more congested data paths to one or a few highly specialized central processing units (CPU's) by having many off-the-shelf CPU's work independently on their own data, and exchange information only when needed. During the past year the first phase of this project was completed, in which the optimal strategy for mapping an ADI-algorithm for the three dimensional unsteady heat equation to a MIMD parallel computer was identified. This was done by implementing and comparing three different domain decomposition techniques that define the tasks for the CPU's in the parallel machine. These implementations were done for a Cartesian grid and Dirichlet boundary conditions. The most promising technique was then used to implement the heat equation solver on a general curvilinear grid with a suite of nontrivial boundary conditions. Finally, this technique was also used to implement the Scalar Penta-diagonal (SP) benchmark, which was taken from the NAS Parallel Benchmarks report. All implementations were done in the programming language C on the Intel iPSC/860 computer.
NASA Technical Reports Server (NTRS)
Harten, A.; Tal-Ezer, H.
1981-01-01
This paper presents a family of two-level five-point implicit schemes for the solution of one-dimensional systems of hyperbolic conservation laws, which generalized the Crank-Nicholson scheme to fourth order accuracy (4-4) in both time and space. These 4-4 schemes are nondissipative and unconditionally stable. Special attention is given to the system of linear equations associated with these 4-4 implicit schemes. The regularity of this system is analyzed and efficiency of solution-algorithms is examined. A two-datum representation of these 4-4 implicit schemes brings about a compactification of the stencil to three mesh points at each time-level. This compact two-datum representation is particularly useful in deriving boundary treatments. Numerical results are presented to illustrate some properties of the proposed scheme.
NASA Technical Reports Server (NTRS)
Carpenter, Mark H.; Gottlieb, David; Abarbanel, Saul
1993-01-01
We present a systematic method for constructing boundary conditions (numerical and physical) of the required accuracy, for compact (Pade-like) high-order finite-difference schemes for hyperbolic systems. First, a roper summation-by-parts formula is found for the approximate derivative. A 'simultaneous approximation term' (SAT) is then introduced to treat the boundary conditions. This procedure leads to time-stable schemes even in the system case. An explicit construction of the fourth-order compact case is given. Numerical studies are presented to verify the efficacy of the approach.
NASA Technical Reports Server (NTRS)
Carpenter, Mark H.; Gottlieb, David; Abarbanel, Saul
1994-01-01
We present a systematic method for constructing boundary conditions (numerical and physical) of the required accuracy, for compact (Pade-like) high-order finite-difference schemes for hyperbolic systems. First a proper summation-by-parts formula is found for the approximate derivative. A 'simultaneous approximation term' is then introduced to treat the boundary conditions. This procedure leads to time-stable schemes even in the system case. An explicit construction of the fourth-order compact case is given. Numerical studies are presented to verify the efficacy of the approach.
NASA Technical Reports Server (NTRS)
Abarbanel, S.; Gottlieb, D.
1976-01-01
The paper considers the leap-frog finite-difference method (Kreiss and Oliger, 1973) for systems of partial differential equations of the form du/dt = dF/dx + dG/dy + dH/dz, where d denotes partial derivative, u is a q-component vector and a function of x, y, z, and t, and the vectors F, G, and H are functions of u only. The original leap-frog algorithm is shown to admit a modification that improves on the stability conditions for two and three dimensions by factors of 2 and 2.8, respectively, thereby permitting larger time steps. The scheme for three dimensions is considered optimal in the sense that it combines simple averaging and large time steps.
NASA Technical Reports Server (NTRS)
Bates, J. R.; Moorthi, S.; Higgins, R. W.
1993-01-01
An adiabatic global multilevel primitive equation model using a two time-level, semi-Lagrangian semi-implicit finite-difference integration scheme is presented. A Lorenz grid is used for vertical discretization and a C grid for the horizontal discretization. The momentum equation is discretized in vector form, thus avoiding problems near the poles. The 3D model equations are reduced by a linear transformation to a set of 2D elliptic equations, whose solution is found by means of an efficient direct solver. The model (with minimal physics) is integrated for 10 days starting from an initialized state derived from real data. A resolution of 16 levels in the vertical is used, with various horizontal resolutions. The model is found to be stable and efficient, and to give realistic output fields. Integrations with time steps of 10 min, 30 min, and 1 h are compared, and the differences are found to be acceptable.
NASA Astrophysics Data System (ADS)
Wang, Cheng; Dong, XinZhuang; Shu, Chi-Wang
2015-10-01
For numerical simulation of detonation, computational cost using uniform meshes is large due to the vast separation in both time and space scales. Adaptive mesh refinement (AMR) is advantageous for problems with vastly different scales. This paper aims to propose an AMR method with high order accuracy for numerical investigation of multi-dimensional detonation. A well-designed AMR method based on finite difference weighted essentially non-oscillatory (WENO) scheme, named as AMR&WENO is proposed. A new cell-based data structure is used to organize the adaptive meshes. The new data structure makes it possible for cells to communicate with each other quickly and easily. In order to develop an AMR method with high order accuracy, high order prolongations in both space and time are utilized in the data prolongation procedure. Based on the message passing interface (MPI) platform, we have developed a workload balancing parallel AMR&WENO code using the Hilbert space-filling curve algorithm. Our numerical experiments with detonation simulations indicate that the AMR&WENO is accurate and has a high resolution. Moreover, we evaluate and compare the performance of the uniform mesh WENO scheme and the parallel AMR&WENO method. The comparison results provide us further insight into the high performance of the parallel AMR&WENO method.
Perfectly matched layers in a divergence preserving ADI scheme for electromagnetics
Kraus, C.; Adelmann, A.
2012-01-01
For numerical simulations of highly relativistic and transversely accelerated charged particles including radiation fast algorithms are needed. While the radiation in particle accelerators has wavelengths in the order of 100 {mu}m the computational domain has dimensions roughly five orders of magnitude larger resulting in very large mesh sizes. The particles are confined to a small area of this domain only. To resolve the smallest scales close to the particles subgrids are envisioned. For reasons of stability the alternating direction implicit (ADI) scheme by Smithe et al. [D.N. Smithe, J.R. Cary, J.A. Carlsson, Divergence preservation in the ADI algorithms for electromagnetics, J. Comput. Phys. 228 (2009) 7289-7299] for Maxwell equations has been adopted. At the boundary of the domain absorbing boundary conditions have to be employed to prevent reflection of the radiation. In this paper we show how the divergence preserving ADI scheme has to be formulated in perfectly matched layers (PML) and compare the performance in several scenarios.
NASA Astrophysics Data System (ADS)
Martowicz, A.; Ruzzene, M.; Staszewski, W. J.; Rimoli, J. J.; Uhl, T.
2014-03-01
The work deals with the reduction of numerical dispersion in simulations of wave propagation in solids. The phenomenon of numerical dispersion naturally results from time and spatial discretization present in a numerical model of mechanical continuum. Although discretization itself makes possible to model wave propagation in structures with complicated geometries and made of different materials, it inevitably causes simulation errors when improper time and length scales are chosen for the simulations domains. Therefore, by definition, any characteristic parameter for spatial and time resolution must create limitations on maximal wavenumber and frequency for a numerical model. It should be however noted that expected increase of the model quality and its functionality in terms of affordable wavenumbers, frequencies and speeds should not be achieved merely by denser mesh and reduced time integration step. The computational cost would be simply unacceptable. The authors present a nonlocal finite difference scheme with the coefficients calculated applying a Fourier series, which allows for considerable reduction of numerical dispersion. There are presented the results of analyses for 2D models, with isotropic and anisotropic materials, fulfilling the planar stress state. Reduced numerical dispersion is shown in the dispersion surfaces for longitudinal and shear waves propagating for different directions with respect to the mesh orientation and without dramatic increase of required number of nonlocal interactions. A case with the propagation of longitudinal wave in composite material is studied with given referential solution of the initial value problem for verification of the time-domain outcomes. The work gives a perspective of modeling of any type of real material dispersion according to measurements and with assumed accuracy.
NASA Astrophysics Data System (ADS)
Dimitrov, Yuri M.; Vulkov, Lubin G.
2015-11-01
We construct a three-point compact finite difference scheme on a non-uniform mesh for the time-fractional Black-Scholes equation. We show that for special graded meshes used in finance, the Tavella-Randall and the quadratic meshes the numerical solution has a fourth-order accuracy in space. Numerical experiments are discussed.
NASA Technical Reports Server (NTRS)
Mickens, Ronald E.
1996-01-01
A large class of physical phenomena can be modeled by evolution and wave type Partial Differential Equations (PDE). Few of these equations have known explicit exact solutions. Finite-difference techniques are a popular method for constructing discrete representations of these equations for the purpose of numerical integration. However, the solutions to the difference equations often contain so called numerical instabilities; these are solutions to the difference equations that do not correspond to any solution of the PDE's. For explicit schemes, the elimination of this behavior requires functional relations to exist between the time and space steps-sizes. We show that such functional relations can be obtained for certain PDE's by use of a positivity condition. The PDE's studied are the Burgers, Fisher, and linearized Euler equations.
NASA Technical Reports Server (NTRS)
Campbell, W.
1981-01-01
A theoretical evaluation of the stability of an explicit finite difference solution of the transient temperature field in a composite medium is presented. The grid points of the field are assumed uniformly spaced, and media interfaces are either vertical or horizontal and pass through grid points. In addition, perfect contact between different media (infinite interfacial conductance) is assumed. A finite difference form of the conduction equation is not valid at media interfaces; therefore, heat balance forms are derived. These equations were subjected to stability analysis, and a computer graphics code was developed that permitted determination of a maximum time step for a given grid spacing.
NASA Technical Reports Server (NTRS)
Steger, J. L.; Dougherty, F. C.; Benek, J. A.
1983-01-01
A mesh system composed of multiple overset body-conforming grids is described for adapting finite-difference procedures to complex aircraft configurations. In this so-called 'chimera mesh,' a major grid is generated about a main component of the configuration and overset minor grids are used to resolve all other features. Methods for connecting overset multiple grids and modifications of flow-simulation algorithms are discussed. Computational tests in two dimensions indicate that the use of multiple overset grids can simplify the task of grid generation without an adverse effect on flow-field algorithms and computer code complexity.
NASA Astrophysics Data System (ADS)
Hammer, René; Pötz, Walter; Arnold, Anton
2014-01-01
A finite difference scheme is presented for the Dirac equation in (1+1)D. It can handle space- and time-dependent mass and potential terms and utilizes exact discrete transparent boundary conditions (DTBCs). Based on a space- and time-staggered leap-frog scheme it avoids fermion doubling and preserves the dispersion relation of the continuum problem for mass zero (Weyl equation) exactly. Considering boundary regions, each with a constant mass and potential term, the associated DTBCs are derived by first applying this finite difference scheme and then using the Z-transform in the discrete time variable. The resulting constant coefficient difference equation in space can be solved exactly on each of the two semi-infinite exterior domains. Admitting only solutions in l2 which vanish at infinity is equivalent to imposing outgoing boundary conditions. An inverse Z-transformation leads to exact DTBCs in form of a convolution in discrete time which suppress spurious reflections at the boundaries and enforce stability of the whole space-time scheme. An exactly preserved functional for the norm of the Dirac spinor on the staggered grid is presented. Simulations of Gaussian wave packets, leaving the computational domain without reflection, demonstrate the quality of the DTBCs numerically, as well as the importance of a faithful representation of the energy-momentum dispersion relation on a grid.
NASA Astrophysics Data System (ADS)
Im, Kichang; Mochimaru, Yoshihiro
A steady-state axisymmetric flow field of a liquid metal in a coreless induction furnace under an axisymmetric magnetic field is analyzed numerically, using a spectral finite difference method. Vorticity-stream function formulation is used in conjunction with Maxwell's equations, in a boundary-fitted coordinate system. For boundary conditions, both no-slip on the wall and no shear stress tensor on the free surface are used as dynamic conditions, and a field equivalent to the magnetic field induced by external coils is adopted as an electromagnetic field condition. Presented are streamlines, magnetic streamlines, and radial profiles of the axial velocity component at two Reynolds numbers for various parameters. It is found that the flow field varies remarkably according to the Reynolds number, the dimensionless height of the liquid metal, and the dimensionless height of external coils.
NASA Technical Reports Server (NTRS)
Madavan, Nateri K.
1995-01-01
This report deals with the direct numerical simulation of transitional and turbulent flow at low Mach numbers using high-order-accurate finite-difference techniques. A computation of transition to turbulence of the spatially-evolving boundary layer on a heated flat plate in the presence of relatively high freestream turbulence was performed. The geometry and flow conditions were chosen to match earlier experiments. The development of the momentum and thermal boundary layers was documented. Velocity and temperature profiles, as well as distributions of skin friction, surface heat transfer rate, Reynolds shear stress, and turbulent heat flux, were shown to compare well with experiment. The results indicate that the essential features of the transition process have been captured. The numerical method used here can be applied to complex geometries in a straightforward manner.
NASA Technical Reports Server (NTRS)
Madavan, Nateri K.
1995-01-01
The work in this report was conducted at NASA Ames Research Center during the period from August 1993 to January 1995 deals with the direct numerical simulation of transitional and turbulent flow at low Mach numbers using high-order-accurate finite-difference techniques. A computation of transition to turbulence of the spatially-evolving boundary layer on a heated flat plate in the presence of relatively high freestream turbulence was performed. The geometry and flow conditions were chosen to match earlier experiments. The development of the momentum and thermal boundary layers was documented. Velocity and temperature profiles, as well as distributions of skin friction, surface heat transfer rate, Reynolds shear stress, and turbulent heat flux were shown to compare well with experiment. The numerical method used here can be applied to complex geometries in a straightforward manner.
NASA Technical Reports Server (NTRS)
Kumar, A.; Rudy, D. H.; Drummond, J. P.; Harris, J. E.
1982-01-01
Several two- and three-dimensional external and internal flow problems solved on the STAR-100 and CYBER-203 vector processing computers are described. The flow field was described by the full Navier-Stokes equations which were then solved by explicit finite-difference algorithms. Problem results and computer system requirements are presented. Program organization and data base structure for three-dimensional computer codes which will eliminate or improve on page faulting, are discussed. Storage requirements for three-dimensional codes are reduced by calculating transformation metric data in each step. As a result, in-core grid points were increased in number by 50% to 150,000, with a 10% execution time increase. An assessment of current and future machine requirements shows that even on the CYBER-205 computer only a few problems can be solved realistically. Estimates reveal that the present situation is more storage limited than compute rate limited, but advancements in both storage and speed are essential to realistically calculate three-dimensional flow.
NASA Astrophysics Data System (ADS)
Kumar, A.; Rudy, D. H.; Drummond, J. P.; Harris, J. E.
1982-08-01
Several two- and three-dimensional external and internal flow problems solved on the STAR-100 and CYBER-203 vector processing computers are described. The flow field was described by the full Navier-Stokes equations which were then solved by explicit finite-difference algorithms. Problem results and computer system requirements are presented. Program organization and data base structure for three-dimensional computer codes which will eliminate or improve on page faulting, are discussed. Storage requirements for three-dimensional codes are reduced by calculating transformation metric data in each step. As a result, in-core grid points were increased in number by 50% to 150,000, with a 10% execution time increase. An assessment of current and future machine requirements shows that even on the CYBER-205 computer only a few problems can be solved realistically. Estimates reveal that the present situation is more storage limited than compute rate limited, but advancements in both storage and speed are essential to realistically calculate three-dimensional flow.
Ackleh, Azmy S; Delcambre, Mark L; Sutton, Karyn L
2015-01-01
We present a second-order high-resolution finite difference scheme to approximate the solution of a mathematical model of the transmission dynamics of Mycobacterium marinum (Mm) in an aquatic environment. This work extends the numerical theory and continues the preliminary studies on the model first developed in Ackleh et al. [Structured models for the spread of Mycobacterium marinum: foundations for a numerical approximation scheme, Math. Biosci. Eng. 11 (2014), pp. 679-721]. Numerical simulations demonstrating the accuracy of the method are presented, and we compare this scheme to the first-order scheme developed in Ackleh et al. [Structured models for the spread of Mycobacterium marinum: foundations for a numerical approximation scheme, Math. Biosci. Eng. 11 (2014), pp. 679-721] to show that the first-order method requires significantly more computational time to provide solutions with a similar accuracy. We also demonstrated that the model can be a tool to understand surprising or nonintuitive phenomena regarding competitive advantage in the context of biologically realistic growth, birth and death rates. PMID:25271885
NASA Astrophysics Data System (ADS)
Volders, K.
2012-09-01
This paper concerns the numerical solution of the Black-Scholes PDE with a Neumann boundary condition on the right boundary. We consider finite difference schemes for the semi-discretization, which leads to a system of ODEs with corresponding matrix M. In this paper stability bounds for exp(tM) (t ≥ 0) are proved. A scaled version of the Euclidean norm, denoted by ‖ ṡ ‖H is considered. The advection and diffusion term of the PDE are analyzed separately. It turns out that the Neumann boundary condition leads to a growth of ‖exp(tM)‖H with the number of grid points m for the pure advection problem.
NASA Astrophysics Data System (ADS)
Reitman, L.; Wolfshtein, M.; Adler, D.
1982-11-01
A finite difference method is developed for solving the non-viscous formulation of a three-dimensional compressible flow problem for turbomachinery impellers. The numerical results and the time efficiency of this method are compared to that provided by a finite element method for this problem. The finite difference method utilizes a numerical, curvilinear, and non-orthogonal coordinate transformation and the ADI scheme. The finite difference method is utilized to solve a test problem of a centrifugal compressor impeller. It is shown that the finite difference method produces results in good agreement with the experimentally determined flow fields and is as accurate as the finite element technique. However, the finite difference method only requires about half the time in order to obtain the solution for this problem as that required by the finite element method.
Multi-partitioning for ADI-schemes on message passing architectures
NASA Technical Reports Server (NTRS)
Vanderwijngaart, Rob F.
1994-01-01
A kind of discrete-operator splitting called Alternating Direction Implicit (ADI) has been found to be useful in simulating fluid flow problems. In particular, it is being used to study the effects of hot exhaust jets from high performance aircraft on landing surfaces. Decomposition techniques that minimize load imbalance and message-passing frequency are described. Three strategies that are investigated for implementing the NAS Scalar Penta-diagonal Parallel Benchmark (SP) are transposition, pipelined Gaussian elimination, and multipartitioning. The multipartitioning strategy, which was used on Ethernet, was found to be the most efficient, although it was considered only a moderate success because of Ethernet's limited communication properties. The efficiency derived largely from the coarse granularity of the strategy, which reduced latencies and allowed overlap of communication and computation.
NASA Technical Reports Server (NTRS)
Bridgeman, J. O.; Steger, J. L.; Caradonna, F. X.
1982-01-01
An implicit, approximate-factorization, finite-difference algorithm has been developed for the computation of unsteady, inviscid transonic flows in two and three dimensions. The computer program solves the full-potential equation in generalized coordinates in conservation-law form in order to properly capture shock-wave position and speed. A body-fitted coordinate system is employed for the simple and accurate treatment of boundary conditions on the body surface. The time-accurate algorithm is modified to a conventional ADI relaxation scheme for steady-state computations. Results from two- and three-dimensional steady and two-dimensional unsteady calculations are compared with existing methods.
Accurate Finite Difference Algorithms
NASA Technical Reports Server (NTRS)
Goodrich, John W.
1996-01-01
Two families of finite difference algorithms for computational aeroacoustics are presented and compared. All of the algorithms are single step explicit methods, they have the same order of accuracy in both space and time, with examples up to eleventh order, and they have multidimensional extensions. One of the algorithm families has spectral like high resolution. Propagation with high order and high resolution algorithms can produce accurate results after O(10(exp 6)) periods of propagation with eight grid points per wavelength.
NASA Astrophysics Data System (ADS)
Ramadan, Omar
2014-12-01
Systematic split-step finite difference time domain (SS-FDTD) formulations, based on the general Lie-Trotter-Suzuki product formula, are presented for solving the time-dependent Maxwell equations in double-dispersive electromagnetic materials. The proposed formulations provide a unified tool for constructing a family of unconditionally stable algorithms such as the first order split-step FDTD (SS1-FDTD), the second order split-step FDTD (SS2-FDTD), and the second order alternating direction implicit FDTD (ADI-FDTD) schemes. The theoretical stability of the formulations is included and it has been demonstrated that the formulations are unconditionally stable by construction. Furthermore, the dispersion relation of the formulations is derived and it has been found that the proposed formulations are best suited for those applications where a high space resolution is needed. Two-dimensional (2-D) and 3-D numerical examples are included and it has been observed that the SS1-FDTD scheme is computationally more efficient than the ADI-FDTD counterpart, while maintaining approximately the same numerical accuracy. Moreover, the SS2-FDTD scheme allows using larger time step than the SS1-FDTD or ADI-FDTD and therefore necessitates less CPU time, while giving approximately the same numerical accuracy.
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Mimetic finite difference method
NASA Astrophysics Data System (ADS)
Lipnikov, Konstantin; Manzini, Gianmarco; Shashkov, Mikhail
2014-01-01
The mimetic finite difference (MFD) method mimics fundamental properties of mathematical and physical systems including conservation laws, symmetry and positivity of solutions, duality and self-adjointness of differential operators, and exact mathematical identities of the vector and tensor calculus. This article is the first comprehensive review of the 50-year long history of the mimetic methodology and describes in a systematic way the major mimetic ideas and their relevance to academic and real-life problems. The supporting applications include diffusion, electromagnetics, fluid flow, and Lagrangian hydrodynamics problems. The article provides enough details to build various discrete operators on unstructured polygonal and polyhedral meshes and summarizes the major convergence results for the mimetic approximations. Most of these theoretical results, which are presented here as lemmas, propositions and theorems, are either original or an extension of existing results to a more general formulation using polyhedral meshes. Finally, flexibility and extensibility of the mimetic methodology are shown by deriving higher-order approximations, enforcing discrete maximum principles for diffusion problems, and ensuring the numerical stability for saddle-point systems.
Adaptive finite difference for seismic wavefield modelling in acoustic media.
Yao, Gang; Wu, Di; Debens, Henry Alexander
2016-01-01
Efficient numerical seismic wavefield modelling is a key component of modern seismic imaging techniques, such as reverse-time migration and full-waveform inversion. Finite difference methods are perhaps the most widely used numerical approach for forward modelling, and here we introduce a novel scheme for implementing finite difference by introducing a time-to-space wavelet mapping. Finite difference coefficients are then computed by minimising the difference between the spatial derivatives of the mapped wavelet and the finite difference operator over all propagation angles. Since the coefficients vary adaptively with different velocities and source wavelet bandwidths, the method is capable to maximise the accuracy of the finite difference operator. Numerical examples demonstrate that this method is superior to standard finite difference methods, while comparable to Zhang's optimised finite difference scheme. PMID:27491333
Adaptive finite difference for seismic wavefield modelling in acoustic media
NASA Astrophysics Data System (ADS)
Yao, Gang; Wu, Di; Debens, Henry Alexander
2016-08-01
Efficient numerical seismic wavefield modelling is a key component of modern seismic imaging techniques, such as reverse-time migration and full-waveform inversion. Finite difference methods are perhaps the most widely used numerical approach for forward modelling, and here we introduce a novel scheme for implementing finite difference by introducing a time-to-space wavelet mapping. Finite difference coefficients are then computed by minimising the difference between the spatial derivatives of the mapped wavelet and the finite difference operator over all propagation angles. Since the coefficients vary adaptively with different velocities and source wavelet bandwidths, the method is capable to maximise the accuracy of the finite difference operator. Numerical examples demonstrate that this method is superior to standard finite difference methods, while comparable to Zhang’s optimised finite difference scheme.
Adaptive finite difference for seismic wavefield modelling in acoustic media
Yao, Gang; Wu, Di; Debens, Henry Alexander
2016-01-01
Efficient numerical seismic wavefield modelling is a key component of modern seismic imaging techniques, such as reverse-time migration and full-waveform inversion. Finite difference methods are perhaps the most widely used numerical approach for forward modelling, and here we introduce a novel scheme for implementing finite difference by introducing a time-to-space wavelet mapping. Finite difference coefficients are then computed by minimising the difference between the spatial derivatives of the mapped wavelet and the finite difference operator over all propagation angles. Since the coefficients vary adaptively with different velocities and source wavelet bandwidths, the method is capable to maximise the accuracy of the finite difference operator. Numerical examples demonstrate that this method is superior to standard finite difference methods, while comparable to Zhang’s optimised finite difference scheme. PMID:27491333
Applications of an exponential finite difference technique
NASA Technical Reports Server (NTRS)
Handschuh, Robert F.; Keith, Theo G., Jr.
1988-01-01
An exponential finite difference scheme first presented by Bhattacharya for one dimensional unsteady heat conduction problems in Cartesian coordinates was extended. The finite difference algorithm developed was used to solve the unsteady diffusion equation in one dimensional cylindrical coordinates and was applied to two and three dimensional conduction problems in Cartesian coordinates. Heat conduction involving variable thermal conductivity was also investigated. The method was used to solve nonlinear partial differential equations in one and two dimensional Cartesian coordinates. Predicted results are compared to exact solutions where available or to results obtained by other numerical methods.
NASA Technical Reports Server (NTRS)
Wolfshtein, M.; Hirsh, R. S.; Pitts, B. H.
1975-01-01
A new method for the solution of non-linear partial differential equations by an ADI procedure is described. Although the method is second order accurate in time, it does not require either iterations or predictor corrector methods to overcome the nonlinearity of the equations. Thus the computational effort required for the solution of the non-linear problem becomes similar to that required for the linear case. The method is applied to a two-dimensional 'extended Burgers equation'. Linear stability is studied, and some numerical solutions obtained. The improved accuracy obtained by the 2nd order truncation error is clearly manifested.
Samak, M. Mosleh E. Abu; Bakar, A. Ashrif A.; Kashif, Muhammad; Zan, Mohd Saiful Dzulkifly
2016-01-01
This paper discusses numerical analysis methods for different geometrical features that have limited interval values for typically used sensor wavelengths. Compared with existing Finite Difference Time Domain (FDTD) methods, the alternating direction implicit (ADI)-FDTD method reduces the number of sub-steps by a factor of two to three, which represents a 33% time savings in each single run. The local one-dimensional (LOD)-FDTD method has similar numerical equation properties, which should be calculated as in the previous method. Generally, a small number of arithmetic processes, which result in a shorter simulation time, are desired. The alternating direction implicit technique can be considered a significant step forward for improving the efficiency of unconditionally stable FDTD schemes. This comparative study shows that the local one-dimensional method had minimum relative error ranges of less than 40% for analytical frequencies above 42.85 GHz, and the same accuracy was generated by both methods.
Numerical simulation of nanopulse penetration of biological matter using the ADI-FDTD method
NASA Astrophysics Data System (ADS)
Zhu, Fei
Nanopulses are ultra-wide-band (UWB) electromagnetic pulses with pulse duration of only a few nanoseconds and electric field amplitudes greater than 105 V/m. They have been widely used in the development of new technologies in the field of medicine. Therefore, the study of the nanopulse bioeffects is important to ensure the appropriate application with nanopulses in biomedical and biotechnological settings. The conventional finite-difference time-domain (FDTD) method for solving Maxwell's equations has been proven to be an effective method to solve the problems related to electromagnetism. However, its application is restricted by the Courant, Friedrichs, and Lewy (CFL) stability condition that confines the time increment and mesh size in the computation in order to prevent the solution from being divergent. This dissertation develops a new finite difference scheme coupled with the Cole-Cole expression for dielectric coefficients of biological tissues to simulate the electromagnetic fields inside biological tissues when exposed to nanopulses. The scheme is formulated based on the Yee's cell and alternating direction implicit (ADI) technique. The basic idea behind the ADI technique is to break up every time step into two half-time steps. At the first half-step, the finite difference operator on the right-hand side of the Maxwell's equation is implicit only along one coordinate axis direction. At the second half-step, the finite difference operator on the right-hand side of the Maxwell's equation is implicit only along the other coordinate axis direction. As such, only tridiagonal linear systems are solved. In this numerical method, the Cole-Cole expression is approximated by a second-order Taylor series based on the z-transform method. In addition, the perfectly matched layer is employed for the boundary condition, and the total/scattered field technique is employed to generate the plane wave in order to prevent the wave reflection. The scheme is tested by numerical
Exponential Finite-Difference Technique
NASA Technical Reports Server (NTRS)
Handschuh, Robert F.
1989-01-01
Report discusses use of explicit exponential finite-difference technique to solve various diffusion-type partial differential equations. Study extends technique to transient-heat-transfer problems in one dimensional cylindrical coordinates and two and three dimensional Cartesian coordinates and to some nonlinear problems in one or two Cartesian coordinates.
The Benard problem: A comparison of finite difference and spectral collocation eigen value solutions
NASA Technical Reports Server (NTRS)
Skarda, J. Raymond Lee; Mccaughan, Frances E.; Fitzmaurice, Nessan
1995-01-01
The application of spectral methods, using a Chebyshev collocation scheme, to solve hydrodynamic stability problems is demonstrated on the Benard problem. Implementation of the Chebyshev collocation formulation is described. The performance of the spectral scheme is compared with that of a 2nd order finite difference scheme. An exact solution to the Marangoni-Benard problem is used to evaluate the performance of both schemes. The error of the spectral scheme is at least seven orders of magnitude smaller than finite difference error for a grid resolution of N = 15 (number of points used). The performance of the spectral formulation far exceeded the performance of the finite difference formulation for this problem. The spectral scheme required only slightly more effort to set up than the 2nd order finite difference scheme. This suggests that the spectral scheme may actually be faster to implement than higher order finite difference schemes.
POD/DEIM nonlinear model order reduction of an ADI implicit shallow water equations model
NASA Astrophysics Data System (ADS)
Ştefănescu, R.; Navon, I. M.
2013-03-01
In the present paper we consider a 2-D shallow-water equations (SWE) model on a β-plane solved using an alternating direction fully implicit (ADI) finite-difference scheme on a rectangular domain. The scheme was shown to be unconditionally stable for the linearized equations. The discretization yields a number of nonlinear systems of algebraic equations. We then use a proper orthogonal decomposition (POD) to reduce the dimension of the SWE model. Due to the model nonlinearities, the computational complexity of the reduced model still depends on the number of variables of the full shallow - water equations model. By employing the discrete empirical interpolation method (DEIM) we reduce the computational complexity of the reduced order model due to its depending on the nonlinear full dimension model and regain the full model reduction expected from the POD model. To emphasize the CPU gain in performance due to use of POD/DEIM, we also propose testing an explicit Euler finite difference scheme (EE) as an alternative to the ADI implicit scheme for solving the swallow water equations model. We then proceed to assess the efficiency of POD/DEIM as a function of number of spatial discretization points, time steps, and POD basis functions. As was expected, our numerical experiments showed that the CPU time performances of POD/DEIM schemes are proportional to the number of mesh points. Once the number of spatial discretization points exceeded 10000 and for 90 DEIM interpolation points, the CPU time decreased by a factor of 10 in case of POD/DEIM implicit SWE scheme and by a factor of 15 for the POD/DEIM explicit SWE scheme in comparison with the corresponding POD SWE schemes. Moreover, our numerical tests revealed that if the number of points selected by DEIM algorithm reached 50, the approximation errors due to POD/DEIM and POD reduced systems have the same orders of magnitude, thus supporting the theoretical results existing in the literature.
On a finite-difference method for solving transient viscous flow problems
NASA Technical Reports Server (NTRS)
Li, C. P.
1983-01-01
A method has been developed to solve the unsteady, compressible Navier-Stokes equation with the property of consistency and the ability of minimizing the equation stiffness. It relies on innovative extensions of the state-of-the-art finite-difference techniques and is composed of: (1) the upwind scheme for split-flux and the central scheme for conventional flux terms in the inviscid and viscous regions, respectively; (2) the characteristic treatment of both inviscid and viscous boundaries; (3) an ADI procedure compatible with interior and boundary points; and (4) a scalar matrix coefficient including viscous terms. The performance of this method is assessed with four sample problems; namely, a standing shock in the Laval duct, a shock reflected from the wall, the shock-induced boundary-layer separation, and a transient internal nozzle flow. The results from the present method, an existing hybrid block method, and a well-known two-step explicit method are compared and discussed. It is concluded that this method has an optimal trade-off between the solution accuracy and computational economy, and other desirable properties for analyzing transient viscous flow problems.
Practical aspects of prestack depth migration with finite differences
Ober, C.C.; Oldfield, R.A.; Womble, D.E.; Romero, L.A.; Burch, C.C.
1997-07-01
Finite-difference, prestack, depth migrations offers significant improvements over Kirchhoff methods in imaging near or under salt structures. The authors have implemented a finite-difference prestack depth migration algorithm for use on massively parallel computers which is discussed. The image quality of the finite-difference scheme has been investigated and suggested improvements are discussed. In this presentation, the authors discuss an implicit finite difference migration code, called Salvo, that has been developed through an ACTI (Advanced Computational Technology Initiative) joint project. This code is designed to be efficient on a variety of massively parallel computers. It takes advantage of both frequency and spatial parallelism as well as the use of nodes dedicated to data input/output (I/O). Besides giving an overview of the finite-difference algorithm and some of the parallelism techniques used, migration results using both Kirchhoff and finite-difference migration will be presented and compared. The authors start out with a very simple Cartoon model where one can intuitively see the multiple travel paths and some of the potential problems that will be encountered with Kirchhoff migration. More complex synthetic models as well as results from actual seismic data from the Gulf of Mexico will be shown.
Direct Finite-Difference Simulations Of Turbulent Flow
NASA Technical Reports Server (NTRS)
Rai, Man Mohan; Moin, Parviz
1991-01-01
Report discusses use of upwind-biased finite-difference numerical-integration scheme to simulate evolution of small disturbances and fully developed turbulence in three-dimensional flow of viscous, incompressible fluid in channel. Involves use of computational grid sufficiently fine to resolve motion of fluid at all relevant length scales.
Finite difference methods for the solution of unsteady potential flows
NASA Technical Reports Server (NTRS)
Caradonna, F. X.
1982-01-01
Various problems which are confronted in the development of an unsteady finite difference potential code are reviewed mainly in the context of what is done for a typical small disturbance and full potential method. The issues discussed include choice of equations, linearization and conservation, differencing schemes, and algorithm development. A number of applications, including unsteady three dimensional rotor calculations, are demonstrated.
One-node coarse-mesh finite difference algorithm for fine-mesh finite difference operator
Shin, H.C.; Kim, Y.H.; Kim, Y.B.
1999-07-01
This paper is concerned with speeding up the convergence of the fine-mesh finite difference (FMFD) method for the neutron diffusion problem. The basic idea of the new algorithm originates from the two-node coarse-mesh finite difference (CMFD) schemes for nodal methods, where the low-order CMFD operator is iteratively corrected through a global-local iteration so that the final solution of the CMFD problem is equivalent to the high-order nodal solution. Unlike conventional CMFD methods, the new CMFD algorithm is based on one-node local problems, and the high-order solution over the local problem is determined by using the FMFD operator. Nonlinear coupling of CMFD and FMFD operators was previously studied by Aragones and Ahnert. But, in their work, the coarse-mesh operator is corrected by the so-called flux discontinuity factors, and the local problem is defined differently in the sense of boundary conditions and the core dissection scheme.
Finite-Difference Algorithms For Computing Sound Waves
NASA Technical Reports Server (NTRS)
Davis, Sanford
1993-01-01
Governing equations considered as matrix system. Method variant of method described in "Scheme for Finite-Difference Computations of Waves" (ARC-12970). Present method begins with matrix-vector formulation of fundamental equations, involving first-order partial derivatives of primitive variables with respect to space and time. Particular matrix formulation places time and spatial coordinates on equal footing, so governing equations considered as matrix system and treated as unit. Spatial and temporal discretizations not treated separately as in other finite-difference methods, instead treated together by linking spatial-grid interval and time step via common scale factor related to speed of sound.
Experimentally constructing finite difference algorithms in numerical relativity
NASA Astrophysics Data System (ADS)
Anderson, Matthew; Neilsen, David; Matzner, Richard
2002-04-01
Computational studies of gravitational waves require numerical algorithms with long-term stability (necessary for convergence). However, constructing stable finite difference algorithms (FDA) for the ADM formulation of the Einstein equations, especially in multiple dimensions, has proven difficult. Most FDA's are constructed using rules of thumb gained from experience with simple model equations. To search for FDA's with improved stability, we adopt a brute-force approach, where we systematically test thousands of numerical schemes. We sort the spatial derivatives of the Einstein equations into groups, and parameterize each group by finite difference type (centered or upwind) and order. Furthermore, terms proportional to the constraints are added to the evolution equations with additional parameters. A spherically symmetric, excised Schwarzschild black hole (one dimension) and linearized waves in multiple dimensions are used as model systems to evaluate the different numerical schemes.
Finite difference methods for the solution of unsteady potential flows
NASA Technical Reports Server (NTRS)
Caradonna, F. X.
1985-01-01
A brief review is presented of various problems which are confronted in the development of an unsteady finite difference potential code. This review is conducted mainly in the context of what is done for a typical small disturbance and full potential methods. The issues discussed include choice of equation, linearization and conservation, differencing schemes, and algorithm development. A number of applications including unsteady three-dimensional rotor calculation, are demonstrated.
High Order Finite Difference Methods for Multiscale Complex Compressible Flows
NASA Technical Reports Server (NTRS)
Sjoegreen, Bjoern; Yee, H. C.
2002-01-01
The classical way of analyzing finite difference schemes for hyperbolic problems is to investigate as many as possible of the following points: (1) Linear stability for constant coefficients; (2) Linear stability for variable coefficients; (3) Non-linear stability; and (4) Stability at discontinuities. We will build a new numerical method, which satisfies all types of stability, by dealing with each of the points above step by step.
Finite-difference computations of rotor loads
NASA Technical Reports Server (NTRS)
Caradonna, F. X.; Tung, C.
1985-01-01
This paper demonstrates the current and future potential of finite-difference methods for solving real rotor problems which now rely largely on empiricism. The demonstration consists of a simple means of combining existing finite-difference, integral, and comprehensive loads codes to predict real transonic rotor flows. These computations are performed for hover and high-advance-ratio flight. Comparisons are made with experimental pressure data.
Finite-difference computations of rotor loads
NASA Technical Reports Server (NTRS)
Caradonna, F. X.; Tung, C.
1985-01-01
The current and future potential of finite difference methods for solving real rotor problems which now rely largely on empiricism are demonstrated. The demonstration consists of a simple means of combining existing finite-difference, integral, and comprehensive loads codes to predict real transonic rotor flows. These computations are performed for hover and high-advanced-ratio flight. Comparisons are made with experimental pressure data.
Explicit Finite Difference Methods for the Delay Pseudoparabolic Equations
Amirali, I.; Amiraliyev, G. M.; Cakir, M.; Cimen, E.
2014-01-01
Finite difference technique is applied to numerical solution of the initial-boundary value problem for the semilinear delay Sobolev or pseudoparabolic equation. By the method of integral identities two-level difference scheme is constructed. For the time integration the implicit rule is being used. Based on the method of energy estimates the fully discrete scheme is shown to be absolutely stable and convergent of order two in space and of order one in time. The error estimates are obtained in the discrete norm. Some numerical results confirming the expected behavior of the method are shown. PMID:24688392
Explicit finite difference methods for the delay pseudoparabolic equations.
Amirali, I; Amiraliyev, G M; Cakir, M; Cimen, E
2014-01-01
Finite difference technique is applied to numerical solution of the initial-boundary value problem for the semilinear delay Sobolev or pseudoparabolic equation. By the method of integral identities two-level difference scheme is constructed. For the time integration the implicit rule is being used. Based on the method of energy estimates the fully discrete scheme is shown to be absolutely stable and convergent of order two in space and of order one in time. The error estimates are obtained in the discrete norm. Some numerical results confirming the expected behavior of the method are shown. PMID:24688392
A non-linear constrained optimization technique for the mimetic finite difference method
Manzini, Gianmarco; Svyatskiy, Daniil; Bertolazzi, Enrico; Frego, Marco
2014-09-30
This is a strategy for the construction of monotone schemes in the framework of the mimetic finite difference method for the approximation of diffusion problems on unstructured polygonal and polyhedral meshes.
Finite-difference lattice-Boltzmann methods for binary fluids.
Xu, Aiguo
2005-06-01
We investigate two-fluid Bhatnagar-Gross-Krook (BGK) kinetic methods for binary fluids. The developed theory works for asymmetric as well as symmetric systems. For symmetric systems it recovers Sirovich's theory and is summarized in models A and B. For asymmetric systems it contributes models C, D, and E which are especially useful when the total masses and/or local temperatures of the two components are greatly different. The kinetic models are discretized based on an octagonal discrete velocity model. The discrete-velocity kinetic models and the continuous ones are required to describe the same hydrodynamic equations. The combination of a discrete-velocity kinetic model and an appropriate finite-difference scheme composes a finite-difference lattice Boltzmann method. The validity of the formulated methods is verified by investigating (i) uniform relaxation processes, (ii) isothermal Couette flow, and (iii) diffusion behavior. PMID:16089910
Finite-difference modelling of wavefield constituents
NASA Astrophysics Data System (ADS)
Robertsson, Johan O. A.; van Manen, Dirk-Jan; Schmelzbach, Cedric; Van Renterghem, Cederic; Amundsen, Lasse
2015-11-01
The finite-difference method is among the most popular methods for modelling seismic wave propagation. Although the method has enjoyed huge success for its ability to produce full wavefield seismograms in complex models, it has one major limitation which is of critical importance for many modelling applications; to naturally output up- and downgoing and P- and S-wave constituents of synthesized seismograms. In this paper, we show how such wavefield constituents can be isolated in finite-difference-computed synthetics in complex models with high numerical precision by means of a simple algorithm. The description focuses on up- and downgoing and P- and S-wave separation of data generated using an isotropic elastic finite-difference modelling method. However, the same principles can also be applied to acoustic, electromagnetic and other wave equations.
Finite-difference migration to zero offset
Li, Jianchao
1992-07-01
Migration to zero offset (MZO), also called dip moveout (DMO) or prestack partial migration, transforms prestack offset seismic data into approximate zero-offset data so as to remove reflection point smear and obtain quality stacked results over a range of reflector dips. MZO has become an important step in standard seismic data processing, and a variety of frequency-wavenumber (f-k) and integral MZO algorithms have been used in practice to date. Here, I present a finite-difference MZO algorithm applied to normal-moveout (NMO)-corrected, common-offset sections. This algorithm employs a traditional poststack 15-degree finite-difference migration algorithm and a special velocity function rather than the true migration velocity. This paper shows results of implementation of this MZO algorithm when velocity varies with depth, and discusses the possibility of applying this algorithm to cases where velocity varies with both depth and horizontal distance.
Finite-difference migration to zero offset
Li, Jianchao.
1992-01-01
Migration to zero offset (MZO), also called dip moveout (DMO) or prestack partial migration, transforms prestack offset seismic data into approximate zero-offset data so as to remove reflection point smear and obtain quality stacked results over a range of reflector dips. MZO has become an important step in standard seismic data processing, and a variety of frequency-wavenumber (f-k) and integral MZO algorithms have been used in practice to date. Here, I present a finite-difference MZO algorithm applied to normal-moveout (NMO)-corrected, common-offset sections. This algorithm employs a traditional poststack 15-degree finite-difference migration algorithm and a special velocity function rather than the true migration velocity. This paper shows results of implementation of this MZO algorithm when velocity varies with depth, and discusses the possibility of applying this algorithm to cases where velocity varies with both depth and horizontal distance.
On the wavelet optimized finite difference method
NASA Technical Reports Server (NTRS)
Jameson, Leland
1994-01-01
When one considers the effect in the physical space, Daubechies-based wavelet methods are equivalent to finite difference methods with grid refinement in regions of the domain where small scale structure exists. Adding a wavelet basis function at a given scale and location where one has a correspondingly large wavelet coefficient is, essentially, equivalent to adding a grid point, or two, at the same location and at a grid density which corresponds to the wavelet scale. This paper introduces a wavelet optimized finite difference method which is equivalent to a wavelet method in its multiresolution approach but which does not suffer from difficulties with nonlinear terms and boundary conditions, since all calculations are done in the physical space. With this method one can obtain an arbitrarily good approximation to a conservative difference method for solving nonlinear conservation laws.
NASA Astrophysics Data System (ADS)
Beilina, Larisa
2016-08-01
We present domain decomposition finite element/finite difference method for the solution of hyperbolic equation. The domain decomposition is performed such that finite elements and finite differences are used in different subdomains of the computational domain: finite difference method is used on the structured part of the computational domain and finite elements on the unstructured part of the domain. Explicit discretizations for both methods are constructed such that the finite element and the finite difference schemes coincide on the common structured overlapping layer between computational subdomains. Then the resulting approach can be considered as a pure finite element scheme which avoids instabilities at the interfaces. We derive an energy estimate for the underlying hyperbolic equation with absorbing boundary conditions and illustrate efficiency of the domain decomposition method on the reconstruction of the conductivity function in three dimensions.
ADI-FDTD modeling of microwave plasma discharges in air towards fully three-dimensional simulations
NASA Astrophysics Data System (ADS)
Kourtzanidis, Konstantinos; Rogier, François; Boeuf, Jean-Pierre
2015-10-01
Plasma formation and propagation during microwave breakdown has been extensively studied during the last decades. Numerical modeling of the strong coupling between the high frequency electromagnetic waves and the plasma is still a challenging topic due to the different time and space scales involved. In this article, an Alternative Direction Implicit (ADI) formulation of the Finite Difference Time Domain method for solving Maxwell's equations coupled with a simplified plasma model via the electric current is being proposed, leading to a significant reduction of the computational cost as the CFL criterion for stability of the FDTD method is being removed. An energy estimate has been used to prove the unconditional stability of the ADI-FDTD leapfrog scheme as well as its coupled formulation. The computational efficiency and accuracy of this approach has been studied in a simplified case. The proposed method is applied and validated in two dimensional microwave breakdown in air while its computational efficiency allows for fully three dimensional simulations, an important step for understanding the complex nature and evolution of a microwave plasma discharge and its possible applicability as an aerodynamic flow control method.
Kim, S.
1994-12-31
Parallel iterative procedures based on domain decomposition techniques are defined and analyzed for the numerical solution of wave propagation by finite element and finite difference methods. For finite element methods, in a Lagrangian framework, an efficient way for choosing the algorithm parameter as well as the algorithm convergence are indicated. Some heuristic arguments for finding the algorithm parameter for finite difference schemes are addressed. Numerical results are presented to indicate the effectiveness of the methods.
Software suite for finite difference method models.
Arola, T; Hannula, M; Narra, N; Malmivuo, J; Hyttinen, J
2006-01-01
We have developed a software suite for finite difference method (FDM) model construction, visualization and quasi-static simulation to be used in bioelectric field modeling. The aim of the software is to provide a full path from medical image data to simulation of bioelectric phenomena and results visualization. It is written in Java and can be run on various platforms while still supporting all features included. The software can be distributed across a network utilizing dedicated servers for calculation intensive tasks. Supported visualization modes are both two- and three-dimensional modes. PMID:17946057
TUNED FINITE-DIFFERENCE DIFFUSION OPERATORS
Maron, Jason; Low, Mordecai-Mark Mac E-mail: mordecai@amnh.org
2009-05-15
Finite-difference simulations of fluid dynamics and magnetohydrodynamics generally require an explicit diffusion operator, either to maintain stability by attenuating grid-scale structure, or to implement physical diffusivities such as viscosity or resistivity. If the goal is stability only, the diffusion must act at the grid scale, but should affect structure at larger scales as little as possible. For physical diffusivities the diffusion scale depends on the problem, and diffusion may act at larger scales as well. Diffusivity can undesirably limit the computational time step in both cases. We construct tuned finite-difference diffusion operators that minimally limit the time step while acting as desired near the diffusion scale. Such operators reach peak values at the diffusion scale rather than at the grid scale, but behave as standard operators at larger scales. These operators will be useful for simulations with high magnetic diffusivity or kinematic viscosity such as in the simulation of astrophysical dynamos with magnetic Prandtl number far from unity, or for numerical stabilization using hyperdiffusivity.
The Complex-Step-Finite-Difference method
NASA Astrophysics Data System (ADS)
Abreu, Rafael; Stich, Daniel; Morales, Jose
2015-07-01
We introduce the Complex-Step-Finite-Difference method (CSFDM) as a generalization of the well-known Finite-Difference method (FDM) for solving the acoustic and elastic wave equations. We have found a direct relationship between modelling the second-order wave equation by the FDM and the first-order wave equation by the CSFDM in 1-D, 2-D and 3-D acoustic media. We present the numerical methodology in order to apply the introduced CSFDM and show an example for wave propagation in simple homogeneous and heterogeneous models. The CSFDM may be implemented as an extension into pre-existing numerical techniques in order to obtain fourth- or sixth-order accurate results with compact three time-level stencils. We compare advantages of imposing various types of initial motion conditions of the CSFDM and demonstrate its higher-order accuracy under the same computational cost and dispersion-dissipation properties. The introduced method can be naturally extended to solve different partial differential equations arising in other fields of science and engineering.
Pencil: Finite-difference Code for Compressible Hydrodynamic Flows
NASA Astrophysics Data System (ADS)
Brandenburg, Axel; Dobler, Wolfgang
2010-10-01
The Pencil code is a high-order finite-difference code for compressible hydrodynamic flows with magnetic fields. It is highly modular and can easily be adapted to different types of problems. The code runs efficiently under MPI on massively parallel shared- or distributed-memory computers, like e.g. large Beowulf clusters. The Pencil code is primarily designed to deal with weakly compressible turbulent flows. To achieve good parallelization, explicit (as opposed to compact) finite differences are used. Typical scientific targets include driven MHD turbulence in a periodic box, convection in a slab with non-periodic upper and lower boundaries, a convective star embedded in a fully nonperiodic box, accretion disc turbulence in the shearing sheet approximation, self-gravity, non-local radiation transfer, dust particle evolution with feedback on the gas, etc. A range of artificial viscosity and diffusion schemes can be invoked to deal with supersonic flows. For direct simulations regular viscosity and diffusion is being used. The code is written in well-commented Fortran90.
Efficient discretization in finite difference method
NASA Astrophysics Data System (ADS)
Rozos, Evangelos; Koussis, Antonis; Koutsoyiannis, Demetris
2015-04-01
Finite difference method (FDM) is a plausible and simple method for solving partial differential equations. The standard practice is to use an orthogonal discretization to form algebraic approximate formulations of the derivatives of the unknown function and a grid, much like raster maps, to represent the properties of the function domain. For example, for the solution of the groundwater flow equation, a raster map is required for the characterization of the discretization cells (flow cell, no-flow cell, boundary cell, etc.), and two raster maps are required for the hydraulic conductivity and the storage coefficient. Unfortunately, this simple approach to describe the topology comes along with the known disadvantages of the FDM (rough representation of the geometry of the boundaries, wasted computational resources in the unavoidable expansion of the grid refinement in all cells of the same column and row, etc.). To overcome these disadvantages, Hunt has suggested an alternative approach to describe the topology, the use of an array of neighbours. This limits the need for discretization nodes only for the representation of the boundary conditions and the flow domain. Furthermore, the geometry of the boundaries is described more accurately using a vector representation. Most importantly, graded meshes can be employed, which are capable of restricting grid refinement only in the areas of interest (e.g. regions where hydraulic head varies rapidly, locations of pumping wells, etc.). In this study, we test the Hunt approach against MODFLOW, a well established finite difference model, and the Finite Volume Method with Simplified Integration (FVMSI). The results of this comparison are examined and critically discussed.
Finite difference modeling of Biot's poroelastic equations atseismic frequencies
Masson, Y.J.; Pride, S.R.; Nihei, K.T.
2006-02-24
Across the seismic band of frequencies (loosely defined as<10 kHz), a seismic wave propagating through a porous material willcreate flow in the pore space that is laminar; that is, in thislow-frequency "seismic limit," the development of viscous boundary layersin the pores need not be modeled. An explicit time steppingstaggered-grid finite difference scheme is presented for solving Biot'sequations of poroelasticity in this low-frequency limit. A key part ofthis work is the establishment of rigorous stability conditions. It isdemonstrated that over a wide range of porous material properties typicalof sedimentary rock and despite the presenceof fluid pressure diffusion(Biot slow waves), the usual Courant condition governs the stability asif the problem involved purely elastic waves. The accuracy of the methodis demonstrated by comparing to exact analytical solutions for both fastcompressional waves and slow waves. Additional numerical modelingexamples are also presented.
Accurate finite difference methods for time-harmonic wave propagation
NASA Technical Reports Server (NTRS)
Harari, Isaac; Turkel, Eli
1994-01-01
Finite difference methods for solving problems of time-harmonic acoustics are developed and analyzed. Multidimensional inhomogeneous problems with variable, possibly discontinuous, coefficients are considered, accounting for the effects of employing nonuniform grids. A weighted-average representation is less sensitive to transition in wave resolution (due to variable wave numbers or nonuniform grids) than the standard pointwise representation. Further enhancement in method performance is obtained by basing the stencils on generalizations of Pade approximation, or generalized definitions of the derivative, reducing spurious dispersion, anisotropy and reflection, and by improving the representation of source terms. The resulting schemes have fourth-order accurate local truncation error on uniform grids and third order in the nonuniform case. Guidelines for discretization pertaining to grid orientation and resolution are presented.
Viscoelastic Finite Difference Modeling Using Graphics Processing Units
NASA Astrophysics Data System (ADS)
Fabien-Ouellet, G.; Gloaguen, E.; Giroux, B.
2014-12-01
Full waveform seismic modeling requires a huge amount of computing power that still challenges today's technology. This limits the applicability of powerful processing approaches in seismic exploration like full-waveform inversion. This paper explores the use of Graphics Processing Units (GPU) to compute a time based finite-difference solution to the viscoelastic wave equation. The aim is to investigate whether the adoption of the GPU technology is susceptible to reduce significantly the computing time of simulations. The code presented herein is based on the freely accessible software of Bohlen (2002) in 2D provided under a General Public License (GNU) licence. This implementation is based on a second order centred differences scheme to approximate time differences and staggered grid schemes with centred difference of order 2, 4, 6, 8, and 12 for spatial derivatives. The code is fully parallel and is written using the Message Passing Interface (MPI), and it thus supports simulations of vast seismic models on a cluster of CPUs. To port the code from Bohlen (2002) on GPUs, the OpenCl framework was chosen for its ability to work on both CPUs and GPUs and its adoption by most of GPU manufacturers. In our implementation, OpenCL works in conjunction with MPI, which allows computations on a cluster of GPU for large-scale model simulations. We tested our code for model sizes between 1002 and 60002 elements. Comparison shows a decrease in computation time of more than two orders of magnitude between the GPU implementation run on a AMD Radeon HD 7950 and the CPU implementation run on a 2.26 GHz Intel Xeon Quad-Core. The speed-up varies depending on the order of the finite difference approximation and generally increases for higher orders. Increasing speed-ups are also obtained for increasing model size, which can be explained by kernel overheads and delays introduced by memory transfers to and from the GPU through the PCI-E bus. Those tests indicate that the GPU memory size
Stochastic finite-difference time-domain
NASA Astrophysics Data System (ADS)
Smith, Steven Michael
2011-12-01
This dissertation presents the derivation of an approximate method to determine the mean and the variance of electro-magnetic fields in the body using the Finite-Difference Time-Domain (FDTD) method. Unlike Monte Carlo analysis, which requires repeated FDTD simulations, this method directly computes the variance of the fields at every point in space at every sample of time in the simulation. This Stochastic FDTD simulation (S-FDTD) has at its root a new wave called the Variance wave, which is computed in the time domain along with the mean properties of the model space in the FDTD simulation. The Variance wave depends on the electro-magnetic fields, the reflections and transmission though the different dielectrics, and the variances of the electrical properties of the surrounding materials. Like the electro-magnetic fields, the Variance wave begins at zero (there is no variance before the source is turned on) and is computed in the time domain until all fields reach steady state. This process is performed in a fraction of the time of a Monte Carlo simulation and yields the first two statistical parameters (mean and variance). The mean of the field is computed using the traditional FDTD equations. Variance is computed by approximating the correlation coefficients between the constituitive properties and the use of the S-FDTD equations. The impetus for this work was the simulation time it takes to perform 3D Specific Absorption Rate (SAR) FDTD analysis of the human head model for cell phone power absorption in the human head due to the proximity of a cell phone being used. In many instances, Monte Carlo analysis is not performed due to the lengthy simulation times required. With the development of S-FDTD, these statistical analyses could be performed providing valuable statistical information with this information being provided in a small fraction of the time it would take to perform a Monte Carlo analysis.
High Order Finite Difference Methods, Multidimensional Linear Problems and Curvilinear Coordinates
NASA Technical Reports Server (NTRS)
Nordstrom, Jan; Carpenter, Mark H.
1999-01-01
Boundary and interface conditions are derived for high order finite difference methods applied to multidimensional linear problems in curvilinear coordinates. The boundary and interface conditions lead to conservative schemes and strict and strong stability provided that certain metric conditions are met.
FWAVE V1.0 a framework for finite difference wave equation modeling
Energy Science and Technology Software Center (ESTSC)
2002-07-01
FWAVE provides a computation framework for the rapid prototyping and efficient use of finite difference wave equation solutions. The user provides single grid Fortran solver components that are integrated using opaque handles to C++ distributed data structures. Permits the scientific researcher to make of clusters and parallel computers by concentrating only on the numerical schemes.
NASA Technical Reports Server (NTRS)
Chen, G.; Zheng, Q.; Coleman, M.; Weerakoon, S.
1983-01-01
This paper briefly reviews convergent finite difference schemes for hyperbolic initial boundary value problems and their applications to boundary control systems of hyperbolic type which arise in the modelling of vibrations. These difference schemes are combined with the primal and the dual approaches to compute the optimal control in the unconstrained case, as well as the case when the control is subject to inequality constraints. Some of the preliminary numerical results are also presented.
A Numerical Instability in an ADI Algorithm for Gyrokinetics
E.A. Belli; G.W. Hammett
2004-12-17
We explore the implementation of an Alternating Direction Implicit (ADI) algorithm for a gyrokinetic plasma problem and its resulting numerical stability properties. This algorithm, which uses a standard ADI scheme to divide the field solve from the particle distribution function advance, has previously been found to work well for certain plasma kinetic problems involving one spatial and two velocity dimensions, including collisions and an electric field. However, for the gyrokinetic problem we find a severe stability restriction on the time step. Furthermore, we find that this numerical instability limitation also affects some other algorithms, such as a partially implicit Adams-Bashforth algorithm, where the parallel motion operator v{sub {parallel}} {partial_derivative}/{partial_derivative}z is treated implicitly and the field terms are treated with an Adams-Bashforth explicit scheme. Fully explicit algorithms applied to all terms can be better at long wavelengths than these ADI or partially implicit algorithms.
Test of two methods for faulting on finite-difference calculations
Andrews, D.J.
1999-01-01
Tests of two fault boundary conditions show that each converges with second order accuracy as the finite-difference grid is refined. The first method uses split nodes so that there are disjoint grids that interact via surface traction. The 3D version described here is a generalization of a method I have used extensively in 2D; it is as accurate as the 2D version. The second method represents fault slip as inelastic strain in a fault zone. Offset of stress from its elastic value is seismic moment density. Implementation of this method is quite simple in a finite-difference scheme using velocity and stress as dependent variables.
Comparison of finite-difference and analytic microwave calculation methods
Friedlander, F.I.; Jackson, H.W.; Barmatz, M.; Wagner, P.
1996-12-31
Normal modes and power absorption distributions in microwave cavities containing lossy dielectric samples were calculated for problems of interest in materials processing. The calculations were performed both using a commercially available finite-difference electromagnetic solver and by numerical evaluation of exact analytic expressions. Results obtained by the two methods applied to identical physical situations were compared. The studies validate the accuracy of the finite-difference electromagnetic solver. Relative advantages of the analytic and finite-difference methods are discussed.
TE/TM scheme for computation of electromagnetic fields in accelerators
Zagorodnov, Igor . E-mail: zagor@temf.de; Weiland, Thomas . E-mail: thomas.weiland@temf.de
2005-07-20
We propose a new two-level economical conservative scheme for short-range wake field calculation in three dimensions. The scheme does not have dispersion in the longitudinal direction and is staircase free (second order convergent). Unlike the finite-difference time domain method (FDTD), it is based on a TE/TM like splitting of the field components in time. Additionally, it uses an enhanced alternating direction splitting of the transverse space operator that makes the scheme computationally as effective as the conventional FDTD method. Unlike the FDTD ADI and low-order Strang methods, the splitting error in our scheme is only of fourth order. As numerical examples show, the new scheme is much more accurate on the long-time scale than the conventional FDTD approach.
NASA Technical Reports Server (NTRS)
Tam, Christopher K. W.; Webb, Jay C.
1994-01-01
In this paper finite-difference solutions of the Helmholtz equation in an open domain are considered. By using a second-order central difference scheme and the Bayliss-Turkel radiation boundary condition, reasonably accurate solutions can be obtained when the number of grid points per acoustic wavelength used is large. However, when a smaller number of grid points per wavelength is used excessive reflections occur which tend to overwhelm the computed solutions. Excessive reflections are due to the incompability between the governing finite difference equation and the Bayliss-Turkel radiation boundary condition. The Bayliss-Turkel radiation boundary condition was developed from the asymptotic solution of the partial differential equation. To obtain compatibility, the radiation boundary condition should be constructed from the asymptotic solution of the finite difference equation instead. Examples are provided using the improved radiation boundary condition based on the asymptotic solution of the governing finite difference equation. The computed results are free of reflections even when only five grid points per wavelength are used. The improved radiation boundary condition has also been tested for problems with complex acoustic sources and sources embedded in a uniform mean flow. The present method of developing a radiation boundary condition is also applicable to higher order finite difference schemes. In all these cases no reflected waves could be detected. The use of finite difference approximation inevita bly introduces anisotropy into the governing field equation. The effect of anisotropy is to distort the directional distribution of the amplitude and phase of the computed solution. It can be quite large when the number of grid points per wavelength used in the computation is small. A way to correct this effect is proposed. The correction factor developed from the asymptotic solutions is source independent and, hence, can be determined once and for all. The
SOME NEW FINITE DIFFERENCE METHODS FOR HELMHOLTZ EQUATIONS ON IRREGULAR DOMAINS OR WITH INTERFACES.
Wan, Xiaohai; Li, Zhilin
2012-06-01
Solving a Helmholtz equation Δu + λu = f efficiently is a challenge for many applications. For example, the core part of many efficient solvers for the incompressible Navier-Stokes equations is to solve one or several Helmholtz equations. In this paper, two new finite difference methods are proposed for solving Helmholtz equations on irregular domains, or with interfaces. For Helmholtz equations on irregular domains, the accuracy of the numerical solution obtained using the existing augmented immersed interface method (AIIM) may deteriorate when the magnitude of λ is large. In our new method, we use a level set function to extend the source term and the PDE to a larger domain before we apply the AIIM. For Helmholtz equations with interfaces, a new maximum principle preserving finite difference method is developed. The new method still uses the standard five-point stencil with modifications of the finite difference scheme at irregular grid points. The resulting coefficient matrix of the linear system of finite difference equations satisfies the sign property of the discrete maximum principle and can be solved efficiently using a multigrid solver. The finite difference method is also extended to handle temporal discretized equations where the solution coefficient λ is inversely proportional to the mesh size. PMID:22701346
Improving sub-grid scale accuracy of boundary features in regional finite-difference models
Panday, Sorab; Langevin, Christian D.
2012-01-01
As an alternative to grid refinement, the concept of a ghost node, which was developed for nested grid applications, has been extended towards improving sub-grid scale accuracy of flow to conduits, wells, rivers or other boundary features that interact with a finite-difference groundwater flow model. The formulation is presented for correcting the regular finite-difference groundwater flow equations for confined and unconfined cases, with or without Newton Raphson linearization of the nonlinearities, to include the Ghost Node Correction (GNC) for location displacement. The correction may be applied on the right-hand side vector for a symmetric finite-difference Picard implementation, or on the left-hand side matrix for an implicit but asymmetric implementation. The finite-difference matrix connectivity structure may be maintained for an implicit implementation by only selecting contributing nodes that are a part of the finite-difference connectivity. Proof of concept example problems are provided to demonstrate the improved accuracy that may be achieved through sub-grid scale corrections using the GNC schemes.
NASA Technical Reports Server (NTRS)
Mccoy, M. J.
1980-01-01
Various finite difference techniques used to solve Laplace's equation are compared. Curvilinear coordinate systems are used on two dimensional regions with irregular boundaries, specifically, regions around circles and airfoils. Truncation errors are analyzed for three different finite difference methods. The false boundary method and two point and three point extrapolation schemes, used when having the Neumann boundary condition are considered and the effects of spacing and nonorthogonality in the coordinate systems are studied.
NASA Technical Reports Server (NTRS)
Jameson, A.
1976-01-01
A review is presented of some recently developed numerical methods for the solution of nonlinear equations of mixed type. The methods considered use finite difference approximations to the differential equation. Central difference formulas are employed in the subsonic zone and upwind difference formulas are used in the supersonic zone. The relaxation method for the small disturbance equation is discussed and a description is given of difference schemes for the potential flow equation in quasi-linear form. Attention is also given to difference schemes for the potential flow equation in conservation form, the analysis of relaxation schemes by the time dependent analogy, the accelerated iterative method, and three-dimensional calculations.
Memory cost of absorbing conditions for the finite-difference time-domain method.
Chobeau, Pierre; Savioja, Lauri
2016-07-01
Three absorbing layers are investigated using standard rectilinear finite-difference schemes. The perfectly matched layer (PML) is compared with basic lossy layers terminated by two types of absorbing boundary conditions, all simulated using equivalent memory consumption. Lossy layers present the advantage of being scalar schemes, whereas the PML relies on a staggered scheme where both velocity and pressure are split. Although the PML gives the lowest reflection magnitudes over all frequencies and incidence angles, the most efficient lossy layer gives reflection magnitudes of the same order as the PML from mid- to high-frequency and for restricted incidence angles. PMID:27475200
NASA Technical Reports Server (NTRS)
Liu, C.; Liu, Z.
1993-01-01
The fourth-order finite-difference scheme with fully implicit time-marching presently used to computationally study the spatial instability of planar Poiseuille flow incorporates a novel treatment for outflow boundary conditions that renders the buffer area as short as one wavelength. A semicoarsening multigrid method accelerates convergence for the implicit scheme at each time step; a line-distributive relaxation is developed as a robust fast solver that is efficient for anisotropic grids. Computational cost is no greater than that of explicit schemes, and excellent agreement with linear theory is obtained.
Finite-difference model for 3-D flow in bays and estuaries
Smith, Peter E.; Larock, Bruce E.
1993-01-01
This paper describes a semi-implicit finite-difference model for the numerical solution of three-dimensional flow in bays and estuaries. The model treats the gravity wave and vertical diffusion terms in the governing equations implicitly, and other terms explicitly. The model achieves essentially second-order accurate and stable solutions in strongly nonlinear problems by using a three-time-level leapfrog-trapezoidal scheme for the time integration.
Finite-difference models of ordinary differential equations - Influence of denominator functions
NASA Technical Reports Server (NTRS)
Mickens, Ronald E.; Smith, Arthur
1990-01-01
This paper discusses the influence on the solutions of finite-difference schemes of using a variety of denominator functions in the discrete modeling of the derivative for any ordinary differential equation. The results obtained are a consequence of using a generalized definition of the first derivative. A particular example of the linear decay equation is used to illustrate in detail the various solution possibilities that can occur.
Techniques for correcting approximate finite difference solutions. [considering transonic flow
NASA Technical Reports Server (NTRS)
Nixon, D.
1978-01-01
A method of correcting finite-difference solutions for the effect of truncation error or the use of an approximate basic equation is presented. Applications to transonic flow problems are described and examples are given.
Finite-difference solutions of the 3-D eikonal equation
Fei, Tong; Fehler, M.C.; Hildebrand, S.T.
1995-12-31
Prestack Kirchhoff depth migration requires the computation of traveltimes from surface source and receiver locations to subsurface image locations. In 3-D problems, computational efficiency becomes important. Finite-difference solutions of the eikonal equation provide computationally efficient methods for generating the traveltime information. Here, a novel finite-difference solutions of the eikonal equation provide computationally efficient methods for generating the traveltime information. Here, a novel finite-difference method for computing the first arrival traveltime by solving the eikonal equation has been developed in Cartesian coordinates. The method, which is unconditionally stable and computationally efficient, can handle instabilities due to caustics and provide information about head waves. The comparison of finite-difference solutions of the acoustic wave equation with the traveltime solutions from the eikonal equation in various structure models demonstrate that the method developed here can provide correct first arrival traveltime information even in areas of complex velocity structure.
Finite Differences and Collocation Methods for the Solution of the Two Dimensional Heat Equation
NASA Technical Reports Server (NTRS)
Kouatchou, Jules
1999-01-01
In this paper we combine finite difference approximations (for spatial derivatives) and collocation techniques (for the time component) to numerically solve the two dimensional heat equation. We employ respectively a second-order and a fourth-order schemes for the spatial derivatives and the discretization method gives rise to a linear system of equations. We show that the matrix of the system is non-singular. Numerical experiments carried out on serial computers, show the unconditional stability of the proposed method and the high accuracy achieved by the fourth-order scheme.
Spatial parallelism of a 3D finite difference, velocity-stress elastic wave propagation code
Minkoff, S.E.
1999-12-01
Finite difference methods for solving the wave equation more accurately capture the physics of waves propagating through the earth than asymptotic solution methods. Unfortunately, finite difference simulations for 3D elastic wave propagation are expensive. The authors model waves in a 3D isotropic elastic earth. The wave equation solution consists of three velocity components and six stresses. The partial derivatives are discretized using 2nd-order in time and 4th-order in space staggered finite difference operators. Staggered schemes allow one to obtain additional accuracy (via centered finite differences) without requiring additional storage. The serial code is most unique in its ability to model a number of different types of seismic sources. The parallel implementation uses the MPI library, thus allowing for portability between platforms. Spatial parallelism provides a highly efficient strategy for parallelizing finite difference simulations. In this implementation, one can decompose the global problem domain into one-, two-, and three-dimensional processor decompositions with 3D decompositions generally producing the best parallel speedup. Because I/O is handled largely outside of the time-step loop (the most expensive part of the simulation) the authors have opted for straight-forward broadcast and reduce operations to handle I/O. The majority of the communication in the code consists of passing subdomain face information to neighboring processors for use as ghost cells. When this communication is balanced against computation by allocating subdomains of reasonable size, they observe excellent scaled speedup. Allocating subdomains of size 25 x 25 x 25 on each node, they achieve efficiencies of 94% on 128 processors. Numerical examples for both a layered earth model and a homogeneous medium with a high-velocity blocky inclusion illustrate the accuracy of the parallel code.
Spatial Parallelism of a 3D Finite Difference, Velocity-Stress Elastic Wave Propagation Code
MINKOFF,SUSAN E.
1999-12-09
Finite difference methods for solving the wave equation more accurately capture the physics of waves propagating through the earth than asymptotic solution methods. Unfortunately. finite difference simulations for 3D elastic wave propagation are expensive. We model waves in a 3D isotropic elastic earth. The wave equation solution consists of three velocity components and six stresses. The partial derivatives are discretized using 2nd-order in time and 4th-order in space staggered finite difference operators. Staggered schemes allow one to obtain additional accuracy (via centered finite differences) without requiring additional storage. The serial code is most unique in its ability to model a number of different types of seismic sources. The parallel implementation uses the MP1 library, thus allowing for portability between platforms. Spatial parallelism provides a highly efficient strategy for parallelizing finite difference simulations. In this implementation, one can decompose the global problem domain into one-, two-, and three-dimensional processor decompositions with 3D decompositions generally producing the best parallel speed up. Because i/o is handled largely outside of the time-step loop (the most expensive part of the simulation) we have opted for straight-forward broadcast and reduce operations to handle i/o. The majority of the communication in the code consists of passing subdomain face information to neighboring processors for use as ''ghost cells''. When this communication is balanced against computation by allocating subdomains of reasonable size, we observe excellent scaled speed up. Allocating subdomains of size 25 x 25 x 25 on each node, we achieve efficiencies of 94% on 128 processors. Numerical examples for both a layered earth model and a homogeneous medium with a high-velocity blocky inclusion illustrate the accuracy of the parallel code.
Fast solvers for finite difference approximations for the Stokes and Navier-Stokes equations
Shin, D.
1992-01-01
The authors consider several methods for solving the linear equations arising from finite difference discretizations of the Stokes equations. The pressure equation method presented here for the first time, apparently, and the method, presented by Bramble and Pasciak, are shown to have computational effort that grows slowly with the number of grid points. The methods work with second-order accurate discretizations. Computational results are shown for both the Stokes and incompressible Navier-Stokes at low Reynolds number. The inf-sup conditions resulting from three finite difference approximations of the Stokes equations are proven. These conditions are used to prove that the Schur complement Q[sub h] of the linear system generated by each of these approximations is bounded uniformly away from zero. For the pressure equation method, this guarantees that the conjugate gradient method applied to Q[sub h] converges in a finite number of iterations which is independent of mesh size. The fact that Q[sub h] is bounded below is used to prove convergence estimates for the solutions generated by these finite difference approximations. One of the estimates is for a staggered grid and the estimate of the scheme shows that both the pressure and the velocity parts of the solution are second-order accurate. Iterative methods are compared by the use of the regularized central differencing introduced by Strikwerda. Several finite difference approximations of the Stokes equations by the SOR method are compared and the excellence of the approximations by the regularized central differencing over the other finite difference approximation is mentioned. This difference gives rise to a linear equation with a matrix which is slightly non-symmetric. The convergence of the typical steepest descent method and conjugate gradient method, which is almost as same as the typical conjugate gradient method, applied to slightly non-symmetric positive definite matrices are proven.
Finite difference discretization of semiconductor drift-diffusion equations for nanowire solar cells
NASA Astrophysics Data System (ADS)
Deinega, Alexei; John, Sajeev
2012-10-01
We introduce a finite difference discretization of semiconductor drift-diffusion equations using cylindrical partial waves. It can be applied to describe the photo-generated current in radial pn-junction nanowire solar cells. We demonstrate that the cylindrically symmetric (l=0) partial wave accurately describes the electronic response of a square lattice of silicon nanowires at normal incidence. We investigate the accuracy of our discretization scheme by using different mesh resolution along the radial direction r and compare with 3D (x, y, z) discretization. We consider both straight nanowires and nanowires with radius modulation along the vertical axis. The charge carrier generation profile inside each nanowire is calculated using an independent finite-difference time-domain simulation.
An improved finite-difference analysis of uncoupled vibrations of tapered cantilever beams
NASA Technical Reports Server (NTRS)
Subrahmanyam, K. B.; Kaza, K. R. V.
1983-01-01
An improved finite difference procedure for determining the natural frequencies and mode shapes of tapered cantilever beams undergoing uncoupled vibrations is presented. Boundary conditions are derived in the form of simple recursive relations involving the second order central differences. Results obtained by using the conventional first order central differences and the present second order central differences are compared, and it is observed that the present second order scheme is more efficient than the conventional approach. An important advantage offered by the present approach is that the results converge to exact values rapidly, and thus the extrapolation of the results is not necessary. Consequently, the basic handicap with the classical finite difference method of solution that requires the Richardson's extrapolation procedure is eliminated. Furthermore, for the cases considered herein, the present approach produces consistent lower bound solutions.
A mapped finite difference study of noise propagation in nonuniform ducts with mean flow
NASA Technical Reports Server (NTRS)
Raad, Peter E.; White, James W.
1987-01-01
The primary objective of this work is to study noise propagation in acoustically lined variable area ducts with mean fluid flow. The method of study is numerical in nature and involves a body-fitted grid mapping procedure in conjunction with a factored-implicit finite difference technique. The mean fluid flow model used is two-dimensional, inviscid, irrotational, incompressible, and nonheat conducting. Fully-coupled solutions of the linearized gasdynamic equations are obtained for both positive and negative Mach numbers as well as for hard and soft wall conditions. The factored-implicit finite difference technique used did give rise to short wavelength perturbations, but these were dampened by the introduction of higher order artificial dissipation terms into the scheme. Results compared favorably with available numerical and experimental data.
A semi-implicit finite difference model for three-dimensional tidal circulation,
Casulli, V.; Cheng, R.T.
1992-01-01
A semi-implicit finite difference formulation for the numerical solution of three-dimensional tidal circulation is presented. The governing equations are the three-dimensional Reynolds equations in which the pressure is assumed to be hydrostatic. A minimal degree of implicitness has been introduced in the finite difference formula so that in the absence of horizontal viscosity the resulting algorithm is unconditionally stable at a minimal computational cost. When only one vertical layer is specified this method reduces, as a particular case, to a semi-implicit scheme for the solutions of the corresponding two-dimensional shallow water equations. The resulting two- and three-dimensional algorithm is fast, accurate and mass conservative. This formulation includes the simulation of flooding and drying of tidal flats, and is fully vectorizable for an efficient implementation on modern vector computers.
Improved finite-difference vibration analysis of pretwisted, tapered beams
NASA Technical Reports Server (NTRS)
Subrahmanyam, K. B.; Kaza, K. R. V.
1984-01-01
An improved finite difference procedure based upon second order central differences is developed. Several difficulties encountered in earlier works with fictitious stations that arise in using second order central differences, are eliminated by developing certain recursive relations. The need for forward or backward differences at the beam boundaries or other similar procedures is eliminated in the present theory. By using this improved theory, the vibration characteristics of pretwisted and tapered blades are calculated. Results of the second order theory are compared with published theoretical and experimental results and are found to be in good agreement. The present method generally produces close lower bound solutions and shows fast convergence. Thus, extrapolation procedures that are customary with first order finite-difference methods are unnecessary. Furthermore, the computational time and effort needed for this improved method are almost the same as required for the conventional first order finite-difference approach.
Compact finite difference method for American option pricing
NASA Astrophysics Data System (ADS)
Zhao, Jichao; Davison, Matt; Corless, Robert M.
2007-09-01
A compact finite difference method is designed to obtain quick and accurate solutions to partial differential equation problems. The problem of pricing an American option can be cast as a partial differential equation. Using the compact finite difference method this problem can be recast as an ordinary differential equation initial value problem. The complicating factor for American options is the existence of an optimal exercise boundary which is jointly determined with the value of the option. In this article we develop three ways of combining compact finite difference methods for American option price on a single asset with methods for dealing with this optimal exercise boundary. Compact finite difference method one uses the implicit condition that solutions of the transformed partial differential equation be nonnegative to detect the optimal exercise value. This method is very fast and accurate even when the spatial step size h is large (h[greater-or-equal, slanted]0.1). Compact difference method two must solve an algebraic nonlinear equation obtained by Pantazopoulos (1998) at every time step. This method can obtain second order accuracy for space x and requires a moderate amount of time comparable with that required by the Crank Nicolson projected successive over relaxation method. Compact finite difference method three refines the free boundary value by a method developed by Barone-Adesi and Lugano [The saga of the American put, 2003], and this method can obtain high accuracy for space x. The last two of these three methods are convergent, moreover all the three methods work for both short term and long term options. Through comparison with existing popular methods by numerical experiments, our work shows that compact finite difference methods provide an exciting new tool for American option pricing.
Finite element and finite difference methods in electromagnetic scattering
NASA Astrophysics Data System (ADS)
Morgan, Michael A.
Finite-difference and finite-element methods for the computational analysis of EM scattering phenomena are examined in chapters contributed by leading experts. Topics addressed include an FEM for composite scatterers, coupled finite- and boundary-element methods for EM scattering, absorbing boundary conditions for the direct solution PDEs arising in EM scattering problems, application of the control-region approximation to two-dimensional EM scattering, coupled potentials for EM fields in inhomogeneous media, the method of conforming boundary elements for transient electromagnetics, and the finite-difference time-domain method for numerical modeling of EM wave interactions with arbitrary structures. Extensive diagrams and graphs of typical results are provided.
Finite difference modeling of rotor flows including wake effects
NASA Technical Reports Server (NTRS)
Caradonna, F. X.; Desopper, A.; Tung, C.
1982-01-01
Rotary wing finite difference methods are investigated. The main concern is the specification of boundary conditions to properly account for the effect of the wake on the blade. Examples are given of an approach where wake effects are introduced by specifying an equivalent angle of attack. An alternate approach is also given where discrete vortices are introduced into the finite difference grid. The resulting computations of hovering and high advance ratio cases compare well with experiment. Some consideration is also given to the modeling of low to moderate advance ratio flows.
Computer-Oriented Calculus Courses Using Finite Differences.
ERIC Educational Resources Information Center
Gordon, Sheldon P.
The so-called discrete approach in calculus instruction involves introducing topics from the calculus of finite differences and finite sums, both for motivation and as useful tools for applications of the calculus. In particular, it provides an ideal setting in which to incorporate computers into calculus courses. This approach has been…
Using the Finite Difference Calculus to Sum Powers of Integers.
ERIC Educational Resources Information Center
Zia, Lee
1991-01-01
Summing powers of integers is presented as an example of finite differences and antidifferences in discrete mathematics. The interrelation between these concepts and their analogues in differential calculus, the derivative and integral, is illustrated and can form the groundwork for students' understanding of differential and integral calculus.…
Optimal implicit 2-D finite differences to model wave propagation in poroelastic media
NASA Astrophysics Data System (ADS)
Itzá, Reymundo; Iturrarán-Viveros, Ursula; Parra, Jorge O.
2016-05-01
Numerical modeling of seismic waves in heterogeneous porous reservoir rocks is an important tool for the interpretation of seismic surveys in reservoir engineering. We apply globally optimal implicit staggered-grid finite-differences to model 2-D wave propagation in heterogeneous poroelastic media at a low-frequency range (<10kHz). We validate the numerical solution by comparing it to an analytical-transient solution obtaining clear seismic wavefields including fast P, slow P and S waves (for a porous media saturated with fluid). The numerical dispersion and stability conditions are derived using von Neumann analysis, showing that over a wide range of porous materials the Courant condition governs the stability and this optimal implicit scheme improves the stability of explicit schemes. High order explicit finite-differences (FD) can be replaced by some lower order optimal implicit FD so computational cost will not be as expensive while maintaining the accuracy. Here we compute weights for the optimal implicit FD scheme to attain an accuracy of γ = 10-8. The implicit spatial differentiation involves solving tridiagonal linear systems of equations through Thomas' algorithm.
NASA Technical Reports Server (NTRS)
Tadghighi, Hormoz; Hassan, Ahmed A.; Charles, Bruce
1990-01-01
The present numerical finite-difference scheme for helicopter blade-load prediction during realistic, self-generated three-dimensional blade-vortex interactions (BVI) derives the velocity field through a nonlinear superposition of the rotor flow-field yielded by the full potential rotor flow solver RFS2 for BVI, on the one hand, over the rotational vortex flow field computed with the Biot-Savart law. Despite the accurate prediction of the acoustic waveforms, peak amplitudes are found to have been persistently underpredicted. The inclusion of BVI noise source in the acoustic analysis significantly improved the perceived noise level-corrected tone prediction.
Finite difference methods with non-uniform meshes for nonlinear fractional differential equations
NASA Astrophysics Data System (ADS)
Li, Changpin; Yi, Qian; Chen, An
2016-07-01
In this article, finite difference methods with non-uniform meshes for solving nonlinear fractional differential equations are presented, where the non-equidistant stepsize is non-decreasing. The rectangle formula and trapezoid formula are proposed based on the non-uniform meshes. Combining the above two methods, we then establish the predictor-corrector scheme. The error and stability analysis are carefully investigated. At last, numerical examples are carried out to verify the theoretical analysis. Besides, the comparisons between non-uniform and uniform meshes are given, where the non-uniform meshes show the better performance when dealing with the less smooth problems.
NASA Technical Reports Server (NTRS)
Steger, J. L.
1978-01-01
Although the Navier-Stokes equations describe most flows of interest in aerodynamics, the inviscid conservation law equations may be used for small regions with viscous forces. Thus, Euler equations and several time-accurate finite difference procedures, explicit and implicit, are discussed. Although implicit techniques require more computational work, they permit larger time steps to be taken without instability. It is noted that the Jacobian matrices for Euler equations in conservation-law form have certain eigenvalue-eigenvector properties which may be used to construct conservative-form coefficient matrices. This reduces the computation time of several implicit and semiimplicit schemes. Extensions of the basic approach to other areas are suggested.
Flux vector splitting of the inviscid equations with application to finite difference methods
NASA Technical Reports Server (NTRS)
Steger, J. L.; Warming, R. F.
1979-01-01
The conservation-law form of the inviscid gasdynamic equations has the remarkable property that the nonlinear flux vectors are homogeneous functions of degree one. This property readily permits the splitting of flux vectors into subvectors by similarity transformations so that each subvector has associated with it a specified eigenvalue spectrum. As a consequence of flux vector splitting, new explicit and implicit dissipative finite-difference schemes are developed for first-order hyperbolic systems of equations. Appropriate one-sided spatial differences for each split flux vector are used throughout the computational field even if the flow is locally subsonic. The results of some preliminary numerical computations are included.
NASA Technical Reports Server (NTRS)
Osher, S.
1984-01-01
The construction of a reliable, shock capturing finite difference method to solve the Euler equations for inviscid, supersonic flow past fighter and missile type configurations is highly desirable. The numerical method must have a firm theoretical foundation and must be robust and efficient. It should be able to treat subsonic pockets in a predominantly supersonic flow. The method must also be easily applicable to the complex topologies of the aerodynamic configuration under consideration. The ongoing approach to this task is described and for steady supersonic flows is presented. This scheme is the basic numerical method. Results of work obtained during previous years are presented.
Selecting step sizes in sensitivity analysis by finite differences
NASA Technical Reports Server (NTRS)
Iott, J.; Haftka, R. T.; Adelman, H. M.
1985-01-01
This paper deals with methods for obtaining near-optimum step sizes for finite difference approximations to first derivatives with particular application to sensitivity analysis. A technique denoted the finite difference (FD) algorithm, previously described in the literature and applicable to one derivative at a time, is extended to the calculation of several simultaneously. Both the original and extended FD algorithms are applied to sensitivity analysis for a data-fitting problem in which derivatives of the coefficients of an interpolation polynomial are calculated with respect to uncertainties in the data. The methods are also applied to sensitivity analysis of the structural response of a finite-element-modeled swept wing. In a previous study, this sensitivity analysis of the swept wing required a time-consuming trial-and-error effort to obtain a suitable step size, but it proved to be a routine application for the extended FD algorithm herein.
Finite difference seismic modeling of axial magma chambers
Swift, S.A.; Dougherty, M.E.; Stephen, R.A. )
1990-11-01
The authors tested the feasibility of using finite difference methods to model seismic propagation at {approximately}10 Hx through a two-dimensional representation of an axial magma chamber with a thin, liquid lid. This technique produces time series of displacement or pressure at seafloor receivers to mimic a seismic refraction experiment and snapshots of P and S energy propagation. The results indicate that the implementation is stable for models with sharp velocity contrasts and complex geometries. The authors observe a high-energy, downward-traveling shear phase, observable only with borehole receivers, that would be useful in studying the nature and shape of magma chambers. The ability of finite difference methods to model high-order wave phenomena makes this method ideal for testing velocity models of spreading axes and for planning near-axis drilling of the East Pacific Rise in order to optimize the benefits from shear wave imaging of sub-axis structure.
Calculation of sensitivity derivatives in thermal problems by finite differences
NASA Technical Reports Server (NTRS)
Haftka, R. T.; Malkus, D. S.
1981-01-01
The optimum design of a structure subject to temperature constraints is considered. When mathematical optimization techniques are used, derivatives of the temperature constraints with respect to the design variables are usually required. In the case of large aerospace structures, such as the Space Shuttle, the computation of these derivatives can become prohibitively expensive. Analytical methods and a finite difference approach have been considered in studies conducted to improve the efficiency of the calculation of the derivatives. The present investigation explores two possibilities for enhancing the effectiveness of the finite difference approach. One procedure involves the simultaneous solution of temperatures and derivatives. The second procedure makes use of the optimum selection of the magnitude of the perturbations of the design variables to achieve maximum accuracy.
Time dependent wave envelope finite difference analysis of sound propagation
NASA Technical Reports Server (NTRS)
Baumeister, K. J.
1984-01-01
A transient finite difference wave envelope formulation is presented for sound propagation, without steady flow. Before the finite difference equations are formulated, the governing wave equation is first transformed to a form whose solution tends not to oscillate along the propagation direction. This transformation reduces the required number of grid points by an order of magnitude. Physically, the transformed pressure represents the amplitude of the conventional sound wave. The derivation for the wave envelope transient wave equation and appropriate boundary conditions are presented as well as the difference equations and stability requirements. To illustrate the method, example solutions are presented for sound propagation in a straight hard wall duct and in a two dimensional straight soft wall duct. The numerical results are in good agreement with exact analytical results.
Semianalytical computation of path lines for finite-difference models
Pollock, D.W.
1988-01-01
A semianalytical particle tracking method was developed for use with velocities generated from block-centered finite-difference ground-water flow models. Based on the assumption that each directional velocity component varies linearly within a grid cell in its own coordinate directions, the method allows an analytical expression to be obtained describing the flow path within an individual grid cell. Given the intitial position of a particle anywhere in a cell, the coordinates of any other point along its path line within the cell, and the time of travel between them, can be computed directly. For steady-state systems, the exit point for a particle entering a cell at any arbitrary location can be computed in a single step. By following the particle as it moves from cell to cell, this method can be used to trace the path of a particle through any multidimensional flow field generated from a block-centered finite-difference flow model. -Author
Finite-difference modeling with variable grid-size and adaptive time-step in porous media
NASA Astrophysics Data System (ADS)
Liu, Xinxin; Yin, Xingyao; Wu, Guochen
2014-04-01
Forward modeling of elastic wave propagation in porous media has great importance for understanding and interpreting the influences of rock properties on characteristics of seismic wavefield. However, the finite-difference forward-modeling method is usually implemented with global spatial grid-size and time-step; it consumes large amounts of computational cost when small-scaled oil/gas-bearing structures or large velocity-contrast exist underground. To overcome this handicap, combined with variable grid-size and time-step, this paper developed a staggered-grid finite-difference scheme for elastic wave modeling in porous media. Variable finite-difference coefficients and wavefield interpolation were used to realize the transition of wave propagation between regions of different grid-size. The accuracy and efficiency of the algorithm were shown by numerical examples. The proposed method is advanced with low computational cost in elastic wave simulation for heterogeneous oil/gas reservoirs.
NASA Technical Reports Server (NTRS)
Gladden, Herbert J.; Ko, Ching L.; Boddy, Douglas E.
1995-01-01
A higher-order finite-difference technique is developed to calculate the developing-flow field of steady incompressible laminar flows in the entrance regions of circular pipes. Navier-Stokes equations governing the motion of such a flow field are solved by using this new finite-difference scheme. This new technique can increase the accuracy of the finite-difference approximation, while also providing the option of using unevenly spaced clustered nodes for computation such that relatively fine grids can be adopted for regions with large velocity gradients. The velocity profile at the entrance of the pipe is assumed to be uniform for the computation. The velocity distribution and the surface pressure drop of the developing flow then are calculated and compared to existing experimental measurements reported in the literature. Computational results obtained are found to be in good agreement with existing experimental correlations and therefore, the reliability of the new technique has been successfully tested.
Finite difference discretisation of a model for biological nerve conduction
NASA Astrophysics Data System (ADS)
Aderogba, A. A.; Chapwanya, M.; Jejeniwa, O. A.
2016-06-01
A nonstandard finite difference method is proposed for the discretisation of the semilinear FitzHugh-Nagumo reaction diffusion equation. The equation has been useful in describing, for example, population models, biological models, heat and mass transfer models, and many other applications. The proposed approach involves splitting the equation into the space independent and the time independent sub equation. Numerical simulations for the full equation are presented.
Optimized Finite-Difference Coefficients for Hydroacoustic Modeling
NASA Astrophysics Data System (ADS)
Preston, L. A.
2014-12-01
Responsible utilization of marine renewable energy sources through the use of current energy converter (CEC) and wave energy converter (WEC) devices requires an understanding of the noise generation and propagation from these systems in the marine environment. Acoustic noise produced by rotating turbines, for example, could adversely affect marine animals and human-related marine activities if not properly understood and mitigated. We are utilizing a 3-D finite-difference acoustic simulation code developed at Sandia that can accurately propagate noise in the complex bathymetry in the near-shore to open ocean environment. As part of our efforts to improve computation efficiency in the large, high-resolution domains required in this project, we investigate the effects of using optimized finite-difference coefficients on the accuracy of the simulations. We compare accuracy and runtime of various finite-difference coefficients optimized via criteria such as maximum numerical phase speed error, maximum numerical group speed error, and L-1 and L-2 norms of weighted numerical group and phase speed errors over a given spectral bandwidth. We find that those coefficients optimized for L-1 and L-2 norms are superior in accuracy to those based on maximal error and can produce runtimes of 10% of the baseline case, which uses Taylor Series finite-difference coefficients at the Courant time step limit. We will present comparisons of the results for the various cases evaluated as well as recommendations for utilization of the cases studied. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.
Calculating rotordynamic coefficients of seals by finite-difference techniques
NASA Technical Reports Server (NTRS)
Dietzen, F. J.; Nordmann, R.
1987-01-01
For modelling the turbulent flow in a seal the Navier-Stokes equations in connection with a turbulence (kappa-epsilon) model are solved by a finite-difference method. A motion of the shaft round the centered position is assumed. After calculating the corresponding flow field and the pressure distribution, the rotor-dynamic coefficients of the seal can be determined. These coefficients are compared with results obtained by using the bulk flow theory of Childs and with experimental results.
Finite difference time domain grid generation from AMC helicopter models
NASA Technical Reports Server (NTRS)
Cravey, Robin L.
1992-01-01
A simple technique is presented which forms a cubic grid model of a helicopter from an Aircraft Modeling Code (AMC) input file. The AMC input file defines the helicopter fuselage as a series of polygonal cross sections. The cubic grid model is used as an input to a Finite Difference Time Domain (FDTD) code to obtain predictions of antenna performance on a generic helicopter model. The predictions compare reasonably well with measured data.
Finite difference time domain calculations of antenna mutual coupling
NASA Technical Reports Server (NTRS)
Luebbers, Raymond J.; Kunz, Karl S.
1991-01-01
The Finite Difference Time Domain (FDTD) technique was applied to a wide variety of electromagnetic analysis problems, including shielding and scattering. However, the method has not been exclusively applied to antennas. Here, calculations of self and mutual admittances between wire antennas are made using FDTD and compared with results obtained during the method of moments. The agreement is quite good, indicating the possibilities for FDTD application to antenna impedance and coupling.
Finite difference time domain calculations of antenna mutual coupling
NASA Technical Reports Server (NTRS)
Luebbers, Raymond J.; Kunz, Karl S.
1991-01-01
The Finite Difference Time Domain (FDTD) technique has been applied to a wide variety of electromagnetic analysis problems, including shielding and scattering. However, the method has not been extensively applied to antennas. In this short paper calculations of self and mutual admittances between wire antennas are made using FDTD and compared with results obtained using the Method of Moments. The agreement is quite good, indicating the possibilities for FDTD application to antenna impedance and coupling.
Introduction to finite-difference methods for numerical fluid dynamics
Scannapieco, E.; Harlow, F.H.
1995-09-01
This work is intended to be a beginner`s exercise book for the study of basic finite-difference techniques in computational fluid dynamics. It is written for a student level ranging from high-school senior to university senior. Equations are derived from basic principles using algebra. Some discussion of partial-differential equations is included, but knowledge of calculus is not essential. The student is expected, however, to have some familiarity with the FORTRAN computer language, as the syntax of the computer codes themselves is not discussed. Topics examined in this work include: one-dimensional heat flow, one-dimensional compressible fluid flow, two-dimensional compressible fluid flow, and two-dimensional incompressible fluid flow with additions of the equations of heat flow and the {Kappa}-{epsilon} model for turbulence transport. Emphasis is placed on numerical instabilities and methods by which they can be avoided, techniques that can be used to evaluate the accuracy of finite-difference approximations, and the writing of the finite-difference codes themselves. Concepts introduced in this work include: flux and conservation, implicit and explicit methods, Lagrangian and Eulerian methods, shocks and rarefactions, donor-cell and cell-centered advective fluxes, compressible and incompressible fluids, the Boussinesq approximation for heat flow, Cartesian tensor notation, the Boussinesq approximation for the Reynolds stress tensor, and the modeling of transport equations. A glossary is provided which defines these and other terms.
Algorithmic vs. finite difference Jacobians for infrared atmospheric radiative transfer
NASA Astrophysics Data System (ADS)
Schreier, Franz; Gimeno García, Sebastián; Vasquez, Mayte; Xu, Jian
2015-10-01
Jacobians, i.e. partial derivatives of the radiance and transmission spectrum with respect to the atmospheric state parameters to be retrieved from remote sensing observations, are important for the iterative solution of the nonlinear inverse problem. Finite difference Jacobians are easy to implement, but computationally expensive and possibly of dubious quality; on the other hand, analytical Jacobians are accurate and efficient, but the implementation can be quite demanding. GARLIC, our "Generic Atmospheric Radiation Line-by-line Infrared Code", utilizes algorithmic differentiation (AD) techniques to implement derivatives w.r.t. atmospheric temperature and molecular concentrations. In this paper, we describe our approach for differentiation of the high resolution infrared and microwave spectra and provide an in-depth assessment of finite difference approximations using "exact" AD Jacobians as a reference. The results indicate that the "standard" two-point finite differences with 1 K and 1% perturbation for temperature and volume mixing ratio, respectively, can exhibit substantial errors, and central differences are significantly better. However, these deviations do not transfer into the truncated singular value decomposition solution of a least squares problem. Nevertheless, AD Jacobians are clearly recommended because of the superior speed and accuracy.
NASA Technical Reports Server (NTRS)
Baumeister, Kenneth J.; Kreider, Kevin L.
1996-01-01
An explicit finite difference iteration scheme is developed to study harmonic sound propagation in aircraft engine nacelles. To reduce storage requirements for large 3D problems, the time dependent potential form of the acoustic wave equation is used. To insure that the finite difference scheme is both explicit and stable, time is introduced into the Fourier transformed (steady-state) acoustic potential field as a parameter. Under a suitable transformation, the time dependent governing equation in frequency space is simplified to yield a parabolic partial differential equation, which is then marched through time to attain the steady-state solution. The input to the system is the amplitude of an incident harmonic sound source entering a quiescent duct at the input boundary, with standard impedance boundary conditions on the duct walls and duct exit. The introduction of the time parameter eliminates the large matrix storage requirements normally associated with frequency domain solutions, and time marching attains the steady-state quickly enough to make the method favorable when compared to frequency domain methods. For validation, this transient-frequency domain method is applied to sound propagation in a 2D hard wall duct with plug flow.
NASA Technical Reports Server (NTRS)
Baumeister, K. J.; Kreider, K. L.
1996-01-01
An explicit finite difference iteration scheme is developed to study harmonic sound propagation in ducts. To reduce storage requirements for large 3D problems, the time dependent potential form of the acoustic wave equation is used. To insure that the finite difference scheme is both explicit and stable, time is introduced into the Fourier transformed (steady-state) acoustic potential field as a parameter. Under a suitable transformation, the time dependent governing equation in frequency space is simplified to yield a parabolic partial differential equation, which is then marched through time to attain the steady-state solution. The input to the system is the amplitude of an incident harmonic sound source entering a quiescent duct at the input boundary, with standard impedance boundary conditions on the duct walls and duct exit. The introduction of the time parameter eliminates the large matrix storage requirements normally associated with frequency domain solutions, and time marching attains the steady-state quickly enough to make the method favorable when compared to frequency domain methods. For validation, this transient-frequency domain method is applied to sound propagation in a 2D hard wall duct with plug flow.
ATLAS: A real-space finite-difference implementation of orbital-free density functional theory
NASA Astrophysics Data System (ADS)
Mi, Wenhui; Shao, Xuecheng; Su, Chuanxun; Zhou, Yuanyuan; Zhang, Shoutao; Li, Quan; Wang, Hui; Zhang, Lijun; Miao, Maosheng; Wang, Yanchao; Ma, Yanming
2016-03-01
Orbital-free density functional theory (OF-DFT) is a promising method for large-scale quantum mechanics simulation as it provides a good balance of accuracy and computational cost. Its applicability to large-scale simulations has been aided by progress in constructing kinetic energy functionals and local pseudopotentials. However, the widespread adoption of OF-DFT requires further improvement in its efficiency and robustly implemented software. Here we develop a real-space finite-difference (FD) method for the numerical solution of OF-DFT in periodic systems. Instead of the traditional self-consistent method, a powerful scheme for energy minimization is introduced to solve the Euler-Lagrange equation. Our approach engages both the real-space finite-difference method and a direct energy-minimization scheme for the OF-DFT calculations. The method is coded into the ATLAS software package and benchmarked using periodic systems of solid Mg, Al, and Al3Mg. The test results show that our implementation can achieve high accuracy, efficiency, and numerical stability for large-scale simulations.
NASA Technical Reports Server (NTRS)
Shu, Chi-Wang
1998-01-01
This project is about the development of high order, non-oscillatory type schemes for computational fluid dynamics. Algorithm analysis, implementation, and applications are performed. Collaborations with NASA scientists have been carried out to ensure that the research is relevant to NASA objectives. The combination of ENO finite difference method with spectral method in two space dimension is considered, jointly with Cai [3]. The resulting scheme behaves nicely for the two dimensional test problems with or without shocks. Jointly with Cai and Gottlieb, we have also considered one-sided filters for spectral approximations to discontinuous functions [2]. We proved theoretically the existence of filters to recover spectral accuracy up to the discontinuity. We also constructed such filters for practical calculations.
Seismic imaging using finite-differences and parallel computers
Ober, C.C.
1997-12-31
A key to reducing the risks and costs of associated with oil and gas exploration is the fast, accurate imaging of complex geologies, such as salt domes in the Gulf of Mexico and overthrust regions in US onshore regions. Prestack depth migration generally yields the most accurate images, and one approach to this is to solve the scalar wave equation using finite differences. As part of an ongoing ACTI project funded by the US Department of Energy, a finite difference, 3-D prestack, depth migration code has been developed. The goal of this work is to demonstrate that massively parallel computers can be used efficiently for seismic imaging, and that sufficient computing power exists (or soon will exist) to make finite difference, prestack, depth migration practical for oil and gas exploration. Several problems had to be addressed to get an efficient code for the Intel Paragon. These include efficient I/O, efficient parallel tridiagonal solves, and high single-node performance. Furthermore, to provide portable code the author has been restricted to the use of high-level programming languages (C and Fortran) and interprocessor communications using MPI. He has been using the SUNMOS operating system, which has affected many of his programming decisions. He will present images created from two verification datasets (the Marmousi Model and the SEG/EAEG 3D Salt Model). Also, he will show recent images from real datasets, and point out locations of improved imaging. Finally, he will discuss areas of current research which will hopefully improve the image quality and reduce computational costs.
Application of a finite difference technique to thermal wave propagation
NASA Technical Reports Server (NTRS)
Baumeister, K. J.
1975-01-01
A finite difference formulation is presented for thermal wave propagation resulting from periodic heat sources. The numerical technique can handle complex problems that might result from variable thermal diffusivity, such as heat flow in the earth with ice and snow layers. In the numerical analysis, the continuous temperature field is represented by a series of grid points at which the temperature is separated into real and imaginary terms. Next, computer routines previously developed for acoustic wave propagation are utilized in the solution for the temperatures. The calculation procedure is illustrated for the case of thermal wave propagation in a uniform property semi-infinite medium.
Application of a finite difference technique to thermal wave propagation
NASA Technical Reports Server (NTRS)
Baumeister, K. J.
1975-01-01
A finite difference formulation is presented for thermal wave propagation resulting from periodic heat sources. The numerical technique can handle complex problems that might result from variable thermal diffusivity, such as heat flow in the earth with ice and snow layers. In the numerical analysis, the continuous temperature field is represented by a series of grid points at which the temperature is separated into real and imaginary terms. Computer routines previously developed for acoustic wave propagation are utilized in the solution for the temperatures. The calculation procedure is illustrated for the case of thermal wave propagation in a uniform property semi-infinite medium.
FDIPS: Finite Difference Iterative Potential-field Solver
NASA Astrophysics Data System (ADS)
Toth, Gabor; van der Holst, Bartholomeus; Huang, Zhenguang
2016-06-01
FDIPS is a finite difference iterative potential-field solver that can generate the 3D potential magnetic field solution based on a magnetogram. It is offered as an alternative to the spherical harmonics approach, as when the number of spherical harmonics is increased, using the raw magnetogram data given on a grid that is uniform in the sine of the latitude coordinate can result in inaccurate and unreliable results, especially in the polar regions close to the Sun. FDIPS is written in Fortran 90 and uses the MPI library for parallel execution.
Finite difference program for calculating hydride bed wall temperature profiles
Klein, J.E.
1992-10-29
A QuickBASIC finite difference program was written for calculating one dimensional temperature profiles in up to two media with flat, cylindrical, or spherical geometries. The development of the program was motivated by the need to calculate maximum temperature differences across the walls of the Tritium metal hydrides beds for thermal fatigue analysis. The purpose of this report is to document the equations and the computer program used to calculate transient wall temperatures in stainless steel hydride vessels. The development of the computer code was motivated by the need to calculate maximum temperature differences across the walls of the hydrides beds in the Tritium Facility for thermal fatigue analysis.
Macroscopic traffic modeling with the finite difference method
Mughabghab, S.; Azarm, A.; Stock, D.
1996-03-15
A traffic congestion forecasting model (ATOP), developed in the present investigation, is described briefly. Several macroscopic models, based on the solution of the partial differential equation of conservation of vehicles by the finite difference method, were tested using actual traffic data. The functional form, as well as the parameters, of the equation of state which describes the relation between traffic speed and traffic density, were determined for a section of the Long Island Expressway. The Lax method and the forward difference technique were applied. The results of extensive tests showed that the Lax method, in addition to giving very good agreement with the traffic data, produces stable solutions.
A finite difference approach to microstrip antenna design
Barth, M.J.; Bevensee, R.M.; Pennock, S.T.
1986-12-01
Microstrip antennas have received increased attention in recent years, due to their size and cost advantages. Analysis of the microstrip structure has proved difficult due to the presence of the dielectric substrate, particularly for complex geometries. One possible approach to a solution is the use of a finite difference computer code to model a proposed microstrip antenna design. The models are easily constructed and altered, and code versions are available which allow input impedance or far-field patterns to be calculated. Results for some simple antenna geometries will be presented.
Finite difference time domain modeling of spiral antennas
NASA Technical Reports Server (NTRS)
Penney, Christopher W.; Beggs, John H.; Luebbers, Raymond J.
1992-01-01
The objectives outlined in the original proposal for this project were to create a well-documented computer analysis model based on the finite-difference, time-domain (FDTD) method that would be capable of computing antenna impedance, far-zone radiation patterns, and radar cross-section (RCS). The ability to model a variety of penetrable materials in addition to conductors is also desired. The spiral antennas under study by this project meet these requirements since they are constructed of slots cut into conducting surfaces which are backed by dielectric materials.
A Review of High-Order and Optimized Finite-Difference Methods for Simulating Linear Wave Phenomena
NASA Technical Reports Server (NTRS)
Zingg, David W.
1996-01-01
This paper presents a review of high-order and optimized finite-difference methods for numerically simulating the propagation and scattering of linear waves, such as electromagnetic, acoustic, or elastic waves. The spatial operators reviewed include compact schemes, non-compact schemes, schemes on staggered grids, and schemes which are optimized to produce specific characteristics. The time-marching methods discussed include Runge-Kutta methods, Adams-Bashforth methods, and the leapfrog method. In addition, the following fourth-order fully-discrete finite-difference methods are considered: a one-step implicit scheme with a three-point spatial stencil, a one-step explicit scheme with a five-point spatial stencil, and a two-step explicit scheme with a five-point spatial stencil. For each method studied, the number of grid points per wavelength required for accurate simulation of wave propagation over large distances is presented. Recommendations are made with respect to the suitability of the methods for specific problems and practical aspects of their use, such as appropriate Courant numbers and grid densities. Avenues for future research are suggested.
Finite Difference Elastic Wave Field Simulation On GPU
NASA Astrophysics Data System (ADS)
Hu, Y.; Zhang, W.
2011-12-01
Numerical modeling of seismic wave propagation is considered as a basic and important aspect in investigation of the Earth's structure, and earthquake phenomenon. Among various numerical methods, the finite-difference method is considered one of the most efficient tools for the wave field simulation. However, with the increment of computing scale, the power of computing has becoming a bottleneck. With the development of hardware, in recent years, GPU shows powerful computational ability and bright application prospects in scientific computing. Many works using GPU demonstrate that GPU is powerful . Recently, GPU has not be used widely in the simulation of wave field. In this work, we present forward finite difference simulation of acoustic and elastic seismic wave propagation in heterogeneous media on NVIDIA graphics cards with the CUDA programming language. We also implement perfectly matched layers on the graphics cards to efficiently absorb outgoing waves on the fictitious edges of the grid Simulations compared with the results on CPU platform shows reliable accuracy and remarkable efficiency. This work proves that GPU can be an effective platform for wave field simulation, and it can also be used as a practical tool for real-time strong ground motion simulation.
Arrayed waveguide grating using the finite difference beam propagation method
NASA Astrophysics Data System (ADS)
Toledo, M. C. F.; Alayo, M. I.
2013-03-01
The purpose of this work is to analyze by simulation the coupling effects occurring in Arrayed Waveguide Grating (AWG) using the finite difference beam propagation method (FD-BPM). Conventional FD-BPM techniques do not immediately lend themselves to the analysis of large structures such as AWG. Cooper et al.1 introduced a description of the coupling between the interface of arrayed waveguides and star couplers using the numerically-assisted coupled-mode theory. However, when the arrayed waveguides are spatially close, such that, there is strong coupling between them, and coupled-mode theory is not adequate. On the other hand, Payne2 developed an exact eigenvalue equation for the super modes of a straight arrayed waveguide which involve a computational overhead. In this work, an integration of both methods is accomplished in order to describe the behavior of the propagation of light in guided curves. This new method is expected to reduce the necessary effort for simulation while also enabling the simulation of large and curved arrayed waveguides using a fully vectorial finite difference technique.
Recent ADI iteration analysis and results
Wachspress, E.L.
1994-12-31
Some recent ADI iteration analysis and results are discussed. Discovery that the Lyapunov and Sylvester matrix equations are model ADI problems stimulated much research on ADI iteration with complex spectra. The ADI rational Chebyshev analysis parallels the classical linear Chebyshev theory. Two distinct approaches have been applied to these problems. First, parameters which were optimal for real spectra were shown to be nearly optimal for certain families of complex spectra. In the linear case these were spectra bounded by ellipses in the complex plane. In the ADI rational case these were spectra bounded by {open_quotes}elliptic-function regions{close_quotes}. The logarithms of the latter appear like ellipses, and the logarithms of the optimal ADI parameters for these regions are similar to the optimal parameters for linear Chebyshev approximation over superimposed ellipses. W.B. Jordan`s bilinear transformation of real variables to reduce the two-variable problem to one variable was generalized into the complex plane. This was needed for ADI iterative solution of the Sylvester equation.
NASA Technical Reports Server (NTRS)
Garrett, L. B.
1971-01-01
An implicit finite difference scheme is developed for the fully coupled solution of the viscous radiating stagnation line equations, including strong blowing. Solutions are presented for both air injection and carbon phenolic ablation products injection into air at conditions near the peak radiative heating point in an earth entry trajectory from interplanetary return missions. A detailed radiative transport code that accounts for the important radiative exchange processes for gaseous mixtures in local thermodynamic and chemical equilibrium is utilized.
NASA Astrophysics Data System (ADS)
Tam, Christopher K. W.; Ju, Hongbin
2009-09-01
The use of finite difference schemes to compute the scattering of acoustic waves by surfaces made up of different materials with sharp surface discontinuities at the joints would, invariably, result in the generations of spurious reflected waves of numerical origin. Spurious scattered waves are produced even if a high-order scheme capable of resolving and supporting the propagation of the incident wave is used. This problem is of practical importance in jet engine duct acoustic computation. In this work, the basic reason for the generation of spurious numerical waves is first examined. It is known that when the governing partial differential equations of acoustics are discretized, one should only use the long waves of the computational scheme to represent or simulate the physical waves. The short waves of the computational scheme have entirely different propagation characteristics. They are the spurious numerical waves. A method by which high wave number components (short waves) in the wave scattering process is intentionally removed so as to minimize the scattering of spurious numerical waves is proposed. This method is implemented in several examples from computational aeroacoustics to illustrate its effectiveness, accuracy and efficiency. This method is also employed to compute the scattering of acoustic waves by scatterers, such as rigid wall acoustic liner splices, with width smaller than the computational mesh size. Good results are obtained when comparing with computed results using much smaller mesh size. The method is further extended for applications to computations of acoustic wave reflection and scattering by very small surface inhomogeneities with simple geometries.
Conservative high-order-accurate finite-difference methods for curvilinear grids
NASA Technical Reports Server (NTRS)
Rai, Man M.; Chakrvarthy, Sukumar
1993-01-01
Two fourth-order-accurate finite-difference methods for numerically solving hyperbolic systems of conservation equations on smooth curvilinear grids are presented. The first method uses the differential form of the conservation equations; the second method uses the integral form of the conservation equations. Modifications to these schemes, which are required near boundaries to maintain overall high-order accuracy, are discussed. An analysis that demonstrates the stability of the modified schemes is also provided. Modifications to one of the schemes to make it total variation diminishing (TVD) are also discussed. Results that demonstrate the high-order accuracy of both schemes are included in the paper. In particular, a Ringleb-flow computation demonstrates the high-order accuracy and the stability of the boundary and near-boundary procedures. A second computation of supersonic flow over a cylinder demonstrates the shock-capturing capability of the TVD methodology. An important contribution of this paper is the dear demonstration that higher order accuracy leads to increased computational efficiency.
2D time-domain finite-difference modeling for viscoelastic seismic wave propagation
NASA Astrophysics Data System (ADS)
Fan, Na; Zhao, Lian-Feng; Xie, Xiao-Bi; Ge, Zengxi; Yao, Zhen-Xing
2016-07-01
Real Earth media are not perfectly elastic. Instead, they attenuate propagating mechanical waves. This anelastic phenomenon in wave propagation can be modeled by a viscoelastic mechanical model consisting of several standard linear solids. Using this viscoelastic model, we approximate a constant Q over a frequency band of interest. We use a four-element viscoelastic model with a tradeoff between accuracy and computational costs to incorporate Q into 2D time-domain first-order velocity-stress wave equations. To improve the computational efficiency, we limit the Q in the model to a list of discrete values between 2 and 1000. The related stress and strain relaxation times that characterize the viscoelastic model are pre-calculated and stored in a database for use by the finite-difference calculation. A viscoelastic finite-difference scheme that is second-order in time and fourth-order in space is developed based on the MacCormack algorithm. The new method is validated by comparing the numerical result with analytical solutions that are calculated using the generalized reflection/transmission coefficient method. The synthetic seismograms exhibit greater than 95 per cent consistency in a two-layer viscoelastic model. The dispersion generated from the simulation is consistent with the Kolsky-Futterman dispersion relationship.
Phase-field-based lattice Boltzmann finite-difference model for simulating thermocapillary flows.
Liu, Haihu; Valocchi, Albert J; Zhang, Yonghao; Kang, Qinjun
2013-01-01
A phase-field-based hybrid model that combines the lattice Boltzmann method with the finite difference method is proposed for simulating immiscible thermocapillary flows with variable fluid-property ratios. Using a phase field methodology, an interfacial force formula is analytically derived to model the interfacial tension force and the Marangoni stress. We present an improved lattice Boltzmann equation (LBE) method to capture the interface between different phases and solve the pressure and velocity fields, which can recover the correct Cahn-Hilliard equation (CHE) and Navier-Stokes equations. The LBE method allows not only use of variable mobility in the CHE, but also simulation of multiphase flows with high density ratio because a stable discretization scheme is used for calculating the derivative terms in forcing terms. An additional convection-diffusion equation is solved by the finite difference method for spatial discretization and the Runge-Kutta method for time marching to obtain the temperature field, which is coupled to the interfacial tension through an equation of state. The model is first validated against analytical solutions for the thermocapillary driven convection in two superimposed fluids at negligibly small Reynolds and Marangoni numbers. It is then used to simulate thermocapillary migration of a three-dimensional deformable droplet and bubble at various Marangoni numbers and density ratios, and satisfactory agreement is obtained between numerical results and theoretical predictions. PMID:23410429
A finite difference solution for the propagation of sound in near sonic flows
NASA Technical Reports Server (NTRS)
Hariharan, S. I.; Lester, H. C.
1983-01-01
An explicit time/space finite difference procedure is used to model the propagation of sound in a quasi one-dimensional duct containing high Mach number subsonic flow. Nonlinear acoustic equations are derived by perturbing the time-dependent Euler equations about a steady, compressible mean flow. The governing difference relations are based on a fourth-order, two-step (predictor-corrector) MacCormack scheme. The solution algorithm functions by switching on a time harmonic source and allowing the difference equations to iterate to a steady state. The principal effect of the non-linearities was to shift acoustical energy to higher harmonics. With increased source strengths, wave steepening was observed. This phenomenon suggests that the acoustical response may approach a shock behavior at at higher sound pressure level as the throat Mach number aproaches unity. On a peak level basis, good agreement between the nonlinear finite difference and linear finite element solutions was observed, even through a peak sound pressure level of about 150 dB occurred in the throat region. Nonlinear steady state waveform solutions are shown to be in excellent agreement with a nonlinear asymptotic theory.
A coarse-mesh nodal method-diffusive-mesh finite difference method
Joo, H.; Nichols, W.R.
1994-05-01
Modern nodal methods have been successfully used for conventional light water reactor core analyses where the homogenized, node average cross sections (XSs) and the flux discontinuity factors (DFs) based on equivalence theory can reliably predict core behavior. For other types of cores and other geometries characterized by tightly-coupled, heterogeneous core configurations, the intranodal flux shapes obtained from a homogenized nodal problem may not accurately portray steep flux gradients near fuel assembly interfaces or various reactivity control elements. This may require extreme values of DFs (either very large, very small, or even negative) to achieve a desired solution accuracy. Extreme values of DFs, however, can disrupt the convergence of the iterative methods used to solve for the node average fluxes, and can lead to a difficulty in interpolating adjacent DF values. Several attempts to remedy the problem have been made, but nothing has been satisfactory. A new coarse-mesh nodal scheme called the Diffusive-Mesh Finite Difference (DMFD) technique, as contrasted with the coarse-mesh finite difference (CMFD) technique, has been developed to resolve this problem. This new technique and the development of a few-group, multidimensional kinetics computer program are described in this paper.
A mimetic finite difference method for the Stokes problem with elected edge bubbles
Lipnikov, K; Berirao, L
2009-01-01
A new mimetic finite difference method for the Stokes problem is proposed and analyzed. The unstable P{sub 1}-P{sub 0} discretization is stabilized by adding a small number of bubble functions to selected mesh edges. A simple strategy for selecting such edges is proposed and verified with numerical experiments. The discretizations schemes for Stokes and Navier-Stokes equations must satisfy the celebrated inf-sup (or the LBB) stability condition. The stability condition implies a balance between discrete spaces for velocity and pressure. In finite elements, this balance is frequently achieved by adding bubble functions to the velocity space. The goal of this article is to show that the stabilizing edge bubble functions can be added only to a small set of mesh edges. This results in a smaller algebraic system and potentially in a faster calculations. We employ the mimetic finite difference (MFD) discretization technique that works for general polyhedral meshes and can accomodate non-uniform distribution of stabilizing bubbles.
Kudryavtsev, Oleg
2013-01-01
In the paper, we consider the problem of pricing options in wide classes of Lévy processes. We propose a general approach to the numerical methods based on a finite difference approximation for the generalized Black-Scholes equation. The goal of the paper is to incorporate the Wiener-Hopf factorization into finite difference methods for pricing options in Lévy models with jumps. The method is applicable for pricing barrier and American options. The pricing problem is reduced to the sequence of linear algebraic systems with a dense Toeplitz matrix; then the Wiener-Hopf factorization method is applied. We give an important probabilistic interpretation based on the infinitely divisible distributions theory to the Laurent operators in the correspondent factorization identity. Notice that our algorithm has the same complexity as the ones which use the explicit-implicit scheme, with a tridiagonal matrix. However, our method is more accurate. We support the advantage of the new method in terms of accuracy and convergence by using numerical experiments. PMID:24489518
2013-01-01
In the paper, we consider the problem of pricing options in wide classes of Lévy processes. We propose a general approach to the numerical methods based on a finite difference approximation for the generalized Black-Scholes equation. The goal of the paper is to incorporate the Wiener-Hopf factorization into finite difference methods for pricing options in Lévy models with jumps. The method is applicable for pricing barrier and American options. The pricing problem is reduced to the sequence of linear algebraic systems with a dense Toeplitz matrix; then the Wiener-Hopf factorization method is applied. We give an important probabilistic interpretation based on the infinitely divisible distributions theory to the Laurent operators in the correspondent factorization identity. Notice that our algorithm has the same complexity as the ones which use the explicit-implicit scheme, with a tridiagonal matrix. However, our method is more accurate. We support the advantage of the new method in terms of accuracy and convergence by using numerical experiments. PMID:24489518
Accuracy issues in the finite difference time domain simulation of photomask scattering
NASA Astrophysics Data System (ADS)
Pistor, Thomas V.
2001-09-01
As the use of electromagnetic simulation in lithography increases, accuracy issues are uncovered and must be addressed. A proper understanding of these issues can allow the lithographer to avoid pitfalls in electromagnetic simulation and to know what can and can not be accurately simulated. This paper addresses the important accuracy issues related to the simulation of photomask scattering using the Finite Difference Time Domain (FDTD) method. Errors related to discretization and periodic boundary conditions are discussed. Discretization-related issues arise when derivatives are replaced by finite differences and when integrals are replaced by summations. These approximations can lead to mask features that do not have exact dimensions. The effects of discretization error on phase wells and thin films are shown. The reflectivity of certain thin film layers is seen to be very sensitive to the layer thickness. Simulation experiments and theory are used to determine how fine a discretization is necessary and various discretization schemes that help minimize error are presented. Boundary-condition-related errors arise from the use of periodic boundary conditions when simulating isolated mask features. The effects of periodic boundary conditions are assessed through the use of simulation experiments. All errors are associated with an ever-present trade-off between accuracy and computational resources. However, choosing the cell size wisely can, in many cases, minimize error without significantly increasing computation resource requirements.
Modelling the core convection using finite element and finite difference methods
NASA Astrophysics Data System (ADS)
Chan, K. H.; Li, Ligang; Liao, Xinhao
2006-08-01
Applications of both parallel finite element and finite difference methods to thermal convection in a rotating spherical shell modelling the fluid dynamics of the Earth's outer core are presented. The numerical schemes are verified by reproducing the convection benchmark test by Christensen et al. [Christensen, U.R., Aubert, J., Cardin, P., Dormy, E., Gibbons, S., Glatzmaier, G.A., Grote, E., Honkura, Y., Jones, C., Kono, M., Matsushima, M., Sakuraba, A., Takahashi, F., Tilgner, A., Wilcht, J., Zhang, K., 2001. A numerical dynamo benchmark. Phys. Earth Planet. Interiors 128, 25-34.]. Both global average and local characteristics agree satisfactorily with the benchmark solution. With the element-by-element (EBE) parallelization technique, the finite element code demonstrates nearly optimal linear scalability in computational speed. The finite difference code is also efficient and scalable by utilizing a parallel library Aztec [Tuminaro, R.S., Heroux, M., Hutchinson, S.A., Shadid, J.N., 1999. Official AZTEC User's Guide: Version 2.1.].
Wang, Wei; Shu, Chi-Wang; Yee, H.C.; Sjögreen, Björn
2012-01-01
A new high order finite-difference method utilizing the idea of Harten ENO subcell resolution method is proposed for chemical reactive flows and combustion. In reaction problems, when the reaction time scale is very small, e.g., orders of magnitude smaller than the fluid dynamics time scales, the governing equations will become very stiff. Wrong propagation speed of discontinuity may occur due to the underresolved numerical solution in both space and time. The present proposed method is a modified fractional step method which solves the convection step and reaction step separately. In the convection step, any high order shock-capturing method can be used. In the reaction step, an ODE solver is applied but with the computed flow variables in the shock region modified by the Harten subcell resolution idea. For numerical experiments, a fifth-order finite-difference WENO scheme and its anti-diffusion WENO variant are considered. A wide range of 1D and 2D scalar and Euler system test cases are investigated. Studies indicate that for the considered test cases, the new method maintains high order accuracy in space for smooth flows, and for stiff source terms with discontinuities, it can capture the correct propagation speed of discontinuities in very coarse meshes with reasonable CFL numbers.
3D finite-difference seismic migration with parallel computers
Ober, C.C.; Gjertsen, R.; Minkoff, S.; Womble, D.E.
1998-11-01
The ability to image complex geologies such as salt domes in the Gulf of Mexico and thrusts in mountainous regions is essential for reducing the risk associated with oil exploration. Imaging these structures, however, is computationally expensive as datasets can be terabytes in size. Traditional ray-tracing migration methods cannot handle complex velocity variations commonly found near such salt structures. Instead the authors use the full 3D acoustic wave equation, discretized via a finite difference algorithm. They reduce the cost of solving the apraxial wave equation by a number of numerical techniques including the method of fractional steps and pipelining the tridiagonal solves. The imaging code, Salvo, uses both frequency parallelism (generally 90% efficient) and spatial parallelism (65% efficient). Salvo has been tested on synthetic and real data and produces clear images of the subsurface even beneath complicated salt structures.
A finite-difference method for transonic airfoil design.
NASA Technical Reports Server (NTRS)
Steger, J. L.; Klineberg, J. M.
1972-01-01
This paper describes an inverse method for designing transonic airfoil sections or for modifying existing profiles. Mixed finite-difference procedures are applied to the equations of transonic small disturbance theory to determine the airfoil shape corresponding to a given surface pressure distribution. The equations are solved for the velocity components in the physical domain and flows with embedded shock waves can be calculated. To facilitate airfoil design, the method allows alternating between inverse and direct calculations to obtain a profile shape that satisfies given geometric constraints. Examples are shown of the application of the technique to improve the performance of several lifting airfoil sections. The extension of the method to three dimensions for designing supercritical wings is also indicated.
Effects of sources on time-domain finite difference models.
Botts, Jonathan; Savioja, Lauri
2014-07-01
Recent work on excitation mechanisms in acoustic finite difference models focuses primarily on physical interpretations of observed phenomena. This paper offers an alternative view by examining the properties of models from the perspectives of linear algebra and signal processing. Interpretation of a simulation as matrix exponentiation clarifies the separate roles of sources as boundaries and signals. Boundary conditions modify the matrix and thus its modal structure, and initial conditions or source signals shape the solution, but not the modal structure. Low-frequency artifacts are shown to follow from eigenvalues and eigenvectors of the matrix, and previously reported artifacts are predicted from eigenvalue estimates. The role of source signals is also briefly discussed. PMID:24993210
Finite-difference modeling of commercial aircraft using TSAR
Pennock, S.T.; Poggio, A.J.
1994-11-15
Future aircraft may have systems controlled by fiber optic cables, to reduce susceptibility to electromagnetic interference. However, the digital systems associated with the fiber optic network could still experience upset due to powerful radio stations, radars, and other electromagnetic sources, with potentially serious consequences. We are modeling the electromagnetic behavior of commercial transport aircraft in support of the NASA Fly-by-Light/Power-by-Wire program, using the TSAR finite-difference time-domain code initially developed for the military. By comparing results obtained from TSAR with data taken on a Boeing 757 at the Air Force Phillips Lab., we hope to show that FDTD codes can serve as an important tool in the design and certification of U.S. commercial aircraft, helping American companies to produce safe, reliable air transportation.
Visualization of elastic wavefields computed with a finite difference code
Larsen, S.; Harris, D.
1994-11-15
The authors have developed a finite difference elastic propagation model to simulate seismic wave propagation through geophysically complex regions. To facilitate debugging and to assist seismologists in interpreting the seismograms generated by the code, they have developed an X Windows interface that permits viewing of successive temporal snapshots of the (2D) wavefield as they are calculated. The authors present a brief video displaying the generation of seismic waves by an explosive source on a continent, which propagate to the edge of the continent then convert to two types of acoustic waves. This sample calculation was part of an effort to study the potential of offshore hydroacoustic systems to monitor seismic events occurring onshore.
Finite difference time domain implementation of surface impedance boundary conditions
NASA Technical Reports Server (NTRS)
Beggs, John H.; Luebbers, Raymond J.; Yee, Kane S.; Kunz, Karl S.
1991-01-01
Surface impedance boundary conditions are employed to reduce the solution volume during the analysis of scattering from lossy dielectric objects. In the finite difference solution, they also can be utilized to avoid using small cells, made necessary by shorter wavelengths in conducting media throughout the solution volume. The standard approach is to approximate the surface impedance over a very small bandwidth by its value at the center frequency, and then use that result in the boundary condition. Here, two implementations of the surface impedance boundary condition are presented. One implementation is a constant surface impedance boundary condition and the other is a dispersive surface impedance boundary condition that is applicable over a very large frequency bandwidth and over a large range of conductivities. Frequency domain results are presented in one dimension for two conductivity values and are compared with exact results. Scattering width results from an infinite square cylinder are presented as a two dimensional demonstration. Extensions to three dimensions should be straightforward.
Application of a new finite difference algorithm for computational aeroacoustics
NASA Technical Reports Server (NTRS)
Goodrich, John W.
1995-01-01
Acoustic problems have become extremely important in recent years because of research efforts such as the High Speed Civil Transport program. Computational aeroacoustics (CAA) requires a faithful representation of wave propagation over long distances, and needs algorithms that are accurate and boundary conditions that are unobtrusive. This paper applies a new finite difference method and boundary algorithm to the Linearized Euler Equations (LEE). The results demonstrate the ability of a new fourth order propagation algorithm to accurately simulate the genuinely multidimensional wave dynamics of acoustic propagation in two space dimensions with the LEE. The results also show the ability of a new outflow boundary condition and fourth order algorithm to pass the evolving solution from the computational domain with no perceptible degradation of the solution remaining within the domain.
Experiments with explicit filtering for LES using a finite-difference method
NASA Technical Reports Server (NTRS)
Lund, T. S.; Kaltenbach, H. J.
1995-01-01
The equations for large-eddy simulation (LES) are derived formally by applying a spatial filter to the Navier-Stokes equations. The filter width as well as the details of the filter shape are free parameters in LES, and these can be used both to control the effective resolution of the simulation and to establish the relative importance of different portions of the resolved spectrum. An analogous, but less well justified, approach to filtering is more or less universally used in conjunction with LES using finite-difference methods. In this approach, the finite support provided by the computational mesh as well as the wavenumber-dependent truncation errors associated with the finite-difference operators are assumed to define the filter operation. This approach has the advantage that it is also 'automatic' in the sense that no explicit filtering: operations need to be performed. While it is certainly convenient to avoid the explicit filtering operation, there are some practical considerations associated with finite-difference methods that favor the use of an explicit filter. Foremost among these considerations is the issue of truncation error. All finite-difference approximations have an associated truncation error that increases with increasing wavenumber. These errors can be quite severe for the smallest resolved scales, and these errors will interfere with the dynamics of the small eddies if no corrective action is taken. Years of experience at CTR with a second-order finite-difference scheme for high Reynolds number LES has repeatedly indicated that truncation errors must be minimized in order to obtain acceptable simulation results. While the potential advantages of explicit filtering are rather clear, there is a significant cost associated with its implementation. In particular, explicit filtering reduces the effective resolution of the simulation compared with that afforded by the mesh. The resolution requirements for LES are usually set by the need to capture
AnisWave2D: User's Guide to the 2d Anisotropic Finite-DifferenceCode
Toomey, Aoife
2005-01-06
This document describes a parallel finite-difference code for modeling wave propagation in 2D, fully anisotropic materials. The code utilizes a mesh refinement scheme to improve computational efficiency. Mesh refinement allows the grid spacing to be tailored to the velocity model, so that fine grid spacing can be used in low velocity zones where the seismic wavelength is short, and coarse grid spacing can be used in zones with higher material velocities. Over-sampling of the seismic wavefield in high velocity zones is therefore avoided. The code has been implemented to run in parallel over multiple processors and allows large-scale models and models with large velocity contrasts to be simulated with ease.
Black-Scholes finite difference modeling in forecasting of call warrant prices in Bursa Malaysia
NASA Astrophysics Data System (ADS)
Mansor, Nur Jariah; Jaffar, Maheran Mohd
2014-07-01
Call warrant is a type of structured warrant in Bursa Malaysia. It gives the holder the right to buy the underlying share at a specified price within a limited period of time. The issuer of the structured warrants usually uses European style to exercise the call warrant on the maturity date. Warrant is very similar to an option. Usually, practitioners of the financial field use Black-Scholes model to value the option. The Black-Scholes equation is hard to solve analytically. Therefore the finite difference approach is applied to approximate the value of the call warrant prices. The central in time and central in space scheme is produced to approximate the value of the call warrant prices. It allows the warrant holder to forecast the value of the call warrant prices before the expiry date.
Computationally efficient finite-difference modal method for the solution of Maxwell's equations.
Semenikhin, Igor; Zanuccoli, Mauro
2013-12-01
In this work, a new implementation of the finite-difference (FD) modal method (FDMM) based on an iterative approach to calculate the eigenvalues and corresponding eigenfunctions of the Helmholtz equation is presented. Two relevant enhancements that significantly increase the speed and accuracy of the method are introduced. First of all, the solution of the complete eigenvalue problem is avoided in favor of finding only the meaningful part of eigenmodes by using iterative methods. Second, a multigrid algorithm and Richardson extrapolation are implemented. Simultaneous use of these techniques leads to an enhancement in terms of accuracy, which allows a simple method such as the FDMM with a typical three-point difference scheme to be significantly competitive with an analytical modal method. PMID:24323014
A fast high-order finite difference algorithm for pricing American options
NASA Astrophysics Data System (ADS)
Tangman, D. Y.; Gopaul, A.; Bhuruth, M.
2008-12-01
We describe an improvement of Han and Wu's algorithm [H. Han, X.Wu, A fast numerical method for the Black-Scholes equation of American options, SIAM J. Numer. Anal. 41 (6) (2003) 2081-2095] for American options. A high-order optimal compact scheme is used to discretise the transformed Black-Scholes PDE under a singularity separating framework. A more accurate free boundary location based on the smooth pasting condition and the use of a non-uniform grid with a modified tridiagonal solver lead to an efficient implementation of the free boundary value problem. Extensive numerical experiments show that the new finite difference algorithm converges rapidly and numerical solutions with good accuracy are obtained. Comparisons with some recently proposed methods for the American options problem are carried out to show the advantage of our numerical method.
An Eigenvalue Analysis of finite-difference approximations for hyperbolic IBVPs
NASA Technical Reports Server (NTRS)
Warming, Robert F.; Beam, Richard M.
1989-01-01
The eigenvalue spectrum associated with a linear finite-difference approximation plays a crucial role in the stability analysis and in the actual computational performance of the discrete approximation. The eigenvalue spectrum associated with the Lax-Wendroff scheme applied to a model hyperbolic equation was investigated. For an initial-boundary-value problem (IBVP) on a finite domain, the eigenvalue or normal mode analysis is analytically intractable. A study of auxiliary problems (Dirichlet and quarter-plane) leads to asymptotic estimates of the eigenvalue spectrum and to an identification of individual modes as either benign or unstable. The asymptotic analysis establishes an intuitive as well as quantitative connection between the algebraic tests in the theory of Gustafsson, Kreiss, and Sundstrom and Lax-Richtmyer L(sub 2) stability on a finite domain.
An eigenvalue analysis of finite-difference approximations for hyperbolic IBVPs
NASA Technical Reports Server (NTRS)
Warming, Robert F.; Beam, Richard M.
1990-01-01
The eigenvalue spectrum associated with a linear finite-difference approximation plays a crucial role in the stability analysis and in the actual computational performance of the discrete approximation. The eigenvalue spectrum associated with the Lax-Wendroff scheme applied to a model hyperbolic equation was investigated. For an initial-boundary-value problem (IBVP) on a finite domain, the eigenvalue or normal mode analysis is analytically intractable. A study of auxiliary problems (Dirichlet and quarter-plane) leads to asymptotic estimates of the eigenvalue spectrum and to an identification of individual modes as either benign or unstable. The asymptotic analysis establishes an intuitive as well as quantitative connection between the algebraic tests in the theory of Gustafsson, Kreiss, and Sundstrom and Lax-Richtmyer L (sub 2) stability on a finite domain.
NASA Technical Reports Server (NTRS)
Strong, Stuart L.; Meade, Andrew J., Jr.
1992-01-01
Preliminary results are presented of a finite element/finite difference method (semidiscrete Galerkin method) used to calculate compressible boundary layer flow about airfoils, in which the group finite element scheme is applied to the Dorodnitsyn formulation of the boundary layer equations. The semidiscrete Galerkin (SDG) method promises to be fast, accurate and computationally efficient. The SDG method can also be applied to any smoothly connected airfoil shape without modification and possesses the potential capability of calculating boundary layer solutions beyond flow separation. Results are presented for low speed laminar flow past a circular cylinder and past a NACA 0012 airfoil at zero angle of attack at a Mach number of 0.5. Also shown are results for compressible flow past a flat plate for a Mach number range of 0 to 10 and results for incompressible turbulent flow past a flat plate. All numerical solutions assume an attached boundary layer.
Optimization of a finite difference method for nonlinear wave equations
NASA Astrophysics Data System (ADS)
Chen, Miaochao
2013-07-01
Wave equations have important fluid dynamics background, which are extensively used in many fields, such as aviation, meteorology, maritime, water conservancy, etc. This paper is devoted to the explicit difference method for nonlinear wave equations. Firstly, a three-level and explicit difference scheme is derived. It is shown that the explicit difference scheme is uniquely solvable and convergent. Moreover, a numerical experiment is conducted to illustrate the theoretical results of the presented method.
Finite-difference modeling of Biot's poroelastic equations across all frequencies
Masson, Y.J.; Pride, S.R.
2009-10-22
An explicit time-stepping finite-difference scheme is presented for solving Biot's equations of poroelasticity across the entire band of frequencies. In the general case for which viscous boundary layers in the pores must be accounted for, the time-domain version of Darcy's law contains a convolution integral. It is shown how to efficiently and directly perform the convolution so that the Darcy velocity can be properly updated at each time step. At frequencies that are low enough compared to the onset of viscous boundary layers, no memory terms are required. At higher frequencies, the number of memory terms required is the same as the number of time points it takes to sample accurately the wavelet being used. In practice, we never use more than 20 memory terms and often considerably fewer. Allowing for the convolution makes the scheme even more stable (even larger time steps might be used) than it is when the convolution is entirely neglected. The accuracy of the scheme is confirmed by comparing numerical examples to exact analytic results.
Finite-difference time-domain analysis for the dynamics and diffraction of exciton-polaritons.
Chen, Minfeng; Chang, Yia-Chung; Hsieh, Wen-Feng
2015-10-01
We adopted a finite-difference time-domain (FDTD) scheme to simulate the dynamics and diffraction of exciton-polaritons, governed by the coupling of polarization waves with electromagnetic waves. The polarization wave, an approximate solution to the Schrödinger's equation at low frequencies, essentially captures the exciton behavior. Numerical stability of the scheme is analyzed and simple examples are provided to prove its validity. The system considered is both temporally and spatially dispersive, for which the FDTD analysis has attracted less attention in the literature. Here, we demonstrate that the FDTD scheme could be useful for studying the optical response of the exciton-polariton and its dynamics. The diffraction of a polariton wave from a polaritonic grating is also considered, and many sharp resonances are found, which manifest the interference effect of polariton waves. This illustrates that the measurement of transmittance or reflectance near polariton resonance can reveal subwavelength features in semiconductors, which are sensitive to polariton scattering. PMID:26479940
Optimal implicit 2-D finite differences to model wave propagation in poroelastic media
NASA Astrophysics Data System (ADS)
Itzá, Reymundo; Iturrarán-Viveros, Ursula; Parra, Jorge O.
2016-08-01
Numerical modeling of seismic waves in heterogeneous porous reservoir rocks is an important tool for the interpretation of seismic surveys in reservoir engineering. We apply globally optimal implicit staggered-grid finite differences (FD) to model 2-D wave propagation in heterogeneous poroelastic media at a low-frequency range (<10 kHz). We validate the numerical solution by comparing it to an analytical-transient solution obtaining clear seismic wavefields including fast P and slow P and S waves (for a porous media saturated with fluid). The numerical dispersion and stability conditions are derived using von Neumann analysis, showing that over a wide range of porous materials the Courant condition governs the stability and this optimal implicit scheme improves the stability of explicit schemes. High-order explicit FD can be replaced by some lower order optimal implicit FD so computational cost will not be as expensive while maintaining the accuracy. Here, we compute weights for the optimal implicit FD scheme to attain an accuracy of γ = 10-8. The implicit spatial differentiation involves solving tridiagonal linear systems of equations through Thomas' algorithm.
Ewing, R.E.; Saevareid, O.; Shen, J.
1994-12-31
A multigrid algorithm for the cell-centered finite difference on equilateral triangular grids for solving second-order elliptic problems is proposed. This finite difference is a four-point star stencil in a two-dimensional domain and a five-point star stencil in a three dimensional domain. According to the authors analysis, the advantages of this finite difference are that it is an O(h{sup 2})-order accurate numerical scheme for both the solution and derivatives on equilateral triangular grids, the structure of the scheme is perhaps the simplest, and its corresponding multigrid algorithm is easily constructed with an optimal convergence rate. They are interested in relaxation of the equilateral triangular grid condition to certain general triangular grids and the application of this multigrid algorithm as a numerically reasonable preconditioner for the lowest-order Raviart-Thomas mixed triangular finite element method. Numerical test results are presented to demonstrate their analytical results and to investigate the applications of this multigrid algorithm on general triangular grids.