On Compact Finite Difference Schemes With Applications To Moving Boundary Problems

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Pettigrew, Michel Francois
thesis / dissertation description
Compact finite differences are introduced with the purpose of developing compact methods of higher order for the numerical solution of ordinary and elliptic partial differential equations.;The notion of poisedness of a compact finite difference is introduced. It is shown that if the incidence matrix of the underlying interpolation problem contains no odd unsupported sequences then the Polya conditions are necessary and sufficient for poisedness.;A Pade Operator method is used to construct compact formulae valid for uniform three point grids. A second Function-Theoretic method extends compact formulae to variably-spaced three point grids with no deterioration in the order of the truncation error.;A new fourth order compact method (CI4) leading to matrix systems with block tridiagonal structure, is applied to boundary value problems associated with second order ordinary differential equations. Numerical experiments with both linear and nonlinear problems and on uniform and nonuniform grids indicate rates of convergence of four.;An application is considered to the time-dependent one-dimensional nonlinear Burgers' equation in which an initial sinusoidal disturbance develops a very sharp boundary layer. It is found that the CI4 method, with a small number of points placed on a highly stretched grid, is capable of accurately resolving the boundary layer.;A new method (LCM) based on local polynomial collocation and Gauss-type quadrature and leading to matrix systems with block tridiagonal structure, is used to generate high order compact methods for ordinary differential equations. A tenth order method is shown to be considerably more efficient than the CI4 method.;A new fourth order compact method, based on the CI4 method, is developed for the solution, on variable grids, of two-dimensional, time independent elliptic partial differential equations. The method is applied to the ill-posed problem of calculating the interface in receding Hele-Shaw flow. Comparisons with exact solutions indicate that the numerical method behaves as expected for early times.;Finally, in an application to the simulation of contaminant transport within a porous medium under an evolving free surface, new fourth order explicit compact expressions for mixed derivatives are developed.