Showing papers on "Finite difference published in 1998"

New applications of integral equations methods for solvation continuum models: ionic solutions and liquid crystals

Abstract: We present a new method for solving numerically the equations associated with solvation continuum models, which also works when the solvent is an anisotropic dielectric or an ionic solution This method is based on the integral equation formalism Its theoretical background is set up and some numerical results for simple systems are given This method is much more effective than three‐dimensional methods used so far, like finite elements or finite differences, in terms of both numerical accuracy and computational costs

Classroom Note: Calculation of Weights in Finite Difference Formulas

Abstract: The classical techniques for determining weights in finite difference formulas were either computationally slow or very limited in their scope (e.g., specialized recursions for centered and staggered approximations, for Adams--Bashforth-, Adams--Moulton-, and BDF-formulas for ODEs, etc.). Two recent algorithms overcome these problems. For equispaced grids, such weights can be found very conveniently with a two-line algorithm when using a symbolic language such as Mathematica (reducing to one line in the case of explicit approximations). For arbitrarily spaced grids, we describe a computationally very inexpensive numerical algorithm.

Aerodynamic Design Optimization on Unstructured Meshes Using the Navier-Stokes Equations

Abstract: A discrete adjoint method is developed and demonstrated for aerodynamic design optimization on unstructured grids. The governing equations are the three-dimensional Reynolds-averaged Navier-Stokes equations coupled with a one-equation turbulence model. A discussion of the numerical implementation of the flow and adjoint equations is presented. Both compressible and incompressible solvers are differentiated and the accuracy of the sensitivity derivatives is verified by comparing with gradients obtained using finite differences. Several simplyfying approximations to the complete linearization of the residual are also presented, and the resulting accuracy of the derivatives is examined. Demonstration optimizations for both compressible and incompressible flows are given.

Finite element and difference approximation of some linear stochastic partial differential equations

Abstract: Difference and finite element methods are described, analyzed, and tested for numerical solution of linear parabolic and elliptic SPDEs driven by white noise. Weak and integral formulations of the stochastic partial differential equations are approximated, respectively, by finite element and difference methods. The white noise processes are approximated by piecewise constant random processes to facilitate convergence proofs for the finite element method. Error analyses of the two numerical methods yield estimates of convergence rates. Computational experiments indicate that the two numerical methods have similar accuracy but the finite element method is computationally more efficient than the difference method

Unified finite difference formulation for free vibration of cables

Abstract: In this paper, a finite difference formulation for vibration analysis of structural cables is introduced. This formulation incorporates into a unified solution the effects of the bending stiffness of cable and its sag-extensibility characteristics and provides a tool for accurate determination of vibration mode shapes and frequencies. Various cable-end conditions, variable cross sections, and intermediate springs and/or dampers are taken into account. Using a nondimensional form of this formulation, a parametric study was conducted on the effects of sag-extensibility and bending stiffness. The formulation is verified with available theoretical solutions and compared with finite-element analyses. Capabilities of this formulation are demonstrated through examples. A simple relationship among nondimensional cable parameters is also introduced for the range of parameters applicable to stay cables in cable-stayed bridges. This simple relationship provides an accurate tool for measurement of tension forces in s...

Accurate viscoelastic modeling by frequency‐domain finite differences using rotated operators

Abstract: The viscoelastic wave equation is an integro‐differential equation that requires special methods when using time‐domain numerical finite‐difference methods. In the frequency domain, the integral terms are easily represented by complex valued elastic media properties. There are further significant advantages to using the frequency domain if the forward or the inverse problem requires modeling or inverting a large number of prestack source gathers. Numerical modeling is expensive for seismic data because of the large number of wavelenghths typically separating sources from receivers, which results in a need for a large number of grid points. A major obstacle to using frequency‐domain methods is the consequent storage requirements. To reduce these, we maximize the accuracy and simultaneously minimize the spatial extent of the numerical operators. We achieve this by extending earlier published methods introduced for the viscoacoustic case to the viscoelastic case. This requires the formulation of two new nume...

A Two-Grid Finite Difference Scheme for Nonlinear Parabolic Equations

Abstract: We present a two-level finite difference scheme for the approximation of nonlinear parabolic equations. Discrete inner products and the lowest-order Raviart--Thomas approximating space are used in the expanded mixed method in order to develop the finite difference scheme. Analysis of the scheme is given assuming an implicit time discretization. In this two-level scheme, the full nonlinear problem is solved on a "coarse" grid of size H. The nonlinearities are expanded about the coarse grid solution and an appropriate interpolation operator is used to provide values of the coarse grid solution on the fine grid in terms of superconvergent node points. The resulting linear but nonsymmetric system is solved on a "fine" grid of size h. Some a priori error estimates are derived which show that the discrete L\infty(L2) and L2(H1) errors are $O(h^2 + H^{4-d/2} + \Delta t)$, where $d \geq 1$ is the spatial dimension.

Enhanced Cell-Centered Finite Differences for Elliptic Equations on General Geometry

Abstract: We present an expanded mixed finite element method for solving second-order elliptic partial differential equations on geometrically general domains. For the lowest-order Raviart--Thomas approximating spaces, we use quadrature rules to reduce the method to cell-centered finite differences, possibly enhanced with some face-centered pressures. This substantially reduces the computational complexity of the problem to a symmetric, positive definite system for essentially only as many unknowns as elements. Our new method handles general shape elements (triangles, quadrilaterals, and hexahedra) and full tensor coefficients, while the standard mixed formulation reduces to finite differences only in special cases with rectangular elements. As in other mixed methods, we maintain the local approximation of the divergence (i.e., local mass conservation). In contrast, Galerkin finite element methods facilitate general element shapes at the cost of achieving only global mass conservation. Our method is shown to be as accurate as the standard mixed method for a large class of smooth meshes. On nonsmooth meshes or with nonsmooth coefficients one can add Lagrange multiplier pressure unknowns on certain element edges or faces. This enhanced cell-centered procedure recovers full accuracy, with little additional cost if the coefficients or mesh geometry are piecewise smooth. Theoretical error estimates and numerical examples are given, illustrating the accuracy and efficiency of the methods.

Adaptive sparse grid multilevel methods for elliptic PDEs based on finite differences

Abstract: We present a multilevel approach for the solution of partial differential equations. It is based on a multiscale basis which is constructed from a one-dimensional multiscale basis by the tensor product approach. Together with the use of hash tables as data structure, this allows in a simple way for adaptive refinement and is, due to the tensor product approach, well suited for higher dimensional problems. Also, the adaptive treatment of partial differential equations, the discretization (involving finite differences) and the solution (here by preconditioned BiCG) can be programmed easily. We describe the basic features of the method, discuss the discretization, the solution and the refinement procedures and report on the results of different numerical experiments. — Author's Abstract

3-D finite-difference elastic wave modeling including surface topography

Abstract: Three‐dimensional finite‐difference (FD) modeling of seismic scattering from free surface topography has been pursued. We have developed exact 3-D free surface topography boundary conditions for the particle velocities. A velocity‐stress formulation of the full elastic wave equations together with the boundary conditions has been numerically modeled by an eighth‐order FD method on a staggered grid. We give a numerical stability criterion for combining the boundary conditions with curved‐grid wave equations, where a curved grid represents the physical medium with topography. Implementation of this stability criterion stops instabilities from arising in areas of steep and rough topographies. We have simulated scattering from teleseismic P-waves using a plane, vertically incident wavefront and real topography from a 40 × 40 km area centered at the NORESS array of seismic receiver stations in southeastern Norway. Synthetic snapshots and seismograms of the wavefield show clear conversion from P-waves to Rg (sh...

Finite volume methods on voronoi meshes

Abstract: Two cell-centered finite difference schemes on Voronoi meshes are derived and investigated. Stability and error estimates in a discrete H1-norm for both symmetric and nonsymmetric problems, including convection dominated, are proven. The theoretical results are illustrated with several numerical experiments. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14:193–212, 1998

Direct numerical simulation of turbulent compression ramp flow

Abstract: A numerical procedure for the direct numerical simulation of compressible turbulent flow and shock–turbulence interaction is detailed and analyzed. An upwind-biased finite-difference scheme with a compact centered stencil is used to discretize the convective part of the Navier–Stokes equations. The scheme has a uniformly high approximation order and allows for a spectral-like wave resolution while dissipating nonresolved wave numbers. When hybridized with an essentially nonoscillatory scheme near discontinuities, the scheme becomes shock–capturing and its resolution properties are preserved. Diffusive parts are discretized with symmetric compact finite differences and an explicit Runge–Kutta scheme is used for time-advancement. The peculiarities of efficient upwinding and coupling procedures are described and validation results are given. Using direct numerical simulation data, some aspects of turbulent supersonic compression ramp flow are studied to demonstrate the effectiveness of the simulation procedure.

A wavelet-optimized, very high order adaptive grid and order numerical method

Abstract: Wavelets detect information at different scales and at different locations throughout a computational domain. Furthermore, wavelets can detect the local polynomial content of computational data. Numerical methods are most efficient when the basis functions of the method are similar to the data present. By designing a numerical scheme in a completely adaptive manner around the data present in a computational domain, one can obtain optimal computational efficiency. This paper extends the numerical wavelet-optimized finite difference (WOFD) method to arbitrarily high order, so that one obtains, in effect, an adaptive grid and adaptive order numerical method which can achieve errors equivalent to errors obtained with a "spectrally accurate" numerical method.

Winslow Smoothing on Two-Dimensional Unstructured Meshes.

Abstract: The Winslow equations from structured elliptic grid generation are adapted to smoothing of two-dimensional unstructured meshes using a finite difference approach. We use a local mapping from a uniform N-valent logical mesh to a local physical subdomain. Taylor Series expansions are then applied to compute the derivatives which appear in the Winslow equations. The resulting algorithm for Winslow smoothing on unstructured triangular and quadrilateral meshes gives generally superior qualilty than traditional Laplacian smoothing, while retaining the resistance to mesh folding on structured quadrilateral meshes.

Improving a Complex Finite-Difference Ground Water Flow Model Through the Use of an Analytic Element Screening Model

Abstract: This paper demonstrates that analytic element models have potential as powerful screening tools that can facilitate or improve calibration of more complicated finite-difference and finite-element models. We demonstrate how a two-dimensional analytic element model was used to identify errors in a complex three-dimensional finite-difference model caused by incorrect specification of boundary conditions. An improved finite-difference model was developed using boundary conditions developed from a far-field analytic element model. Calibration of a revised finite-difference model was achieved using fewer zones of hydraulic conductivity and lake bed conductance than the original finite-difference model. Calibration statistics were also improved in that simulated base-flows were much closer to measured values. The improved calibration is due mainly to improved specification of the boundary conditions made possible by first solving the far-field problem with an analytic element model.

A two-dimensional P-SV hybrid method and its application to modeling localized structures near the core-mantle boundary

Abstract: A P-SV hybrid method is developed for calculating synthetic seismograms involving two-dimensional localized heterogeneous structures. The finite difference technique is applied in the heterogeneous region and generalized ray theory solutions from a seismic source are used in the finite difference initiation process. The seismic motions, after interacting with the heterogeneous structures, are propagated back to the Earth's surface analytically with the aid of the Kirchhoff method. Anomalous long-period SKS-SPdKS observations, sampling a region near the core-mantle boundary beneath the southwest Pacific, are modeled with the hybrid method. Localized structures just above the core-mantle boundary, with lateral dimensions of 250 to 400 km, can explain even the most anomalous data observed to date if S velocity drops up to 30% are allowed for a P velocity drop of 10%. Structural shapes and seismic properties of those anomalies are constrained from the data since synthetic waveforms are sensitive to the location and lateral dimension of seismic anomalies near the core-mantle boundary. Some important issues, such as the density change and roughness of the structures and the sharpness of the transition from the structures to the surrounding mantle, however, remain unresolved due to the nature of the data.

The Convergence Rate of Finite Difference Schemes in the Presence of Shocks

Abstract: Finite difference approximations generically have ${\cal O}(1)$ pointwise errors close to a shock. We show that this local error may effect the smooth part of the solution such that only first order is achieved even for formally higher-order methods. Analytic and numerical examples of this form of accuracy are given. We also show that a converging method will have the formal order of accuracy in domains where no characteristics have passed through a shock.