Finite difference method

Abstract: Conjugate heat transfer for two-dimensional, developing flow over an array of rectangular blocks, representing finite heat sources on parallel plates, is considered. Incompressible flow over multiple blocks is modeled using the fully elliptic form of the Navier-Stokes equations. A control-volume-based finite difference procedure with appropriate averaging for the diffusion coefficients is used to solve the coupling between the solid and fluid regions. The heat transfer characteristics resulting from recirculating zones around the blocks are presented. The analysis is extended to study the optimum spacing between heat sources for a fixed heat input and a desired maximum temperature at the heat source.

Abstract: Summary We present two accurate and efficient numerical schemes for a phase field dendritic crystal growth model, which is derived from the variation of a free-energy functional, consisting of a temperature dependent bulk potential and a conformational entropy with a gradient-dependent anisotropic coefficient. We introduce a novel Invariant Energy Quadratization approach to transform the free-energy functional into a quadratic form by introducing new variables to substitute the nonlinear transformations. Based on the reformulated equivalent governing system, we develop a first and a second order semi-discretized scheme in time for the system, in which all nonlinear terms are treated semi-explicitly. The resulting semi-discretized equations consist of a linear elliptic equation system at each time step, where the coefficient matrix operator is positive definite and thus, the semi-discrete system can be solved efficiently. We further prove that the proposed schemes are unconditionally energy stable. Convergence test together with 2D and 3D numerical simulations for dendritic crystal growth are presented after the semi-discrete schemes are fully discretized in space using the finite difference method to demonstrate the stability and the accuracy of the proposed schemes. Copyright © 2016 John Wiley & Sons, Ltd.

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

Abstract: The need often arises to analyze the dynamics of a system in terms of a discrete formulation. This can occur by using an a priori discrete model of the system or by discretizing a continuous model. For the latter case, the continuous model is represented by differential equations and the discrete forms come from the requirement to numerically integrate these equations. The concept of “dynamic consistency” plays an essential role in the construction of such discrete models which usually are expressed as finite difference equations. We define this concept and illustrate its application to the construction of nonstandard finite difference schemes.