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This paper presents a novel meshless technique for solving a class of fractional differential equations based on moving least squares and on the existence of a fractional Taylor series for Caputo derivatives. A “Generalized Finite Difference” approach is followed in order to derive a simple discretization of the space fractional derivatives. Consistency, stability and convergence of the method are proved. Several examples illustrating the accuracy of the method are given.

In a previous paper based on the interpolation finite difference method, a calculation system was shown for calculating 1D (one-dimensional) Laplace’s equation and Poisson’s equation using high-order difference schemes. Finite difference schemes, from the usual second-order to tenth-order differences, including odd number order differences, were systematically and instantaneously derived over equally/unequally spaced grid points based on the Lagrange interpolation function. Using the direct method with the band diagonal matrix algorithm, 1D Poisson equations were numerically calculated under double precision floating arithmetic, but it became clear that high accurate calculations could not be secured in high-order differences because “digit-loss errors” caused by the finite precision of computations occurred in the calculations when using the high-order differences. The double precision calculation corresponds to 15 (significant) digit calculation. In this paper, we systematically investigate how the calculation accuracy changes by high precision calculations (30-digit, and 45-digit calculations). Under 45-digit calculation, where the digit-loss error can be almost ignored, the high-order differences enable extremely high-accurate calculations.

The intent of this paper is to discuss the history and origins of Lagrangian hydrodynamic methods for simulating shock driven flows. The majority of the pioneering research occurred within the Manhattan Project. A range of Lagrangian hydrodynamic schemes were created between 1943 and 1948 by John von Neumann, Rudolf Peierls, Tony Skyrme, and Robert Richtmyer. These schemes varied significantly from each other; however, they all used a staggered-grid and finite difference approximations of the derivatives in the governing equations, where the first scheme was by von Neumann. These ground-breaking schemes were principally published in Los Alamos laboratory reports that were eventually declassified many decades after authorship, which motivates us to document the work and describe the accompanying history in a paper that is accessible to the broader scientific community. Furthermore, we seek to correct historical omissions on the pivotal contributions made by Peierls and Skyrme to creating robust Lagrangian hydrodynamic methods for simulating shock driven flows. Understanding the history of Lagrangian hydrodynamic methods can help explain the origins of many modern schemes and may inspire the pursuit of new schemes.

Modeling of kinetic plasmas using electromagnetic particle in cell (EM-PIC) methods is a well worn problem, in that methods developed have been used extensively both understanding physics and exploiting them for device design. EM-PIC tools have largely relied on finite difference methods coupled with particle representations of the distribution function. Refinements to ensure consistency and charge conservation have largely been ad hoc efforts specific to finite difference methods. Meanwhile, solution methods for field solver have grown by leaps and bounds with significant performance metrics compared to finite difference methods. Developing new EM-PIC computational schemes that leverage modern field solver technology means re-examining analysis framework necessary for self-consistent EM-PIC solution. In this article, we prescribe general rubrics for charge conservation, demonstrate how these are satisfied in conventional finite difference PIC as well as finite element PIC, and prescribe a novel charge conserving finite element PIC. Our effort leverages proper mappings on to de-Rham sequences and lays a groundwork for understanding conditions that must be satisfied for consistency. Several numerical results demonstrate the applicability of these rubrics.

This paper describes the optimisation theory on which VPFIT, a non-linear least-squares program for modelling absorption spectra, is based. Particular attention is paid to precision. Voigt function derivatives have previously been calculated using numerical finite difference approximations. We show how these can instead be computed analytically using Taylor series expansions and look-up tables. We introduce a new optimisation method for an efficient descent path to the best-fit, combining the principles used in both the Gauss-Newton and Levenberg-Marquardt algorithms. A simple practical fix for ill-conditioning is described, a common problem when modelling quasar absorption systems. We also summarise how unbiased modelling depends on using an appropriate information criterion to guard against over- or under-fitting. The methods and the new implementations introduced in this paper are aimed at optimal usage of future data from facilities such as ESPRESSO/VLT and HIRES/ELT, particularly for the most demanding applications such as searches for spacetime variations in fundamental constants and attempts to detect cosmological redshift drift., 15 pages, 7 figures, to appear in MNRAS

The separation of P- and S-wavefields is considered to be an effective approach for eliminating wave-mode crosstalk in elastic reverse time migration (RTM). At present, the Helmholtz decomposition method is widely used for isotropic media. However, it tends to change the amplitudes and phases of the separated wavefields compared with the original wavefields. Other methods used to obtain pure P- and S-wavefields include the application of the elastic wave equations of the decoupled wavefields. To achieve high computational accuracy, staggered-grid finite-difference (FD) schemes are usually used to numerically solve the equations by introducing an additional stress variable. However, the computational cost of this method is high because a conventional hybrid wavefield (the P- and S-wavefields are mixed together) simulation must be created before the P- and S-wavefields can be calculated. We have developed the first-order particle velocity equations to reduce the computational cost. The equations can describe four types of particle-velocity wavefields: the vector P-wavefield, the scalar P-wavefield, the vector S-wavefield, and the vector S-wavefield rotated in the direction of the curl factor. Without introducing the stress variable, only the four types of particle velocity variables are used to construct the staggered-grid FD schemes; therefore, the computational cost is reduced. We also develop an algorithm to calculate the P and S propagation vectors using the four particle velocities, which is simpler than the Poynting vector. Finally, we apply the velocity equations and propagation vectors to elastic RTM and angle-domain common-image gather computations. These numerical examples illustrate the efficiency of our methods.

As the main way to reproduce flow response in subsurface reservoirs, the reservoir simulation could drastically assist in reducing the uncertainties in the geological characterization and in optimizing the field development strategies. However, the challenges in providing efficient and accurate solutions for complex field cases constrain further utilization of this technology. In this work, we develop a new reservoir simulation framework based on advanced spatial discretization and linearization schemes, the mimetic finite difference (MFD) and operator-based linearization (OBL), for fully implicit temporal discretization. The MFD has gained some popularity lately since it was developed to solve for unstructured grids and full tensor properties while mimicking the fundamental properties of the system (i.e. conservation laws, solution symmetries, and the fundamental identities and theorems of vector and tensor calculus). On the other hand, in the OBL the mass-based formulations are written in an operator form where the parametric space of the unknowns is treated in a piece-wise manner for the linearization process. Moreover, the values of these operators are usually precomputed into a nodal tabulation and with the implementation of multi-linear interpolation, the values of these operators and their derivatives during a simulation run can be determined in an efficient way for the Jacobian assembly at any time-step. This saves computational time during complex phase behavior computations. By first coupling these two schemes within a parallel framework, we can solve large and complex reservoir simulation problems in an efficient manner. Finally, we present a benchmark case that compares the numerical solutions to a Buckley-Leverett analytical solution to assure their accuracy and convergence. Moreover, we test three challenging field cases to demonstrate the performance of the advanced parallel framework for complex reservoir simulation.

Recently, Hoang and Egbelowo (Boletin de la Sociedad Matematica Mexicana, 2020) proposed a nonstandard finite difference scheme (NSFD) to get a discrete SIR epidemic model with saturated incidence rate and constant vaccination. The discrete model was derived by discretizing the right-hand sides of the system locally and the first order derivative is approximated by the generalized forward difference method but with a restrictive denominator function. Their analysis showed that the NSFD scheme is dynamically-consistent only for relatively small time-step sizes. In this paper, we propose and analyze an alternative NSFD scheme by applying nonlocal approximation and choosing the denominator function such that the proposed scheme preserves the boundedness of solutions. It is verified that the proposed discrete model is dynamically-consistent with the corresponding continuous model for all time-step size. The analytical results have been confirmed by some numerical simulations. We also show numerically that the proposed NSFD scheme is superior to the Euler method and the NSFD method proposed by Hoang and Egbelowo (2020).

In this work we introduce a novel semi-implicit structure-preserving finite-volume/finite-difference scheme for the viscous and resistive equations of magnetohydrodynamics (MHD) based on an appropriate 3-split of the governing PDE system, which is decomposed into a first convective subsystem, a second subsystem involving the coupling of the velocity field with the magnetic field and a third subsystem involving the pressure-velocity coupling. The nonlinear convective terms are discretized explicitly, while the remaining two subsystems accounting for the Alfven waves and the magneto-acoustic waves are treated implicitly. The final algorithm is at least formally constrained only by a mild CFL stability condition depending on the velocity field of the pure hydrodynamic convection. To preserve the divergence-free constraint of the magnetic field exactly at the discrete level, a proper set of overlapping dual meshes is employed. The resulting linear algebraic systems are shown to be symmetric and therefore can be solved by means of an efficient standard matrix-free conjugate gradient algorithm. One of the peculiarities of the presented algorithm is that the magnetic field is defined on the edges of the main grid, while the electric field is on the faces. The final scheme can be regarded as a novel shock-capturing, conservative and structure preserving semi-implicit scheme for the nonlinear viscous and resistive MHD equations. Several numerical tests are presented to show the main features of our novel solver: linear-stability in the sense of Lyapunov is verified at a prescribed constant equilibrium solution; a 2nd-order of convergence is numerically estimated; shock-capturing capabilities are proven against a standard set of stringent MHD shock-problems; accuracy and robustness are verified against a nontrivial set of 2- and 3-dimensional MHD problems., 44 pages, 22 figures, 2 tables

In this paper we intend to construct a structure preserving difference scheme for two-dimensional space-fractional nonlinear Schrodinger (2D SFNS) equation with the integral fractional Laplacian. The temporal direction is discretized by the modified Crank-Nicolson method, and the spatial variable is approximated by a novel fractional central difference method. The mass and energy conservations and the convergence are rigorously proved for the proposed scheme. For 1D SFNS equation, the convergence relies heavily on the L ∞ -norm boundness of the numerical solution of the proposed scheme. However, we cannot obtain the L ∞ -norm boundness of the numerical solution by using the similar process for the 2D SFNS equation. One of the major significance of this paper is that we first obtain the L ∞ -norm boundness of the numerical solution and L 2 -norm error estimate via the popular “cut-off” function for the 2D SFNS equation. Further, we reveal that the spatial discretization generates a block-Toeplitz coefficient matrix, and it will be ill-conditioned as the spatial grid mesh number M and the fractional order α increase. Thus, we exploit an linearized iteration algorithm for the nonlinear system, so that it can be efficiently solved by the Krylov subspace solver with a suitable preconditioner, where the 2D fast Fourier transform (2D FFT) is applied in the solver to accelerate the matrix-vector product, and the standard orthogonal projection approach is used to eliminate the drift of mass and energy. Extensive numerical results are reported to confirm the theoretical analysis and high efficiency of the proposed algorithm.

In this paper, we focus on the numerical computation for a class of fourth-order fractional sub-diffusion equations with spatially variable coefficient under the first Dirichlet boundary conditions. Two finite difference schemes with second order accuracy are derived by applying L 2 − 1 σ formula and FL 2 − 1 σ formula respectively to approximate the time Caputo derivative. The main novelty is that a novel technique is introduced to deal with the first Dirichlet boundary conditions, which is compatible with the main equation with spatially variable coefficient. The solvability, unconditional stability and convergence of both schemes are proved by using the discrete energy method and mathematical induction. A difference scheme for such problem with two dimensions is also proposed and analyzed. Numerical results show that the suggested schemes have the almost same accuracy and the FL 2 − 1 σ scheme can reduce the storage and computational cost significantly.

In this paper, a mathematical model of Visceral Leishmaniasis is considered. The model incorporates three populations, the human, the reservoir and the vector host populations. A detailed analysis of the model is presented. This analysis reveals that the model undergoes a backward bifurcation when the associated reproduction threshold is less than unity. For the case where the death rate due to VL is negligible, the disease-free equilibrium of the model is shown to be globally-asymptotically stable if the reproduction number is less than unity. Noticing that the governing model is a system of highly nonlinear differential equations, its analytical solution is hard to obtain. To this end, a special class of numerical methods, known as the nonstandard finite difference (NSFD) method is introduced. Then a rigorous theoretical analysis of the proposed numerical method is carried out. We showed that this method is unconditionally stable. The results obtained by NSFD are compared with other well-known standard numerical methods such as forward Euler method and the fourth-order Runge–Kutta method. Furthermore, the NSFD preserves the positivity of the solutions and is more efficient than the standard numerical methods.

In this paper, we formulate and analyze a new fractional-order Logistic model with feedback control, which is different from a recognized mathematical model proposed in our very recent work. Asymptotic stability of the proposed model and its numerical solutions are studied rigorously. By using the Lyapunov direct method for fractional dynamical systems and a suitable Lyapunov function, we show that a unique positive equilibrium point of the new model is asymptotically stable. As an important consequence of this, we obtain a new mathematical model in which the feedback control variables only change the position of the unique positive equilibrium point of the original model but retain its asymptotic stability. Furthermore, we construct unconditionally positive nonstandard finite difference (NSFD) schemes for the proposed model using the Mickens’ methodology. It is worth noting that the constructed NSFD schemes not only preserve the positivity but also provide reliable numerical solutions that correctly reflect the dynamics of the new fractional-order model. Finally, we report some numerical examples to support and illustrate the theoretical results. The results indicate that there is a good agreement between the theoretical results and numerical ones.

In this paper, we consider the approximation of abstract thermoelastic models. It is by now well known that approximated systems are not in general uniformly exponentially or polynomially stable with respect to the discretization parameter, even if the continuous system has this property. Our goal in this paper is to study the uniform exponential/polynomial stability of a sequence of a system of weakly coupled thermoelastic models. We prove that when $0\leqslant \beta

Predicting the evolution of environmental dispersion of settling particles in wetland flows has a wide range of applications in ecological engineering. In the current research work, the dispersion phenomena in a two dimensional width-independent concentration field of settling pollutants is studied using a semi-analytical approach based on the method of integral moments. A finite difference implicit scheme is used to solve the time dependent advection-diffusion equation. The influence of different physical parameters such as settling velocity, Peclet number, vegetation parameter and dispersion time on the spreading of instantaneous and uniform release of tracers in a homogeneous fully vegetated wetland channel flow is analyzed. Hermite polynomial representation is employed to determine the longitudinal distribution of mean concentration. It is seen that with the increment of vegetation parameter, the Taylor dispersivity decreases because vegetation parameter resists the flow velocity. Also, with the enhancement of dispersion time, mean concentration of settling pollutants decreases and it expanded more along longitudinally. It is remarkable that the peak of the mean concentration of the pollutants reduce as settling velocity increases.

In this paper, we introduce a Finite Difference Fictitious Domain Wavelet Method (FDFDWM) for solving two dimensional (2D) linear elliptic partial differential equations (PDEs) with Dirichlet boundary conditions on regular geometric domain. The method reduces the 2D PDE into a 1D system of ordinary differential equations and applies a compactly supported wavelet to approximate the solution. The problem is embedded in a fictitious domain to aid the enforcement of the Dirichlet boundary conditions. We present numerical analysis and show that our method yields better approximation to the solution of the Dirichlet problem than traditional methods like the finite element and finite difference methods.

On the present work it is presented a new category of continued fraction functions (CFF) of a real variable $$\lambda$$ , named “the $$\epsilon$$ class”, such that $$\lambda$$ enters in the CFF through small or infinitesimal contributions in the partial quotients. These CFF emerge on the secular equation of the Sturm–Liouville equation (SLE) by a finite difference treatment. Also, it was obtained the eigenvalues of the one-dimensional Schrodinger equation (a particular case of SLE) from the CFF secular equation. The case of the two-dimensional Schrodinger equation was partially studied.

Hybrid nanomaterial flowing through Darcy–Forchheimer (D–C) porous medium bounded between two infinite parallel walls is considered in this analysis. The lower wall is fixed and stretchable, while the upper wall moves (squeezes) toward lower one. Cattaneo–Christov (C–C) heat flux is addressed instead of traditional Fourier’s heat flux. Further lower wall is subjected to melting heat. Viscous dissipation accounts heat transport features. Hybrid nanomaterial is constructed through dispersion of both GO (Grapheneoxide) and Cu (Copper) nanoparticles in the water-based liquid. Mathematical formulation in form of PDEs is done. Resulting PDEs are then non-dimensionalized via choosing suitable variables. Numerical technique namely FDM (finite difference method) through FD (forward difference) approximations is executed for these PDEs in order to construct the solutions. Moreover, the velocities and temperature are expressed graphically through involved physical parameters. Velocity of hybrid nanofluid (GO + Cu + Water) enhances with higher estimations of squeezing parameter and Reynolds number while it reduces with an increment in Forchheimer number and porosity parameter. Reduction in temperature of hybrid nanofluid (GO + Cu + Water) is noticed against larger melting parameter while it boosts for higher squeezing parameter and Eckert number.

Distributed-order fractional differential equations, where the differential order is distributed over a range of values rather than being just a fixed value as it is in the classical differential equations, offer a powerful tool to describe multi-physics phenomena. In this article, we develop and analyze an efficient finite difference/generalized Hermite spectral method for the distributed-order time-fractional reaction-diffusion equation on one-, two-, and three-dimensional unbounded domains. Considering the Gauss-Legendre quadrature rule for the distributed integral term in temporal direction, we first approximate the original distributed-order time-fractional problem by the multi-term time-fractional differential equation. Then, we apply the L2- 1 σ formula for the discretization of the multi-term Caputo fractional derivatives. Moreover, we employ the generalized Hermite functions with scaling factor for the spectral approximation in space. The detailed implementations of the method are presented for one-, two-, and three-dimensional cases of the fractional problem. The stability and convergence of the method are strictly established, which shows that the proposed method is unconditionally stable and convergent with second-order accuracy in time. In addition, the optimal error estimate is derived for the space approximation. Finally, we perform numerical examples to support the theoretical claims.

In the paper, the high-order conservative schemes are presented for space fractional nonlinear Schrodinger equation. First, we give two class high-order difference schemes for fractional Risze derivative by compact difference method and extrapolating method, and show the convergence analysis of the two methods. Then, we apply high-order conservative difference schemes in space direction, and Crank-Nicolson, linearly implicit and relaxation schemes in time direction to solve fractional nonlinear Schrodinger equation. Moreover, we show that the arising schemes are uniquely solvable and approximate solutions converge to the exact solution at the rate O ( τ 2 + h 4 ) , and preserve the mass and energy conservation laws. Finally, we given numerical experiments to show the efficiency of the conservative finite difference schemes.

The problem of air pollution modelling near road which is situated in complex terrain is under consideration. To simulate wind flow pattern in case of complex terrain Navier-Stokes’s equations were used. NavierStokes’s equations were written using Helmholtz variables. Numerical finite difference schemes of splitting were used for numerical integration of Navier-Stokes’s equations. Equation of connective-diffusive pollutant transfer was used to simulate air pollution. Finite difference scheme of splitting was used for numerical integration of convectivediffusive equation of pollutant transfer. Computer code was developed on the basis of created numerical model. The results of a numerical experiment are presented.

The current study is concerned with the investigation of the combined effects of thermophoretic motion and thermal radiation on steady, viscous, incompressible and two-dimensional mixed convection flow of optically dense grey fluid. The governing equations are made dimensionless by using suitable dimensionless variables and further are transformed into a convenient form for a numerical algorithm. The transformed flow model is integrated by using an efficient finite difference methd. Effects of the assorted parameters involved in the flow model such as Prandtl number, mixed convection parameter, modified mixed convection parameter, Schmidt number, radiation parameter, thermophoresis parameter and thermophoretic coefficient on velocity field, temperature distribution, and mass concentration are demonstrated graphically. The numerical results of skin friction, the heat transfer rate and the mass transfer rate under the effect of pertinent parameters are displayed in tabular form.

In this paper, we consider a delayed diffusive SVEIR model with general incidence. We first establish the threshold dynamics of this model. Using a Nonstandard Finite Difference (NSFD) scheme, we then give the discretization of the continuous model. Applying Lyapunov functions, global stability of the equilibria are established. Numerical simulations are presented to validate the obtained results. The prolonged time delay can lead to the elimination of the infectiousness. Electronic Supplementary Material Supplementary material is available in the online version of this article at 10.1007/s10473-021-0421-9.

The pollution propagation within the underground water reservoirs is a challenging and important phenomenon. In the current work, the numerical simulation of pollution transport in an underground channel is performed using the meshless method. To account the anomalous dispersion in a general case, the variable order fractional mass transfer equation is utilized for a rectangular channel. The clean fluid stream enters the channel and due to several phenomenon including the leakage of pollution from the channel walls, the internal pollution source, and the occurrence of the chemical reactions, the pollution content is affected. The non-dimensional form of the governing equation is derived to introduce the dominant dimensionless group numbers. The numerical solution of the obtained equation is established based on the meshless local Petrov–Galerkin method using the moving Kriging interpolation. The Dirac delta function is used as a test function over the local sub-domains. To discretize the present formulation in space variables, we apply the moving Kriging shape functions. Also, to estimate the fractional-order versus the time, finite difference relation is utilized. Using Kronecker’s delta property of moving Kriging interpolation shape functions the boundary conditions in the final system are imposed automatically. The main aim of this technique is to investigate a global estimation for the model, which consequently decrease such problems to those of solving a system of algebraic equations. To determine the accuracy and efficiency of the present method on regular and irregular domains, an example is given in various domains and with regular and irregular distributed points. Also, the effect of major parameters including the fractional order exponent, leakage velocity, chemical reaction rate constant, diffusion coefficient in addition to the stationary/moving pollution source is also examined. It will be shown that, by enhancement of the diffusivity from 0.1 to 20, the outlet concentration reduces by 25.1%, while diffusivity increase from 20 to 50 affects the exiting pollution by merely 7.0%.

In this work, finite element simulation of the two-dimensional linear and nonlinear form of the Higgs boson equation in de Sitter space-time is presented. The mathematical model of the problem is linear and power type nonlinear Klein–Gordon-like partial differential equations. Therefore, we discretize the temporal variable using the finite difference method and we also discretize the spatial variable using the finite element method. We use the Newton linearization technique which is one of the most useful linearization techniques for the linearization of the nonlinear partial differential equations. In the Newton method, we consider the Jacobian matrix numerically. Applying the considered numerical scheme we obtain the Bubble-like solutions in good agreement with the numerical results and theory available in the literature.

This study presents theoretical results on natural convection in vertical air-filled enclosures with isothermal hot and cold walls. The flow is considered to be two-dimension al laminar, und steady. The effect of the aspect ratio on the heat transfer and the natural convection flow is discussed. The effect of some finite difference schemes on the numerical method used has been discussed in this paper. The Rayleigh number varied from 103 - 106, the aspect ratio from 1-10 and the Prandtl number equals 0.73. A comparison has been also made with the available data in the literature.

In this article, we develop semi-analytical solutions for the barrier (perhaps, time-dependent) and American options written on the underlying stock that follows a time-dependent Ornstein–Uhlenbeck process with a lognormal drift. Semi-analytical means that given the time-dependent interest rate, continuous dividend and volatility functions, one need to solve a linear (for the barrier option) or nonlinear (for the American option) Volterra equation of the second kind (or a Fredholm equation of the first kind). After that, the option prices in all cases are presented as one-dimensional integrals of combination of the preceding solutions and Jacobi theta functions. We also demonstrate that computationally our method is more efficient than the backward finite difference method traditionally used for solving these problems, and can be as efficient as the forward finite difference solver while providing better accuracy and stability. TOPICS:Derivatives, options, statistical methods Key Findings ▪ For the first time the method of generalized integral transform, invented in physics for solving an initial-boundary value parabolic problem at [0, y(t)] with a moving boundary [y(t)], is applied to finance. ▪ Using this method, pricing of barrier and American options, where the underlying follows a time-dependent OU process (the Bachelier model with drift) are solved in a semi-analytical form. ▪ It is demonstrated that computationally this method is more efficient than the backward and even forward finite difference method traditionally used for solving these problems whereas providing better accuracy and stability.

In this paper, we present a deep learning framework for solving two-dimensional elliptic equations with singular forces on arbitrary domains. This work follows the ideas of the physical-inform neural networks to approximate the solutions and the immersed boundary method to deal with the singularity on an interface. Numerical simulations of elliptic equations with regular solutions are initially analyzed in order to deeply investigate the performance of such methods on rectangular and irregular domains. We study the deep neural network solutions for different number of training and collocation points as well as different neural network architectures. The accuracy is also compared with standard schemes based on finite differences. In the case of singular forces, the analytical solution is continuous but the normal derivative on the interface has a discontinuity. This discontinuity is incorporated into the equations as a source term with a delta function which is approximated using a Peskin's approach. The performance of the proposed method is analyzed for different interface shapes and domains. Results demonstrate that the immersed boundary neural network can approximate accurately the analytical solution for elliptic problems with and without singularity.

This work investigates finite differences and the use of (diagonal) quadratic interpolation models to obtain approximations to the first and (non-mixed) second derivatives of a function. Here, it is shown that if a particular set of points is used in the interpolation model, then the solution to the associated linear system (i.e., approximations to the gradient and diagonal of the Hessian) can be obtained in $\mathcal {O}(n)$ computations, which is the same cost as finite differences, and is a saving over the $\mathcal {O}(n^{3})$ cost when solving a general unstructured linear system. Moreover, if the interpolation points are chosen in a particular way, then the gradient approximation is $\mathcal {O}(h^{2})$ accurate, where h is related to the distance between the interpolation points. Numerical examples confirm the theoretical results.

A new dynamic predict method for solving the problem of a wearable body temperature measuring equipment’s poor dynamic response characteristics and a data fitting method of body temperature under experimental conditions are proposed in this paper. The method is based on the law of conservation of energy, Taylor expansion in respect of time and the idea of finite difference. The predictive equations of predict temperature with respect to predict coefficient and known time nodes’ temperature are established, the body temperature can be quickly obtained by measuring the first few minutes’ temperature. The predicted results are well verified by experimental data. And the possible influencing factors for prediction are analyzed, which include difference scheme, initial temperature, body temperature, time constant and temperature difference. This method allows the body temperature measurement equipment with lower price get higher performance, which greatly improved the practicability of temperature sensors that measurement process satisfy the first order inertia link.

In this work one discusses a uniform observability of a semi-discrete Timoshenko beam model. We established an observability inequality to a particular class of solutions given by Fourier’s development and we prove that there exists a lack of numerical observability to the spectral problem in the setting of the spatial finite difference, i.e., the observability constant blows-up as the mesh-size h tends to zero. The semi-discrete system in finite difference avoids a numerical anomaly known as locking phenomenon on shear force and, in addition, such system raises an important problem in theoretical numerical analysis consisting in the determination of the Fourier’s solution that takes into account the parity of a sequence of the vibration modes.

A new Finite Difference complete in phase method with vanished derivatives of the Phase-lag up to order five for the initial value problems with periodical and/or oscillating solutions is produced in the present paper.

A porous medium equation is a nonlinear parabolic partial differential equation that presents many physical occurrences. The solutions of the porous medium equation are important to facilitate the investigation on nonlinear processes involving fluid flow, heat transfer, diffusion of gas-particles or population dynamics. As part of the development of a family of efficient iterative methods to solve the porous medium equation, the Half-Sweep technique has been adopted. Prior works in the existing literature on the application of Half-Sweep to successfully approximate the solutions of several types of mathematical problems are the underlying motivation of this research. This work aims to solve the one-dimensional porous medium equation efficiently by incorporating the Half-Sweep technique in the formulation of an unconditionally-stable implicit finite difference scheme. The noticeable unique property of Half-Sweep is its ability to secure a low computational complexity in computing numerical solutions. This work involves the application of the Half-Sweep finite difference scheme on the general porous medium equation, until the formulation of a nonlinear approximation function. The Newton method is used to linearize the formulated Half-Sweep finite difference approximation, so that the linear system in the form of a matrix can be constructed. Next, the Successive Over Relaxation method with a single parameter was applied to efficiently solve the generated linear system per time step. Next, to evaluate the efficiency of the developed method, deemed as the Half-Sweep Newton Successive Over Relaxation (HSNSOR) method, the criteria such as the number of iterations, the program execution time and the magnitude of absolute errors were investigated. According to the numerical results, the numerical solutions obtained by the HSNSOR are as accurate as those of the Half-Sweep Newton Gauss-Seidel (HSNGS), which is under the same family of Half-Sweep iterations, and the benchmark, Newton-Gauss-Seidel (NGS) method. The improvement in the numerical results produced by the HSNSOR is significant, and requires a lesser number of iterations and a shorter program execution time, as compared to the HSNGS and NGS methods.

In this study, a new evolutionary optimized finite difference based computing paradigm is presented for dynamical analysis of dust density model for the ensemble of electrical charges and dust particles represented with nonlinear oscillatory system based on hybridization of Van-der Pol and Mathieu equation (VDP-ME). Strength of accurate and effective discretization ability of finite difference method (FDM) is exploited to transform VDP-ME to equivalent nonlinear system of algebraic equations. The residual error based fitness function of the transformed model is constructed by the competency of approximation theory in mean square sense. The optimization of the residual error of the system through hybrid meta-heuristic computing paradigm GA-SQP; genetic algorithm (GA) for viable global search aided with rapid fine tuning of sequential quadratic programming (SQP). The proposed GA-SQP-FDM is applied on variants of dust density model of VDP-ME by varying the rate of charged dust grain production, as well as, loss and comparison of results with state of art numerical procedure established the worth of the scheme in terms of accuracy and convergence measures endorsed through statistical observations on large dataset.

This work addresses a hybrid scheme for the numerical solutions of time fractional Tricomi and Keldysh type equations. In proposed methodology, Haar wavelets are used for discretization in space while $$\theta$$ -weighted scheme coupled with second order finite differences and quadrature rule are employed for temporal discretization and fractional derivative respectively. Stability of the proposed scheme is described theoretically and validated computationally which is an essential chunk of the current work. Efficiency of the suggested scheme is endorsed through resolutions level and time step size. Goodness of the obtained solutions confirmed through computing error norms $${\mathbb E}_{\infty }$$ , $${\mathbb E}_2$$ and matching with existing results in literature. Moreover, convergence rate is also checked for considered problems. Numerical simulations show good performance for both 1D and 2D test problems.

In this work, nanofluid’s stagnation point flow is studied considering a stretchable cylinder that is oriented vertically with the perspective of application in irrigation systems and biotechnology. The study carried the modified Fourier’s flux and buoyancy force. The prescribed surface temperature (PST) is utilized. The governing PDEs initially transformed into ODE. A numeric technique based on the Newton forward difference scheme is used to feature extraction of velocity, concentration, and temperature against the parameters having physical worth. The outcomes are studied through sketching the graphs of numeric data received. We perceived that the higher value of the unsteadiness parameter reduces the velocity, temperature, and concentration profile while the enhancing buoyancy boosted the velocity profile.

In this paper, mathematical model of measles transmission dynamics considering vaccination and herd immunity is discussed. The solution of the model is investigated using euler, atangana, dan nonstandard finite difference method. After comparing the solutions of the model, we observe that the solutions obtained by using euler and atangana method diverge for certain step. On the other hand, the solutions obtained by using nonstandard finite difference always converge.

Large-eddy simulations of supersonic, turbulent flow in asymmetric and symmetric planar nozzles are carried out using high-order finite difference schemes and a large-eddy simulation approach based...

The Lattice Boltzmann Method (LBM) is a numerical method developed in recent decades. It has the characteristics of high parallel efficiency and simple boundary processing. The basic idea is to construct a simplified dynamic model so that the macroscopic behavior of the model is the same as the macroscopic equation. From the perspective of micro-dynamics, LBM treats macro-physical quantities as micro-quantities to obtain results by statistical averaging. The Finite-difference LBM (FDLBM) is a new numerical method developed based on LBM. The first finite-difference LBE (FDLBE) was perhaps due to Tamura and Akinori and was examined by Cao et al. in more detail. Finite-difference LBM was further extended to curvilinear coordinates with nonuniform grids by Mei and Shyy. By improving the FDLBE proposed by Mei and Shyy, a new finite difference LBM is obtained in the paper. In the model, the collision term is treated implicitly, just as done in the Mei-Shyy model. However, by introducing another distribution function based on the earlier distribution function， the implicitness of the discrete scheme is eliminated, and a simple explicit scheme is finally obtained, such as the standard LBE. Furthermore, this trick for the FDLBE can also be easily used to develop more efficient FVLBE and FELBE schemes. To verify the correctness and feasibility of this improved FDLBM model, which is used to calculate the square cavity model, and the calculated results are compared with the data of the classic square cavity model. The comparison result includes two items: the velocity on the centerline of the square cavity and the position of the vortex center in the square cavity. The simulation results of FDLBM are very consistent with the data in the literature. When Re=400, the velocity profiles of u and v on the centerline of the square cavity are consistent with the data results in Ghia's paper, and the vortex center position in the square cavity is also almost the same as the data results in Ghia's paper. Therefore, the verification of FDLBM is successful and FDLBM is feasible. This improved method can also serve as a reference for subsequent research.

This article investigates the behavior of conjugate natural convection over a finite vertical surface immersed in a micropolar fluid in the presence of intense thermal radiation. The governing boundary layer equations are made dimensionless and then transformed into suitable form by introducing the non-similarity transformations. The reduced system of parabolic partial differential equations is integrated numerically along the vertical plate by using an implicit finite difference Keller-box method. The features of fluid flow and heat transfer characteristics for various values of micropolar or material parameter, K , conjugate parameter, B , and thermal radiation parameter, R d , are analyzed and presented graphically. Results are presented for the local skin friction coefficient, heat transfer rate and couple stress coefficient for high Prandtl number. It is found that skin friction coefficient and couple stress coefficient reduces whereas heat transfer rate enhances when the micro-inertia parameter increases. All the physical quantities get augmented with thermal radiation.

Construction of high-order difference schemes based on Taylor series expansion has long been a hot topic in computational mathematics, while its application in comprehensive weather models is still very rare. Here, the properties of high-order finite difference schemes are studied based on idealized numerical testing, for the purpose of their application in the Global/Regional Assimilation and Prediction System (GRAPES) model. It is found that the pros and cons due to grid staggering choices diminish with higher-order schemes based on linearized analysis of the one-dimensional gravity wave equation. The improvement of higher-order difference schemes is still obvious for the mesh with smooth varied grid distance. The results of discontinuous square wave testing also exhibits the superiority of high-order schemes. For a model grid with severe non-uniformity and non-orthogonality, the advantage of high-order difference schemes is inapparent, as shown by the results of two-dimensional idealized advection tests under a terrain-following coordinate. In addition, the increase in computational expense caused by high-order schemes can be avoided by the precondition technique used in the GRAPES model. In general, a high-order finite difference scheme is a preferable choice for the tropical regional GRAPES model with a quasi-uniform and quasi-orthogonal grid mesh.

Nonlinear discrete (finite-difference) system of equations subject to the influence of a random disturbances of the"white" noise type, which is a difference analog of systems of stochastic differential equations in the Ito form, is considered.The increased interest in such systems is associated with the use of digital control systems, financial mathematics, as well aswith the numerical solution of systems of stochastic differential equations. Stability problems are among the main problemsof qualitative analysis and synthesis of the systems under consideration. In this case, we mainly study the general problemof stability of the zero equilibrium position, within the framework of which stability is analyzed with respect to all variablesthat determine the state of the system. To solve it, a discrete-stochastic version of the method of Lyapunov functions hasbeen developed. The central point here is the introduction by N. N. Krasovskii, the concept of the averaged finite differenceof a Lyapunov function, for the calculation of which it is sufficient to know only the right-hand sides of the system and theprobabilistic characteristics of a random process. In this paper, for the class of systems under consideration, a statement ofa more general problem of stability of the zero equilibrium position is given: not for all, but for a given part of the variables defining it. For the case of deterministic systems of ordinary differential equations, the formulation of this problem goes backto the classical works of A. M. Lyapunov and V. V. Rumyantsev. To solve the problem posed, a discrete-stochastic version ofthe method of Lyapunov functions is used with a corresponding specification of the requirements for Lyapunov functions. Inorder to expand the capabilities of the method used, along with the main Lyapunov function, an additional (vector, generally speaking) auxiliary function is considered for correcting the region in which the main Lyapunov function is constructed.

In the present study, a numerical investigate the transport mechanism of laminar mixed convection in a vented enclosure. The walls of the cavity were kept adiabatic except the right vertical wall which was equipped with three fins dissipating the heat at a constant temperature. The equations of considered phenomenon were established and discretized by the finite difference method. The sweeping method line-by-line and the Thomas Algorithm (TDMA) were used for the resolution of the system of discretized equations. The results obtained showed that both the variations of the Prandtl and Richardson number have important effects on the flow structure and on the heat transfer.

All grid-based discretizations of the Helmholtz equation suffer from the so-called pollution effect, which is caused by numerical dispersion: plane waves propagate at the discrete level at speeds w...

The Landau--Lifshitz equation has been widely used to describe the dynamics of magnetization in a ferromagnetic material, which is highly nonlinear with the nonconvex constraint $|{m}|=1$. A crucia...

Stable multistep schemes based on Caputo fractional derivative approximation are presented for solving 1D and 2D nonlinear fractional model arising from dielectric media. We approximate Caputo fractional derivatives in time with a multistep scheme of order O ( τ 3 − α ) & O ( τ 3 − β ) , 1 β α 2 , spatial Laplacian operator with a central difference scheme, and nonlinear source term g ( B ) by using Taylor series. The discretization of the problem results in a linear system of equations that is tridiagonal and penta-diagonal for 1D and 2D case, respectively. The unique solvability and unconditional stability are derived for both cases. The convergence of schemes is established with the help of optimal error bounds. Further, we establish that the order of convergence for 1D case is O ( τ 3 − α + τ 3 − β + h 2 ) and for 2D case is O ( τ 3 − α + τ 3 − β + h x 2 + h y 2 ) . Moreover, the stability of our schemes are verified numerically by adding some linear and nonlinear noisy inputs. Finally, four test functions are investigated to show the effectiveness and stability of our schemes. The method is simple, easy to implement, and yields very accurate results.

The paper presents a method of numerical solution of the Schrodinger equation, which combines the finite-difference and Monte-Carlo approaches. The resulting method was effective and economical and, to a certain extent, not improved, i.e. optimal. The method itself is formalized as an algorithm for the numerical solution of the Schrodinger equation for a molecule with an arbitrary number of quantum particles. The method is presented and simultaneously illustrated by examples of solving the one-dimensional and multidimensional Schrodinger equation in such problems: linear one-dimensional oscillator, hydrogen atom, ion and hydrogen molecule, water, benzene and metallic hydrogen.

We address in this work the question of the discretization of two-dimensional periodic Dirac Hamiltonians. Standard finite differences methods on rectangular grids are plagued with the so-called Fermion doubling problem, which creates spurious unphysical modes. The classical way around the difficulty used in the physics community is to work in the Fourier space, with the inconvenience of having to compute the Fourier decomposition of the coefficients in the Hamiltonian and related convolutions. We propose in this work a simple real-space method immune to the Fermion doubling problem and applicable to all two-dimensional periodic lattices. The method is based on spectral differentiation techniques. We apply our numerical scheme to the study of flat bands in graphene subject to periodic magnetic fields and in twisted bilayer graphene.

In this paper, we propose a conservative semi-Lagrangian finite difference (SLFD) weighted essentially non-oscillatory (WENO) scheme, based on Runge-Kutta exponential integrator (RKEI) method, to solve one-dimensional scalar nonlinear hyperbolic equations. Conservative semi-Lagrangian schemes, under the finite difference framework, usually are designed only for linear or quasilinear conservative hyperbolic equations. Here we combine a conservative SLFD scheme developed in [ 21 ], with a high order RKEI method [ 7 ], to design conservative SLFD schemes, which can be applied to nonlinear hyperbolic equations. Our new approach will enjoy several good properties as the scheme for the linear or quasilinear case, such as, conservation, high order and large time steps. The new ingredient is that it can be applied to nonlinear hyperbolic equations, e.g., the Burgers' equation. Numerical tests will be performed to illustrate the effectiveness of our proposed schemes.