Our goal was to find more effective numerical algorithms to solve the heat or diffusion equation. We created new five-stage algorithms by shifting the time of the odd cells in the well-known odd-even hopscotch algorithm by a half time step and applied different formulas in different stages. First, we tested 105 = 100,000 different algorithm combinations in case of small systems with random parameters, and then examined the competitiveness of the best algorithms by testing them in case of large systems against popular solvers. These tests helped us find the top five combinations, and showed that these new methods are, indeed, effective since quite accurate and reliable results were obtained in a very short time. After this, we verified these five methods by reproducing a recently found non-conventional analytical solution of the heat equation, then we demonstrated that the methods worked for nonlinear problems by solving Fisher’s equation. We analytically proved that the methods had second-order accuracy, and also showed that one of the five methods was positivity preserving and the others also had good stability properties.
This paper introduces a set of new fully explicit numerical algorithms to solve the spatially discretized heat or diffusion equation. After discretizing the space and the time variables according to conventional finite difference methods, these new methods do not approximate the time derivatives by finite differences, but use a combined two-stage constant-neighbour approximation to decouple the ordinary differential equations and solve them analytically. In the final expression for the new values of the variable, the time step size appears not in polynomial or rational, but in exponential form with negative coefficients, which can guarantee stability. The two-stage scheme contains a free parameter p and we analytically prove that the convergence is second order in the time step size for all values of p and the algorithm is unconditionally stable if p is at least 0.5, not only for the linear heat equation, but for the nonlinear Fisher’s equation as well. We compare the performance of the new methods with analytical and numerical solutions. The results suggest that the new algorithms can be significantly faster than the widely used explicit or implicit methods, particularly in the case of extremely large stiff systems.
We examine the one-dimensional transient diffusion equation with a space-dependent diffusion coefficient. Such equations can be derived from the Fokker–Planck equation and are essential for understanding the diffusion mechanisms, e.g., in carbon nanotubes. First, we construct new, nontrivial analytical solutions with the classical self-similar Ansatz in one space dimension. Then we apply 14 different explicit numerical time integration methods, most of which are recently introduced unconditionally stable schemes, to reproduce the analytical solution. The test results show that the best algorithms, especially the leapfrog-hopscotch, are very efficient and severely outperform the conventional Runge–Kutta methods. Our results may attract attention in the community who develops multi-physics engineering software.
The time-dependent diffusion equation is studied, where the diffusion coefficient itself depends simultaneously on space and time. First, a family of novel, nontrivial analytical solutions is constructed in one space dimension with the classical self-similar Ansatz. Then, the analytical solution for two different sets of parameters is reproduced by 18 explicit numerical methods. Fourteen of these time integrators are recent unconditionally stable algorithms, which are often much more efficient than the mainstream explicit methods. Finally, the adaptive time-step version of some of these algorithms are created and tested versus widespread algorithms, such as the Runge–Kutta–Fehlberg solver.
This study aims at constructing new and effective fully explicit numerical schemes for solving the heat conduction equation. We use fractional time steps for the odd cells in the well-known odd–even hopscotch structure and fill it with several different formulas to obtain a large number of algorithm combinations. We generate random parameters in a highly inhomogeneous spatial distribution to set up discretized systems with various stiffness ratios, and systematically test these new methods by solving these systems. The best combinations are verified by comparing them to analytical solutions. We also show analytically that their rate of convergence is two and that they are unconditionally stable.