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Difference Scheme (difference + scheme)
Kinds of Difference Scheme Selected AbstractsApplication of the 3D Finite Difference Scheme to the TEXTORDED GeometryCONTRIBUTIONS TO PLASMA PHYSICS, Issue 7-9 2006R. Zagórski First page of article [source] On the applicability of the HSAB principle through the use of improved computational schemes for chemical hardness evaluationJOURNAL OF COMPUTATIONAL CHEMISTRY, Issue 7 2004Mihai V. Putz Abstract Finite difference schemes, named Compact Finite Difference Schemes with Spectral-like Resolution, have been used for a less crude approximation of the analytical hardness definition as the second-order derivative of the energy with respect to the electron number. The improved computational schemes, at different levels of theory, have been used to calculate global hardness values of some probe bases, traditionally classified as hard and soft on the basis of their chemical behavior, and to investigate the quantitative applicability of the HSAB principle. Exchange acid-base reactions have been used to test the HSAB principle assuming the reaction energies as a measure of the stabilization of product adducts. © 2004 Wiley Periodicals, Inc. J Comput Chem 25: 994,1003, 2004 [source] A visco-plastic constitutive model for granular soils modified according to non-local and gradient approachesINTERNATIONAL JOURNAL FOR NUMERICAL AND ANALYTICAL METHODS IN GEOMECHANICS, Issue 2 2002C. di Prisco Abstract An already available non-associated elastic,viscoplastic constitutive model with anisotropic strain hardening is modified in order to describe both the constitutive parameter dependency on relative density and the spatio-temporal evolution of strain localization. To achieve this latter goal, two distinct but similar approaches are introduced: one inspired by the gradient theory and one by the non-local theory. A one-dimensional case concerning a simple shear test for a non-homogeneous infinitely long dense sand specimen is numerically discussed and a finite difference scheme is employed for this purpose. The results obtained by following the two different approaches are critically analysed and compared. Copyright © 2001 John Wiley & Sons, Ltd. [source] Application of the additive Schwarz method to large scale Poisson problemsINTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN BIOMEDICAL ENGINEERING, Issue 3 2004K. M. Singh Abstract This paper presents an application of the additive Schwarz method to large scale Poisson problems on parallel computers. Domain decomposition in rectangular blocks with matching grids on a structured rectangular mesh has been used together with a stepwise approximation to approximate sloping sides and complicated geometric features. A seven-point stencil based on central difference scheme has been used for the discretization of the Laplacian for both interior and boundary grid points, and this results in a symmetric linear algebraic system for any type of boundary conditions. The preconditioned conjugate gradient method has been used as an accelerator for the additive Schwarz method, and three different methods have been assessed for the solution of subdomain problems. Numerical experiments have been performed to determine the most suitable set of subdomain solvers and the optimal accuracy of subdomain solutions; to assess the effect of different decompositions of the problem domain; and to evaluate the parallel performance of the additive Schwarz preconditioner. Application to a practical problem involving complicated geometry is presented which establishes the efficiency and robustness of the method. Copyright © 2004 John Wiley & Sons, Ltd. [source] A refined semi-analytic design sensitivity based on mode decomposition and Neumann seriesINTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, Issue 1 2005Maenghyo Cho Abstract Among various sensitivity evaluation techniques, semi-analytical method (SAM) is quite popular since this method is more advantageous than analytical method (AM) and global finite difference method (GFD). However, SAM reveals severe inaccuracy problem when relatively large rigid body motions are identified for individual elements. Such errors result from the pseudo load vector calculated by differentiation using the finite difference scheme. In the present study, an iterative refined semi-analytical method (IRSAM) combined with mode decomposition technique is proposed to compute reliable semi-analytical design sensitivities. The improvement of design sensitivities corresponding to the rigid body mode is evaluated by exact differentiation of the rigid body modes and the error of SAM caused by numerical difference scheme is alleviated by using a Von Neumann series approximation considering the higher order terms for the sensitivity derivatives. In eigenvalue problems, the tendency of eigenvalue sensitivity is similar to that of displacement sensitivity in static problems. Eigenvector is decomposed into rigid body mode and pure deformation mode. The present iterative SAM guarantees that the eigenvalue and eigenvector sensitivities converge to the reliable values for the wide range of perturbed size of the design variables. Accuracy and reliability of the shape design sensitivities in static problems and eigenvalue problems by the proposed method are assessed through the various numerical examples. Copyright © 2004 John Wiley & Sons, Ltd. [source] An unconditionally stable three level finite difference scheme for solving parabolic two-step micro heat transport equations in a three-dimensional double-layered thin filmINTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, Issue 4 2004Weizhong Dai Abstract Heat transport at the microscale is of vital importance in microtechnology applications. The heat transport equations are parabolic two-step equations, which are different from the traditional heat diffusion equation. In this study, we develop a three-level finite difference scheme for solving the micro heat transport equations in a three-dimensional double-layered thin film. It is shown by the discrete energy method that the scheme is unconditionally stable. Numerical results for thermal analysis of a gold layer on a chromium padding layer are obtained. Copyright © 2003 John Wiley & Sons, Ltd. [source] Voronoi cell finite difference method for the diffusion operator on arbitrary unstructured gridsINTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, Issue 1 2003N. SukumarArticle first published online: 11 MAR 200 Abstract Voronoi cells and the notion of natural neighbours are used to develop a finite difference method for the diffusion operator on arbitrary unstructured grids. Natural neighbours are based on the Voronoi diagram, which partitions space into closest-point regions. The Sibson and the Laplace (non-Sibsonian) interpolants which are based on natural neighbours have shown promise within a Galerkin framework for the solution of partial differential equations. In this paper, we focus on the Laplace interpolant with a two-fold objective: first, to unify the previous developments related to the Laplace interpolant and to indicate its ties to some well-known numerical methods; and secondly to propose a Voronoi cell finite difference scheme for the diffusion operator on arbitrary unstructured grids. A conservation law in integral form is discretized on Voronoi cells to derive a finite difference scheme for the diffusion operator on irregular grids. The proposed scheme can also be viewed as a point collocation technique. A detailed study on consistency is conducted, and the satisfaction of the discrete maximum principle (stability) is established. Owing to symmetry of the Laplace weight, a symmetric positive-definite stiffness matrix is realized which permits the use of efficient linear solvers. On a regular (rectangular or hexagonal) grid, the difference scheme reduces to the classical finite difference method. Numerical examples for the Poisson equation with Dirichlet boundary conditions are presented to demonstrate the accuracy and convergence of the finite difference scheme. Copyright © 2003 John Wiley & Sons, Ltd. [source] Composite high resolution localized relaxation scheme based on upwinding for hyperbolic conservation lawsINTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS, Issue 6 2009Ritesh Kumar Dubey Abstract In this work we present an upwind-based high resolution scheme using flux limiters. Based on the direction of flow we choose the smoothness parameter in such a way that it leads to a truly upwind scheme without losing total variation diminishing (TVD) property for hyperbolic linear systems where characteristic values can be of either sign. Here we present and justify the choice of smoothness parameters. The numerical flux function of a high resolution scheme is constructed using wave speed splitting so that it results into a scheme that truly respects the physical hyperbolicity property. Bounds are given for limiter functions to satisfy TVD property. The proposed scheme is extended for non-linear problems by using the framework of relaxation system that converts a non-linear conservation law into a system of linear convection equations with a non-linear source term. The characteristic speed of relaxation system is chosen locally on three point stencil of grid. This obtained relaxation system is solved using composite scheme technique, i.e. using a combination of proposed scheme with the conservative non-standard finite difference scheme. Presented numerical results show higher resolution near discontinuity without introducing spurious oscillations. Copyright © 2008 John Wiley & Sons, Ltd. [source] Depth-integrated, non-hydrostatic model for wave breaking and run-upINTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS, Issue 5 2009Yoshiki Yamazaki Abstract This paper describes the formulation, verification, and validation of a depth-integrated, non-hydrostatic model with a semi-implicit, finite difference scheme. The formulation builds on the nonlinear shallow-water equations and utilizes a non-hydrostatic pressure term to describe weakly dispersive waves. A momentum-conserved advection scheme enables modeling of breaking waves without the aid of analytical solutions for bore approximation or empirical equations for energy dissipation. An upwind scheme extrapolates the free-surface elevation instead of the flow depth to provide the flux in the momentum and continuity equations. This greatly improves the model stability, which is essential for computation of energetic breaking waves and run-up. The computed results show very good agreement with laboratory data for wave propagation, transformation, breaking, and run-up. Since the numerical scheme to the momentum and continuity equations remains explicit, the implicit non-hydrostatic solution is directly applicable to existing nonlinear shallow-water models. Copyright © 2008 John Wiley & Sons, Ltd. [source] Hybrid finite compact-WENO schemes for shock calculationINTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS, Issue 4 2007Yiqing Shen Abstract Hybrid finite compact (FC)-WENO schemes are proposed for shock calculations. The two sub-schemes (finite compact difference scheme and WENO scheme) are hybridized by means of the similar treatment as in ENO schemes. The hybrid schemes have the advantages of FC and WENO schemes. One is that they possess the merit of the finite compact difference scheme, which requires only bi-diagonal matrix inversion and can apply the known high-resolution flux to obtain high-performance numerical flux function; another is that they have the high-resolution property of WENO scheme for shock capturing. The numerical results show that FC-WENO schemes have better resolution properties than both FC-ENO schemes and WENO schemes. In addition, some comparisons of FC-ENO and artificial compression method (ACM) filter scheme of Yee et al. are also given. Copyright © 2006 John Wiley & Sons, Ltd. [source] Splitting methods for high order solution of the incompressible Navier,Stokes equations in 3DINTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS, Issue 10-11 2005Arnim Brüger Abstract The incompressible Navier,Stokes equations are discretized in space by a hybrid method and integrated in time by the method of lines. The solution is determined on a staggered curvilinear grid in two space dimensions and by a Fourier expansion in the third dimension. The space derivatives are approximated by a compact finite difference scheme of fourth-order on the grid. The solution is advanced in time by a semi-implicit method. In each time step, systems of linear equations have to be solved for the velocity and the pressure. The iterations are split into one outer iteration and three inner iterations. The accuracy and efficiency of the method are demonstrated in a numerical experiment with rotated Poiseuille flow perturbed by Orr,Sommerfeld modes in a channel. Copyright © 2005 John Wiley & Sons, Ltd. [source] High-order boundary conditions for linearized shallow water equations with stratification, dispersion and advection,INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS, Issue 4 2004Vince J. van Joolen Abstract The two-dimensional linearized shallow water equations are considered in unbounded domains with density stratification. Wave dispersion and advection effects are also taken into account. The infinite domain is truncated via a rectangular artificial boundary ,, and a high-order open boundary condition (OBC) is imposed on ,. Then the problem is solved numerically in the finite domain bounded by ,. A recently developed boundary scheme is employed, which is based on a reformulation of the sequence of OBCs originally proposed by Higdon. The OBCs can easily be used up to any desired order. They are incorporated here in a finite difference scheme. Numerical examples are used to demonstrate the performance and advantages of the computational method, with an emphasis is on the effect of stratification. Published in 2004 by John Wiley & Sons, Ltd. [source] An efficient finite difference scheme for free-surface flows in narrow rivers and estuariesINTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS, Issue 3 2003XinJian ChenArticle first published online: 13 MAY 200 Abstract This paper presents a free-surface correction (FSC) method for solving laterally averaged, 2-D momentum and continuity equations. The FSC method is a predictor,corrector scheme, in which an intermediate free surface elevation is first calculated from the vertically integrated continuity equation after an intermediate, longitudinal velocity distribution is determined from the momentum equation. In the finite difference equation for the intermediate velocity, the vertical eddy viscosity term and the bottom- and sidewall friction terms are discretized implicitly, while the pressure gradient term, convection terms, and the horizontal eddy viscosity term are discretized explicitly. The intermediate free surface elevation is then adjusted by solving a FSC equation before the intermediate velocity field is corrected. The finite difference scheme is simple and can be easily implemented in existing laterally averaged 2-D models. It is unconditionally stable with respect to gravitational waves, shear stresses on the bottom and side walls, and the vertical eddy viscosity term. It has been tested and validated with analytical solutions and field data measured in a narrow, riverine estuary in southwest Florida. Model simulations show that this numerical scheme is very efficient and normally can be run with a Courant number larger than 10. It can be used for rivers where the upstream bed elevation is higher than the downstream water surface elevation without any problem. Copyright © 2003 John Wiley & Sons, Ltd. [source] Highly accurate solutions of the bifurcation structure of mixed-convection heat transfer using spectral methodINTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS, Issue 5 2002M. Selmi Abstract This paper is concerned with producing highly accurate solution and bifurcation structure using the pseudo-spectral method for the two-dimensional pressure-driven flow through a horizontal duct of a square cross-section that is heated by a uniform flux in the axial direction with a uniform temperature on the periphery. Two approaches are presented. In one approach, the streamwise vorticity, streamwise momentum and energy equations are solved for the stream function, axial velocity, and temperature. In the second approach, the streamwise vorticity and a combination of the energy and momentum equations are solved for stream function and temperature only. While the second approach solves less number of equations than the first approach, a grid sensitivity analysis has shown no distinct advantage of one method over the other. The overall solution structure composed of two symmetric and four asymmetric branches in the range of Grashof number (Gr) of 0,2 × 106 for a Prandtl number (Pr) of 0.73 has been computed using the first approach. The computed structure is comparable to that found by Nandakumar and Weinitschke (1991) using a finite difference scheme for Grashof numbers in the range of 0,1×106. The stability properties of some solution branches; however, are different. In particular, the two-cell structure of the isolated symmetric branch that has been found to be unstable by the study of Nandakumar and Weinitschke is found to be stable by the current study. Copyright © 2002 John Wiley & Sons, Ltd. [source] Models of non-smooth switches in electrical systemsINTERNATIONAL JOURNAL OF CIRCUIT THEORY AND APPLICATIONS, Issue 3 2005Christoph Glocker Abstract Idealized modelling of diodes, relays and switches in the framework of linear complementarity is introduced. Within the charge approach, the classical electromechanical analogy is extended to passively and actively switching components in electrical circuits. The associated branch relations are expressed in terms of set-valued functions, which allow to formulate the circuit's dynamic behaviour as a differential inclusion. This approach is demonstrated by the example of the DC,DC buck converter. A difference scheme, known in mechanics as time stepping, is applied for numerical approximation of the evolution problem. The discretized inclusions are formulated as a linear complementarity problem in standard form, which implicitly takes care of all switching events by its solution. State reduction, which requires manipulation of the set-valued branch relations in order to obtain a minimal model, is performed on the example of the buck converter. Copyright © 2005 John Wiley & Sons, Ltd. [source] A new parallelization strategy for solving time-dependent 3D Maxwell equations using a high-order accurate compact implicit scheme,INTERNATIONAL JOURNAL OF NUMERICAL MODELLING: ELECTRONIC NETWORKS, DEVICES AND FIELDS, Issue 5 2006Eugene Kashdan Abstract With progress in computer technology there has been renewed interest in a time-dependent approach to solving Maxwell equations. The commonly used Yee algorithm (an explicit central difference scheme for approximation of spatial derivatives coupled with the Leapfrog scheme for approximation of temporal derivatives) yields only a second-order of accuracy. On the other hand, an increasing number of industrial applications, especially in optic and microwave technology, demands high-order accurate numerical modelling. The standard way to increase accuracy of the finite difference scheme without increasing the differential stencil is to replace a 2nd-order accurate explicit scheme for approximation of spatial derivatives with the 4th-order accurate compact implicit scheme. In general, such a replacement requires additional memory resources and slows the computations. However, the curl-based form of Maxwell equations allows us to construct an effective parallel algorithm with the alternating domain decomposition (ADD) minimizing the communication time. We present a new parallel approach to the solution of three-dimensional time-dependent Maxwell equations and provide a theoretical and experimental analysis of its performance. Copyright © 2006 John Wiley & Sons, Ltd. [source] On an initial-boundary value problem for a wide-angle parabolic equation in a waveguide with a variable bottomMATHEMATICAL METHODS IN THE APPLIED SCIENCES, Issue 12 2009V. A. Dougalis Abstract We consider the third-order Claerbout-type wide-angle parabolic equation (PE) of underwater acoustics in a cylindrically symmetric medium consisting of water over a soft bottom B of range-dependent topography. There is strong indication that the initial-boundary value problem for this equation with just a homogeneous Dirichlet boundary condition posed on B may not be well-posed, for example when B is downsloping. We impose, in addition to the above, another homogeneous, second-order boundary condition, derived by assuming that the standard (narrow-angle) PE holds on B, and establish a priori H2 estimates for the solution of the resulting initial-boundary value problem for any bottom topography. After a change of the depth variable that makes B horizontal, we discretize the transformed problem by a second-order accurate finite difference scheme and show, in the case of upsloping and downsloping wedge-type domains, that the new model gives stable and accurate results. We also present an alternative set of boundary conditions that make the problem exactly energy conserving; one of these conditions may be viewed as a generalization of the Abrahamsson,Kreiss boundary condition in the wide-angle case. Copyright © 2008 John Wiley & Sons, Ltd. [source] UNSTEADY STATE DISPERSION OF AIR POLLUTANTS UNDER THE EFFECTS OF DELAYED AND NONDELAYED REMOVAL MECHANISMSNATURAL RESOURCE MODELING, Issue 4 2009MANJU AGARWAL Abstract In this paper, we present a two-dimensional time-dependent mathematical model for studying the unsteady state dispersion of air pollutants emitted from an elevated line source in the atmosphere under the simultaneous effects of delayed (slow) and nondelayed (instantaneous) removal mechanisms. The wind speed and coefficient of diffusion are taken as functions of the vertical height above the ground. The deposition of pollutants on the absorptive ground and leakage into the atmosphere at the inversion layer are also included in the model by applying appropriate boundary conditions. The model is solved numerically by the fractional step method. The Lagrangian approach is used to solve the advection part, whereas the Eulerian finite difference scheme is applied to solve the part with the diffusion and removal processes. The solutions are analyzed to observe the effects of coexisting delayed and nondelayed removal mechanisms on overall dispersion. Comparison of delayed and nondelayed removal processes of equal capacity shows that the latter (nondelayed) process is more effective than the former (delayed removal) in the removal of pollutants from the atmosphere. [source] On stable implicit difference scheme for hyperbolic,parabolic equations in a Hilbert spaceNUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, Issue 5 2009Allaberen Ashyralyev Abstract The first-order of accuracy difference scheme for approximately solving the multipoint nonlocal boundary value problem for the differential equation in a Hilbert space H, with self-adjoint positive definite operator A is presented. The stability estimates for the solution of this difference scheme are established. In applications, the stability estimates for the solution of difference schemes of the mixed type boundary value problems for hyperbolic,parabolic equations are obtained. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009 [source] A space-time mixed-hybrid finite element method for the damped wave equationNUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, Issue 2 2008A. Serghini Mounim Abstract A space-time finite element method is introduced to solve the linear damped wave equation. The scheme is constructed in the framework of the mixed-hybrid finite element methods, and where an original conforming approximation of H(div;,) is used, the latter permits us to obtain an upwind scheme in time. We establish the link between the nonstandard finite difference scheme recently introduced by Mickens and Jordan and the scheme proposed. In this regard, two approaches are considered and in particular we employ a formulation allowing the solution to be marched in time, i.e., one only needs to consider one time increment at a time. Numerical results are presented and compared with the analytical solution illustrating good performance of the present method. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2008 [source] Finite element approximation of a forward and backward anisotropic diffusion model in image denoising and form generalizationNUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, Issue 2 2008Carsten Ebmeyer Abstract A new forward,backward anisotropic diffusion model is introduced. The two limit cases are the Perona-Malik equation and the Total Variation flow model. A fully discrete finite element scheme is studied using C0 -piecewise linear elements in space and the backward Euler difference scheme in time. A priori estimates are proven. Numerical results in image denoising and form generalization are presented.© 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008 [source] Alternating direction finite volume element methods for 2D parabolic partial differential equationsNUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, Issue 1 2008Tongke Wang Abstract On the basis of rectangular partition and bilinear interpolation, this article presents alternating direction finite volume element methods for two dimensional parabolic partial differential equations and gives three computational schemes, one is analogous to Douglas finite difference scheme with second order splitting error, the second has third order splitting error, and the third is an extended locally one dimensional scheme. Optimal L2 norm or H1 semi-norm error estimates are obtained for these schemes. Finally, two numerical examples illustrate the effectiveness of the schemes. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007 [source] An economical difference scheme for heat transport equation at the microscale,NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, Issue 6 2004Zhiyue Zhang Abstract Heat transport at the microscale is of vital importance in microtechnology applications. In this article, we proposed a new ADI difference scheme of the Crank-Nicholson type for heat transport equation at the microscale. It is shown that the scheme is second order accurate in time and in space in the H1 norm. Numerical result implies that the theoretical analysis is correct and the scheme is effective. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2004 [source] On the numerical approach of the enthalpy method for the Stefan problemNUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, Issue 4 2004Khaled Omrani Abstract In this article an error bound is derived for a piecewise linear finite element approximation of an enthalpy formulation of the Stefan problem; we have analyzed a semidiscrete Galerkin approximation and completely discrete scheme based on the backward Euler method and a linearized scheme is given and its convergence is also proved. A second-order error estimates are derived for the Crank-Nicolson Galerkin method. In the second part, a new class of finite difference schemes is proposed. Our approach is to introduce a new variable and transform the given equation into an equivalent system of equations. Then, we prove that the difference scheme is second order convergent. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2004 [source] A second-order linearized difference scheme on nonuniform meshes for nonlinear parabolic systems with Neumann boundary value conditionsNUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, Issue 2 2004Ling-yun Zhang Abstract A linearized three-level difference scheme on nonuniform meshes is derived by the method of the reduction of order for the Neumann boundary value problem of a nonlinear parabolic system. It is proved that the difference scheme is uniquely solvable and second-order convergent in L, -norm. A numerical example is given. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 230,247, 2004 [source] A convergent three-level finite difference scheme for solving a dual-phase-lagging heat transport equation in spherical coordinatesNUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, Issue 1 2004Weizhong Dai Abstract Heat transport at the microscale is of vital importance in microtechnology applications. The heat transport equation is different from the traditional heat diffusion equation since a second-order derivative of temperature with respect to time and a third-order mixed derivative of temperature with respect to space and time are introduced. In this study, we consider the heat transport equation in spherical coordinates and develop a three-level finite difference scheme for solving the heat transport equation in a microsphere. It is shown that the scheme is convergent, which implies that the scheme is unconditionally stable. Results show that the numerical solution converges to the exact solution. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 60,71, 2004. [source] An unconditionally stable and O(,2 + h4) order L, convergent difference scheme for linear parabolic equations with variable coefficientsNUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, Issue 6 2001Zhi-Zhong Sun Abstract M. K. Jain, R. K. Jain, and R. K. Mohanty presented a finite difference scheme of O(,2 + ,h2 + h4) for solving the one-dimensional quasilinear parabolic partial differential equation, uxx = f(x, t, u, ut, ux), with Dirichlet boundary conditions. The method, when applied to a linear constant coefficient case, was shown to be unconditionally stable by the Von Neumann method. In this article, we prove that the method, when applied to a linear variable coefficient case, is unconditionally stable and convergent with the convergence order O(,2 + h4) in the L, -norm. In addition, we obtain an asymptotic expansion of the difference solution, with which we obtain an O(,4 + ,2h4 + h6) order accuracy approximation after extrapolation. And last, we point out that the analysis method in this article is efficacious for complex equations. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17:619,631, 2001 [source] Low-curvature image simplifiers: Global regularity of smooth solutions and Laplacian limiting schemesCOMMUNICATIONS ON PURE & APPLIED MATHEMATICS, Issue 6 2004Andrea L. Bertozzi We consider a class of fourth-order nonlinear diffusion equations motivated by Tumblin and Turk's "low-curvature image simplifiers" for image denoising and segmentation. The PDE for the image intensity u is of the form where g(s) = k2/(k2 + s2) is a "curvature" threshold and , denotes a fidelity-matching parameter. We derive a priori bounds for ,u that allow us to prove global regularity of smooth solutions in one space dimension, and a geometric constraint for finite-time singularities from smooth initial data in two space dimensions. This is in sharp contrast to the second-order Perona-Malik equation (an ill-posed problem), on which the original LCIS method is modeled. The estimates also allow us to design a finite difference scheme that satisfies discrete versions of the estimates, in particular, a priori bounds on the smoothness estimator in both one and two space dimensions. We present computational results that show the effectiveness of such algorithms. Our results are connected to recent results for fourth-order lubrication-type equations and the design of positivity-preserving schemes for such equations. This connection also has relevance for other related fourth-order imaging equations. © 2004 Wiley Periodicals, Inc. [source] On the modified Crank,Nicholson difference schemes for parabolic equation with non-smooth data arising in biomechanicsINTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN BIOMEDICAL ENGINEERING, Issue 5 2010Allaberen Ashyralyev Abstract In the present paper, we consider the mixed problem for one-dimensional parabolic equation with non-smooth data generated by the blood flow through glycocalyx on the endothelial cells. Stable numerical method is developed and solved by using the r-modified Crank,Nicholson schemes. Numerical analysis is given for a constructed problem. Copyright © 2008 John Wiley & Sons, Ltd. [source] Computational methods for optical molecular imagingINTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN BIOMEDICAL ENGINEERING, Issue 12 2009Duan Chen Abstract A new computational technique, the matched interface and boundary (MIB) method, is presented to model the photon propagation in biological tissue for the optical molecular imaging. Optical properties have significant differences in different organs of small animals, resulting in discontinuous coefficients in the diffusion equation model. Complex organ shape of small animal induces singularities of the geometric model as well. The MIB method is designed as a dimension splitting approach to decompose a multidimensional interface problem into one-dimensional ones. The methodology simplifies the topological relation near an interface and is able to handle discontinuous coefficients and complex interfaces with geometric singularities. In the present MIB method, both the interface jump condition and the photon flux jump conditions are rigorously enforced at the interface location by using only the lowest-order jump conditions. This solution near the interface is smoothly extended across the interface so that central finite difference schemes can be employed without the loss of accuracy. A wide range of numerical experiments are carried out to validate the proposed MIB method. The second-order convergence is maintained in all benchmark problems. The fourth-order convergence is also demonstrated for some three-dimensional problems. The robustness of the proposed method over the variable strength of the linear term of the diffusion equation is also examined. The performance of the present approach is compared with that of the standard finite element method. The numerical study indicates that the proposed method is a potentially efficient and robust approach for the optical molecular imaging. Copyright © 2008 John Wiley & Sons, Ltd. [source] | ||||||||||||||||