Showing papers on "Finite difference published in 1997"

Wavelet and multiscale methods for operator equations

Abstract: More than anything else, the increase of computing power seems to stimulate the greed for tackling ever larger problems involving large-scale numerical simulation. As a consequence, the need for understanding something like the intrinsic complexity of a problem occupies a more and more pivotal position. Moreover, computability often only becomes feasible if an algorithm can be found that is asymptotically optimal. This means that storage and the number of floating point operations needed to resolve the problem with desired accuracy remain proportional to the problem size when the resolution of the discretization is refined. A significant reduction of complexity is indeed often possible, when the underlying problem admits a continuous model in terms of differential or integral equations. The physical phenomena behind such a model usually exhibit characteristic features over a wide range of scales. Accordingly, the most successful numerical schemes exploit in one way or another the interaction of different scales of discretization. A very prominent representative is the multigrid methodology; see, for instance, Hackbusch (1985) and Bramble (1993). In a way it has caused a breakthrough in numerical analysis since, in an important range of cases, it does indeed provide asymptotically optimal schemes. For closely related multilevel techniques and a unified treatment of several variants, such as multiplicative or additive subspace correction methods, see Bramble, Pasciak and Xu (1990), Oswald (1994), Xu (1992), and Yserentant (1993). Although there remain many unresolved problems, multigrid or multilevel schemes in the classical framework of finite difference and finite element discretizations exhibit by now a comparatively clear profile. They are particularly powerful for elliptic and parabolic problems.

Suitability of upwind-biased finite difference schemes for large-eddy simulation of turbulent flows

Abstract: We have simulated flow past a circular cylinder at a Reynolds number of 3.9 X 10 3 using a solver that employs an energy-conservative second-order central difference scheme for spatial discretization. Detailed comparisons of turbulence statistics and energy spectra in the downstream wake region (7.0 < x/D < 10.0) have been made with the results of Beaudan and Moin and with experiments to assess the impact of numerical diffusion on the flowfield. Based on these comparisons, conclusions are drawn on the suitability of higher-order upwind schemes for LES in complex geometries.

Essentially Non-Oscillatory and Weighted Essentially Non-Oscillatory Schemes for Hyperbolic Conservation Laws

Abstract: In these lecture notes we describe the construction, analysis, and application of ENO (Essentially Non-Oscillatory) and WENO (Weighted Essentially Non-Oscillatory) schemes for hyperbolic conservation laws and related Hamilton-Jacobi equations. ENO and WENO schemes are high order accurate finite difference schemes designed for problems with piecewise smooth solutions containing discontinuities. The key idea lies at the approximation level, where a nonlinear adaptive procedure is used to automatically choose the locally smoothest stencil, hence avoiding crossing discontinuities in the interpolation procedure as much as possible. ENO and WENO schemes have been quite successful in applications, especially for problems containing both shocks and complicated smooth solution structures, such as compressible turbulence simulations and aeroacoustics. These lecture notes are basically self-contained. It is our hope that with these notes and with the help of the quoted references, the reader can understand the algorithms and code them up for applications. Sample codes are also available from the author.

Mixed Finite Elements for Elliptic Problems with Tensor Coefficients as Cell-Centered Finite Differences

Abstract: We present an expanded mixed finite element approximation of second-order elliptic problems containing a tensor coefficient. The mixed method is expanded in the sense that three variables are explicitly approximated, namely, the scalar unknown, the negative of its gradient, and its flux (the tensor coefficient times the negative gradient). The resulting linear system is a saddle point problem. In the case of the lowest order Raviart--Thomas elements on rectangular parallelepipeds, we approximate this expanded mixed method by incorporating certain quadrature rules. This enables us to write the system as a simple, cell-centered finite difference method requiring the solution of a sparse, positive semidefinite linear system for the scalar unknown. For a general tensor coefficient, the sparsity pattern for the scalar unknown is a 9-point stencil in two dimensions and 19 points in three dimensions. Existing theory shows that the expanded mixed method gives optimal order approximations in the $L^2$- and $H^{-s}$-norms (and superconvergence is obtained between the $L^2$-projection of the scalar variable and its approximation). We show that these rates of convergence are retained for the finite difference method. If $h$ denotes the maximal mesh spacing, then the optimal rate is $O(h)$. The superconvergence rate $O(h^{2})$ is obtained for the scalar unknown and rate $O(h^{3/2})$ for its gradient and flux in certain discrete norms; moreover, the full $O(h^{2})$ is obtained in the strict interior of the domain. Computational results illustrate these theoretical results.

Galois Theory of Difference Equations

Abstract: Picard-Vessiot rings.- Algorithms for difference equations.- The inverse problem for difference equations.- The ring S of sequences.- An excursion in positive characteristic.- Difference modules over .- Classification and canonical forms.- Semi-regular difference equations.- Mild difference equations.- Examples of equations and galois groups.- Wild difference equations.- q-difference equations.

High-frequency response of atomic-force microscope cantilevers

Abstract: Recent advances in atomic-force microscopy have moved beyond the original quasistatic implementation into a fully dynamic regime in which the atomic-force microscope cantilever is in contact with an insonified sample. The resulting dynamical system is complex and highly nonlinear. Simplification of this problem is often realized by modeling the cantilever as a one degree of freedom system. This type of first-mode approximation (FMA), or point-mass model, has been successful in advancing material property measurement techniques. The limits and validity of such an approximation have not, however, been fully addressed. In this article, the complete flexural beam equation is examined and compared directly with the FMA using both linear and nonlinear examples. These comparisons are made using analytical and finite difference numerical techniques. The two systems are shown to have differences in drive-point impedance and are influenced differently by the interaction damping. It is shown that the higher modes must be included for excitations above the first resonance if both the low and high frequency dynamics are to be modeled accurately.

Numerical solution of the Poisson–Boltzmann equation using tetrahedral finite-element meshes

Abstract: The automatic three-dimensional mesh generation system for molecular geometries developed in our laboratory is used to solve the Poisson–Boltzmann equation numerically using a finite element method. For a number of different systems, the results are found to be in good agreement with those obtained in finite difference calculations using the DelPhi program as well as with those from boundary element calculations using our triangulated molecular surface. The overall scaling of the method is found to be approximately linear in the number of atoms in the system. The finite element mesh structure can be exploited to compute the gradient of the polarization energy in 10–20% of the time required to solve the equation itself. The resulting timings for the larger systems considered indicate that energies and gradients can be obtained in about half the time required for a finite difference solution to the equation. The development of a multilevel version of the algorithm as well as future applications to structure optimization using molecular mechanics force fields are also discussed. © 1997 John Wiley & Sons, Inc. J Comput Chem18: 1591–1608, 1997

Finite-difference modelling of magnetotelluric fields in two-dimensional anisotropic media

Abstract: SUMMARY An algorithm for the numerical modelling of magnetotelluric fields in 2-D generally anisotropic block structures is presented. Electrical properties of the individual homogeneous blocks are described by an arbitrary symmetric and positive-definite conductivity tensor. The problem leads to a coupled system of partial differential equations for the strike-parallel components of the electromagnetic field, Ex and H,. These equations are numerically approximated by the finite-difference (FD) method, making use of the integro-interpolation approach. As the magnetic component H, is constant in the non-conductive air, only equations for the electric mode are approximated within the air layer. The system of linear difference equations, resulting from the FD approximation, can be arranged in such a way that its matrix is symmetric and band-limited, and can be solved, for not too large models, by Gaussian elimination. The algorithm is applied to model situations which demonstrate some non-trivial phenomena caused by electrical anisotropy. In particular, the effect of 2-D anisotropy on the relation between magnetotelluric impedances and induction arrows is studied in detail.

Bifurcation of Low Reynolds Number Flows in Symmetric Channels

Abstract: The flowfields in two-dimensional channels with discontinuous expansions are studied numerically to understand how the channel expansion ratio influences the symmetric and nonsymmetric solutions that are known to occur. For improved confidence and understanding, two distinct numerical techniques are used. The general flowfield characteristics in both symmetric and asymmetric regimes are ascertained by a time-marching finite difference procedure. The flowfields and the bifurcation structure of the steady solutions of the Navier-Stokes equations are determined independently using the finite element technique. The two procedures are then compared both as to their predicted critical Reynolds numbers and the resulting flowfield characteristics. Following this, both numerical procedures are compared with experiments.

Sympletic Finite Difference Approximations of the Nonlinear Klein--Gordon Equation

Abstract: We analyze three finite difference approximations of the nonlinear Klein--Gordon equation and show that they are directly related to symplectic mappings. Two of the schemes, the Perring--Skyrme and Ablowitz--Kruskal--Ladik, are long established, and the third is a new, higher order accurate scheme. We test the schemes on traveling wave and periodic breather problems over long time intervals and compare their accuracy and computational costs with those of symplectic and nonsymplectic method-of-lines approximations and a nonsymplectic energy conserving method.

Finite Difference of Adjoint or Adjoint of Finite Difference

Abstract: Adjoint models are used for atmospheric and oceanic sensitivity studies in order to efficiently evaluate the sensitivity of a cost function (e.g., the temperature or pressure at some target time tf, averaged over some region of interest) with respect to the three-dimensional model initial conditions. The time-dependent sensitivity, that is the sensitivity to initial conditions as function of the initial time ti, may be obtained directly and most efficiently from the adjoint model solution. There are two approaches to formulating an adjoint of a given model. In the first (“finite difference of adjoint”), one derives the continuous adjoint equations from the linearized continuous forward model equations and then formulates the finite-difference implementation of the continuous adjoint equations. In the second (“adjoint of finite difference”), one derives the finite-difference adjoint equations directly from the finite difference of the forward model. It is shown here that the time-dependent sensiti...

Completed Richardson extrapolation in space and time

Abstract: The technique of Richardson extrapolation, which has previously been used on time-independent problems, is extended so that it can also be used on time-dependent problems. The technique presented is completed in the sense that the extrapolated solution is calculated at all spatial grid nodes which coincide with nodes of the finest grid considered. Numerical examples are presented when the technique is applied to the Lax–Wendroff and Crank–Nicholson finite difference schemes which are used to approximate solutions to the convection–diffusion equation. The examples show that extrapolation can be an easy and efficient way in which to produce accurate numerical solutions to time-dependent problems. © 1997 John Wiley & Sons, Ltd.

Long range corrections to thermodynamic properties of inhomogeneous systems with planar interfaces

Abstract: Expressions for the long range corrections to configurational energy, normal pressure, surface tension, and chemical potential of an inhomogeneous system with two planar interfaces are developed. Applying the Euler forward difference scheme to correlate the density at any height to that of a central spatial element separates the corrections into two parts: one relates directly to the central local density, and another is due to the density differences between the central local value and those around the central spatial element. An analytical expression is obtained for the first part when the Lennard-Jones potential function is adopted in the evaluation. Variations of these properties along the normal direction are illustrated in terms of the equilibrium density profiles obtained from Monte Carlo simulations performed at T*=0.90 and T*=1.15.

Analysis of Moving Mesh Partial Differential Equations with Spatial Smoothing

Abstract: Two moving mesh partial differential equations (MMPDEs) with spatial smoothing are derived based upon the equidistribution principle. This smoothing technique is motivated by the robust moving mesh method of Dorfi and Drury [J. Comput. Phys., 69 (1987), pp. 175--195]. It is shown that under weak conditions the basic property of no node-crossing is preserved by the spatial smoothing, and a local quasi-uniformity property of the coordinate transformations determined by these MMPDEs is proven. It is also shown that, discretizing the MMPDEs using centered finite differences, these basic properties are preserved.

A semidiscrete nonlinear scale-space theory and its relation to the Perona—Malik paradox

Abstract: Although much effort has been spent in the recent decade to establish a theoretical foundation of certain partial differential equations (PDEs) as scale-spaces, it is almost never taken into account that, in practice, images are sampled on a fixed pixel grid1. For nonlinear PDE-based filters, usually straightforward finite difference discretizations are applied in the hope that they reflect the nice properties of the continuous equations. Since scale-spaces cannot perform better than their numerical discretizations, however, it would be desirable to have a genuinely discrete nonlinear framework which reflects the discrete nature of digital images. In this paper we discuss a semidiscrete scale-space framework for nonlinear diffusion filtering. It keeps the scale-space idea of having a continuous time parameter, while taking into account the spatial discretization on a fixed pixel grid. It leads to nonlinear systems of coupled ordinary differential equations. Conditions are established under which one can prove existence of a stable unique solution which preserves the average grey level. An interpretation as a smoothing scale-space transformation is introduced which is based on an extremum principle and the existence of a large class of Lyapunov functionals comprising for instance p-norms, even central moments and the entropy. They guarantee that the process is not only simplifying and information-reducing, but also converges to a constant image as the scale parameter t tends to infinity.

3-D implicit finite‐difference migration by multiway splitting

Abstract: We show that 3-D implicit finite‐difference schemes can be realized by multiway splitting in such a way that the steep dip problem and the problem of numerical anisotropy are overcome. The basic idea is as follows. We approximate the 3-D square root operator by a sequence of 2-D operators in three, four, or six directions to solve the azimuth symmetry problem. Each 2-D square root operator is then approximated by a sequence of implicit 2-D operators to improve steep dip accuracy. This sequence contains some unknown coefficients, which are calculated by a Taylor expansion technique or by an optimization technique. In the Taylor expansion method, the square root and its approximation are expanded into power series. By comparing the terms, the unknown coefficients are calculated. The more 2-D finite‐difference operators for cascading are taken and the more directions for downward continuation are chosen, the more terms from power series can be compared to obtain a higher‐degree migration operator with better...

New finite difference formulations for general inhomogeneous anisotropic bioelectric problems

Abstract: Due to its low computational complexity, finite difference modeling offers a viable tool for studying bioelectric problems, allowing the field behaviour to be observed easily as different system parameters are varied. Previous finite difference formulations, however, have been limited mainly to systems in which the conductivity is orthotropic, i.e., a strictly diagonal conductivity tensor. This in turn has limited the effectiveness of the finite difference technique in modeling complex anatomies with arbitrarily anisotropic conductivities, e.g., detailed fiber structures of muscles where the fiber can lie in any arbitrary direction. Here, the authors present both two-dimensional and three dimensional finite difference formulations that are valid for structures with an inhomogeneous and nondiagonal conductivity tensor. A data parallel computer, the connection machine CM-5, is used in the finite difference implementation to provide the computational power and memory for solving large problems. The finite difference grid is mapped effectively to the CM-5 by associating a group of nodes with one processor. Details on the new approach and its data parallel implementation are presented together with validation and computational performance results. In addition, an application of the new formulation in providing the potential distribution inside a canine torso during electrical defibrillation is demonstrated.

A Domain Decomposition Method for the Acoustic Wave Equation with Discontinuous Coefficients and Grid Change

Abstract: A domain decomposition technique is proposed for the computation of the acoustic wave equation in which the bulk modulus and density fields are allowed to be discontinuous at the interfaces. Inside each subdomain, the method presented coincides with the second-order finite difference schemes traditionally used in geophysical modeling. However, the possibility of assigning to each subdomain its own space-step makes numerical simulations much less expensive. Another interest of the method lies in the fact that its hybrid variational formulation naturally leads to exact equations for gridpoints on the interfaces. Transposing Babuska--Brezzi's formalism on mixed and hybrid finite elements provides a suitable functional framework for this domain decomposition formulation and shows that the inf-sup condition remains the basic requirement for convergence to occur.

On beam propagation methods for modelling in integrated optics

Abstract: In this paper the main features of the Fourier transform and finite difference beam propagation methods are summarized Limitations and improvements, related to the paraxial approximation, finite differencing and tilted structures are discussed

Finite difference Poisson‐Boltzmann electrostatic calculations: Increased accuracy achieved by harmonic dielectric smoothing and charge antialiasing

Abstract: A common problem in the calculation of electrostatic potentials with the Poisson-Boltzmann equation using finite difference methods is the effect of molecular position relative to the grid. Previously a uniform charging method was shown to reduce the grid dependence substantially over the point charge model used in commercially available codes. In this article we demonstrate that smoothing the charge and dielectric values on the grid can improve the grid independence, as measured by the spread of calculated values, by another order of magnitude. Calculations of Born ion solvation energies, small molecule solvation energies, the electrostatic field of superoxide dismutase, and protein-protein binding energies are used to demonstrate that this method yields the same results as the point charge model while reducing the positional errors by several orders of magnitude. © 1997 by John Wiley & Sons, Inc.

Analyzing and Synthesizing Images by Evolving Curves with theOsher-Sethian Method

Abstract: Numerical analysis of conservation laws plays an important role in the implementation of curve evolution equations. This paper reviews the relevant concepts in numerical analysis and the relation between curve evolution, Hamilton-Jacobi partial differential equations, and differential conservation laws. This close relation enables us to introduce finite difference approximations, based on the theory of conservation laws, into curve evolution. It is shown how curve evolution serves as a powerful tool for image analysis, and how these mathematical relations enable us to construct efficient and accurate numerical schemes. Some examples demonstrate the importance of the CFL condition as a necessary condition for the stability of the numerical schemes.