1. Introduction
The advection–diffusion–reaction (ADR) equation is important in the application of various physical and chemical processes, such as absorption of pollutants in soil, exponential travelling waves, modeling of semiconductors, and modeling of biological processes, among others [
1,
2,
3]. The ADR equation is a partial differential equation generally represented by the equation below:
where
D is the diffusion coefficient,
represent the advection coefficient,
is the advection term,
is the diffusion term,
is the rate at which the concentration of substances changes over time, and
is the reaction term or the source [
4]. The advection–diffusion–reaction equation governs the process of advection and diffusion simultaneously [
5,
6,
7,
8].
In this paper, we develop the higher-order unconditionally positive finite difference methods (HUPFD) and apply them to solve the ADR equations. These methods extends to the unconditionally positive finite difference method (UPFD) developed by Chen-Charpentier and Kojouharov [
1] and it has subsequently been utilized by several other researchers, such as [
9,
10,
11]. The primary advantage of the UPFD is that it guarantees the positivity of solutions regardless of time step or mesh size. Numerical techniques that preserve solution positivity are crucial in physical applications, in quantities such as chemical species concentration, population sizes, and neutron numbers [
1] wherein only positive solution have meaning. The ADR equations are often difficult to solve exactly, and hence, the need to develop numerical methods that are good in solving the problem as accurately as possible with less computational time. Benito M et al. studied an unconditionally positivity-preserving scheme for solving the ADR equation. In this study, they found the UPFD schme produces good results when solving the ADR equation as compared to Crank–Nicolson method, and also that the method works for a larger time steps [
1]. Appadu A.R. studied the unconditionally positive schemes for biofilm formation on medical implant using the Allen–Cahn equation. In this study, he found that the proposed method produced good results, and that it is stable at all times for all step sizes
[
9]. Mahamond et al. tested and improved a nonconventional UPFD method, in which they found that the UPFD scheme is convergent time integrator with order 1, which necessitates investigation of the higher-order UPFD scheme [
12]. The study of higher-order numerical methods is of keen interest in the field of fluid dynamics, mathematical physics, engineering, etc, because they are known to produce highly accurate solutions [
13,
14]. Much research effort is put into developing efficient numerical methods that converge to the solution quickly and with less computational time [
15,
16,
17].
The novel HUPFD schemes we developed are validated on the linear, nonlinear, and system of ADR equations, and its findings are compared with those obtained using the exact solution, UPFD, Crank–Nicolson, and nonstandard finite difference methods. The efficiency of the developed approaches is assessed by comparing the errors, convergence rates, and computing times. In recent years, there has been significant interest in higher-order finite difference approaches. Kovac et al. (2021) introduced a novel approach for solving the diffusion or heat equation using explicit numerical methods. These approaches incorporate Huxley and Fisher’s reaction terms, which proved analytically that the convergence of the approaches for linear ordinary differential systems occurs at a fourth order in the time step size. Additionally, it was found that the provided methods are applicable to solve nonlinear equations in stiff cases. Kovacs et al. (2024) developed a novel two-stage explicit approach for the solution of partial differential equations that involve a diffusion and two reaction terms. A large system with random characteristics and discontinuous initial condition was utilized in this investigation. The researchers demonstrated that in the linear cases, the accuracy of the approaches follows a second order of accuracy, and it is unconditionally stable. Gurarslan et al. (2013) introduced a sixth-order compact difference scheme and a fourth-order Runge–Kutta scheme to generate numerical solutions for the one-dimensional advection–diffusion equation. In this study, the solutions were found to be highly accurate in solving the concurrent transport equation for the one-dimensional advection–diffusion equation. Other examples can be found in [
18,
19,
20,
21,
22,
23,
24,
25,
26,
27,
28,
29,
30,
31,
32,
33]. The need for the development of HUPFD approaches arise from the limitations observed in numerical methods. In order to achieve accuracy in solutions for solving majority of the partial differential equations, a significant amount of computational time is required.
This study primarily focuses on the development and evaluation of the HUPFD, showing that augmenting the order of the UPFD schemes to higher-order results in an implicit scheme that is unconditionally stable, and progressively improves its accuracy with respect to time and space.
The subsequent sections of the paper are structured sequentially.
Section 2 provides an introduction to the UPFD,
Section 3 focuses on the development of the HUPFD, and
Section 4 and
Section 5 include the numerical analysis of the linear advection–diffusion–reaction equation using the HUPFD, which include stability analysis and consistency of the methods. The efficiency and effectiveness of the HUPFD approach in solving the linear advection–diffusion–reaction equations has been shown by numerical examples in
Section 6. These examples are presented in comparison to the analytical results. The conclusion of the investigation is presented in
Section 7.
2. The Unconditionally Positive Finite Difference Scheme
In this section, we present details of the UPFD schemes [
1] as given below:
where the spatial step size is
and the grid points are given as
,
. The time step size
, with the corresponding grid points given as
,
.
Note that when approximating the derivatives of the first and second space, the terms in the finite difference schemes are evaluated at different time levels n and . This is required to preserve the positivity of the solution. Equation (2a) is used when the coefficient of the first space derivative is negative, while Equation (2b) is used when the derivative is positive. Conversely, Equation (4) is employed regardless of the positive or negative nature of the coefficient of the second space derivative. However, when the negative coefficient to the diffusion term is used, the solution is expected to blow up, which will undoubtedly impact stability.
3. Development of the Higher-Order Unconditionally Positive Finite Difference Schemes
The development of the higher-order unconditionally positive finite difference (HUPFD) involves the study of three distinct cases, resulting in the formulation of three different algorithms, denoted as HUPFD 1, HUPFD 2, and HUPFD 3. The objective is to develop a robust approach, based on the principles of the UPFD, which preserves the positivity of solutions. The process of developing finite difference schemes for space derivatives in practical situations involves a careful consideration of the tradeoffs between accuracy, stability, consistency, and computing costs. Engineers and scientists employ varying methods in accordance with the specific demands of their simulations and the limitations imposed by their computational resources, with a primary focus on attaining accuracy. This study focuses on the construction of HUPFD schemes utilizing various orders within finite difference schemes for space derivative schemes. The objective is to explore combinations that yield improved results. The unconditionally positive finite difference methods are a category of methods used to approximate the solution of partial differential equations. These methods are applicable to various real-life problems, including heat transfer, stress/strain mechanics, fluid dynamics, and electromagnetics.
3.1. HUPFD 1
In this case, the higher-order method is achieved by considering the first-order formula for the first space derivative and the fourth-order approximation for the second space derivative, as shown below:
where the spatial step size is
and the grid points are given as
,
.
3.2. HUPFD 2
In this case, the HUPFD scheme is obtained by considering the second-order formula for the first space derivative and the fourth-order formula for the second space derivative, as shown below:
where the spatial step size is
and the grid points are given as
,
.
3.3. HUPFD 3
In this case, HUPFD schemes are obtained by considering the fourth-order formula for the derivatives of the first and second space, as shown below:
where the spatial step size is
and the grid points are given as
,
.
6. Solving the Nonlinear ADR Equation by Using HUPFD 2
In this section, we solve the linear ADR equation by the HUPFD 2 scheme.
By substituting Equation (10) into (
58), the following equation is obtained:
By simplifying Equation (82), the following is obtained:
Let , , , , , , , .
Equation (83) is simplified to the following equation:
The HUPFD 2 scheme to solve nonlinear ADR equation is as follows:
where:
and:
6.1. Consistency
By using the Taylor expansion given below, the following system of Equations are obtained:
By substituting Equation (
88) into (84), we obtain the following:
when
,
, the original reaction diffusion equation is not produced, which implies the fourth order of unconditionally positive on advection diffusion reaction equation is not consistent.
6.2. Stability
By applying the Fourier series analyses to the scheme (84), we then obtain the following:
By substituting Equation (
90) into (84), we obtain the following:
By simplifying Equation (91), the following is obtained:
Since
from the Von Neumann stability analysis, the following is obtained
and:
The scheme is not consistent, but is stable, and that implies that the scheme is not convergent.
7. Solving Nonlinear ADR by Using HUPFD 3
In this section, we consider solving nonlinear ADR equation by using the HUPFD 3 scheme (82). By substituting (82) into (
58), the following is obtained:
where by using the freezing coefficient technique,
is replace by
and
u is frozen to a constant
, which represents the maximum value of the solution
u. By simplifying Equation (
95), the following is obtained:
Let
,
,
, and thus:
The HUPFD 3 scheme to solve the nonlinear ADR equation is as follows:
where:
and:
7.1. Consistency
Consistency of the scheme is investigated by using the Taylor expansion on the point
.
By substituting Equation (
101) into (
97), we obtain the following:
By simplifying Equation (
102), the following is obtained:
Further simplification to Equation (
103) gives the following outcome:
When
and
, the scheme becomes:
Thus, the original PDE equation is obtained, which implies that the scheme is consistent.
7.2. Stability
Von Neumann stability analysis is the focus on to obtain the stability region for the finite difference schemes. Firstly, we define:
where
is exact solution,
is numerical solution,
is the amplification factor, and
is a phase angle, where the phase angle ranges from
By substituting Equations (
107) into (
97), the following is obtained:
By simplifying Equation, the following equation is obtained:
By simplifying Equation (
109), the following is obtained:
By using the quadratic Equation
, the following is obtained:
By using the
, where
, thus:
Further simplification of (
112) leads to the following:
To find the region of stability, we considered an approach followed by Hindmarsh and Sousa, where two cases are considered, in this the case corresponding with
.
and:
thus:
The scheme is not consistent, but is stable, which implies that the scheme is not convergent.
10. Conclusions
The HUPFD scheme was developed and used in this study to solve the linear, nonlinear, and system of ADR equations. The goal of this study was to investigate the performance of the HUPFD in various aspects, including stability analysis, consistency, convergence rate, error, computational time, and accuracy. The findings show that the HUPFD performs well as an approximation method to solve the ADR equations, thereby confirming its efficiency and effectiveness. However, it is important to note that the consistency of the HUPFD is conditional. Additionally, we noted that augmenting the order of the UPFD scheme results in an implicit scheme that exhibits conditional stability and enhanced accuracy in terms of time and space. Nevertheless, these schemes also possess certain limitations, including requiring more computational resources than explicit methods. This study has the potential to be extended to a two-dimensional case in order to replicate real-world challenges. It is possible to build higher-order schemes for the time and space fractional advection diffusion equations, which could result in a numerical method that is highly efficient.