A least-squares procedure for the solution of transport problems

In this paper a least-squares formulation associated with a conjugate gradient algorithm is proposed for the solution of transport problems. In this procedure the advection–diffusion equation is first discretized in time using an implicit scheme. At each time step the resulting partial differential equation is replaced by an optimal control problem. This minimization problem involves the minimization of a functional defined via a state equation. This functional is chosen in order to force the numerical solution of the advection–diffusion equation to be equal to the hyperbolic advective part of this equation. The effectiveness of the method is shown through a one-dimensional example involving advective and diffusive transport. No oscillation and high accuracy have been obtained for the entire range of Peclet numbers with a Courant number well in excess of unity.     

A higher resolution edge‐based finite volume method for the simulation of the oil–water displacement in heterogeneous and anisotropic porous media using a modified IMPES method

In this article, we present a higher‐order finite volume method with a ‘Modified Implicit Pressure Explicit Saturation’ (MIMPES) formulation to model the 2D incompressible and immiscible two‐phase flow of oil and water in heterogeneous and anisotropic porous media. We used a median‐dual vertex‐centered finite volume method with an edge‐based data structure to discretize both, the elliptic pressure and the hyperbolic saturation equations. In the classical IMPES approach, first, the pressure equation is solved implicitly from an initial saturation distribution; then, the velocity field is computed explicitly from the pressure field, and finally, the saturation equation is solved explicitly. This saturation field is then used to re‐compute the pressure field, and the process follows until the end of the simulation is reached. Because of the explicit solution of the saturation equation, severe time restrictions are imposed on the simulation. In order to circumvent this problem, an edge‐based implementation of the MIMPES method of Hurtado and co‐workers was developed. In the MIMPES approach, the pressure equation is solved, and the velocity field is computed less frequently than the saturation field, using the fact that, usually, the velocity field varies slowly throughout the simulation. The solution of the pressure equation is performed using a modification of Crumpton's two‐step approach, which was designed to handle material discontinuity properly. The saturation equation is solved explicitly using an edge‐based implementation of a modified second‐order monotonic upstream scheme for conservation laws type method. Some examples are presented in order to validate the proposed formulation. Our results match quite well with others found in literature. Copyright © 2016 John Wiley & Sons, Ltd.     

A shape optimisation method of a body located in adiabatic flows

The purpose of this study is to derive an optimal shape of a body located in adiabatic flow. In this study, we use the equation of motion, the equation of continuity and the pressure–density relation derived from the Poisson’s law as the governing equation. The formulation is based on an optimal control theory in which a performance function of fluid force is taken into consideration. The performance function should be minimised satisfying the governing equations. This problem can be solved without constraints by using the adjoint equation with adjoint variables corresponding to the state equation. The performance function is defined by the drag and lift forces acting on the body. The weighted gradient method is applied as a minimisation technique, the Galerkin finite element method is used as a spatial discretisation and the implicit scheme is used as a temporal discretisation to solve the state equations. The mixed interpolation, the bubble function for velocity and the linear function for density, is employed as the interpolation. The optimal shape is obtained for a body in adiabatic flows.     

A finite difference method for 3D flows about bodies of complex geometry in rectangular co-ordinate systems

A finite difference simulation method is developed for 3D flow about a body of complex geometry. The Navier–Stokes equation is approximated by a high-order-accurate difference scheme in the framework of rectangular co-ordinate systems. The configuration of the 3D body is represented by use of both surface porosity and volume porosity and the no-slip body boundary conditions are approximately implemented on the boundary cells. The validity of the method is demonstrated by a numerical test of flow past a sphere at a Reynolds number of 1000. The complicated structure of separated vortices is well revealed by this test computation. The versatility of the method is shown by application to an ocean-engineering problem of flow about a bay with an island.     

A postprocessing mixed finite element method for the Navier–Stokes equations

A fully discrete postprocessing mixed finite element scheme is considered for solving the time-dependent Navier–Stokes equations. In the PP method, we only consider a non-linear equation in the coarse-level subspace and a linear problem in the fine-level subspace. The analysis shows that the PP scheme can reach the same accuracy as the standard Galerkin method with a very fine mesh size h by an appropriate choice of H. Numerical examples are provided that confirm both the theoretical analysis and the corresponding improvement in computational efficiency.     

求解Helmholtz方程基于核重构思想的最小二乘配点法

基于核重构思想构造近似函数，将配点法和最小二乘原理相结合对微分方程进行离散， 建立了Helmholtz方程的最小二乘配点格式，并分别研究了Helmholtz方程的波传播问题和 边界层问题. 通过数值算例可以发现，给出的数值计算结果非常接近于精确解，计算精度明显高于SPH 法的数值结果，且随着节点数目的增加，其精确度越来越高，具有良好的收敛性.     

A CWENO ghost fluid method for compressible multimaterial flow

In this work a new ghost fluid method (GFM) is introduced for multimaterial compressible flow with arbitrary equation of states. In previous researches, it has been shown that accurate wave decomposition at the interface by solving a Riemann problem alleviates the shortcomings of the standard GFM in dealing with the impingement of strong waves onto the interface but these Riemann‐based GFM are not consistent with the framework of the central WENO scheme in which the emphasis is to avoid solving Riemann problems at control volume faces and enjoy the black box property (being independent of equation of state). The aim of this work is to develop a new GFM that is completely consistent with the methodology behind central schemes; that is, it enjoys a black box property. The capabilities of the proposed GFM method is shown by solving various types of multimaterial compressible flows including gas–gas, gas–water and fluid–solid interfaces interacting with strong shock waves in one and two space dimensions. Copyright © 2013 John Wiley & Sons, Ltd.     

A high‐order alternating direction implicit method for the unsteady convection‐dominated diffusion problem

A high‐order alternating direction implicit (ADI) method for solving the unsteady convection‐dominated diffusion equation is developed. The fourth‐order Padé scheme is used for the discretization of the convection terms, while the second‐order Padé scheme is used for the diffusion terms. The Crank–Nicolson scheme and ADI factorization are applied for time integration. After ADI factorization, the two‐dimensional problem becomes a sequence of one‐dimensional problems. The solution procedure consists of multiple use of a one‐dimensional tridiagonal matrix algorithm that produces a computationally cost‐effective solver. Von Neumann stability analysis is performed to show that the method is unconditionally stable. An unsteady two‐dimensional problem concerning convection‐dominated propagation of a Gaussian pulse is studied to test its numerical accuracy and compare it to other high‐order ADI methods. The results show that the overall numerical accuracy can reach third or fourth order for the convection‐dominated diffusion equation depending on the magnitude of diffusivity, while the computational cost is much lower than other high‐order numerical methods. Copyright © 2011 John Wiley & Sons, Ltd.     

Interface transport scheme of a two‐phase flow by the method of characteristics

In this paper, we study an interface transport scheme of a two‐phase flow of an incompressible viscous immiscible fluid. The problem is discretized by the characteristics method in time and finite elements method in space. The interface is captured by the level set function. Appropriate boundary conditions for the problem of mold filling are investigated, a new natural boundary condition under pressure effect for the transport equation is proposed, and an algorithm for computing the solution is presented. Finally, numerical experiments show and validate the effectiveness of the proposed scheme. Copyright © 2016 John Wiley & Sons, Ltd.     

Adaptive dynamic programming-based stabilization of nonlinear systems with unknown actuator saturation

This paper addresses the stabilizing control problem for nonlinear systems subject to unknown actuator saturation by using adaptive dynamic programming algorithm. The control strategy is composed of an online nominal optimal control and a neural network (NN)-based feed-forward saturation compensator. For nominal systems without actuator saturation, a critic NN is established to deal with the Hamilton–Jacobi–Bellman equation. Thus, the online approximate nominal optimal control policy can be obtained without action NN. Then, the unknown actuator saturation, which is considered as saturation nonlinearity by simple transformation, is compensated by employing a NN-based feed-forward control loop. The stability of the closed-loop nonlinear system is analyzed to be ultimately uniformly bounded via Lyapunov’s direct method. Finally, the effectiveness of the presented control method is demonstrated by two simulation examples.     

Three‐dimensional transient Navier–Stokes solvers in cylindrical coordinate system based on a spectral collocation method using explicit treatment of the pressure

A spectral collocation method is developed for solving the three‐dimensional transient Navier–Stokes equations in cylindrical coordinate system. The Chebyshev–Fourier spectral collocation method is used for spatial approximation. A second‐order semi‐implicit scheme with explicit treatment of the pressure and implicit treatment of the viscous term is used for the time discretization. The pressure Poisson equation enforces the incompressibility constraint for the velocity field, and the pressure is solved through the pressure Poisson equation with a Neumann boundary condition. We demonstrate by numerical results that this scheme is stable under the standard Courant–Friedrichs–Lewy (CFL) condition, and is second‐order accurate in time for the velocity, pressure, and divergence. Further, we develop three accurate, stable, and efficient solvers based on this algorithm by selecting different collocation points in r‐, ? ‐, and z‐directions. Additionally, we compare two sets of collocation points used to avoid the axis, and the numerical results indicate that using the Chebyshev Gauss–Radau points in radial direction to avoid the axis is more practical for solving our problem, and its main advantage is to save the CPU time compared with using the Chebyshev Gauss–Lobatto points in radial direction to avoid the axis. Copyright © 2010 John Wiley & Sons, Ltd.     

A two‐phase flow interface capturing finite element method

A new interface capturing algorithm is proposed for the finite element simulation of two‐phase flows. It relies on the solution of an advection equation for the interface between the two phases by a streamline upwind Petrov–Galerkin (SUPG) scheme combined with an adaptive mesh refinement procedure and a filtering technique. This method is illustrated in the case of a Rayleigh–Taylor two‐phase flow problem governed by the Stokes equations. Copyright © 2006 John Wiley & Sons, Ltd.     

A finite element analysis of a free surface drainage problem of two immiscible fluids

A sharp interface problem arising in the flow of two immiscible fluids, slag and molten metal in a blast furnace, is formulated using a two-dimensional model and solved numerically. This problem is a transient two-phase free or moving boundary problem, the slag surface and the slag–metal interface being the free boundaries. At each time step the hydraulic potential of each fluid satisfies the Laplace equation which is solved by the finite element method. The ordinary differential equations determining the motion of the free boundaries are treated using an implicit time-stepping scheme. The systems of linear equations obtained by discretization of the Laplace equations and the equations of motion of the free boundaries are incorporated into a large system of linear equations. At each time step the hydraulic potential in the interior domain and its derivatives on the free boundaries are obtained simultaneously by solving this linear system of equations. In addition, this solution directly gives the shape of the free boundaries at the next time step. The implicit scheme mentioned above enables us to get the solution without handling normal derivatives, which results in a good numerical solution of the present problem. A numerical example that simulates the flow in a blast furnace is given.     

管内上随体Maxwell流体非定常流动

本文研究了上随体Maxwell流体在圆管内非定常流动规律,对于上随体Maxwell流体模型,导出了特殊的运动方程,分别应用隐式差分格式和Kantorovich变分法,求得数值解,对两类方法的结果进行比较,揭示了粘弹流效应对管内非定常流动规津的影响,根据上述研究认为,以上的特殊的变分方法适应于研究非定常流动。     

A Newton's method scheme for solving free-surface flow problems

A Newton's method scheme is described for solving the system of non-linear algebraic equations arising when finite difference approximations are applied to the Navier–Stokes equations and their associated boundary conditions. The problem studied here is the steady, buoyancy-driven motion of a deformable bubble, assumed to consist of an inviscid, incompressible gas. The linear Newton system is solved using both direct and iterative equation solvers. The numerical results are in excellent agreement with previous work, and the method achieves quadratic convergence.     

An explicit finite volume element method for solving characteristic level set equation on triangular grids

Level set methods are widely used for predicting evolutions of complex free surface topologies,such as the crystal and crack growth,bubbles and droplets deformation,spilling and breaking waves,and two-phase flow phenomena.This paper presents a characteristic level set equation which is derived from the two-dimensional level set equation by using the characteristic-based scheme.An explicit finite volume element method is developed to discretize the equation on triangular grids.Several examples are presented to demonstrate the performance of the proposed method for calculating interface evolutions in time.The proposed level set method is also coupled with the Navier-Stokes equations for two-phase immiscible incompressible flow analysis with surface tension.The Rayleigh-Taylor instability problem is used to test and evaluate the effectiveness of the proposed scheme.     

Arnoldi and Crank–Nicolson methods for integration in time of the transport equation

A comparison is made between the Arnoldi reduction method and the Crank–Nicolson method for the integration in time of the advection–diffusion equation. This equation is first discretized in space by the classic finite element (FE) approach, leading to an unsymmetric first‐order differential system, which is then solved by the aforementioned methods. Arnoldi reduces the native FE equations to a much smaller set to be efficiently integrated in the Arnoldi vector space by the Crank–Nicolson scheme, with the solution recovered back by a standard Rayleigh–Ritz procedure. Crank–Nicolson implements a time marching scheme directly on the original first‐order differential system. The computational performance of both methods is investigated in two‐ and three‐dimensional sample problems with a size up 30 000. The results show that in advection‐dominated problems less then 100 Arnoldi vectors generally suffice to give results with a 10⁻³–10⁻⁴ difference relative to the direct Crank–Nicolson solution. However, while the CPU time with the Crank–Nicolson starts from zero and increases linearly with the number of time steps used in the simulation, the Arnoldi requires a large initial cost to generate the Arnoldi vectors with subsequently much less expensive dynamics for the time integration. The break‐even point is problem‐dependent at a number of time steps which may be for some problems up to one order of magnitude larger than the number of Arnoldi vectors. A serious limitation of Arnoldi is the requirement of linearity and time independence of the flow field. It is concluded that Arnoldi can be cheaper than Crank–Nicolson in very few instances, i.e. when the solution is needed for a large number of time values, say several hundreds or even 1000, depending on the problem. Copyright © 2001 John Wiley & Sons, Ltd.     

Efficient solving method for unsteady incompressible interfacial flow problems

Unsteady interfacial problems, considered in an Eulerian form, are studied. The phenomena are modeled using the incompressible viscous Navier–Stokes equations to get the velocity field and an advection equation to predict interface evolutions. The momentum equation is solved by means of an implicit hybrid augmented Lagrangian–Projection method, whereas an explicit characteristic method coupled with a TVD SUPERBEE scheme is applied to the advection equation. The velocity components and the pressure are discretized on staggered grids with finite volumes. Emphasis is on the accuracy and robustness of the techniques described before. A precise explanation on the validation phase will be given, which uses such tests as the advection of a step function or Zalesak's problem to improve the calculation of the interface. The global approach is used on a physically hard interfacial test with strong disparities between viscosities and densities. Copyright © 1999 John Wiley & Sons, Ltd.     

A semi‐Lagrangian level set method for incompressible Navier–Stokes equations with free surface

In this paper, we formulate a level set method in the framework of finite elements‐semi‐Lagrangian methods to compute the solution of the incompressible Navier–Stokes equations with free surface. In our formulation, we use a quasi‐monotone semi‐Lagrangian scheme, which is both unconditionally stable and essentially non oscillatory, to compute the advective terms in the Navier–Stokes equations, the transport equation and the equation of the reinitialization stage for the level set function. The method we propose is quite robust and flexible with regard to the mesh and the geometry of the domain, as well as the magnitude of the Reynolds number. We illustrate the performance of the method in several examples, which range from a benchmark problem to test the volume conservation property of the method to the flow past a NACA0012 foil at high Reynolds number. Copyright © 2005 John Wiley & Sons, Ltd.     

A non‐iterative implicit algorithm for the solution of advection–diffusion equation on a sphere

A numerical algorithm for the solution of advection–diffusion equation on the surface of a sphere is suggested. The velocity field on a sphere is assumed to be known and non‐divergent. The discretization of advection–diffusion equation in space is carried out with the help of the finite volume method, and the Gauss theorem is applied to each grid cell. For the discretization in time, the symmetrized double‐cycle componentwise splitting method and the Crank–Nicolson scheme are used. The numerical scheme is of second order approximation in space and time, correctly describes the balance of mass of substance in the forced and dissipative discrete system and is unconditionally stable. In the absence of external forcing and dissipation, the total mass and L₂‐norm of solution of discrete system is conserved in time. The one‐dimensional periodic problems arising at splitting in the longitudinal direction are solved with Sherman–Morrison's formula and Thomas's algorithm. The one‐dimensional problems arising at splitting in the latitudinal direction are solved by the bordering method that requires a prior determination of the solution at the poles. The resulting linear systems have tridiagonal matrices and are solved by Thomas's algorithm. The suggested method is direct (without iterations) and rapid in realization. It can also be applied to linear and nonlinear diffusion problems, some elliptic problems and adjoint advection–diffusion problems on a sphere. Copyright © 2015 John Wiley & Sons, Ltd.