A spectral fictitious domain method with internal forcing for solving elliptic PDEs

A fictitious domain method is presented for solving elliptic partial differential equations using Galerkin spectral approximation. The fictitious domain approach consists in immersing the original domain into a larger and geometrically simpler one in order to avoid the use of boundary fitted or unstructured meshes. In the present study, boundary constraints are enforced using Lagrange multipliers and the novel aspect is that the Lagrange multipliers are associated with smooth forcing functions, compactly supported inside the fictitious domain. This allows the accuracy of the spectral method to be preserved, unlike the classical discrete Lagrange multipliers method, in which the forcing is defined on the boundaries. In order to have a robust and efficient method, equations for the Lagrange multipliers are solved directly with an influence matrix technique. Using a Fourier–Chebyshev approximation, the high-order accuracy of the method is demonstrated on one- and two-dimensional elliptic problems of second- and fourth-order. The principle of the method is general and can be applied to solve elliptic problems using any high order variational approximation.     

非匹配网格上广义Stokes问题的区域分裂解法及事后误差估算

发展了一种广义Stokes问题的无覆盖区域分裂解法。子域交界面上的约束条件是通过引入一Lagrange乘子而得到弱满足的,在有限元离散子域的交界处网格可以是非匹配的。应用Petrov Galerkin方法解每个子域上的广义Stokes问题,而交界面上的Lagrange乘子则通过共轭梯度法迭代求解,各变量均由线性函数离散。对上述区域分裂解法,还构造了基于求解当地问题的误差事后估算方法。各变量的当地误差估算器定义在二阶非连续鼓包(bump)函数的空间中。最后给出了基于事后误差估算值的自适应网格上的数值结果。     

High-order compact schemes for incompressible flows: A simple and efficient method with quasi-spectral accuracy

In this paper, a finite difference code for Direct and Large Eddy Simulation (DNS/LES) of incompressible flows is presented. This code is an intermediate tool between fully spectral Navier–Stokes solvers (limited to academic geometry through Fourier or Chebyshev representation) and more versatile codes based on standard numerical schemes (typically only second-order accurate). The interest of high-order schemes is discussed in terms of implementation easiness, computational efficiency and accuracy improvement considered through simplified benchmark problems and practical calculations. The equivalence rules between operations in physical and spectral spaces are efficiently used to solve the Poisson equation introduced by the projection method. It is shown that for the pressure treatment, an accurate Fourier representation can be used for more flexible boundary conditions than periodicity or free-slip. Using the concept of the modified wave number, the incompressibility can be enforced up to the machine accuracy. The benefit offered by this alternative method is found to be very satisfactory, even when a formal second-order error is introduced locally by boundary conditions that are neither periodic nor symmetric. The usefulness of high-order schemes combined with an immersed boundary method (IBM) is also demonstrated despite the second-order accuracy introduced by this wall modelling strategy. In particular, the interest of a partially staggered mesh is exhibited in this specific context. Three-dimensional calculations of transitional and turbulent channel flows emphasize the ability of present high-order schemes to reduce the computational cost for a given accuracy. The main conclusion of this paper is that finite difference schemes with quasi-spectral accuracy can be very efficient for DNS/LES of incompressible flows, while allowing flexibility for the boundary conditions and easiness in the code development. Therefore, this compromise fits particularly well for very high-resolution simulations of turbulent flows with relatively complex geometries without requiring heavy numerical developments.     

On the accuracy of direct forcing immersed boundary methods with projection methods

Direct forcing methods are a class of methods for solving the Navier–Stokes equations on nonrectangular domains. The physical domain is embedded into a larger, rectangular domain, and the equations of motion are solved on this extended domain. The boundary conditions are enforced by applying forces near the embedded boundaries. This raises the question of how the flow outside the physical domain influences the flow inside the physical domain. This question is particularly relevant when using a projection method for incompressible flow. In this paper, analysis and computational tests are presented that explore the performance of projection methods when used with direct forcing methods. Sufficient conditions for the success of projection methods on extended domains are derived, and it is shown how forcing methods meet these conditions. Bounds on the error due to projecting on the extended domain are derived, and it is shown that direct forcing methods are, in general, first-order accurate in the max-norm. Numerical tests of the projection alone confirm the analysis and show that this error is concentrated near the embedded boundaries, leading to higher-order accuracy in integral norms. Generically, forcing methods generate a solution that is not smooth across the embedded boundaries, and it is this lack of smoothness which limits the accuracy of the methods. Additional computational tests of the Navier–Stokes equations involving a direct forcing method and a projection method are presented, and the results are compared with the predictions of the analysis. These results confirm that the lack of smoothness in the solution produces a lower-order error. The rate of convergence attained in practice depends on the type of forcing method used.     

A spectral FC solver for the compressible Navier–Stokes equations in general domains I: Explicit time-stepping

We present a Fourier continuation (FC) algorithm for the solution of the fully nonlinear compressible Navier–Stokes equations in general spatial domains. The new scheme is based on the recently introduced accelerated FC method, which enables use of highly accurate Fourier expansions as the main building block of general-domain PDE solvers. Previous FC-based PDE solvers are restricted to linear scalar equations with constant coefficients. The FC methodology presented in this text thus constitutes a significant generalization of the previous FC schemes, as it yields general-domain FC solvers for nonlinear systems of PDEs. While not restricted to periodic boundary conditions and therefore applicable to general boundary value problems on arbitrary domains, the proposed algorithm inherits many of the highly desirable properties arising from rapidly convergent Fourier expansions, including high-order convergence, essentially spectrally accurate dispersion relations, and much milder CFL constraints than those imposed by polynomial-based spectral methods—since, for example, the spectral radius of the FC first derivative grows linearly with the number of spatial discretization points. We demonstrate the accuracy and optimal parallel efficiency of the algorithm in a variety of scientific and engineering contexts relevant to fluid-dynamics and nonlinear acoustics.     

Fourier spectral embedded boundary solution of the Poisson’s and Laplace equations with Dirichlet boundary conditions

A Fourier spectral embedded boundary method, for solution of the Poisson’s equation with Dirichlet boundary conditions and arbitrary forcing functions (including zero forcing function), is presented in this paper. This iterative method begins by transformation of the Dirichlet boundary conditions from the physical boundaries to some corresponding regular grid points (which are called the numerical boundaries), using a second order interpolation method. Then the transformed boundary conditions and the forcing function are extended to a square, smoothly and periodically, via multiplying them by some suitable error functions. Instead of direct solution of the resulting extended Poisson’s problem, it is suggested to define and solve an equivalent transient diffusion problem on the regular domain, until achievement of the steady solution (which is considered as the solution of the original problem). Without need of any numerical time integration method, time advancement of the solution is obtained directly, from the exact solution of the transient problem in the Fourier space. Consequently, timestep sizes can be chosen without stability limitations, which it means higher rates of convergence in comparison with the classical relaxation methods. The method is presented in details for one- and two-dimensional problems, and a new emerged phenomenon (which is called the saturation state) is illustrated both in the physical and spectral spaces. The numerical experiments have been performed on the one- and two-dimensional irregular domains to show the accuracy of the method and its superiority (from the rate of convergence viewpoint) to the other classical relaxation methods. Capability of the method, in dealing with complex geometries, and in presence of discontinuity at the boundaries, has been shown via some numerical experiments on a four-leaf shape geometry.     

颗粒沉降运动的虚拟区域法直接数值模拟

文采用基于四边形网格的分布式拉格朗日乘子／虚拟区域方法(DLM／FD method)对二维方槽内775个圆形颗粒在流体中的沉降过程进行了直接数值模拟。得到了颗粒流沉降过程中流体和颗粒速度和涡量分布、流场压力分布等流动细节,展示了颗粒在沉降过程中由于相间的相互作用以及颗粒间的作用,使得颗粒流在流场内形成大小不一的旋流区,颗粒回旋着沉降,同时颗粒的尾涡影响附近颗粒的运动．本文的结果说明分布式拉格朗日乘子／虚拟区域方法对模拟存在很多颗粒的悬浮体流动是可行的。     

High-order non-uniform grid schemes for numerical simulation of hypersonic boundary-layer stability and transition

The direct numerical simulation of receptivity, instability and transition of hypersonic boundary layers requires high-order accurate schemes because lower-order schemes do not have an adequate accuracy level to compute the large range of time and length scales in such flow fields. The main limiting factor in the application of high-order schemes to practical boundary-layer flow problems is the numerical instability of high-order boundary closure schemes on the wall. This paper presents a family of high-order non-uniform grid finite difference schemes with stable boundary closures for the direct numerical simulation of hypersonic boundary-layer transition. By using an appropriate grid stretching, and clustering grid points near the boundary, high-order schemes with stable boundary closures can be obtained. The order of the schemes ranges from first-order at the lowest, to the global spectral collocation method at the highest. The accuracy and stability of the new high-order numerical schemes is tested by numerical simulations of the linear wave equation and two-dimensional incompressible flat plate boundary layer flows. The high-order non-uniform-grid schemes (up to the 11th-order) are subsequently applied for the simulation of the receptivity of a hypersonic boundary layer to free stream disturbances over a blunt leading edge. The steady and unsteady results show that the new high-order schemes are stable and are able to produce high accuracy for computations of the nonlinear two-dimensional Navier–Stokes equations for the wall bounded supersonic flow.     

Spectral Element Discretization of the Stokes Equations in Deformed Axisymmetric Geometries

In this paper, we study the numerical solution of the Stokes system in deformed axisymmetric geometries. In the azimuthal direction the discretization is carried out by using truncated Fourier series, thus reducing the dimension of the problem. The resulting two-dimensional problems are discretized using the spectral element method which is based on the variational formulation in primitive variables. The meridian domain is subdivided into elements, in each of which the solution is approximated by truncated polynomial series. The results of numerical experiments for several geometries are presented.     

Chebyshev pseudospectral solution of second-order elliptic equations with finite element preconditioning

A new Chebyshev pseudospectral algorithm for second-order elliptic equations using finite element preconditioning is proposed and tested on various problems. Bilinear and biquadratic Lagrange elements are considered as well as bicubic Hermite elements. The numerical results show that bilinear elements produce spectral accuracy with the minimum computational work. L-shaped regions are treated by a subdomain approach.     

Navier–Stokes spectral solver in a sphere

The paper presents the first implementation of a primitive variable spectral method for calculating viscous flows inside a sphere. A variational formulation of the Navier–Stokes equations is adopted using a fractional-step time discretization with the classical second-order backward difference scheme combined with explicit extrapolation of the nonlinear term. The resulting scalar and vector elliptic equations are solved by means of the direct spectral solvers developed recently by the authors. The spectral matrices for radial operators are characterized by a minimal sparsity – diagonal stiffness and tridiagonal mass matrix. Closed-form expressions of their nonzero elements are provided here for the first time, showing that the condition number of the relevant matrices grows as the second power of the truncation order. A new spectral elliptic solver for the velocity unknown in spherical coordinates is also described that includes implicitly the Coriolis force in a rotating frame, but requires a minimal coupling between the modal velocity components in the Fourier space. The numerical tests confirm that the proposed method achieves spectral accuracy and ensures infinite differentiability to all orders of the numerical solution, by construction. These results indicate that the new primitive variable spectral solver is an effective alternative to the spectral method recently proposed by Kida and Nakayama, where the velocity field is represented in terms of poloidal and toroidal functions.     

A second order virtual node method for elliptic problems with interfaces and irregular domains in three dimensions

We present a numerical method for the variable coefficient Poisson equation in three-dimensional irregular domains and with interfacial discontinuities. The discretization embeds the domain and interface into a uniform Cartesian grid augmented with virtual degrees of freedom to provide accurate treatment of jump and boundary conditions. The matrix associated with the discretization is symmetric positive definite and equal to the standard 7-point finite difference Poisson stencil away from embedded interfaces and boundaries. Numerical evidence suggests second order accuracy in the L^∞-norm. Our approach improves the treatment of Dirichlet and jump constraints in the recent work of Bedrossian et al. [1] and introduces innovations necessary in three dimensions. Specifically, we construct new constraint-based Lagrange multiplier spaces that significantly improve the conditioning of the associated linear system of equations; we provide a method for cell-local polyhedral approximation to the zero isocontour surface of a level set needed for three-dimensional embedding; and we show that the new Lagrange multiplier spaces naturally lead to a class of easy-to-implement multigrid methods that achieve near optimal efficiency, as shown by numerical examples. For the specific case of a continuous Poisson coefficient in interface problems, we provide an expansive treatment of the construction of a particular solution that satisfies the value jump and flux jump constraints. As in [1], this is used in a discontinuity removal technique that yields the standard 7-point stencil across the interface and only requires a modification to the right-hand side of the linear system.     

High-order,finite-volume methods in mapped coordinates

We present an approach for constructing finite-volume methods for flux-divergence forms to any order of accuracy defined as the image of a smooth mapping from a rectangular discretization of an abstract coordinate space. Our approach is based on two ideas. The first is that of using higher-order quadrature rules to compute the flux averages over faces that generalize a method developed for Cartesian grids to the case of mapped grids. The second is a method for computing the averages of the metric terms on faces such that freestream preservation is automatically satisfied. We derive detailed formulas for the cases of fourth-order accurate discretizations of linear elliptic and hyperbolic partial differential equations. For the latter case, we combine the method so derived with Runge–Kutta time discretization and demonstrate how to incorporate a high-order accurate limiter with the goal of obtaining a method that is robust in the presence of discontinuities and underresolved gradients. For both elliptic and hyperbolic problems, we demonstrate that the resulting methods are fourth-order accurate for smooth solutions.     

Accurate, high-order representation of complex three-dimensional surfaces via Fourier continuation analysis

We present a new method for construction of high-order parametrizations of surfaces: starting from point clouds, the method we propose can be used to produce full surface parametrizations (by sets of local charts, each one representing a large surface patch – which, typically, contains thousands of the points in the original point-cloud) for complex surfaces of scientific and engineering relevance. The proposed approach accurately renders both smooth and non-smooth portions of a surface: it yields super-algebraically convergent Fourier series approximations to a given surface up to and including all points of geometric singularity, such as corners, edges, conical points, etc. In view of their C^∞ smoothness (except at true geometric singularities) and their properties of high-order approximation, the surfaces produced by this method are suitable for use in conjunction with high-order numerical methods for boundary value problems in domains with complex boundaries, including PDE solvers, integral equation solvers, etc. Our approach is based on a very simple concept: use of Fourier analysis to continue smooth portions of a piecewise smooth function into new functions which, defined on larger domains, are both smooth and periodic. The “continuation functions” arising from a function f converge super-algebraically to f in its domain of definition as discretizations are refined. We demonstrate the capabilities of the proposed approach for a number of surfaces of engineering relevance.     

High-Order Monotonicity-Preserving Compact Schemes for Linear Scalar Advection on 2-D Irregular Meshes

This paper is concerned with the numerical solution for linear scalar advection problems, the velocity field of which may be uniform or a given function of the space variable. We would like to propose the following: (1) a new family of 1-D compact explicit schemes, which preserve monotonicity while maintaining high-order accuracy in smooth regions; and (2) an extension to the 2-D case of this family of schemes, which ensures good accuracy and isotropy of the computed solution even for very distorted meshes. A few theoretical results are proven, while abundant numerical tests are shown in order to illustrate the quality of the schemes at issue.     

Parallel finite element simulations of incompressible viscous fluid flow by domain decomposition with Lagrange multipliers

A parallel approach to solve three-dimensional viscous incompressible fluid flow problems using discontinuous pressure finite elements and a Lagrange multiplier technique is presented. The strategy is based on non-overlapping domain decomposition methods, and Lagrange multipliers are used to enforce continuity at the boundaries between subdomains. The novelty of the work is the coupled approach for solving the velocity–pressure-Lagrange multiplier algebraic system of the discrete Navier–Stokes equations by a distributed memory parallel ILU (0) preconditioned Krylov method. A penalty function on the interface constraints equations is introduced to avoid the failure of the ILU factorization algorithm. To ensure portability of the code, a message based memory distributed model with MPI is employed. The method has been tested over different benchmark cases such as the lid-driven cavity and pipe flow with unstructured tetrahedral grids. It is found that the partition algorithm and the order of the physical variables are central to parallelization performance. A speed-up in the range of 5–13 is obtained with 16 processors. Finally, the algorithm is tested over an industrial case using up to 128 processors. In considering the literature, the obtained speed-ups on distributed and shared memory computers are found very competitive.     

A second order virtual node method for elliptic problems with interfaces and irregular domains

We present a second order accurate, geometrically flexible and easy to implement method for solving the variable coefficient Poisson equation with interfacial discontinuities or on irregular domains, handling both cases with the same approach. We discretize the equations using an embedded approach on a uniform Cartesian grid employing virtual nodes at interfaces and boundaries. A variational method is used to define numerical stencils near these special virtual nodes and a Lagrange multiplier approach is used to enforce jump conditions and Dirichlet boundary conditions. Our combination of these two aspects yields a symmetric positive definite discretization. In the general case, we obtain the standard 5-point stencil away from the interface. For the specific case of interface problems with continuous coefficients, we present a discontinuity removal technique that admits use of the standard 5-point finite difference stencil everywhere in the domain. Numerical experiments indicate second order accuracy in L^∞.     

Accurate,high-order representation of complex three-dimensional surfaces via Fourier continuation analysis

We present a new method for construction of high-order parametrizations of surfaces: starting from point clouds, the method we propose can be used to produce full surface parametrizations (by sets of local charts, each one representing a large surface patch – which, typically, contains thousands of the points in the original point-cloud) for complex surfaces of scientific and engineering relevance. The proposed approach accurately renders both smooth and non-smooth portions of a surface: it yields super-algebraically convergent Fourier series approximations to a given surface up to and including all points of geometric singularity, such as corners, edges, conical points, etc. In view of their C^∞ smoothness (except at true geometric singularities) and their properties of high-order approximation, the surfaces produced by this method are suitable for use in conjunction with high-order numerical methods for boundary value problems in domains with complex boundaries, including PDE solvers, integral equation solvers, etc. Our approach is based on a very simple concept: use of Fourier analysis to continue smooth portions of a piecewise smooth function into new functions which, defined on larger domains, are both smooth and periodic. The “continuation functions” arising from a function f converge super-algebraically to f in its domain of definition as discretizations are refined. We demonstrate the capabilities of the proposed approach for a number of surfaces of engineering relevance.     

Conservative method for simulation of a high-order nonlinear Schrdinger equation with a trapped term

We propose a new scheme for simulation of a high-order nonlinear Schrodinger equation with a trapped term by using the mid-point rule and Fourier pseudospectral method to approximate time and space derivatives, respectively. The method is proved to be both charge- and energy-conserved. Various numerical experiments for the equation in different cases are conducted. From the numerical evidence, we see the present method provides an accurate solution and conserves the discrete charge and energy invariants to machine accuracy which are consistent with the theoretical analysis.     

Adaptively deformed mesh based interface method for elliptic equations with discontinuous coefficients

Mesh deformation methods are a versatile strategy for solving partial differential equations (PDEs) with a vast variety of practical applications. However, these methods break down for elliptic PDEs with discontinuous coefficients, namely, elliptic interface problems. For this class of problems, the additional interface jump conditions are required to maintain the well-posedness of the governing equation. Consequently, in order to achieve high accuracy and high order convergence, additional numerical algorithms are required to enforce the interface jump conditions in solving elliptic interface problems. The present work introduces an interface technique based adaptively deformed mesh strategy for resolving elliptic interface problems. We take the advantages of the high accuracy, flexibility and robustness of the matched interface and boundary (MIB) method to construct an adaptively deformed mesh based interface method for elliptic equations with discontinuous coefficients. The proposed method generates deformed meshes in the physical domain and solves the transformed governed equations in the computational domain, which maintains regular Cartesian meshes. The mesh deformation is realized by a mesh transformation PDE, which controls the mesh redistribution by a source term. The source term consists of a monitor function, which builds in mesh contraction rules. Both interface geometry based deformed meshes and solution gradient based deformed meshes are constructed to reduce the L(∞) and L(2) errors in solving elliptic interface problems. The proposed adaptively deformed mesh based interface method is extensively validated by many numerical experiments. Numerical results indicate that the adaptively deformed mesh based interface method outperforms the original MIB method for dealing with elliptic interface problems.