Completely Conservative and Oscillationless Semi-Lagrangian Schemes for Advection Transportation

In this paper, we present a new type of semi-Lagrangian scheme for advection transportation equation. The interpolation function is based on a cubic polynomial and is constructed under the constraints of conservation of cell-integrated average and the slope modification. The cell-integrated average is defined via the spatial integration of the interpolation function over a single grid cell and is advanced using a flux form. Nonoscillatory interpolation is constructed by choosing proper approximation to the cell-center values of the first derivative of the interpolation function, which appears to be a free parameter in the present formulation. The resulting scheme is exactly conservative regarding the cell average of the advected quantity and does not produce any spurious oscillation. Oscillationless solutions to linear transportation problems were obtained. Incorporated with an entropy-enforcing numerical flux, the presented schemes can accurately compute shocks and sonic rarefaction waves when applied to nonlinear problems.     

Curvilinear finite-volume schemes using high-order compact interpolation

During the last years, the need of high fidelity simulations on complex geometries for aeroacoustics predictions has grown. Most of high fidelity numerical schemes, in terms of low dissipative and low dispersive effects, lie on finite-difference (FD) approach. But for industrial applications, FD schemes are less robust compared to finite-volume (FV) ones. Thus the present study focuses on the development of a new compact FV scheme for two- and three-dimensional applications.The proposed schemes are formulated in the physical space and not in the computational space as it is the case in most of the known works. Therefore, they are more appropriate for general grids. They are based on compact interpolation to approximate interface-averaged field values using known cell-averaged values. For each interface, the interpolation coefficients are determined by matching Taylor series expansions around the interface center. Two types of schemes can be distinguished. The first one uses only the curvilinear abscissa along a mesh line to derive a sixth-order compact interpolation formulae while the second, more general, uses coordinates in a spatial three-dimensional frame well chosen. This latter is formally sixth-order accurate in a preferred direction almost orthogonal to the interface and at most fourth-order accurate in transversal directions.For non-linear problems, different approaches can be used to keep the high-order scheme. However, in the present paper, a MUSCL-like formulation was sufficient to address the presented test cases.All schemes have been modified to treat multiblock and periodic interfaces in such a way that high-order accuracy, stability, good spectral resolution, conservativeness and low computational costs are guaranteed. This is a first step to insure good scalability of the schemes although parallel performances issues are not addressed. As high frequency waves, badly resolved, could be amplified and then destabilize the scheme, compact filtering operators have been used.Numerous test cases as the linear convection of a Gaussian wave, the convection of a Lamb–Oseen vortex and the diffraction of an acoustic wave on a plane have been realized to validate the schemes. The most efficient schemes are shown to be at least fifth-order accurate on linear and non-linear convection problems. They are also less dissipative and less dispersive on non-uniform curvilinear grids than schemes using implicit interpolation with constant coefficients of the same order on uniform cartesian grids.     

Sub-iteration leads to accuracy and stability enhancements of semi-implicit schemes for the Navier–Stokes equations

We present an iterative semi-implicit scheme for the incompressible Navier–Stokes equations, which is stable at CFL numbers well above the nominal limit. We have implemented this scheme in conjunction with spectral discretizations, which suffer from serious time step limitations at very high resolution. However, the approach we present is general and can be adopted with finite element and finite difference discretizations as well. Specifically, at each time level, the nonlinear convective term and the pressure boundary condition – both of which are treated explicitly in time – are updated using fixed-point iteration and Aitken relaxation. Eigenvalue analysis shows that this scheme is unconditionally stable for Stokes flows while numerical results suggest that the same is true for steady Navier–Stokes flows as well. This finding is also supported by error analysis that leads to the proper value of the relaxation parameter as a function of the flow parameters. In unsteady flows, second- and third-order temporal accuracy is obtained for the velocity field at CFL number 5–14 using analytical solutions. Systematic accuracy, stability, and cost comparisons are presented against the standard semi-implicit method and a recently proposed fully-implicit scheme that does not require Newton’s iterations. In addition to its enhanced accuracy and stability, the proposed method requires the solution of symmetric only linear systems for which very effective preconditioners exist unlike the fully-implicit schemes.     

Finite element approximation of nematic liquid crystal flows using a saddle-point structure

In this work, we propose finite element schemes for the numerical approximation of nematic liquid crystal flows, based on a saddle-point formulation of the director vector sub-problem. It introduces a Lagrange multiplier that allows to enforce the sphere condition. In this setting, we can consider the limit problem (without penalty) and the penalized problem (using a Ginzburg–Landau penalty function) in a unified way. Further, the resulting schemes have a stable behavior with respect to the value of the penalty parameter, a key difference with respect to the existing schemes. Two different methods have been considered for the time integration. First, we have considered an implicit algorithm that is unconditionally stable and energy preserving. The linearization of the problem at every time step value can be performed using a quasi-Newton method that allows to decouple fluid velocity and director vector computations for every tangent problem. Then, we have designed a linear semi-implicit algorithm (i.e. it does not involve nonlinear iterations) and proved that it is unconditionally stable, verifying a discrete energy inequality. Finally, some numerical simulations are provided.     

Optimal vibration control of smart fiber reinforced composite shell structures using improved genetic algorithm

In the present article, an improved genetic algorithm (GA) based optimal vibration control of smart fiber reinforced polymer (FRP) composite shell structures has been presented. Layered shell finite elements have been formulated and the formulation has been validated for coupled electromechanical analysis of curved smart FRP composite structures having piezoelectric sensors and actuators patches. An integer-coded GA-based open-loop procedure has been used for optimal placement of actuators for maximizing controllability index and a real-coded GA-based linear quadratic regulator (LQR) control scheme has been implemented for optimal control of the smart shell structures in order to maximize the closed-loop damping ratio while keeping actuators voltages within the limit of breakdown voltage. Results obtained from the present work show that this combined GA-based optimal actuators placement and GA-based LQR control scheme is far superior to conventional active vibration control using LQR schemes and simple placement of actuators reported in literatures. Results also show that the present improved GA-based combined optimal placement and LQR control scheme not only leads to increased closed-loop damping ratio but also shows a drastic reduction in input/actuation voltage compared to the already published results.     

Velocity–vorticity–helicity formulation and a solver for the Navier–Stokes equations

For the three-dimensional incompressible Navier–Stokes equations, we present a formulation featuring velocity, vorticity and helical density as independent variables. We find the helical density can be observed as a Lagrange multiplier corresponding to the divergence-free constraint on the vorticity variable, similar to the pressure in the case of the incompressibility condition for velocity. As one possible practical application of this new formulation, we consider a time-splitting numerical scheme based on an alternating procedure between vorticity–helical density and velocity–Bernoulli pressure systems of equations. Results of numerical experiments include a comparison with some well-known schemes based on pressure–velocity formulation and illustrate the competitiveness on the new scheme as well as the soundness of the new formulation.     

An unconditionally stable rotational velocity-correction scheme for incompressible flows

We present an unconditionally stable splitting scheme for incompressible Navier–Stokes equations based on the rotational velocity-correction formulation. The main advantages of the scheme are: (i) it allows the use of time step sizes considerably larger than the widely-used semi-implicit type schemes: the time step size is only constrained by accuracy; (ii) it does not require the velocity and pressure approximation spaces to satisfy the usual inf–sup condition: in particular, the equal-order finite element/spectral element approximation spaces can be used; (iii) it only requires solving a pressure Poisson equation and a linear convection–diffusion equation at each time step. Numerical tests indicate that the computational cost of the new scheme for each time step, under identical time step sizes, is even less expensive than the semi-implicit scheme with low element orders. Therefore, the total computational cost of the new scheme can be significantly less than the usual semi-implicit scheme.     

On large time step TVD scheme for hyperbolic conservation laws and its efficiency evaluation

A large time step (LTS) TVD scheme originally proposed by Harten is modified and further developed in the present paper and applied to Euler equations in multidimensional problems. By firstly revealing the drawbacks of Harten’s original LTS TVD scheme, and reasoning the occurrence of the spurious oscillations, a modified formulation of its characteristic transformation is proposed and a high resolution, strongly robust LTS TVD scheme is formulated. The modified scheme is proven to be capable of taking larger number of time steps than the original one. Following the modified strategy, the LTS TVD schemes for Yee’s upwind TVD scheme and Yee–Roe–Davis’s symmetric TVD scheme are constructed. The family of the LTS schemes is then extended to multidimensional by time splitting procedure, and the associated boundary condition treatment suitable for the LTS scheme is also imposed. The numerical experiments on Sod’s shock tube problem, inviscid flows over NACA0012 airfoil and ONERA M6 wing are performed to validate the developed schemes. Computational efficiencies for the respective schemes under different CFL numbers are also evaluated and compared. The results reveal that the improvement is sizable as compared to the respective single time step schemes, especially for the CFL number ranging from 1.0 to 4.0.     

A time-domain Discontinuous Galerkin method for mechanical resonator quality factor computations

Numerical simulations are becoming increasingly important in the design of micromechanical resonators, in particular for the prediction of complex frequency response in high quality devices where damping is controlled by anchor losses. Frequency based approaches have been shown to predict these accurately, however, they require the solution of eigenvalue problems or the inversion of Helmholtz-type operators which are known to be very difficult for large-scale iterative solvers. We propose using a time-domain approach instead, where a broadband input signal is propagated through the system with a local explicit time-stepper. This is achieved using a new high-order Discontinuous Galerkin (DG) discretization for the linear elasticity equations, in particular a second-order formulation with Compact DG fluxes and a Runge–Kutta time integrator, where the block-diagonal mass matrices allow for efficient, stable, and accurate time stepping. Our solver scales well on distributed parallel computers, even in three spatial dimension and for large problem sizes. The resulting output signal is analyzed using a well-known filter diagonalization method, which is capable of finding accurate frequencies and quality factors for as little as a hundred periods of data. We validate the properties of our scheme on model problems, and demonstrate the feasibility of our proposed analysis process on two high quality factor disk resonators, using an axisymmetric formulation as well as full three dimensional simulations which is shown to scale well.     

Modified Eulerian–Lagrangian formulation for hydrodynamic modeling

We present the modified Eulerian–Lagrangian (MEL) formulation, based on non-divergent forms of partial differential balance equations, for simulating transport of extensive quantities in a porous medium. Hydrodynamic derivatives are written in terms of modified velocities for particles propagating phase and component quantities along their respective paths. The particles physically interpreted velocities also address the heterogeneity of the matrix and fluid properties. The MEL formulation is also implemented to parabolic Partial Differential Equations (PDE’s) as these are shown to be interchangeable with equivalent PDE’s having hyperbolic – parabolic characteristics, without violating the same physical concepts. We prove that the MEL schemes provide a convergent and monotone approximation also to PDE’s with discontinuous coefficients. An extension to the Peclet number is presented that also accounts for advective dominant PDE’s with no reference to the fluid velocity or even when this velocity is not introduced.In Sorek et al. [27], a mathematical analysis for a linear system of coupled PDE’s and an example of nonlinear PDE’s, proved that the finite difference MEL, unlike an Eulerian scheme, guaranties the absence of spurious oscillations. Currently, we present notions of monotone interpolation associated with the MEL particle tracking procedure and prove the convergence of the MEL schemes to the original balance equation also for discontinuous coefficients on the basis of difference schemes approximating PDE’s. We provide numerical examples, also with highly random fields of permeabilities and/or dispersivities, suggesting that the MEL scheme produces resolutions that are more consistent with the physical phenomenon in comparison to the Eulerian and the Eulerian–Lagrangian (EL) schemes.     

Locally implicit discontinuous Galerkin method for time domain electromagnetics

In the recent years, there has been an increasing interest in discontinuous Galerkin time domain (DGTD) methods for the solution of the unsteady Maxwell equations modeling electromagnetic wave propagation. One of the main features of DGTD methods is their ability to deal with unstructured meshes which are particularly well suited to the discretization of the geometrical details and heterogeneous media that characterize realistic propagation problems. Such DGTD methods most often rely on explicit time integration schemes and lead to block diagonal mass matrices. However, explicit DGTD methods are also constrained by a stability condition that can be very restrictive on highly refined meshes and when the local approximation relies on high order polynomial interpolation. An implicit time integration scheme is a natural way to obtain a time domain method which is unconditionally stable but at the expense of the inversion of a global linear system at each time step. A more viable approach consists of applying an implicit time integration scheme locally in the refined regions of the mesh while preserving an explicit time scheme in the complementary part, resulting in an hybrid explicit–implicit (or locally implicit) time integration strategy. In this paper, we report on our recent efforts towards the development of such a hybrid explicit–implicit DGTD method for solving the time domain Maxwell equations on unstructured simplicial meshes. Numerical experiments for 3D propagation problems in homogeneous and heterogeneous media illustrate the possibilities of the method for simulations involving locally refined meshes.     

A third-order finite-volume residual-based scheme for the 2D Euler equations on unstructured grids

A residual-based (RB) scheme relies on the vanishing of residual at the steady-state to design a transient first-order dissipation, which becomes high-order at steady-state. Initially designed within a finite-difference framework for computations of compressible flows on structured grids, the RB schemes displayed good convergence, accuracy and shock-capturing properties which motivated their extension to unstructured grids using a finite volume (FV) method. A second-order formulation of the FV–RB scheme for compressible flows on general unstructured grids was presented in a previous paper. The present paper describes the derivation of a third-order FV–RB scheme and its application to hyperbolic model problems as well as subsonic, transonic and supersonic internal and external inviscid flows.     

Conservative high order semi-Lagrangian finite difference WENO methods for advection in incompressible flow

In this paper, we propose a semi-Lagrangian finite difference formulation for approximating conservative form of advection equations with general variable coefficients. Compared with the traditional semi-Lagrangian finite difference schemes [5], [25], which approximate the advective form of the equation via direct characteristics tracing, the scheme proposed in this paper approximates the conservative form of the equation. This essential difference makes the proposed scheme naturally conservative for equations with general variable coefficients. The proposed conservative semi-Lagrangian finite difference framework is coupled with high order essentially non-oscillatory (ENO) or weighted ENO (WENO) reconstructions to achieve high order accuracy in smooth parts of the solution and to capture sharp interfaces without introducing spurious oscillations. The scheme is extended to high dimensional problems by Strang splitting. The performance of the proposed schemes is demonstrated by linear advection, rigid body rotation, swirling deformation, and two dimensional incompressible flow simulation in the vorticity stream-function formulation. As the information is propagating along characteristics, the proposed scheme does not have the CFL time step restriction of the Eulerian method, allowing for a more efficient numerical realization for many application problems.     

Explicit Multi-Symplectic Splitting Methods for the Nonlinear Dirac Equation

In this paper, we propose two new explicit multi-symplectic splitting methods for the nonlinear Dirac (NLD) equation. Based on its multi-symplectic formulation, the NLD equation is split into one linear multi-symplectic system and one nonlinear infinite Hamiltonian system. Then multi-symplectic Fourier pseudospectral method and multi-symplectic Preissmann scheme are employed to discretize the linear subproblem, respectively. And the nonlinear subsystem is solved by a symplectic scheme. Finally, a composition method is applied to obtain the final schemes for the NLD equation. We find that the two proposed schemes preserve the total symplecticity and can be solved explicitly. Numerical experiments are presented to show the effectiveness of the proposed methods.     

Divergence formulation of source term

In this paper, we propose to write a source term in the divergence form. A conservation law with a source term can then be written as a single divergence form. We demonstrate that it enables to discretize both the conservation law and the source term in the same framework, and thus greatly simplifies the construction of numerical schemes. To illustrate the advantage of the divergence formulation, we apply the new formulation to construct a uniformly third-order accurate edge-based finite-volume scheme for conservation laws with a source term. Third-order accuracy is demonstrated for regular and irregular triangular grids for the linear advection and Burgers’ equations with a source term.     

Explicit and implicit finite difference schemes for fractional Cattaneo equation

In this paper, the numerical solution of fractional (non-integer)-order Cattaneo equation for describing anomalous diffusion has been investigated. Two finite difference schemes namely an explicit predictor–corrector and totally implicit schemes have been developed. In developing each scheme, a separate formulation approach for the governing equations has been considered. The explicit predictor–corrector scheme is the fractional generalization of well-known MacCormack scheme and has been called Generalized MacCormack scheme. This scheme solves two coupled low-order equations and simultaneously computes the flux term with the main variable. Fully implicit scheme however solves a single high-order undecomposed equation. For Generalized MacCormack scheme, stability analysis has been studied through Fourier method. Through a numerical test, the experimental order of convergency of both schemes has been found. Then, the domain of applicability and some numerical properties of each scheme have been discussed.     

A central conservative scheme for general rectangular grids

We present an extension of the genuinely multi-dimensional semi-discrete central scheme developed in [A. Kurganov, S. Noelle, G. Petrova, Semidiscrete central-upwind schemes for hyperbolic conservation laws and Hamilton–Jacobi equations, SIAM J. Sci. Comput. 23 (3) (2001) 707–740.] to arbitrary orthogonal grids. The presented algorithm is constructed to yield the geometric scaling factors in a self-consistent way.Additionally, the order of the scheme is not fixed during the derivation of the basic algorithm. Based on the resulting general scheme it is possible to construct methods of any desired order, just by considering the corresponding reconstruction polynomial. We demonstrate how a second order scheme in plane polar coordinates and cylindrical coordinates can be derived from our general formulation. Finally, we demonstrate the correctness of this second order scheme through application to several numerical experiments.     

Stable and efficient finite-difference nonlinear-multigrid schemes for the phase field crystal equation

In this paper we present and compare two unconditionally energy stable finite-difference schemes for the phase field crystal equation. The first is a one-step scheme based on a convex splitting of a discrete energy by Wise et al. [S.M. Wise, C. Wang, J.S. Lowengrub, An energy stable and convergent finite-difference scheme for the phase field crystal equation, SIAM J. Numer. Anal., in press]. In this scheme, which is first order in time and second order in space, the discrete energy is non-increasing for any time step. The second scheme we consider is a new, fully second-order two-step algorithm. In the new scheme, the discrete energy is bounded by its initial value for any time step. In both methods, the equations at the implicit time level are nonlinear but represent the gradients of strictly convex functions and are thus uniquely solvable, regardless of time step-size. We solve the nonlinear equations using an efficient nonlinear multigrid method. Numerical simulations are presented and confirm the stability, efficiency and accuracy of the schemes.     

Higher-order adaptive finite-element methods for orbital-free density functional theory

In the present work, we study various numerical aspects of higher-order finite-element discretizations of the non-linear saddle-point formulation of orbital-free density-functional theory. We first investigate the robustness of viable solution schemes by analyzing the solvability conditions of the discrete problem. We find that a staggered solution procedure where the potential fields are computed consistently for every trial electron-density is a robust solution procedure for higher-order finite-element discretizations. We next study the convergence properties of higher-order finite-element discretizations of orbital-free density functional theory by considering benchmark problems that include calculations involving both pseudopotential as well as Coulomb singular potential fields. Our numerical studies suggest close to optimal rates of convergence on all benchmark problems for various orders of finite-element approximations considered in the present study. We finally investigate the computational efficiency afforded by various higher-order finite-element discretizations, which constitutes the main aspect of the present work, by measuring the CPU time for the solution of discrete equations on benchmark problems that include large Aluminum clusters. In these studies, we use mesh coarse-graining rates that are derived from error estimates and an a priori knowledge of the asymptotic solution of the far-field electronic fields. Our studies reveal a significant 100–1000 fold computational savings afforded by the use of higher-order finite-element discretization, alongside providing the desired chemical accuracy. We consider this study as a step towards developing a robust and computationally efficient discretization of electronic structure calculations using the finite-element basis.