Accuracy and stability analysis of a second‐order time‐accurate loosely coupled partitioned algorithm for transient conjugate heat transfer problems

In this paper, a second‐order time‐accurate loosely coupled partitioned algorithm is presented for solving transient thermal coupling of solids and fluids, also referred to by conjugate heat transfer. The Crank–Nicolson scheme is used for time integration. The accuracy and stability of the loosely coupled solution algorithm are analyzed analytically. Based on the accuracy analysis, the design order of the time integration scheme is preserved by following a predictor (implicit)–corrector (explicit) approach. Hence, the need to perform an additional implicit solve (a subiteration) at each time step is avoided. The analytical stability analysis shows that by using the Crank–Nicolson scheme for time integration, the partitioned algorithm is unstable for large Fourier numbers, unlike the monolithic approach. Accordingly, using the stability analysis, a stability criterion is obtained for the Crank–Nicolson scheme that imposes restriction on Δt given the material properties and mesh spacings of the coupled domains. As the ratio of the thermal effusivities of the coupled domains reaches unity, the stability of the algorithm reduces. To demonstrate the applicability of the algorithm, a numerical example is considered (an unsteady conjugate natural convection in an enclosure). Copyright © 2013 John Wiley & Sons, Ltd.     

Third‐order‐accurate semi‐implicit Runge–Kutta scheme for incompressible Navier–Stokes equations

A semi‐implicit three‐step Runge–Kutta scheme for the unsteady incompressible Navier–Stokes equations with third‐order accuracy in time is presented. The higher order of accuracy as compared to the existing semi‐implicit Runge–Kutta schemes is achieved due to one additional inversion of the implicit operator I‐τγL, which requires inversion of tridiagonal matrices when using approximate factorization method. No additional solution of the pressure‐Poisson equation or evaluation of Navier–Stokes operator is needed. The scheme is supplied with a local error estimation and time‐step control algorithm. The temporal third‐order accuracy of the scheme is proved analytically and ascertained by analysing both local and global errors in a numerical example. Copyright © 2005 John Wiley & Sons, Ltd.     

High‐order implicit Runge–Kutta time integrators for fluid‐structure interactions

This paper presents an approach to develop high‐order, temporally accurate, finite element approximations of fluid‐structure interaction (FSI) problems. The proposed numerical method uses an implicit monolithic formulation in which the same implicit Runge–Kutta (IRK) temporal integrator is used for the incompressible flow, the structural equations undergoing large displacements, and the coupling terms at the fluid‐solid interface. In this context of stiff interaction problems, the fully implicit one‐step approach presented is an original alternative to traditional multistep or explicit one‐step finite element approaches. The numerical scheme takes advantage of an arbitrary Lagrangian–Eulerian formulation of the equations designed to satisfy the geometric conservation law and to guarantee that the high‐order temporal accuracy of the IRK time integrators observed on fixed meshes is preserved on arbitrary Lagrangian–Eulerian deforming meshes. A thorough review of the literature reveals that in most previous works, high‐order time accuracy (higher than second order) is seldom achieved for FSI problems. We present thorough time‐step refinement studies for a rigid oscillating‐airfoil on deforming meshes to confirm the time accuracy on the extracted aerodynamics reactions of IRK time integrators up to fifth order. Efficiency of the proposed approach is then tested on a stiff FSI problem of flow‐induced vibrations of a flexible strip. The time‐step refinement studies indicate the following: stability of the proposed approach is always observed even with large time step and spurious oscillations on the structure are avoided without added damping. While higher order IRK schemes require more memory than classical schemes (implicit Euler), they are faster for a given level of temporal accuracy in two dimensions. Copyright © 2015 John Wiley & Sons, Ltd.     

A third‐order implicit discontinuous Galerkin method based on a Hermite WENO reconstruction for time‐accurate solution of the compressible Navier–Stokes equations

A space and time third‐order discontinuous Galerkin method based on a Hermite weighted essentially non‐oscillatory reconstruction is presented for the unsteady compressible Euler and Navier–Stokes equations. At each time step, a lower‐upper symmetric Gauss–Seidel preconditioned generalized minimal residual solver is used to solve the systems of linear equations arising from an explicit first stage, single diagonal coefficient, diagonally implicit Runge–Kutta time integration scheme. The performance of the developed method is assessed through a variety of unsteady flow problems. Numerical results indicate that this method is able to deliver the designed third‐order accuracy of convergence in both space and time, while requiring remarkably less storage than the standard third‐order discontinous Galerkin methods, and less computing time than the lower‐order discontinous Galerkin methods to achieve the same level of temporal accuracy for computing unsteady flow problems. Copyright © 2015 John Wiley & Sons, Ltd.     

On unconditionally positive implicit time integration for the DG scheme applied to shallow water flows

We present a new unconditionally positivity‐preserving (PP) implicit time integration method for the DG scheme applied to shallow water flows. This novel time discretization enhances the currently used PP DG schemes, because in the majority of previous work, explicit time stepping is implemented to deal with wetting and drying. However, for explicit time integration, linear stability requires very small time steps. Especially for locally refined grids, the stiff system resulting from space discretization makes implicit or partially implicit time stepping absolutely necessary. As implicit schemes require a lot of computational time solving large systems of nonlinear equations, a much larger time step is necessary to beat explicit time stepping in terms of CPU time. Unfortunately, the current PP implicit schemes are subject to time step restrictions due to a so‐called strong stability preserving constraint. In this work, we hence give a novel approach to positivity preservation including its theoretical background. The new technique is based on the so‐called Patankar trick and guarantees non‐negativity of the water height for any time step size while still preserving conservativity. In the DG context, we prove consistency of the discretization as well as a truncation error of the third order away from the wet–dry transition. Because of the proposed modification, the implicit scheme can take full advantage of larger time steps and is able to beat explicit time stepping in terms of CPU time. The performance and accuracy of this new method are studied for several classical test cases. Copyright © 2014 John Wiley & Sons, Ltd.     

A high‐order Petrov–Galerkin finite element method for the classical Boussinesq wave model

A high‐order Petrov–Galerkin finite element scheme is presented to solve the one‐dimensional depth‐integrated classical Boussinesq equations for weakly non‐linear and weakly dispersive waves. Finite elements are used both in the space and the time domains. The shape functions are bilinear in space–time, whereas the weighting functions are linear in space and quadratic in time, with C⁰‐continuity. Dispersion correction and a highly selective dissipation mechanism are introduced through additional streamline upwind terms in the weighting functions. An implicit, conditionally stable, one‐step predictor–corrector time integration scheme results. The accuracy and stability of the non‐linear discrete equations are investigated by means of a local Taylor series expansion. A linear spectral analysis is used for the full characterization of the predictor–corrector inner iterations. Based on the order of the analytical terms of the Boussinesq model and on the order of the numerical discretization, it is concluded that the scheme is fourth‐order accurate in terms of phase velocity. The dissipation term is third order only affecting the shortest wavelengths. A numerical convergence analysis showed a second‐order convergence rate in terms of both element size and time step. Four numerical experiments are addressed and their results are compared with analytical solutions or experimental data available in the literature: the propagation of a solitary wave, the oscillation of a flat bottom closed basin, the oscillation of a non‐flat bottom closed basin, and the propagation of a periodic wave over a submerged bar. Copyright © 2008 John Wiley & Sons, Ltd.     

A hybrid Padé ADI scheme of higher‐order for convection–diffusion problems

A high‐order Padé alternating direction implicit (ADI) scheme is proposed for solving unsteady convection–diffusion problems. The scheme employs standard high‐order Padé approximations for spatial first and second derivatives in the convection‐diffusion equation. Linear multistep (LM) methods combined with the approximate factorization introduced by Beam and Warming (J. Comput. Phys. 1976; 22 : 87–110) are applied for the time integration. The approximate factorization imposes a second‐order temporal accuracy limitation on the ADI scheme independent of the accuracy of the LM method chosen for the time integration. To achieve a higher‐order temporal accuracy, we introduce a correction term that reduces the splitting error. The resulting scheme is carried out by repeatedly solving a series of pentadiagonal linear systems producing a computationally cost effective solver. The effects of the approximate factorization and the correction term on the stability of the scheme are examined. A modified wave number analysis is performed to examine the dispersive and dissipative properties of the scheme. In contrast to the HOC‐based schemes in which the phase and amplitude characteristics of a solution are altered by the variation of cell Reynolds number, the present scheme retains the characteristics of the modified wave numbers for spatial derivatives regardless of the magnitude of cell Reynolds number. The superiority of the proposed scheme compared with other high‐order ADI schemes for solving unsteady convection‐diffusion problems is discussed. A comparison of different time discretizations based on LM methods is given. Copyright © 2009 John Wiley & Sons, Ltd.     

A 2D implicit time‐marching algorithm for shallow water models based on the generalized wave continuity equation

This paper builds upon earlier work that developed and evaluated a 1D predictor–corrector time‐marching algorithm for wave equation models and extends it to 2D. Typically, the generalized wave continuity equation (GWCE) utilizes a three time‐level semi‐implicit scheme centred at k, and the momentum equation uses a two time‐level scheme centred at k+12. It has been shown that in highly non‐linear applications, the algorithm becomes unstable at even moderate Courant numbers. This work implements and analyses an implicit treatment of the non‐linear terms through the use of an iterative time‐marching algorithm in the two‐dimensional framework. Stability results show at least an eight‐fold increase in the maximum time step, depending on the domain. Studies also examined the sensitivity of the G parameter (a numerical weighting parameter in the GWCE) with results showing the greatest increase in stability occurs when 1?G/τ_max?10, a range that coincides with the recommended range to minimize errors. Convergence studies indicate an increase in temporal accuracy from first order to second order, while overall error is less than the original algorithm, even at higher time steps. Finally, a parallel implementation of the new algorithm shows that it scales well. Copyright © 2004 John Wiley & Sons, Ltd.     

From h to p efficiently: optimal implementation strategies for explicit time‐dependent problems using the spectral/hp element method

We investigate the relative performance of a second‐order Adams–Bashforth scheme and second‐order and fourth‐order Runge–Kutta schemes when time stepping a 2D linear advection problem discretised using a spectral/hp element technique for a range of different mesh sizes and polynomial orders. Numerical experiments explore the effects of short (two wavelengths) and long (32 wavelengths) time integration for sets of uniform and non‐uniform meshes. The choice of time‐integration scheme and discretisation together fixes a CFL limit that imposes a restriction on the maximum time step, which can be taken to ensure numerical stability. The number of steps, together with the order of the scheme, affects not only the runtime but also the accuracy of the solution. Through numerical experiments, we systematically highlight the relative effects of spatial resolution and choice of time integration on performance and provide general guidelines on how best to achieve the minimal execution time in order to obtain a prescribed solution accuracy. The significant role played by higher polynomial orders in reducing CPU time while preserving accuracy becomes more evident, especially for uniform meshes, compared with what has been typically considered when studying this type of problem.© 2014. The Authors. International Journal for Numerical Methods in Fluids published by John Wiley & Sons, Ltd.     

Provably stable and time‐accurate extensions of Runge–Kutta schemes for CFD computations on moving grids

Extending fixed‐grid time integration schemes for unsteady CFD applications to moving grids, while formally preserving their numerical stability and time accuracy properties, is a nontrivial task. A general computational framework for constructing stability‐preserving ALE extensions of Eulerian multistep time integration schemes can be found in the literature. A complementary framework for designing accuracy‐preserving ALE extensions of such schemes is also available. However, the application of neither of these two computational frameworks to a multistage method such as a Runge–Kutta (RK) scheme is straightforward. Yet, the RK methods are an important family of explicit and implicit schemes for the approximation of solutions of ordinary differential equations in general and a popular one in CFD applications. This paper presents a methodology for filling this gap. It also applies it to the design of ALE extensions of fixed‐grid explicit and implicit second‐order time‐accurate RK (RK2) methods. To this end, it presents the discrete geometric conservation law associated with ALE RK2 schemes and a method for enforcing it. It also proves, in the context of the nonlinear scalar conservation law, that satisfying this discrete geometric conservation law is a necessary and sufficient condition for a proposed ALE extension of an RK2 scheme to preserve on moving grids the nonlinear stability properties of its fixed‐grid counterpart. All theoretical findings reported in this paper are illustrated with the ALE solution of inviscid and viscous unsteady, nonlinear flow problems associated with vibrations of the AGARD Wing 445.6. Copyright © 2011 John Wiley & Sons, Ltd.     

A novel implicit numerical treatment for non‐linear turbulence models using high and low Reynolds number formulations

Non‐linear turbulence models can be seen as an improvement of the classical eddy‐viscosity concept due to their better capacity to simulate characteristics of important flows. However, application of non‐linear models demand robustness of the numerical method applied, requiring a stable discretization scheme for convergence of all variables involved. Usually, non‐linear terms are handled in an explicit manner leading to possible numerical instabilities. Thus, the present work shows the steps taken to adapt a general non‐linear constitutive equation using a new semi‐implicit numerical treatment for the non‐linear diffusion terms. The objective is to increase the degree of implicitness of the solution algorithm to enhance convergence characteristics. Flow over a backward‐facing step was computed using the control volume method applied to a boundary‐fitted coordinate system. The SIMPLE algorithm was used to relax the algebraic equations. Classical wall function and a low Reynolds number model were employed to describe the flow near the wall. The results showed that for certain combination of relaxation parameters, the semi‐implicit treatment proposed here was the sole successful treatment in order to achieve solution convergence. Also, application of the implicit method described here shows that the stability of the solution either increases (high Reynolds with non‐orthogonal mesh) or preserves the same (low Reynolds number applications). Additional advantages of the procedure proposed here lie in the possibility of testing different non‐linear expressions if one considers the enhanced robustness and stability obtained for the entire numerical algorithm. Copyright © 2010 John Wiley & Sons, Ltd.     

A three‐dimensional boundary layer scheme: stability and accuracy analyses

We present a numerical scheme for the calculation of incompressible three‐dimensional boundary layers (3DBL), designed to take advantage of the 3DBL model's overall hyperbolic nature, which is linked to the existence of wedge‐shaped dependence and influence zones. The proposed scheme, explicit along the wall and implicit in the normal direction, allows large time steps, thus enabling fast convergence. In order to keep this partly implicit character, the control volumes for the mass and momentum balances are not staggered along the wall. This results in a lack of numerical viscosity, making the scheme unstable. The implementation of a numerical diffusion, suited to the local zone of influence, restores the stability of the boundary layer scheme while preserving second‐order space accuracy. The purpose of this article is to present the analytical and numerical studies carried out to establish the scheme's accuracy and stability properties. Copyright © 2002 John Wiley & Sons, Ltd.     

A matrix‐free preconditioned Newton/GMRES method for unsteady Navier–Stokes solutions

The unsteady compressible Reynolds‐averaged Navier–Stokes equations are discretized using the Osher approximate Riemann solver with fully implicit time stepping. The resulting non‐linear system at each time step is solved iteratively using a Newton/GMRES method. In the solution process, the Jacobian matrix–vector products are replaced by directional derivatives so that the evaluation and storage of the Jacobian matrix is removed from the procedure. An effective matrix‐free preconditioner is proposed to fully avoid matrix storage. Convergence rates, computational costs and computer memory requirements of the present method are compared with those of a matrix Newton/GMRES method, a four stage Runge–Kutta explicit method, and an approximate factorization sub‐iteration method. Effects of convergence tolerances for the GMRES linear solver on the convergence and the efficiency of the Newton iteration for the non‐linear system at each time step are analysed for both matrix‐free and matrix methods. Differences in the performance of the matrix‐free method for laminar and turbulent flows are highlighted and analysed. Unsteady turbulent Navier–Stokes solutions of pitching and combined translation–pitching aerofoil oscillations are presented for unsteady shock‐induced separation problems associated with the rotor blade flows of forward flying helicopters. Copyright © 2000 John Wiley & Sons, Ltd.     

Development of a class of multiple time‐stepping schemes for convection–diffusion equations in two dimensions

In this paper we present a class of semi‐discretization finite difference schemes for solving the transient convection–diffusion equation in two dimensions. The distinct feature of these scheme developments is to transform the unsteady convection–diffusion (CD) equation to the inhomogeneous steady convection–diffusion‐reaction (CDR) equation after using different time‐stepping schemes for the time derivative term. For the sake of saving memory, the alternating direction implicit scheme of Peaceman and Rachford is employed so that all calculations can be carried out within the one‐dimensional framework. For the sake of increasing accuracy, the exact solution for the one‐dimensional CDR equation is employed in the development of each scheme. Therefore, the numerical error is attributed primarily to the temporal approximation for the one‐dimensional problem. Development of the proposed time‐stepping schemes is rooted in the Taylor series expansion. All higher‐order time derivatives are replaced with spatial derivatives through use of the model differential equation under investigation. Spatial derivatives with orders higher than two are not taken into account for retaining the linear production term in the convection–diffusion‐reaction differential system. The proposed schemes with second, third and fourth temporal accuracy orders have been theoretically explored by conducting Fourier and dispersion analyses and numerically validated by solving three test problems with analytic solutions. Copyright © 2006 John Wiley & Sons, Ltd.     

Depth‐averaged two‐dimensional curvilinear explicit finite analytic model for open‐channel flows

A depth‐averaged two‐dimensional model has been developed in the curvilinear co‐ordinate system for free‐surface flow problems. The non‐linear convective terms of the momentum equations are discretized based on the explicit–finite–analytic method with second‐order accuracy in space and first‐order accuracy in time. The other terms of the momentum equations, as well as the mass conservation equation, are discretized by the finite difference method. The discretized governing equations are solved in turn, and iteration in each time step is adopted to guarantee the numerical convergence. The new model has been applied to various flow situations, even for the cases with the presence of sub‐critical and supercritical flows simultaneously or sequentially. Comparisons between the numerical results and the experimental data show that the proposed model is robust with satisfactory accuracy. Copyright © 2000 John Wiley & Sons, Ltd.     

A comparison of time integration methods in an unsteady low‐Reynolds‐number flow

This paper describes three different time integration methods for unsteady incompressible Navier–Stokes equations. Explicit Euler and fractional‐step Adams–Bashford methods are compared with an implicit three‐level method based on a steady‐state SIMPLE method. The implicit solver employs a dual time stepping and an iteration within the time step. The spatial discretization is based on a co‐located finite‐volume technique. The influence of the convergence limits and the time‐step size on the accuracy of the predictions are studied. The efficiency of the different solvers is compared in a vortex‐shedding flow over a cylinder in the Reynolds number range of 100–1600. A high‐Reynolds‐number flow over a biconvex airfoil profile is also computed. The computations are performed in two dimensions. At the low‐Reynolds‐number range the explicit methods appear to be faster by a factor from 5 to 10. In the high‐Reynolds‐number case, the explicit Adams–Bashford method and the implicit method appear to be approximately equally fast while yielding similar results. Copyright © 2002 John Wiley & Sons, Ltd.     

An iterative stabilized fractional step algorithm for numerical solution of incompressible N–S equations

Stabilized fractional step algorithm has been widely employed for numerical solution of incompressible Navier–Stokes equations. However, smaller time step sizes are required to use for existing explicit and semi‐implicit versions of the algorithm due to their fully or partially explicit nature particularly for highly viscous flow problems. The purpose of this paper is to present two modified versions of the fractional step algorithm using characteristic based split and Taylor–Galerkin like based split. The proposed modified versions of the algorithm are based on introducing an iterative procedure into the algorithm and allow much larger time step sizes than those required to the preceding ones. A numerical study of stability at acceptable convergence rate and accuracy as well as capability in circumventing the restriction imposed by the LBB condition for the proposed iterative versions of the algorithm is carried out with the plane Poisseuille flow problem under different Reynolds numbers ranging from low to high viscosities. Numerical experiments in the plane Poisseuille flow and the lid‐driven cavity flow problems demonstrate the improved performance of the proposed versions of the algorithm, which are further applied to numerical simulation of the polymer injection moulding process. Copyright © 2005 John Wiley & Sons, Ltd.     

The influence of source terms on stability,accuracy and conservation in two‐dimensional shallow flow simulation using triangular finite volumes

The two‐dimensional shallow water model is a hyperbolic system of equations considered well suited to simulate unsteady phenomena related to some surface wave propagation. The development of numerical schemes to correctly solve that system of equations finds naturally an initial step in two‐dimensional scalar equation, homogeneous or with source terms. We shall first provide a complete formulation of the second‐order finite volume scheme for this equation, paying special attention to the reduction of the method to first order as a particular case. The explicit first and second order in space upwind finite volume schemes are analysed to provide an understanding of the stability constraints, making emphasis in the numerical conservation and in the preservation of the positivity property of the solution when necessary in the presence of source terms. The time step requirements for stability are defined at the cell edges, related with the traditional Courant–Friedrichs–Lewy (CFL) condition. Copyright © 2007 John Wiley & Sons, Ltd.     

Accuracy and stability of a set of free‐surface time‐domain boundary element models based on B‐splines

An analysis is given for the accuracy and stability of some perturbation‐based time‐domain boundary element models (BEMs) with B‐spline basis functions, solving hydrodynamic free‐surface problems, including forward speed effects. The spatial convergence rate is found as a function of the order of the B‐spline basis. It is shown that for all the models examined the mixed implicit–explicit Euler time integration scheme is correct to second order. Stability diagrams are found for models based on B‐splines of orders third through to sixth for two different time integration schemes. The stability analysis can be regarded as an extension of the analysis by Vada and Nakos [Vada T, Nakos DE. Time marching schemes for ship motion simulations. In Proceedings of the 8th International Workshop on Water Waves and Floating Bodies, St. John's, Newfoundland, Canada, 1993; 155–158] to include B‐splines of orders higher than three (piecewise quadratic polynomials) and to include finite water depth and a current at an oblique angle to the model grid. Copyright © 2000 John Wiley & Sons, Ltd.     

High‐order compact numerical schemes for non‐hydrostatic free surface flows

The development of a numerical scheme for non‐hydrostatic free surface flows is described with the objective of improving the resolution characteristics of existing solution methods. The model uses a high‐order compact finite difference method for spatial discretization on a collocated grid and the standard, explicit, single step, four‐stage, fourth‐order Runge–Kutta method for temporal discretization. The Cartesian coordinate system was used. The model requires the solution of two Poisson equations at each time‐step and tridiagonal matrices for each derivative at each of the four stages in a time‐step. Third‐ and fourth‐order accurate boundaries for the flow variables have been developed including the top non‐hydrostatic pressure boundary. The results demonstrate that numerical dissipation which has been a problem with many similar models that are second‐order accurate is practically eliminated. A high accuracy is obtained for the flow variables including the non‐hydrostatic pressure. The accuracy of the model has been tested in numerical experiments. In all cases where analytical solutions are available, both phase errors and amplitude errors are very small. Copyright © 2006 John Wiley & Sons, Ltd.